1 files changed, 12 insertions, 0 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py
index 89677bbe..c21ad371 100644
--- a/python/tests/test_index.py
+++ b/python/tests/test_index.py
@@ -4,6 +4,7 @@ import datetime
 from serenitas.analytics.index import CreditIndex, ForwardIndex
 from serenitas.analytics.basket_index import BasketIndex
 from serenitas.analytics.index import g
+from serenitas.utils.db import dbconn
 import pickle
 
 
@@ -79,5 +80,16 @@ class TestForwardIndex(unittest.TestCase):
         self.assertAlmostEqual(fi.forward_pv, self.index.clean_pv / self.index.notional)
 
 
+class TestIndexTrade(unittest.TestCase):
+    def test_traded_level(self):
+        trade = CreditIndex.from_tradeid(3436)
+        dawndb = dbconn("dawndb")
+        with dawndb.cursor() as c:
+            c.execute("SELECT traded_level FROM cds WHERE id=%s", (3436,))
+            (spread,) = c.fetchone()
+        dawndb.commit()
+        self.assertAlmostEqual(trade.spread, float(spread))
+
+
 if __name__ == "__main__":
     unittest.main()