本文整理汇总了Python中quantlib.time.calendars.united_kingdom.UnitedKingdom.adjust方法的典型用法代码示例。如果您正苦于以下问题：Python UnitedKingdom.adjust方法的具体用法？Python UnitedKingdom.adjust怎么用？Python UnitedKingdom.adjust使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类quantlib.time.calendars.united_kingdom.UnitedKingdom的用法示例。
在下文中一共展示了UnitedKingdom.adjust方法的2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_adjust_business_day
# 需要导入模块: from quantlib.time.calendars.united_kingdom import UnitedKingdom [as 别名]
# 或者: from quantlib.time.calendars.united_kingdom.UnitedKingdom import adjust [as 别名]
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2: ScheduleMethodTestCase
# 需要导入模块: from quantlib.time.calendars.united_kingdom import UnitedKingdom [as 别名]
# 或者: from quantlib.time.calendars.united_kingdom.UnitedKingdom import adjust [as 别名]
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)))