import unittest
import datetime
import pandas as pd

import sys
sys.path.append('..')
from analytics.utils import *
from analytics.tranche_functions import cds_accrued
from pyisda.date import roll_date as roll_date_c, cds_accrued as cds_accrued_c, previous_twentieth

class TestStartDate(unittest.TestCase):

    def test_previous_twentieth(self):
        self.assertEqual(previous_twentieth(datetime.date(2016, 9, 20)),
                         datetime.date(2016, 9, 20))
        self.assertEqual(previous_twentieth(datetime.date(2016, 6, 10)),
                         datetime.date(2016, 3, 21))
        self.assertEqual(previous_twentieth(datetime.date(2016, 6, 10), False),
                         datetime.date(2016, 3, 20))
        self.assertEqual(previous_twentieth(datetime.date(2016, 10, 15)),
                         datetime.date(2016, 9, 20))
        self.assertEqual(previous_twentieth(datetime.date(2016, 12, 20)),
                         datetime.date(2016, 12, 20))
        self.assertEqual(previous_twentieth(datetime.date(2017, 3, 19)),
                         datetime.date(2016, 12, 20))

    def test_previous_twentieth_timestamp(self):
        self.assertEqual(previous_twentieth(pd.Timestamp('2016-09-20')),
                         datetime.date(2016, 9, 20))
        self.assertEqual(previous_twentieth(pd.Timestamp('2016-10-15')),
                         datetime.date(2016, 9, 20))
        self.assertEqual(previous_twentieth(pd.Timestamp('2016-12-20')),
                         datetime.date(2016, 12, 20))
        self.assertEqual(previous_twentieth(pd.Timestamp('2017-03-19')),
                         datetime.date(2016, 12, 20))

class TestEndDate(unittest.TestCase):
    def test_enddate(self):
        self.assertEqual(roll_date(datetime.date(2016, 9, 20), 5),
                         datetime.date(2021, 12, 20))
        self.assertEqual(roll_date(datetime.date(2016, 10, 15), 5),
                         datetime.date(2021, 12, 20))
        self.assertEqual(roll_date(datetime.date(2017, 3, 19), 5),
                         datetime.date(2021, 12, 20))
        self.assertEqual(roll_date(datetime.date(2017, 3, 20), 5),
                         datetime.date(2022, 6, 20))

    def test_enddate_pre2015(self):
        self.assertEqual(roll_date(datetime.date(2014, 9, 20), 5),
                         datetime.date(2019, 12, 20))
        self.assertEqual(roll_date(datetime.date(2014, 10, 15), 5),
                         datetime.date(2019, 12, 20))
        self.assertEqual(roll_date(datetime.date(2015, 3, 19), 5),
                         datetime.date(2020, 3, 20))
        self.assertEqual(roll_date(datetime.date(2015, 3, 20), 5),
                         datetime.date(2020, 6, 20))
        self.assertEqual(roll_date(datetime.date(2015, 12, 19), 5),
                         datetime.date(2020, 12, 20))
        self.assertEqual(roll_date(datetime.date(2015, 12, 20), 5),
                         datetime.date(2020, 12, 20))

class TestEndDateC(unittest.TestCase):
    roll_date_c = lambda d, t: TDate_to_pydate(end_dates(pydate_to_TDate(d), t))

    def test_enddate(self):
        self.assertEqual(roll_date_c(datetime.date(2016, 9, 20), 5),
                         datetime.date(2021, 12, 20))
        self.assertEqual(roll_date_c(datetime.date(2016, 10, 15), 5),
                         datetime.date(2021, 12, 20))
        self.assertEqual(roll_date_c(datetime.date(2017, 3, 19), 5),
                         datetime.date(2021, 12, 20))
        self.assertEqual(roll_date_c(datetime.date(2017, 3, 20), 5),
                         datetime.date(2022, 6, 20))

    def test_enddate_pre2015(self):
        self.assertEqual(roll_date_c(datetime.date(2014, 9, 20), 5),
                         datetime.date(2019, 12, 20))
        self.assertEqual(roll_date_c(datetime.date(2014, 10, 15), 5),
                         datetime.date(2019, 12, 20))
        self.assertEqual(roll_date_c(datetime.date(2015, 3, 19), 5),
                         datetime.date(2020, 3, 20))
        self.assertEqual(roll_date_c(datetime.date(2015, 3, 20), 5),
                         datetime.date(2020, 6, 20))
        self.assertEqual(roll_date_c(datetime.date(2015, 12, 19), 5),
                         datetime.date(2020, 12, 20))
        self.assertEqual(roll_date_c(datetime.date(2015, 12, 20), 5),
                         datetime.date(2020, 12, 20))

class TestCdsAccrued(unittest.TestCase):
    def test_cdsaccrued(self):
        self.assertAlmostEqual(cds_accrued(datetime.date(2016, 4, 1), 100),
                         cds_accrued_c(datetime.date(2016, 4, 1), 100))
        self.assertAlmostEqual(cds_accrued(datetime.date(2016, 3, 21), 100),
                         0.2777777777777778)
        self.assertAlmostEqual(cds_accrued(datetime.date(2016, 3, 18), 100),
                         24.72222222222222)
        #buggy
        #self.assertAlmostEqual(cds_accrued(datetime.date(2016, 9, 19), 100), 0.)

    def test_cdsaccrued_c(self):
        self.assertAlmostEqual(cds_accrued_c(datetime.date(2016, 4, 1), 100),
                         3.3333333333333)
        self.assertAlmostEqual(cds_accrued_c(datetime.date(2016, 3, 21), 100),
                         0.27777777777777)
        self.assertAlmostEqual(cds_accrued_c(datetime.date(2016, 3, 18), 100),
                         24.72222222222)
        self.assertAlmostEqual(cds_accrued_c(datetime.date(2016, 9, 19), 100), 0.)


if __name__=="__main__":
    unittest.main()