Added tests for day convention arithmetic and other miscellaneous functions
This commit is contained in:
Sudhir Shenoy
parent
9bb852795e
commit
28604b19d4
3 changed files with 163 additions and 122 deletions
255
test-dates.lisp
255
test-dates.lisp
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@ -27,107 +27,145 @@
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(in-package :cl-dates-test)
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(deftest julian ()
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(format t "Julian date conversions ...~%")
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(check
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(= (ymd->date 2017 2 5) 2457789.5)
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(= (ymd->date 1959 12 29) 2436931.5)
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(= (ymd->date 1959 12 29 18 12 26.3) 2436932.2586376667d0)
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(equal '(2017 2 5) (multiple-value-call #'list (date->ymd 2457789.5)))
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(= (ymd->date 1600 2 29) 2305506.5)
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(= (ymd->date 1600 2 29 9 31 23.5) 2305506.896799773d0)
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(equal '(1600 2 29 9 31 23.500385284423828d0)
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(multiple-value-call #'list (date->ymd 2305506.896799773d0 :want-time t)))
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(= (date->javascript-time (ymd->date 2017 6 18)) 1497744000000)
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(= (jday-number (ymd->date 2017 6 18)) 2457923)))
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(= (ymd->date 2017 2 5) 2457789.5)
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(= (ymd->date 1959 12 29) 2436931.5)
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(= (ymd->date 1959 12 29 18 12 26.3) 2436932.2586376667d0)
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(equal '(2017 2 5) (multiple-value-call #'list (date->ymd 2457789.5)))
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(= (ymd->date 1600 2 29) 2305506.5)
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(= (ymd->date 1600 2 29 9 31 23.5) 2305506.896799773d0)
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(equal '(1600 2 29 9 31 23.500385284423828d0)
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(multiple-value-call #'list (date->ymd 2305506.896799773d0 :want-time t)))
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(= (date->javascript-time (ymd->date 2017 6 18)) 1497744000000)
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(= (jday-number (ymd->date 2017 6 18)) 2457923)))
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(deftest misc-fns ()
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(format t "Miscellaneous date functions ...~%")
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(check
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(valid-date-p 2000 2 29)
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(null (valid-date-p 1900 2 29))
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(null (valid-date-p 1234 65 789))
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(eq :monday (day-of-week (ymd->date 2017 2 6)))
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(eq :wednesday (day-of-week (ymd->date 1959 9 23)))
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(valid-date-p 2000 2 29)
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(null (valid-date-p 1900 2 29))
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(null (valid-date-p 1234 65 789))
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(= (nth-day-of-week (ymd->date 2017 2 5) :tuesday 3) (ymd->date 2017 2 21))
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(= (nth-day-of-week (ymd->date 2017 2 5) :thursday 3) (ymd->date 2017 2 16))
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;; overflow month - returns last tuesday
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(= (nth-day-of-week (ymd->date 2017 2 5) :tuesday 7) (ymd->date 2017 2 28))
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;; any number <= 1 should return 1st tuesday
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(= (nth-day-of-week (ymd->date 2017 2 5) :tuesday -7) (ymd->date 2017 2 7))))
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(null (leap-year-p 1900))
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(leap-year-p 2000)
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(null (leap-year-p 2001))
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(leap-year-p 2004)
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(eq :monday (day-of-week (ymd->date 2017 2 6)))
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(eq :wednesday (day-of-week (ymd->date 1959 9 23)))
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(= (nth-day-of-week (ymd->date 2017 2 5) :tuesday 3) (ymd->date 2017 2 21))
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(= (nth-day-of-week (ymd->date 2017 2 5) :thursday 3) (ymd->date 2017 2 16))
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;; overflow month - returns last tuesday
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(= (nth-day-of-week (ymd->date 2017 2 5) :tuesday 7) (ymd->date 2017 2 28))
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;; any number <= 1 should return 1st tuesday
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(= (nth-day-of-week (ymd->date 2017 2 5) :tuesday -7) (ymd->date 2017 2 7))
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(date= (ymd->date 2007 2 3 10 35 42) (ymd->date 2007 2 3 11 30 20) (ymd->date 2007 2 3 12 45 12))
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(date/= (ymd->date 2007 2 4) (ymd->date 2007 2 3) (ymd->date 2007 2 3))
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(date< (ymd->date 2007 2 3 10 35 42) (ymd->date 2007 2 4 11 30 20) (ymd->date 2007 2 5 12 45 12))
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(not (date< (ymd->date 2007 2 3 10 35 42) (ymd->date 2007 2 3 11 30 20) (ymd->date 2007 2 5 12 45 12)))
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(date<= (ymd->date 2007 2 3 10 35 42) (ymd->date 2007 2 3 11 30 20) (ymd->date 2007 2 5 12 45 12))))
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(deftest print-fns ()
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(format t "Conversions to strings ...~%")
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(let ((dt1 (ymd->date 2017 2 16))
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(dt2 (ymd->date 2017 2 16 17 30 25 +9)))
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(check
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(string= (dow->string :monday) "Monday")
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(string= (dow->string :tuesday) "Tuesday")
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(string= (dow->string :wednesday) "Wednesday")
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(string= (dow->string :thursday) "Thursday")
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(string= (dow->string :friday) "Friday")
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(string= (dow->string :saturday) "Saturday")
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(string= (dow->string :sunday) "Sunday")
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(string= (dow->string :monday) "Monday")
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(string= (dow->string :tuesday) "Tuesday")
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(string= (dow->string :wednesday) "Wednesday")
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(string= (dow->string :thursday) "Thursday")
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(string= (dow->string :friday) "Friday")
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(string= (dow->string :saturday) "Saturday")
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(string= (dow->string :sunday) "Sunday")
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(string= (month->string 1) "January")
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(string= (month->string 2) "February")
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(string= (month->string 3) "March")
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(string= (month->string 4) "April")
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(string= (month->string 5) "May")
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(string= (month->string 6) "June")
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(string= (month->string 7) "July")
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(string= (month->string 8) "August")
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(string= (month->string 9) "September")
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(string= (month->string 10) "October")
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(string= (month->string 11) "November")
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(string= (month->string 12) "December")
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(string= (month->string 1) "January")
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(string= (month->string 2) "February")
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(string= (month->string 3) "March")
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(string= (month->string 4) "April")
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(string= (month->string 5) "May")
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(string= (month->string 6) "June")
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(string= (month->string 7) "July")
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(string= (month->string 8) "August")
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(string= (month->string 9) "September")
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(string= (month->string 10) "October")
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(string= (month->string 11) "November")
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(string= (month->string 12) "December")
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(string= (date->string dt1) "2017-02-16")
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(string= (date->string dt1 :format :iso-8601) "2017-02-16")
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(string= (date->string dt1 :format :asctime) "Thu Feb 16 2017")
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(string= (date->string dt1 :format :rfc-822) "Thu, 16 Feb 2017")
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(string= (date->string dt1 :format :rfc-850) "Thu, 16-Feb-2017")
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(string= (date->string dt2) "2017-02-16 08:30:25 UTC")
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(string= (date->string dt2 :format :iso-8601) "2017-02-16T08:30:25Z")
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(string= (date->string dt2 :format :asctime) "Thu Feb 16 08:30:25 GMT 2017")
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(string= (date->string dt2 :format :rfc-822) "Thu, 16 Feb 2017 08:30:25 GMT")
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(string= (date->string dt2 :format :rfc-850) "Thu, 16-Feb-2017 08:30:25 GMT")
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(string= (date->string dt1) "2017-02-16")
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(string= (date->string dt1 :format :iso-8601) "2017-02-16")
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(string= (date->string dt1 :format :asctime) "Thu Feb 16 2017")
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(string= (date->string dt1 :format :rfc-822) "Thu, 16 Feb 2017")
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(string= (date->string dt1 :format :rfc-850) "Thu, 16-Feb-2017")
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(string= (date->string dt2) "2017-02-16 08:30:25 UTC")
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(string= (date->string dt2 :format :iso-8601) "2017-02-16T08:30:25Z")
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(string= (date->string dt2 :format :asctime) "Thu Feb 16 08:30:25 GMT 2017")
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(string= (date->string dt2 :format :rfc-822) "Thu, 16 Feb 2017 08:30:25 GMT")
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(string= (date->string dt2 :format :rfc-850) "Thu, 16-Feb-2017 08:30:25 GMT")
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(string= (date->string dt2 :zone "JST") "2017-02-16 17:30:25 +09:00")
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(string= (date->string dt2 :zone "JST" :format :iso-8601) "2017-02-16T17:30:25+09:00")
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(string= (date->string dt2 :zone "JST" :format :asctime) "Thu Feb 16 17:30:25 +0900 2017")
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(string= (date->string dt2 :zone "JST" :format :rfc-822) "Thu, 16 Feb 2017 17:30:25 +0900")
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(string= (date->string dt2 :zone "JST" :format :rfc-850) "Thu, 16-Feb-2017 17:30:25 +0900"))))
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(string= (date->string dt2 :zone "JST") "2017-02-16 17:30:25 +09:00")
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(string= (date->string dt2 :zone "JST" :format :iso-8601) "2017-02-16T17:30:25+09:00")
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(string= (date->string dt2 :zone "JST" :format :asctime) "Thu Feb 16 17:30:25 +0900 2017")
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(string= (date->string dt2 :zone "JST" :format :rfc-822) "Thu, 16 Feb 2017 17:30:25 +0900")
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(string= (date->string dt2 :zone "JST" :format :rfc-850) "Thu, 16-Feb-2017 17:30:25 +0900"))))
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(deftest special-dates ()
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(format t "Computation of special dates ...~%")
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(check
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(= (easter-day 2001) (ymd->date 2001 4 15))
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(= (easter-day 2002) (ymd->date 2002 3 31))
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(= (easter-day 2005) (ymd->date 2005 3 27))
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(= (easter-day 2011) (ymd->date 2011 4 24))
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(= (easter-day 2001) (ymd->date 2001 4 15))
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(= (easter-day 2002) (ymd->date 2002 3 31))
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(= (easter-day 2005) (ymd->date 2005 3 27))
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(= (easter-day 2011) (ymd->date 2011 4 24))
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(= (vernal-equinox 2017)
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(ymd->date 2017 3 20 10 28 32.05221712589264d0))
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(= (summer-solstice 2017)
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(ymd->date 2017 6 21 4 23 43.49940687417984d0))
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(= (autumnal-equinox 2017)
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(ymd->date 2017 9 22 20 1 8.430179357528687D0))
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(= (winter-solstice 2017)
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(ymd->date 2017 12 21 16 27 51.39586955308914d0))
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(= (vernal-equinox 1959)
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(ymd->date 1959 3 21 8 55 7.991203665733337d0))
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(= (summer-solstice 1959)
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(ymd->date 1959 6 22 3 49 50.55352360010147d0))
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(= (autumnal-equinox 1959)
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(ymd->date 1959 9 23 19 8 29.363870322704315D0))
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(= (winter-solstice 1959)
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(ymd->date 1959 12 22 14 34 33.68946969509125d0))))
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(= (vernal-equinox 2017)
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(ymd->date 2017 3 20 10 28 32.05221712589264d0))
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(= (summer-solstice 2017)
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(ymd->date 2017 6 21 4 23 43.49940687417984d0))
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(= (autumnal-equinox 2017)
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(ymd->date 2017 9 22 20 1 8.430179357528687D0))
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(= (winter-solstice 2017)
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(ymd->date 2017 12 21 16 27 51.39586955308914d0))
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(= (vernal-equinox 1959)
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(ymd->date 1959 3 21 8 55 7.991203665733337d0))
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(= (summer-solstice 1959)
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(ymd->date 1959 6 22 3 49 50.55352360010147d0))
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(= (autumnal-equinox 1959)
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(ymd->date 1959 9 23 19 8 29.363870322704315D0))
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(= (winter-solstice 1959)
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(ymd->date 1959 12 22 14 34 33.68946969509125d0))))
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(deftest date-arith ()
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(check
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(= (date+ (ymd->date 2016 2 28) 1) (ymd->date 2016 2 29))
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(= (date+ (ymd->date 2016 2 28) 2) (ymd->date 2016 3 1))
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(= (date- (ymd->date 2016 3 1) 2) (ymd->date 2016 2 28))
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(= (date- (ymd->date 2016 3 1) 1) (ymd->date 2016 2 29))
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(= (add-months (ymd->date 2016 2 29) 6) (ymd->date 2016 8 29))
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(= (add-months (ymd->date 2016 2 29) 6 :eom-rule :eom-normal) (ymd->date 2016 8 31))
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(= (add-months (ymd->date 2016 2 29) 6 :eom-rule :eom-no-leap-day) (ymd->date 2016 8 31))
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(= (add-months (ymd->date 2016 2 28) 6 :eom-rule :eom-normal) (ymd->date 2016 8 28))
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(= (add-months (ymd->date 2016 2 28) 6 :eom-rule :eom-no-leap-day) (ymd->date 2016 8 31))
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(= (add-months (ymd->date 2016 2 29) 12) (ymd->date 2017 2 28))
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(= (add-months (ymd->date 2016 2 29) 48) (ymd->date 2020 2 29))
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(= (add-years (ymd->date 2016 2 29) 4) (add-months (ymd->date 2016 2 29) 48))
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(= (add-months (ymd->date 2016 1 31) 1) (ymd->date 2016 2 29))
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(= (add-months (ymd->date 2016 1 31) 2) (ymd->date 2016 3 31))
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(= (add-months (ymd->date 2016 1 31) 3) (ymd->date 2016 4 30))
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(= (add-months (ymd->date 2016 4 30) 1) (ymd->date 2016 5 30))
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(= (add-months (ymd->date 2016 4 30) 1 :eom-rule :eom-normal) (ymd->date 2016 5 31))
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(= (add-months (ymd->date 2016 4 30) 1 :eom-rule :eom-no-leap-day) (ymd->date 2016 5 31))
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(= (add-months (ymd->date 2016 4 30) 46 :eom-rule :eom-normal) (ymd->date 2020 2 29))
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(= (add-months (ymd->date 2016 4 30) 46 :eom-rule :eom-no-leap-day) (ymd->date 2020 2 28))
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(= 0 (diff-days (ymd->date 2007 2 3 10 35 42) (ymd->date 2007 2 3 11 30 20)))
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(= 2 (diff-days (ymd->date 2008 2 28 10 35 42) (ymd->date 2008 3 1 11 30 20)))
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(= 366 (diff-days (ymd->date 2008 1 1 10 35 42) (ymd->date 2009 1 1 11 30 20)))
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(= 365 (diff-days (ymd->date 2007 1 1 10 35 42) (ymd->date 2008 1 1 11 30 20)))))
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(deftest date-arith-360 ()
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(format t "Checking 30/360 and Actual/360 day basis computations~%")
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(let ((test-cases
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;; Start date End Date Bond Basis 30E/360 30E/360 ISDA Act/360
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'(("2007-01-15" "2007-01-30" 0.041666667 0.041666667 0.041666667 0.041666667)
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@ -153,22 +191,22 @@
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("2009-02-28" "2009-08-31" 0.508333333 0.505555556 0.5 0.511111111)))
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(term-date (ymd->date 2009 2 28)))
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(labels ((a= (a b)
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(< (abs (- a b)) 0.000001)))
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(dolist (test test-cases)
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(let ((d1 (string->date (first test)))
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(d2 (string->date (second test)))
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(bond-basis (third test))
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(euro-basis (fourth test))
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(german (fifth test))
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(actual (sixth test)))
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(check
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(a= (diff-years d1 d2 :30a-360) bond-basis)
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(a= (diff-years d1 d2 :30e-360) euro-basis)
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(a= (diff-years d1 d2 :30e-360-isda :termination-date term-date) german)
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(a= (diff-years d1 d2 :act-360) actual)))))))
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(< (abs (- a b)) 0.000001)))
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(combine-results
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(loop for test in test-cases
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collect (let ((d1 (string->date (first test)))
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(d2 (string->date (second test)))
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(bond-basis (third test))
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(euro-basis (fourth test))
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(german (fifth test))
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(actual (sixth test)))
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(check
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(a= (diff-years d1 d2 :30a-360) bond-basis)
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(a= (diff-years d1 d2 :30e-360) euro-basis)
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(a= (diff-years d1 d2 :30e-360-isda :termination-date term-date) german)
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(a= (diff-years d1 d2 :act-360) actual))))))))
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(deftest date-arith-act-act ()
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(format t "Checking Actual/Actual day basis computations~%")
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(let ((test-cases
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(list
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;; Start End Date F LC AFB ISDA ISMA
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@ -182,15 +220,16 @@
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(list "2000-01-30" "2000-06-30" 2 t 152/366 152/366 (/ 152 (* 2 182)))
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(list "1999-11-30" "2000-04-30" 4 t 152/366 (+ 32/365 120/366) (+ (/ 91 (* 4 91))
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(/ 61 (* 4 92)))))))
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(dolist (test test-cases)
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(let ((d1 (string->date (first test)))
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(d2 (string->date (second test)))
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(freq (third test))
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(last-cpn (fourth test))
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(afb (fifth test))
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(isda (sixth test))
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(isma (seventh test)))
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(check
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(= (diff-years d1 d2 :act-act-afb) afb)
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(= (diff-years d1 d2 :act-act) isda)
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(= (diff-years d1 d2 :act-act-isma :frequency freq :is-last-coupon last-cpn) isma))))))
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(combine-results
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(loop for test in test-cases
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collect (let ((d1 (string->date (first test)))
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(d2 (string->date (second test)))
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(freq (third test))
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(last-cpn (fourth test))
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(afb (fifth test))
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(isda (sixth test))
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(isma (seventh test)))
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(check
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(= (diff-years d1 d2 :act-act-afb) afb)
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(= (diff-years d1 d2 :act-act) isda)
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(= (diff-years d1 d2 :act-act-isma :frequency freq :is-last-coupon last-cpn) isma)))))))
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