-
-
Notifications
You must be signed in to change notification settings - Fork 123
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
5 changed files
with
140 additions
and
8 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,126 @@ | ||
| // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | ||
| // RustQuant: A Rust library for quantitative finance tools. | ||
| // Copyright (C) 2023 https://github.com/avhz | ||
| // Dual licensed under Apache 2.0 and MIT. | ||
| // See: | ||
| // - LICENSE-APACHE.md | ||
| // - LICENSE-MIT.md | ||
| // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ | ||
|
|
||
| #[cfg(test)] | ||
| mod calendar_tests { | ||
| use crate::time::*; | ||
| use time::{macros::datetime, Month, OffsetDateTime, Weekday}; | ||
|
|
||
| const DATE: OffsetDateTime = datetime!(2023-11-14 0:00 UTC); | ||
|
|
||
| const ARGENTINA: Argentina = Argentina; | ||
| const AUSTRALIA: Australia = Australia; | ||
| const AUSTRIA: Austria = Austria; | ||
| const BOTSWANA: Botswana = Botswana; | ||
| const BRAZIL: Brazil = Brazil; | ||
| const CANADA: Canada = Canada; | ||
| const CHILE: Chile = Chile; | ||
| const CZECH_REPUBLIC: CzechRepublic = CzechRepublic; | ||
| const DENMARK: Denmark = Denmark; | ||
| const FINLAND: Finland = Finland; | ||
| const FRANCE: France = France; | ||
| const GERMANY: Germany = Germany; | ||
| const HONG_KONG: HongKong = HongKong; | ||
| const UNITED_KINGDOM: UnitedKingdom = UnitedKingdom; | ||
| const UNITED_STATES: UnitedStates = UnitedStates; | ||
|
|
||
| #[test] | ||
| fn test_is_business_day() { | ||
| assert!(ARGENTINA.is_business_day(DATE)); | ||
| assert!(AUSTRALIA.is_business_day(DATE)); | ||
| assert!(AUSTRIA.is_business_day(DATE)); | ||
| assert!(BOTSWANA.is_business_day(DATE)); | ||
| assert!(BRAZIL.is_business_day(DATE)); | ||
| assert!(CANADA.is_business_day(DATE)); | ||
| assert!(CHILE.is_business_day(DATE)); | ||
| assert!(CZECH_REPUBLIC.is_business_day(DATE)); | ||
| assert!(DENMARK.is_business_day(DATE)); | ||
| assert!(FINLAND.is_business_day(DATE)); | ||
| assert!(FRANCE.is_business_day(DATE)); | ||
| assert!(GERMANY.is_business_day(DATE)); | ||
| assert!(HONG_KONG.is_business_day(DATE)); | ||
| assert!(UNITED_KINGDOM.is_business_day(DATE)); | ||
| assert!(UNITED_STATES.is_business_day(DATE)); | ||
| } | ||
|
|
||
| #[rustfmt::skip] | ||
| #[test] | ||
| fn test_country_code() { | ||
| assert_eq!(ARGENTINA.country_code(), crate::iso::ARGENTINA); | ||
| assert_eq!(AUSTRALIA.country_code(), crate::iso::AUSTRALIA); | ||
| assert_eq!(AUSTRIA.country_code(), crate::iso::AUSTRIA); | ||
| assert_eq!(BOTSWANA.country_code(), crate::iso::BOTSWANA); | ||
| assert_eq!(BRAZIL.country_code(), crate::iso::BRAZIL); | ||
| assert_eq!(CANADA.country_code(), crate::iso::CANADA); | ||
| assert_eq!(CHILE.country_code(), crate::iso::CHILE); | ||
| assert_eq!(CZECH_REPUBLIC.country_code(), crate::iso::CZECH_REPUBLIC); | ||
| assert_eq!(DENMARK.country_code(), crate::iso::DENMARK); | ||
| assert_eq!(FINLAND.country_code(), crate::iso::FINLAND); | ||
| assert_eq!(FRANCE.country_code(), crate::iso::FRANCE); | ||
| assert_eq!(GERMANY.country_code(), crate::iso::GERMANY); | ||
| assert_eq!(HONG_KONG.country_code(), crate::iso::HONG_KONG); | ||
| assert_eq!(UNITED_KINGDOM.country_code(), crate::iso::UNITED_KINGDOM_OF_GREAT_BRITAIN_AND_NORTHERN_IRELAND); | ||
| assert_eq!(UNITED_STATES.country_code(), crate::iso::UNITED_STATES_OF_AMERICA); | ||
| } | ||
|
|
||
| #[test] | ||
| fn test_market_identifier_code() { | ||
| assert_eq!(ARGENTINA.market_identifier_code(), crate::iso::XBUE); | ||
| assert_eq!(AUSTRALIA.market_identifier_code(), crate::iso::XASX); | ||
| assert_eq!(AUSTRIA.market_identifier_code(), crate::iso::EXAA); | ||
| assert_eq!(BOTSWANA.market_identifier_code(), crate::iso::XBOT); | ||
| assert_eq!(BRAZIL.market_identifier_code(), crate::iso::BVMF); | ||
| assert_eq!(CANADA.market_identifier_code(), crate::iso::XCNQ); | ||
| assert_eq!(CHILE.market_identifier_code(), crate::iso::XSGO); | ||
| assert_eq!(CZECH_REPUBLIC.market_identifier_code(), crate::iso::XPRA); | ||
| assert_eq!(DENMARK.market_identifier_code(), crate::iso::XCSE); | ||
| assert_eq!(FINLAND.market_identifier_code(), crate::iso::XHEL); | ||
| assert_eq!(FRANCE.market_identifier_code(), crate::iso::XPAR); | ||
| assert_eq!(GERMANY.market_identifier_code(), crate::iso::XFRA); | ||
| assert_eq!(HONG_KONG.market_identifier_code(), crate::iso::XHKG); | ||
| assert_eq!(UNITED_KINGDOM.market_identifier_code(), crate::iso::XLON); | ||
| assert_eq!(UNITED_STATES.market_identifier_code(), crate::iso::XNYS); | ||
| } | ||
|
|
||
| #[rustfmt::skip] | ||
| #[test] | ||
| fn test_unpack_date() { | ||
| assert_eq!(ARGENTINA.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(AUSTRALIA.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(AUSTRIA.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(BOTSWANA.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(BRAZIL.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(CANADA.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(CHILE.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(CZECH_REPUBLIC.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(DENMARK.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(FINLAND.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(FRANCE.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(GERMANY.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(HONG_KONG.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(UNITED_KINGDOM.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| assert_eq!(UNITED_STATES.unpack_date(DATE), (Weekday::Tuesday, 14, Month::November, 2023, 318)); | ||
| } | ||
|
|
||
| // #[test] | ||
| // fn test_easter_monday() { | ||
| // assert_eq!(EASTER_MONDAYS[0][0], 98); | ||
| // assert_eq!(EASTER_MONDAYS[1][0], 91); | ||
| // } | ||
|
|
||
| // #[test] | ||
| // fn test_is_weekend() { | ||
| // let date = OffsetDateTime::from_unix_timestamp(1614556800); | ||
|
|
||
| // assert_eq!( | ||
| // crate::time::calendars::UnitedStates::is_weekend(date), | ||
| // false | ||
| // ); | ||
| // } | ||
| } |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters