diff options
Diffstat (limited to 'python/tests/test_index.py')
| -rw-r--r-- | python/tests/test_index.py | 11 |
1 files changed, 8 insertions, 3 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py index d2b39dd2..5e09fe12 100644 --- a/python/tests/test_index.py +++ b/python/tests/test_index.py @@ -90,13 +90,18 @@ class TestForwardIndex(unittest.TestCase): class TestIndexTrade(unittest.TestCase): def test_traded_level(self): trade = CreditIndex.from_tradeid(3436) - dawndb = dbconn("dawndb") - with dawndb.cursor() as c: + with trade._trade_conn.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)) + def test_sofr_trade(self): + trade = CreditIndex.from_tradeid(3672) + with trade._trade_conn.cursor() as c: + c.execute("SELECT traded_level FROM cds WHERE id=%s", (3672,)) + (spread,) = c.fetchone() + self.assertAlmostEqual(trade.spread, float(spread), 6) + if __name__ == "__main__": unittest.main() |
