diff options
Diffstat (limited to 'tests')
| -rw-r--r-- | tests/test_pickle.py | 15 |
1 files changed, 9 insertions, 6 deletions
diff --git a/tests/test_pickle.py b/tests/test_pickle.py index 4bb1d46..6417c86 100644 --- a/tests/test_pickle.py +++ b/tests/test_pickle.py @@ -1,5 +1,5 @@ import unittest -import array +import numpy as np from pyisda.legs import ContingentLeg, FeeLeg from pyisda.curve import SpreadCurve from pickle import dumps, loads @@ -18,7 +18,7 @@ class TestPickle(unittest.TestCase): def test_yc(self): orig_dfs = [self.yc.discount_factor(d) for d in self.yc.dates] - pickled_yc = loads(dumps(self.yc)) + pickled_yc = loads(dumps(self.yc, 2)) self.assertListAlmostEqual([pickled_yc.discount_factor(d) for d in pickled_yc.dates], orig_dfs) @@ -30,13 +30,16 @@ class TestPickle(unittest.TestCase): cl = ContingentLeg(start_date, end_date, 1) fl = FeeLeg(start_date, end_date, True, 1, 1) sc = SpreadCurve(self.trade_date, self.yc, start_date, - step_in_date, value_date, [end_date], array.array('d', [75*1e-4]), 0.4) - sc_pickled = loads(dumps(sc)) + step_in_date, value_date, [end_date], np.array([75*1e-4]), 0.4) + sc_pickled = loads(dumps(sc, 2)) self.assertListAlmostEqual([sc.survival_probability(d) for d in self.yc.dates], [sc_pickled.survival_probability(d) for d in self.yc.dates]) - cl_pickled = loads(dumps(cl)) - fl_pickled = loads(dumps(fl)) + cl_pickled = loads(dumps(cl, 2)) + fl_pickled = loads(dumps(fl, 2)) self.assertEqual(cl_pickled.pv(self.trade_date, step_in_date, value_date, self.yc, sc, 0.4), cl.pv(self.trade_date, step_in_date, value_date, self.yc, sc, 0.4)) self.assertEqual(fl.pv(self.trade_date, step_in_date, value_date, self.yc, sc, False), fl_pickled.pv(self.trade_date, step_in_date, value_date, self.yc, sc, False)) + +if __name__=="__main__": + unittest.main() |