/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.currency; import org.testng.annotations.Test; import org.threeten.bp.LocalDate; import com.opengamma.financial.analytics.TenorLabelledLocalDateDoubleTimeSeriesMatrix1D; import com.opengamma.timeseries.DoubleTimeSeries; import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries; import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries; import com.opengamma.util.test.TestGroup; import com.opengamma.util.time.Tenor; import static org.testng.AssertJUnit.assertEquals; /** * Test. */ @Test(groups = TestGroup.UNIT) public class CurrencySeriesConversionFunctionTest { @Test public void testConvertLabelledMatrix() throws Exception { final double conversionFactor = 0.5; final Tenor[] tenors = new Tenor[] {Tenor.ONE_DAY, Tenor.TWO_DAYS, Tenor.THREE_DAYS}; final LocalDateDoubleTimeSeries[] dateArray = new LocalDateDoubleTimeSeries[] { ImmutableLocalDateDoubleTimeSeries.of(new LocalDate[] {LocalDate.now()}, new double[] { 2.0 }), ImmutableLocalDateDoubleTimeSeries.of(new LocalDate[] {LocalDate.now()}, new double[] { 3.0 }), ImmutableLocalDateDoubleTimeSeries.of(new LocalDate[] {LocalDate.now()}, new double[] { 4.0 })}; final TenorLabelledLocalDateDoubleTimeSeriesMatrix1D instance = new TenorLabelledLocalDateDoubleTimeSeriesMatrix1D(tenors, dateArray); final DoubleTimeSeries<LocalDate> conversionRates = ImmutableLocalDateDoubleTimeSeries.of(new LocalDate[] {LocalDate.now()},new double[] {conversionFactor} ); final CurrencySeriesConversionFunction function = new CurrencySeriesConversionFunction("Blah"); final TenorLabelledLocalDateDoubleTimeSeriesMatrix1D result = function.convertLabelledMatrix(instance, conversionRates); assertEquals(instance.getValues()[0].getEarliestValueFast() / conversionFactor, result.getValues()[0].getEarliestValueFast()); assertEquals(instance.getValues()[1].getEarliestValueFast() / conversionFactor, result.getValues()[1].getEarliestValueFast()); assertEquals(instance.getValues()[2].getEarliestValueFast() / conversionFactor, result.getValues()[2].getEarliestValueFast()); } }