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Fixed problems with Good Fridays & Veterans Day
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If a Good Friday happens to be a NFP day, then it’s not a holiday for
USSettlementCalendar. Also fixed a few historical Veterans Day that
ended up being business days.
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Helin Gai committed Jan 28, 2015
1 parent abf99e8 commit e1ee37e
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24 changes: 24 additions & 0 deletions SwiftDate Tests/Info.plist
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<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
<plist version="1.0">
<dict>
<key>CFBundleDevelopmentRegion</key>
<string>en</string>
<key>CFBundleExecutable</key>
<string>$(EXECUTABLE_NAME)</string>
<key>CFBundleIdentifier</key>
<string>com.stockfuse.$(PRODUCT_NAME:rfc1034identifier)</string>
<key>CFBundleInfoDictionaryVersion</key>
<string>6.0</string>
<key>CFBundleName</key>
<string>$(PRODUCT_NAME)</string>
<key>CFBundlePackageType</key>
<string>BNDL</string>
<key>CFBundleShortVersionString</key>
<string>1.0</string>
<key>CFBundleSignature</key>
<string>????</string>
<key>CFBundleVersion</key>
<string>1</string>
</dict>
</plist>
128 changes: 128 additions & 0 deletions SwiftDate Tests/SwiftDate_Tests.swift
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//
// SwiftDateTests.swift
// SwiftDateTests
//
// Created by Helin Gai on 7/8/14.
// Copyright (c) 2014 Stockfuse. All rights reserved.
//

import XCTest
import SwiftDate

class SwiftDateTesting: XCTestCase {
func testDate() {

XCTAssert(Date.isLeap(2000) == true, "Pass")
XCTAssert(Date.isLeap(2001) == false, "Pass")

var date1 = Date(year: 2014, month: 5, day: 15)
XCTAssertEqual(date1.serialNumber, 41774, "Pass")
XCTAssertEqual(date1.description(), "2014-05-15", "Pass")
XCTAssertEqual(date1.year(), 2014, "Pass")
XCTAssertEqual(date1.month(), 5, "Pass")
XCTAssertEqual(date1.day(), 15, "Pass")
XCTAssertEqual(date1.dayOfYear(), 135, "Pass")
XCTAssertEqual(Date(string: "2014-01-01").dayOfYear(), 1, "Pass")
XCTAssertEqual(date1.weekday(), Weekday.Thursday, "Pass")
XCTAssertEqual(Date.endOfMonth(date1).serialNumber, Date(string : "2014-05-31").serialNumber, "Pass")
XCTAssertEqual(Date.firstDayOfMonth(date1).serialNumber, Date(string : "2014-05-01").serialNumber, "Pass")

XCTAssertEqual((date1.add(Term(string: "1M"))).serialNumber, (date1 + "1M").serialNumber, "Pass")

XCTAssertEqual(Date(string : "2014-04-30").addMonths(1).serialNumber, Date(string : "2014-05-30").serialNumber, "Pass")
XCTAssertEqual(Date(string : "2014-04-30").addMonths(1, rollDay: RollDay.ThirtyOne).serialNumber, Date(string : "2014-05-31").serialNumber, "Pass")

var date2 = Date(string: "2014-05-15", format: "yyyy-mm-dd")
XCTAssertEqual(date2.serialNumber, 41774, "Pass")


}

func testLeapYear() {

let leapYears : [Bool] = [
// Copied over from QuantLib... it better match with our implementation
// 1900 is leap in agreement with Excel's bug
// 1900 is out of valid date range anyway
// 1900-1919
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 1920-1939
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 1940-1959
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 1960-1979
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 1980-1999
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2000-2019
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2020-2039
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2040-2059
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2060-2079
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2080-2099
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2100-2119
false,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2120-2139
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2140-2159
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2160-2179
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2180-2199
true,false,false,false, true,false,false,false, true,false, false,false, true,false,false,false, true,false,false,false,
// 2200
false
]
for year in 1900...2200 {
XCTAssert(Date.isLeap(year) == leapYears[year-1900], "Pass")
}

}

func testTerm() {
var td = Term(string : "7D")
XCTAssertEqual(td.dayCountFraction(), 7.0 / 365.242, "Pass")

var tm = Term(string: "3M")
XCTAssertEqual(tm.dayCountFraction(), 0.25, "Pass")

var sumtm = Term(string : "3M") + Term(string: "1Y")
XCTAssertEqual(sumtm.dayCountFraction(), 1.25, "Pass")
XCTAssertEqual(sumtm.description(), "15M", "Pass")
}

func testCalendar() {
var cal = USSettlementCalendar()
XCTAssert(cal.isBizDay(Date(string: "2014-05-15")) == true, "Pass")
XCTAssert(cal.isBizDay(Date(string: "2014-05-17")) == false, "Pass")
XCTAssertEqual(cal.nextBizDay(Date(string: "2014-05-16")).serialNumber, Date(string: "2014-05-19").serialNumber, "Pass")
XCTAssertEqual(cal.bizDaysBetween(Date(string: "2014-05-15"), toDate: Date(string : "2014-05-20")), 3, "Pass")
}

func testDayCounter() {

var start_date = Date(string: "2000-01-15")
var end_date = Date(string: "2000-05-31")

var actual_365 = Actual365Fixed()
XCTAssertEqual(actual_365.dayCountFraction(start_date, date2: end_date), 137.0 / 365, "Pass")

var nl_365 = NL365()
XCTAssertEqual(nl_365.dayCountFraction(start_date, date2: end_date), 136.0 / 365, "Pass")

var act_360 = Actual360()
XCTAssertEqual(act_360.dayCountFraction(start_date, date2: end_date), 137.0 / 360.0, "Pass")

var thirty_360 = Thirty360()
XCTAssertEqual(thirty_360.dayCountFraction(start_date, date2: end_date), 136.0 / 360.0, "Pass")

var thirty_360e = Thirty360(convention: Thirty360.Convention.EurobondBasis)
XCTAssertEqual(thirty_360e.dayCountFraction(start_date, date2: end_date), 135.0 / 360.0, "Pass")


}
}
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