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"""
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
"""
import QuantLib as ql
import unittest
flag = None
def raiseFlag():
global flag
flag = 1
class MarketElementTest(unittest.TestCase):
def testObservable(self):
"Testing observability of market elements"
global flag
flag = None
me = ql.SimpleQuote(0.0)
obs = ql.Observer(raiseFlag)
obs.registerWith(me)
me.setValue(3.14)
if not flag:
self.fail("Observer was not notified of market element change")
flag = None
obs.unregisterWith(me)
me.setValue(2.71)
if flag:
self.fail("Observer was notified after unregistering")
def testObservableHandle(self):
"Testing observability of market element handles"
global flag
flag = None
me1 = ql.SimpleQuote(0.0)
h = ql.RelinkableQuoteHandle(me1)
obs = ql.Observer(raiseFlag)
obs.registerWith(h)
me1.setValue(3.14)
if not flag:
self.fail("Observer was not notified of market element change")
flag = None
me2 = ql.SimpleQuote(0.0)
h.linkTo(me2)
if not flag:
self.fail("Observer was not notified of market element change")
flag = None
obs.unregisterWith(h)
me2.setValue(2.71)
if flag:
self.fail("Observer was notified after unregistering")
def testObservableErrors(self):
class Handle:
def __init__(self, x):
self.x = x
def asObservable(self):
return 10 / self.x
obs = ql.Observer(raiseFlag)
self.assertRaises(TypeError, obs.registerWith, 123)
self.assertRaises(TypeError, obs.registerWith, obs)
self.assertRaises(TypeError, obs.registerWith, Handle)
self.assertRaises(ZeroDivisionError, obs.registerWith, Handle(0))
self.assertRaises(TypeError, obs.registerWith, Handle(1))
def test_SimpleQuote(self):
for value in (100, 2.71, 10**100):
self.assertAlmostEqual(ql.SimpleQuote(value).value(), value)
if __name__ == "__main__":
print("testing QuantLib", ql.__version__)
unittest.main(verbosity=2)
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