/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.util.time;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertTrue;
import static org.testng.internal.junit.ArrayAsserts.assertArrayEquals;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDate;
import org.threeten.bp.LocalDateTime;
import org.threeten.bp.LocalTime;
import org.threeten.bp.ZoneId;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.util.time.DateUtils;
/**
* The TimeCalculator computes the difference between two instants as 'Analytics time',
* which is actually a measure of years. This is used primarily for interest accrual and curve/surface interpolation
*/
public class TimeCalculatorTest {
private static final double TOLERANCE = 1.0E-50;
@Test
/** Same instant must have no time between */
public void sameInstant() {
final ZonedDateTime now = ZonedDateTime.now();
assertEquals(0.0, TimeCalculator.getTimeBetween(now, now));
}
@Test
/** No time between instants on same date */
public void sameDay() {
final ZonedDateTime midday = LocalDate.now().atTime(LocalTime.NOON).atZone(ZoneOffset.UTC);
final ZonedDateTime midnight = LocalDate.now().atTime(LocalTime.MIDNIGHT).atZone(ZoneOffset.UTC);
final double yearFraction = TimeCalculator.getTimeBetween(midday, midnight);
assertEquals(0.0, yearFraction, TOLERANCE);
}
@Test
/** No time between instants on same date */
public void sameDay2() {
final ZonedDateTime midday = LocalDate.now().atTime(LocalTime.NOON).atZone(ZoneOffset.UTC);
final ZonedDateTime midnight = LocalDate.now().atTime(LocalTime.MIDNIGHT).atZone(ZoneOffset.UTC);
final double yearFraction = TimeCalculator.getTimeBetween(midnight, midday);
assertEquals(0.0, yearFraction, TOLERANCE);
}
@Test
/** Time between same instants but specified under time zones that fall on different days.
This is trapped as daycount computation first converts each ZonedDateTime to LocalDate. */
public void sameTimeDifferentLocalDates() {
final ZonedDateTime midnightLondon = LocalDateTime.of(2012, 03, 12, 0, 0).atZone(ZoneOffset.UTC);
final ZonedDateTime sevenNewYork = LocalDateTime.of(2012, 03, 11, 19, 0).atZone(ZoneId.of("EST"));
assertTrue(midnightLondon.isEqual(sevenNewYork));
final double yearFraction = TimeCalculator.getTimeBetween(sevenNewYork, midnightLondon);
assertEquals(0.0, yearFraction, TOLERANCE);
}
@Test
/** Time between same instants but specified under time zones that fall on different days.
This is trapped as daycount computation first converts each ZonedDateTime to LocalDate. */
public void sameTimeDifferentLocalDates2() {
final ZonedDateTime date1 = LocalDateTime.of(2013, 9, 24, 0, 0).atZone(ZoneId.of("Europe/London")); // 2013-09-24T00:00+01:00[Europe/London]
final ZonedDateTime date2 = LocalDateTime.of(2013, 9, 24, 9, 2, 45, 936000000).atZone(ZoneOffset.UTC);
final double yearFraction = TimeCalculator.getTimeBetween(date1, date2);
assertEquals("TimeCalculator", 0.0, yearFraction, TOLERANCE);
// FIXME: Correct the time zone problem. PLAT-4725
// final double yearFraction2 = TimeCalculator.getTimeBetween(date2, date1);
// assertEquals("TimeCalculator", 0.0, yearFraction2, TOLERANCE);
}
@Test
/** Time between normal days (in a non leap year) */
public void normal() {
final ZonedDateTime date1 = DateUtils.getUTCDate(2010, 8, 18);
final ZonedDateTime date2 = DateUtils.getUTCDate(2010, 8, 21);
final double time = TimeCalculator.getTimeBetween(date1, date2);
final double timeExpected = 3.0 / 365.0;
assertEquals("TimeCalculator: normal days", timeExpected, time, TOLERANCE);
}
@Test
/** Time between arrays */
public void array() {
final ZonedDateTime date1 = DateUtils.getUTCDate(2010, 8, 18);
final ZonedDateTime date2 = DateUtils.getUTCDate(2010, 8, 21);
final ZonedDateTime[] dateArray1 = new ZonedDateTime[] {date1, date2 };
final ZonedDateTime[] dateArray2 = new ZonedDateTime[] {date2, date1 };
final double[] timeCalculated = TimeCalculator.getTimeBetween(dateArray1, dateArray2);
final double timeExpected = 3.0 / 365.0;
assertArrayEquals("TimeCalculator: normal days array", new double[] {timeExpected, -timeExpected }, timeCalculated, TOLERANCE);
final double[] timeCalculated2 = TimeCalculator.getTimeBetween(date1, dateArray2);
assertArrayEquals("TimeCalculator: normal days array", new double[] {timeExpected, 0.0 }, timeCalculated2, TOLERANCE);
}
@Test(enabled = false)
/**
* Time between dates in different time zones, when one is near midnight.
* Trouble arises because timeBetween(date1,date2) != -1 * timeBetween(date2,date1).
* TimeCalculator computes time in ACTACT Daycount convention, hence fractions of a day are rounded to either 0 or 1 day's year fraction..
*/
public void plat4725() {
ZoneId gmt = ZoneId.of("GMT");
ZoneId london = ZoneId.of("+01:00");
final ZonedDateTime date1 = ZonedDateTime.of(2013, 9, 24, 0, 0, 1, 0, london);
final ZonedDateTime date2 = ZonedDateTime.of(2013, 9, 24, 9, 2, 45,936, gmt);
final double time12 = TimeCalculator.getTimeBetween(date1, date2);
final double time21 = TimeCalculator.getTimeBetween(date2, date1);
assertEquals("TimeCalculator: across midnight", -1 * time12, time21, TOLERANCE);
}
}