/**
* 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.test.TestGroup;
import com.opengamma.util.time.DateUtils;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class AnnualScheduleCalculatorTest extends ScheduleCalculatorTestCase {
private static final AnnualScheduleCalculator CALCULATOR = new AnnualScheduleCalculator();
@Override
public Schedule getScheduleCalculator() {
return CALCULATOR;
}
@Test
public void testStartAndEndSame1() {
final LocalDate date = LocalDate.of(2001, 2, 13);
final LocalDate[] dates = CALCULATOR.getSchedule(date, date, false, true);
assertEquals(dates.length, 1);
assertEquals(dates[0], date);
}
@Test
public void testStartAndEndSame2() {
final ZonedDateTime date = DateUtils.getUTCDate(2001, 2, 13);
final ZonedDateTime[] dates = CALCULATOR.getSchedule(date, date, false, true);
assertEquals(dates.length, 1);
assertEquals(dates[0], date);
}
@Test
public void test1() {
LocalDate startDate = LocalDate.of(2000, 1, 1);
LocalDate endDate = LocalDate.of(2000, 12, 30);
LocalDate[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
LocalDate[] backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, 1);
assertEquals(backward.length, 1);
assertEquals(forward[0], startDate);
assertEquals(backward[0], endDate);
startDate = LocalDate.of(2000, 1, 1);
endDate = LocalDate.of(2010, 2, 9);
final int years = 11;
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, years);
assertEquals(backward.length, years);
assertEquals(forward[0], startDate);
assertEquals(backward[0], LocalDate.of(2000, 2, 9));
assertEquals(forward[years - 1], LocalDate.of(2010, 1, 1));
assertEquals(backward[years - 1], endDate);
for (int i = 1; i < years; i++) {
assertEquals(forward[i].getYear() - forward[i - 1].getYear(), 1);
assertEquals(forward[i].getMonth(), startDate.getMonth());
assertEquals(forward[i].getDayOfMonth(), startDate.getDayOfMonth());
assertEquals(backward[i].getYear() - backward[i - 1].getYear(), 1);
assertEquals(backward[i].getMonth(), endDate.getMonth());
assertEquals(backward[i].getDayOfMonth(), endDate.getDayOfMonth());
}
}
@Test
public void test2() {
ZonedDateTime startDate = DateUtils.getUTCDate(2000, 1, 1);
ZonedDateTime endDate = DateUtils.getUTCDate(2000, 12, 30);
ZonedDateTime[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
ZonedDateTime[] backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, 1);
assertEquals(backward.length, 1);
assertEquals(forward[0], startDate);
assertEquals(backward[0], endDate);
startDate = DateUtils.getUTCDate(2000, 1, 1);
endDate = DateUtils.getUTCDate(2010, 2, 9);
final int years = 11;
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
backward = CALCULATOR.getSchedule(startDate, endDate, true, true);
assertEquals(forward.length, years);
assertEquals(backward.length, years);
assertEquals(forward[0], startDate);
assertEquals(backward[0], DateUtils.getUTCDate(2000, 2, 9));
assertEquals(forward[years - 1], DateUtils.getUTCDate(2010, 1, 1));
assertEquals(backward[years - 1], endDate);
for (int i = 1; i < years; i++) {
assertEquals(forward[i].getYear() - forward[i - 1].getYear(), 1);
assertEquals(forward[i].getMonth(), startDate.getMonth());
assertEquals(forward[i].getDayOfMonth(), startDate.getDayOfMonth());
assertEquals(backward[i].getYear() - backward[i - 1].getYear(), 1);
assertEquals(backward[i].getMonth(), endDate.getMonth());
assertEquals(backward[i].getDayOfMonth(), endDate.getDayOfMonth());
}
}
@Test
public void testEndOfMonth1() {
final LocalDate startDate = LocalDate.of(2000, 2, 29);
final LocalDate endDate = LocalDate.of(2008, 2, 29);
final LocalDate[] forward = CALCULATOR.getSchedule(startDate, endDate, true, false);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
final LocalDate[] recursive = new LocalDate[] {LocalDate.of(2000, 2, 29), LocalDate.of(2001, 2, 28), LocalDate.of(2002, 2, 28), LocalDate.of(2003, 2, 28), LocalDate.of(2004, 2, 28),
LocalDate.of(2005, 2, 28), LocalDate.of(2006, 2, 28), LocalDate.of(2007, 2, 28), LocalDate.of(2008, 2, 28)};
final LocalDate[] nonRecursive = new LocalDate[] {LocalDate.of(2000, 2, 29), LocalDate.of(2001, 2, 28), LocalDate.of(2002, 2, 28), LocalDate.of(2003, 2, 28), LocalDate.of(2004, 2, 29),
LocalDate.of(2005, 2, 28), LocalDate.of(2006, 2, 28), LocalDate.of(2007, 2, 28), LocalDate.of(2008, 2, 29)};
assertArrayEquals(forward, nonRecursive);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, true), recursive);
}
@Test
public void testEndOfMonth2() {
final ZonedDateTime startDate = DateUtils.getUTCDate(2000, 2, 29);
final ZonedDateTime endDate = DateUtils.getUTCDate(2008, 2, 29);
final ZonedDateTime[] forward = CALCULATOR.getSchedule(startDate, endDate, true, false);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
final ZonedDateTime[] recursive = new ZonedDateTime[] {DateUtils.getUTCDate(2000, 2, 29), DateUtils.getUTCDate(2001, 2, 28), DateUtils.getUTCDate(2002, 2, 28), DateUtils.getUTCDate(2003, 2, 28),
DateUtils.getUTCDate(2004, 2, 28),
DateUtils.getUTCDate(2005, 2, 28), DateUtils.getUTCDate(2006, 2, 28), DateUtils.getUTCDate(2007, 2, 28), DateUtils.getUTCDate(2008, 2, 28)};
final ZonedDateTime[] nonRecursive = new ZonedDateTime[] {DateUtils.getUTCDate(2000, 2, 29), DateUtils.getUTCDate(2001, 2, 28), DateUtils.getUTCDate(2002, 2, 28), DateUtils.getUTCDate(2003, 2, 28),
DateUtils.getUTCDate(2004, 2, 29),
DateUtils.getUTCDate(2005, 2, 28), DateUtils.getUTCDate(2006, 2, 28), DateUtils.getUTCDate(2007, 2, 28), DateUtils.getUTCDate(2008, 2, 29)};
assertArrayEquals(forward, nonRecursive);
assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, true), recursive);
}
}