from unittest import TestCase from datetime import datetime import pytz from metrik.tasks.ice import LiborRateTask 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 london_tz = pytz.timezone('Europe/London') actual = london_tz.localize(datetime(2016, 8, 8, 11, 45, 6)) 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 london_tz = pytz.timezone('Europe/London') actual = london_tz.localize(datetime(2010, 8, 9, 15, 49, 12)) assert aug9_libor.publication == actual def test_correct_date_reasoning(self): # Make sure I document how to handle datetime issues in the future london_tz = pytz.timezone('Europe/London') ny_tz = pytz.timezone('America/New_York') # DON'T YOU DARE SET TZINFO, SHENANIGANS HAPPEN assert (datetime(2016, 8, 8, 15, 0, 0, tzinfo=london_tz) < datetime(2016, 8, 8, 15, 0, 0, tzinfo=ny_tz)) assert (datetime(2016, 8, 8, 15, 0, 0, tzinfo=london_tz) > datetime(2016, 8, 8, 10, 0, 0, tzinfo=ny_tz)) # ALWAYS USE timezone.localize() assert (london_tz.localize(datetime(2016, 8, 8, 15)) == ny_tz.localize(datetime(2016, 8, 8, 10)))