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Diffstat (limited to 'python/tests/test_index.py')
| -rw-r--r-- | python/tests/test_index.py | 9 |
1 files changed, 9 insertions, 0 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py index 3b15cce8..6f127fcd 100644 --- a/python/tests/test_index.py +++ b/python/tests/test_index.py @@ -5,6 +5,7 @@ import numpy as np from pyisda.cdsone import upfront_charge from analytics import CreditIndex, ForwardIndex +from analytics.basket_index import BasketIndex from analytics.index import g import pickle @@ -18,6 +19,14 @@ class TestPickle(unittest.TestCase): a = pickle.loads(pickle.dumps(self.index)) self.assertTrue(hash(a) == hash(self.index)) + def test_pickle_basket(self): + a = BasketIndex("IG", 31, ["5yr"], value_date=datetime.date(2019, 2, 19)) + self.assertTrue(hash(pickle.loads(pickle.dumps(a))), hash(a)) + + def test_from_tradeid(self): + ig28 = CreditIndex.from_tradeid(874) + self.assertTrue(ig28.spread, 68.) + class TestStrike(unittest.TestCase): index = CreditIndex("ig", 26, "5yr", value_date=datetime.date(2016, 7, 1)) |