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Code Issues Releases Wiki Activity

Initial Mongo refactoring work

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This commit is contained in:
Bradlee Speice
2016-08-12 23:55:12 -04:00
parent 7dc9426eb9
commit 684c68bbe9
3 changed files with 70 additions and 33 deletions
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37
test/tasks/test_ice.py
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@ -8,42 +8,39 @@ from metrik.conf import USER_AGENT
# noinspection PyUnresolvedReferences
class TestICE(TestCase):
def test_correct_libor_Aug8_2016(self):
# Validate with:
# https://www.theice.com/marketdata/reports/icebenchmarkadmin/ICELiborHistoricalRates.shtml?excelExport=&criteria.reportDate=8%2F8%2F16&criteria.currencyCode=USD
aug8_libor = LiborRateTask.retrieve_data(datetime(2016, 8, 8), 'USD')
assert aug8_libor.overnight == .4189
assert aug8_libor.one_week == .4431
assert aug8_libor.one_month == .5119
assert aug8_libor.two_month == .6268
assert aug8_libor.three_month == .8065
assert aug8_libor.six_month == 1.1852
assert aug8_libor.one_year == 1.5081
assert aug8_libor['overnight'] == .4189
assert aug8_libor['one_week'] == .4431
assert aug8_libor['one_month'] == .5119
assert aug8_libor['two_month'] == .6268
assert aug8_libor['three_month'] == .8065
assert aug8_libor['six_month'] == 1.1852
assert aug8_libor['one_year'] == 1.5081
london_tz = pytz.timezone('Europe/London')
actual = london_tz.localize(datetime(2016, 8, 8, 11, 45, 6))
assert aug8_libor.publication == actual
assert aug8_libor['publication'] == actual
def test_correct_libor_Aug9_2010(self):
# Validate with:
# https://www.theice.com/marketdata/reports/icebenchmarkadmin/ICELiborHistoricalRates.shtml?excelExport=&criteria.reportDate=8%2F9%2F10&criteria.currencyCode=USD
aug9_libor = LiborRateTask.retrieve_data(datetime(2010, 8, 9), 'USD')
assert aug9_libor.overnight == .23656
assert aug9_libor.one_week == .27725
assert aug9_libor.one_month == .29
assert aug9_libor.two_month == .3375
assert aug9_libor.three_month == .40438
assert aug9_libor.six_month == .6275
assert aug9_libor.one_year == .995
assert aug9_libor['overnight'] == .23656
assert aug9_libor['one_week'] == .27725
assert aug9_libor['one_month'] == .29
assert aug9_libor['two_month'] == .3375
assert aug9_libor['three_month'] == .40438
assert aug9_libor['six_month'] == .6275
assert aug9_libor['one_year'] == .995
london_tz = pytz.timezone('Europe/London')
actual = london_tz.localize(datetime(2010, 8, 9, 15, 49, 12))
assert aug9_libor.publication == actual
assert aug9_libor['publication'] == actual
def test_correct_date_reasoning(self):
# Make sure I document how to handle datetime issues in the future
@ -59,4 +56,4 @@ class TestICE(TestCase):
# ALWAYS USE timezone.localize()
assert (london_tz.localize(datetime(2016, 8, 8, 15)) ==
ny_tz.localize(datetime(2016, 8, 8, 10)))
ny_tz.localize(datetime(2016, 8, 8, 10)))