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Diffstat (limited to 'python/tests')
| -rw-r--r-- | python/tests/test_index.py | 11 |
1 files changed, 11 insertions, 0 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py index 58505cc8..1d0bde77 100644 --- a/python/tests/test_index.py +++ b/python/tests/test_index.py @@ -7,6 +7,17 @@ from pyisda.flat_hazard import pv_vec from analytics import Index, ForwardIndex from analytics.index import g +import pickle + +class TestPickle(unittest.TestCase): + index = Index.from_name("ig", 26, "5yr", + trade_date = datetime.date(2016, 7, 1)) + index.notional = 50e6 + index.spread = 75 + + def test_pickle(self): + a = pickle.loads(pickle.dumps(self.index)) + self.assertTrue(hash(a) == hash(self.index)) class TestStrike(unittest.TestCase): index = Index.from_name("ig", 26, "5yr", |
