/**
* 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 java.util.ArrayList;
import java.util.List;
import java.util.Map.Entry;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDate;
import com.opengamma.financial.convention.calendar.Calendar;
import com.opengamma.financial.convention.calendar.MondayToFridayCalendar;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
/**
*
*/
public class NoPaddingTimeSeriesSamplingFunctionTest {
private static final LocalDate START = LocalDate.of(2009, 1, 1);
private static final LocalDate END = LocalDate.of(2010, 10, 1);
private static final DailyScheduleCalculator DAILY = new DailyScheduleCalculator();
private static final NoPaddingTimeSeriesSamplingFunction F = new NoPaddingTimeSeriesSamplingFunction();
private static final Calendar WEEKEND_CALENDAR = new MondayToFridayCalendar("Weekend");
private static final HolidayDateRemovalFunction HOLIDAY_REMOVER = HolidayDateRemovalFunction.getInstance();
private static final LocalDate[] DAILY_SCHEDULE = HOLIDAY_REMOVER.getStrippedSchedule(DAILY.getSchedule(START, END, true, true), WEEKEND_CALENDAR);
private static final LocalDate MISSING_DAY_TUESDAY = LocalDate.of(2009, 2, 6);
private static final LocalDateDoubleTimeSeries TS_NO_MISSING_DATA;
private static final LocalDateDoubleTimeSeries TS_MISSING_DATA;
private static final LocalDateDoubleTimeSeries TS_MISSING_MONTH_DATA;
static {
final List<LocalDate> t1 = new ArrayList<>();
final List<Double> d1 = new ArrayList<>();
final List<LocalDate> t2 = new ArrayList<>();
final List<Double> d2 = new ArrayList<>();
final List<LocalDate> t3 = new ArrayList<>();
final List<Double> d3 = new ArrayList<>();
for (int i = 0; i < DAILY_SCHEDULE.length; i++) {
t1.add(DAILY_SCHEDULE[i]);
d1.add(Double.valueOf(i));
if (WEEKEND_CALENDAR.isWorkingDay(DAILY_SCHEDULE[i])) {
t3.add(DAILY_SCHEDULE[i]);
d3.add(Double.valueOf(i));
}
if (!DAILY_SCHEDULE[i].equals(MISSING_DAY_TUESDAY)) {
t2.add(DAILY_SCHEDULE[i]);
d2.add(Double.valueOf(i));
}
}
TS_NO_MISSING_DATA = ImmutableLocalDateDoubleTimeSeries.of(t1, d1);
TS_MISSING_DATA = ImmutableLocalDateDoubleTimeSeries.of(t2, d2);
TS_MISSING_MONTH_DATA = ImmutableLocalDateDoubleTimeSeries.of(t3, d3);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullTS() {
F.getSampledTimeSeries(null, DAILY_SCHEDULE);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullSchedule() {
F.getSampledTimeSeries(TS_NO_MISSING_DATA, null);
}
@Test
public void testNoMissingData() {
final LocalDateDoubleTimeSeries result = F.getSampledTimeSeries(TS_NO_MISSING_DATA, DAILY_SCHEDULE);
assertEquals(TS_NO_MISSING_DATA.size(), result.size());
int i = 0;
for (final Entry<LocalDate, Double> entry : result) {
assertEquals(TS_NO_MISSING_DATA.getTimeAtIndex(i), entry.getKey());
assertEquals(TS_NO_MISSING_DATA.getValueAtIndex(i++), entry.getValue(), 0);
}
}
@Test
public void testOneDayMissingData() {
final LocalDateDoubleTimeSeries result = F.getSampledTimeSeries(TS_MISSING_DATA, DAILY_SCHEDULE);
assertEquals(result.size(), TS_MISSING_DATA.size());
int i = 0;
for (final Entry<LocalDate, Double> entry : result) {
assertEquals(TS_MISSING_DATA.getTimeAtIndex(i), entry.getKey());
if (entry.getKey().equals(MISSING_DAY_TUESDAY)) {
assertEquals(TS_MISSING_DATA.getValueAtIndex(i - 1), entry.getValue(), 0);
} else {
assertEquals(TS_MISSING_DATA.getValueAtIndex(i), entry.getValue(), 0);
}
i++;
}
}
@Test
public void testOneMonthMissingData() {
final LocalDateDoubleTimeSeries result = F.getSampledTimeSeries(TS_MISSING_MONTH_DATA, DAILY_SCHEDULE);
assertEquals(result.size(), TS_MISSING_MONTH_DATA.size());
int i = 0;
for (final Entry<LocalDate, Double> entry : result) {
assertEquals(TS_MISSING_MONTH_DATA.getTimeAtIndex(i), entry.getKey());
assertEquals(TS_MISSING_MONTH_DATA.getValueAtIndex(i), entry.getValue(), 0);
i++;
}
}
}