本文整理汇总了Python中quantlib.time.calendars.united_kingdom.UnitedKingdom类的典型用法代码示例。如果您正苦于以下问题：Python UnitedKingdom类的具体用法？Python UnitedKingdom怎么用？Python UnitedKingdom使用的例子？那么, 这里精选的类代码示例或许可以为您提供帮助。
在下文中一共展示了UnitedKingdom类的8个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: test_is_business_day
def test_is_business_day(self):
ukcal = UnitedKingdom()
bank_holiday_date = Date(3, May, 2010) #Early May Bank Holiday
business_day = Date(28, March, 2011)
self.assertFalse(ukcal.is_business_day(bank_holiday_date))
self.assertTrue(ukcal.is_business_day(business_day))示例2: test_business_days_between_dates
def test_business_days_between_dates(self):
ukcal = UnitedKingdom()
date1 = Date(30, May, 2011)
# 30st of May is Spring Bank Holiday
date2 = Date(3, June, 2011)
day_count = ukcal.business_days_between(date1, date2, include_last=True)
self.assertEquals(4, day_count)示例3: test_calendar_date_advance
def test_calendar_date_advance(self):
ukcal = UnitedKingdom()
bank_holiday_date = Date(3, May, 2010) #Early May Bank Holiday
advanced_date = ukcal.advance(bank_holiday_date, step=6, units=Months)
expected_date = Date(3, November, 2010)
self.assertTrue(expected_date == advanced_date)
period_10days = Period(10, Days)
advanced_date = ukcal.advance(bank_holiday_date, period=period_10days)
expected_date = Date(17, May, 2010)
self.assertTrue(expected_date == advanced_date)示例4: test_calendar_creation
def test_calendar_creation(self):
calendar = TARGET()
self.assertEquals('TARGET', calendar.name())
ukcalendar = UnitedKingdom()
self.assertEquals('UK settlement', ukcalendar.name())
lse_cal = UnitedKingdom(market=EXCHANGE)
self.assertEquals('London stock exchange', lse_cal.name())
null_calendar = NullCalendar()
self.assertEquals('Null', null_calendar.name())示例5: test_adjust_business_day
def test_adjust_business_day(self):
ukcal = UnitedKingdom()
bank_holiday_date = Date(3, May, 2010) # Early May Bank Holiday
adjusted_date = ukcal.adjust(bank_holiday_date)
following_date = bank_holiday_date + 1
self.assertTrue(following_date == adjusted_date)
adjusted_date = ukcal.adjust(bank_holiday_date, convention=Preceding)
following_date = bank_holiday_date - 3 # bank holiday is a Monday
self.assertTrue(following_date == adjusted_date)
adjusted_date = ukcal.adjust(bank_holiday_date, convention=ModifiedPreceding)
following_date = bank_holiday_date + 1 # Preceding is on a different
# month
self.assertTrue(following_date == adjusted_date)示例6: test_holiday_list_acces_and_modification
def test_holiday_list_acces_and_modification(self):
ukcal = UnitedKingdom()
holidays = list(holiday_list(ukcal, Date(1, Jan, 2011), Date(31, 12, 2011)))
self.assertEquals(UK_HOLIDAYS_2011, len(holidays))
new_holiday_date = Date(23, August, 2011)
ukcal.add_holiday(new_holiday_date)
holidays = list(holiday_list(ukcal, Date(1, Jan, 2011), Date(31, 12, 2011)))
self.assertEquals(UK_HOLIDAYS_2011 + 1, len(holidays))
ukcal.remove_holiday(new_holiday_date)
holidays = list(holiday_list(ukcal, Date(1, Jan, 2011), Date(31, 12, 2011)))
self.assertEquals(UK_HOLIDAYS_2011, len(holidays))示例7: setUp
def setUp(self):
self.from_date = Date(1, Jan, 2011)
self.to_date = Date(31, Dec, 2011)
self.tenor = Period(4, Weeks)
self.calendar = UnitedKingdom()
self.convention = Following
self.termination_convention = Preceding
self.rule = Twentieth
self.schedule = Schedule.from_rule(
self.from_date, self.to_date, self.tenor, self.calendar,
self.convention, self.termination_convention, self.rule
)示例8: ScheduleMethodTestCase
class ScheduleMethodTestCase(unittest.TestCase):
def setUp(self):
self.from_date = Date(1, Jan, 2011)
self.to_date = Date(31, Dec, 2011)
self.tenor = Period(4, Weeks)
self.calendar = UnitedKingdom()
self.convention = Following
self.termination_convention = Preceding
self.rule = Twentieth
self.schedule = Schedule.from_rule(
self.from_date, self.to_date, self.tenor, self.calendar,
self.convention, self.termination_convention, self.rule
)
def test_size(self):
self.assertEqual(15, self.schedule.size())
self.assertEqual(15, len(self.schedule))
def test_dates(self):
expected_dates_length = self.schedule.size()
dates = list(self.schedule.dates())
self.assertEqual(expected_dates_length, len(dates))
def test_iter_dates(self):
expected_dates_length = self.schedule.size()
dates= [date for date in self.schedule]
self.assertEqual(expected_dates_length, len(dates))
def test_at(self):
expected_date = self.calendar.adjust(self.from_date, Following)
self.assertEqual(expected_date, self.schedule.at(0))
self.assertEqual(expected_date, self.schedule[0])
next_date = self.calendar.adjust(
self.from_date + Period(4, Weeks), Following
)
expected_date = Date(20, next_date.month, next_date.year)
self.assertEqual(expected_date, self.schedule.at(1))
self.assertEqual(expected_date, self.schedule[1])
def test_previous_next_reference_date(self):
from_date = Date(3, Sep, 2011)
to_date = Date(15, Dec, 2011)
tenor = Period(1, Months)
calendar = UnitedKingdom()
convention = Following
termination_convention = Following
rule = Forward
fwd_schedule = Schedule.from_rule(from_date, to_date,
tenor, calendar, convention, termination_convention, rule)
expected_date = Date(5, Sep, 2011)
self.assertEqual(expected_date, fwd_schedule.next_date(from_date))
rule = Backward
bwd_schedule = Schedule.from_rule(from_date, to_date,
tenor, calendar, convention, termination_convention, rule)
expected_date = Date(15, Nov, 2011)
self.assertEqual(expected_date, bwd_schedule.previous_date(to_date))
def test_schedule_from_dates(self):
dates = [Date(3, Sep, 2011),
Date(5, Nov, 2011),
Date(15, Dec, 2011)]
tenor = Period(1, Months)
calendar = UnitedKingdom()
convention = Following
termination_convention = Following
rule = Forward
schedule = Schedule.from_dates(dates,
calendar, convention, termination_convention, tenor, rule)
expected_date = Date(3, Sep, 2011)
self.assert_(expected_date == schedule.next_date(Date(3, Sep, 2011)))
expected_date = Date(5, Nov, 2011)
self.assert_(expected_date == schedule.next_date(Date(4, Sep, 2011)))
expected_date = Date(15, Dec, 2011)
self.assert_(expected_date == schedule.next_date(Date(6, Nov, 2011)))