/**
* 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 MonthlyScheduleOnDayCalculatorTest extends ScheduleCalculatorTestCase {
private static final MonthlyScheduleOnDayCalculator CALCULATOR = new MonthlyScheduleOnDayCalculator(15);
@Override
public MonthlyScheduleOnDayCalculator getScheduleCalculator() {
return CALCULATOR;
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeDays() {
new MonthlyScheduleOnDayCalculator(-10);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testHighDays() {
new MonthlyScheduleOnDayCalculator(36);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testStartAndEndSameButInvalid1() {
final LocalDate date = LocalDate.of(2001, 2, 13);
CALCULATOR.getSchedule(date, date, false, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testStartAndEndSameButInvalid2() {
final ZonedDateTime date = DateUtils.getUTCDate(2001, 2, 13);
CALCULATOR.getSchedule(date, date, false, true);
}
@Test
public void testStartAndEndSame1() {
final LocalDate date = LocalDate.of(2001, 2, 15);
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, 15);
final ZonedDateTime[] dates = CALCULATOR.getSchedule(date, date, false, true);
assertEquals(dates.length, 1);
assertEquals(dates[0], date);
}
@Test
public void testMonthlyOnDay1() {
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);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate));
final LocalDate date = LocalDate.of(2000, 1, 15);
assertEquals(forward[0], date);
startDate = LocalDate.of(2002, 2, 1);
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));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate));
startDate = LocalDate.of(2000, 1, 1);
endDate = LocalDate.of(2002, 2, 9);
final int months = 25;
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, months);
assertEquals(forward[0], date);
assertEquals(forward[months - 1], LocalDate.of(2002, 1, 15));
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(), 15);
}
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate));
}
@Test
public void testMonthlyOnDay2() {
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);
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate));
final ZonedDateTime date = DateUtils.getUTCDate(2000, 1, 15);
assertEquals(forward[0], date);
startDate = DateUtils.getUTCDate(2002, 2, 1);
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));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate));
startDate = DateUtils.getUTCDate(2000, 1, 1);
endDate = DateUtils.getUTCDate(2002, 2, 9);
final int months = 25;
forward = CALCULATOR.getSchedule(startDate, endDate, false, true);
assertEquals(forward.length, months);
assertEquals(forward[0], date);
assertEquals(forward[months - 1], DateUtils.getUTCDate(2002, 1, 15));
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(), 15);
}
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, true));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, false, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate, true, false));
assertArrayEquals(forward, CALCULATOR.getSchedule(startDate, endDate));
}
}