/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.schedule;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.internal.junit.ArrayAsserts.assertArrayEquals;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDate;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.util.time.DateUtils;
/**
*
*/
public class EndOfMonthScheduleCalculatorTest extends ScheduleCalculatorTestCase {
private static final EndOfMonthScheduleCalculator CALCULATOR = new EndOfMonthScheduleCalculator();
@Override
public Schedule getScheduleCalculator() {
return CALCULATOR;
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testStartAndEndSameButInvalid1() {
CALCULATOR.getSchedule(LocalDate.of(2001, 2, 3), LocalDate.of(2001, 2, 3), false, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testStartAndEndSameButInvalid2() {
CALCULATOR.getSchedule(DateUtils.getUTCDate(2001, 2, 3), DateUtils.getUTCDate(2001, 2, 3), false, true);
}
@Test
public void testSameDates1() {
final LocalDate date = LocalDate.of(2001, 1, 31);
final LocalDate[] dates = CALCULATOR.getSchedule(date, date, true, true);
assertEquals(dates.length, 1);
assertEquals(dates[0], date);
}
@Test
public void testSameDates2() {
final ZonedDateTime date = DateUtils.getUTCDate(2001, 1, 31);
final ZonedDateTime[] dates = CALCULATOR.getSchedule(date, date, true, true);
assertEquals(dates.length, 1);
assertEquals(dates[0], date);
}
@Test
public void testNoEndDateInRange1() {
final LocalDate startDate = LocalDate.of(2000, 1, 1);
final LocalDate endDate = LocalDate.of(2000, 1, 30);
final LocalDate[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
final LocalDate[] backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, 0);
assertEquals(backward.length, 0);
}
@Test
public void testNoEndDateInRange2() {
final ZonedDateTime startDate = DateUtils.getUTCDate(2000, 1, 1);
final ZonedDateTime endDate = DateUtils.getUTCDate(2000, 1, 30);
final ZonedDateTime[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
final ZonedDateTime[] backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, 0);
assertEquals(backward.length, 0);
}
@Test
public void testStartDateIsEnd1() {
final LocalDate startDate = LocalDate.of(2002, 1, 31);
final LocalDate endDate = LocalDate.of(2002, 2, 9);
final LocalDate[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
final LocalDate[] backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, 1);
assertEquals(backward.length, 1);
assertEquals(forward[0], startDate);
assertEquals(backward[0], startDate);
}
@Test
public void testStartDateIsEnd2() {
final ZonedDateTime startDate = DateUtils.getUTCDate(2002, 1, 31);
final ZonedDateTime endDate = DateUtils.getUTCDate(2002, 2, 9);
final ZonedDateTime[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
final ZonedDateTime[] backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, 1);
assertEquals(backward.length, 1);
assertEquals(forward[0], startDate);
assertEquals(backward[0], startDate);
}
@Test
public void test1() {
final LocalDate startDate = LocalDate.of(2000, 1, 1);
final LocalDate endDate = LocalDate.of(2002, 2, 9);
final int months = 25;
final LocalDate[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, months);
final LocalDate firstDate = LocalDate.of(2000, 1, 31);
assertEquals(forward[0], firstDate);
final LocalDate lastDate = LocalDate.of(2002, 1, 31);
assertEquals(forward[months - 1], lastDate);
LocalDate d1;
for (int i = 1; i < months; i++) {
d1 = forward[i];
if (d1.getYear() == forward[i - 1].getYear()) {
assertEquals(d1.getMonthValue() - forward[i - 1].getMonthValue(), 1);
} else {
assertEquals(d1.getMonthValue() - forward[i - 1].getMonthValue(), -11);
}
assertEquals(d1.getDayOfMonth(), d1.lengthOfMonth());
}
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, true, false), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, true, true), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, false), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, true), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate), forward);
}
@Test
public void test2() {
final ZonedDateTime startDate = DateUtils.getUTCDate(2000, 1, 1);
final ZonedDateTime endDate = DateUtils.getUTCDate(2002, 2, 9);
final int months = 25;
final ZonedDateTime[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, months);
final ZonedDateTime firstDate = DateUtils.getUTCDate(2000, 1, 31);
assertEquals(forward[0], firstDate);
final ZonedDateTime lastDate = DateUtils.getUTCDate(2002, 1, 31);
assertEquals(forward[months - 1], lastDate);
ZonedDateTime d1;
for (int i = 1; i < months; i++) {
d1 = forward[i];
if (d1.getYear() == forward[i - 1].getYear()) {
assertEquals(d1.getMonthValue() - forward[i - 1].getMonthValue(), 1);
} else {
assertEquals(d1.getMonthValue() - forward[i - 1].getMonthValue(), -11);
}
assertEquals(d1.getDayOfMonth(), d1.toLocalDate().lengthOfMonth());
}
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, true, false), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, true, true), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, false), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, true), forward);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate), forward);
}
}