/**
* 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 FirstOfMonthScheduleCalculatorTest extends ScheduleCalculatorTestCase {
private static final FirstOfMonthScheduleCalculator CALCULATOR = new FirstOfMonthScheduleCalculator();
@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 test1() {
LocalDate startDate = LocalDate.of(2000, 1, 1);
LocalDate endDate = LocalDate.of(2000, 1, 30);
LocalDate[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, 1);
assertEquals(forward[0], startDate);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
startDate = LocalDate.of(2002, 2, 2);
endDate = LocalDate.of(2002, 2, 9);
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, 0);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
startDate = LocalDate.of(2000, 1, 1);
endDate = LocalDate.of(2002, 2, 9);
final int months = 26;
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, months);
assertEquals(forward[0], startDate);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
final LocalDate lastDate = LocalDate.of(2002, 2, 1);
assertEquals(forward[months - 1], lastDate);
for (int i = 1; i < months; i++) {
if (forward[i].getYear() == forward[i - 1].getYear()) {
assertEquals(forward[i].getMonthValue() - forward[i - 1].getMonthValue(), 1);
} else {
assertEquals(forward[i].getMonthValue() - forward[i - 1].getMonthValue(), -11);
}
assertEquals(forward[i].getDayOfMonth(), 1);
}
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
}
@Test
public void test2() {
ZonedDateTime startDate = DateUtils.getUTCDate(2000, 1, 1);
ZonedDateTime endDate = DateUtils.getUTCDate(2000, 1, 30);
ZonedDateTime[] forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, 1);
assertEquals(forward[0], startDate);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
startDate = DateUtils.getUTCDate(2002, 2, 2);
endDate = DateUtils.getUTCDate(2002, 2, 9);
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, 0);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
startDate = DateUtils.getUTCDate(2000, 1, 1);
endDate = DateUtils.getUTCDate(2002, 2, 9);
final int months = 26;
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, months);
assertEquals(forward[0], startDate);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
final ZonedDateTime lastDate = DateUtils.getUTCDate(2002, 2, 1);
assertEquals(forward[months - 1], lastDate);
for (int i = 1; i < months; i++) {
if (forward[i].getYear() == forward[i - 1].getYear()) {
assertEquals(forward[i].getMonthValue() - forward[i - 1].getMonthValue(), 1);
} else {
assertEquals(forward[i].getMonthValue() - forward[i - 1].getMonthValue(), -11);
}
assertEquals(forward[i].getDayOfMonth(), 1);
}
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
}
}