tests/testthat/test-dates.R

In vathymut/indemnity: NHA MBS indemnity yield.

library( indemnity )
context( "Date Interpolation" )

#### Test wal_to_date ####
test_that(
  "wal_to_date", {
    
    expect_equal( wal_to_date( ymd( "2015-02-22" ), 14 ),
                  expected = ymd( "2029-02-22" ) )
    
    expect_equal( wal_to_date( ymd( "2015-02-22" ), 6.5 ),
                  expected = ymd( "2021-08-23" ) )
    
    expect_equal( wal_to_date( ymd( "2015-02-22" ), 3.25 ),
                  expected = ymd( "2018-05-24" ) )

    expect_equal( wal_to_date( ymd( "2013-01-31" ), 3.812 ),
                  expected = ymd( "2016-11-23" ) )
  })

#### Test wal_to_date ####
test_that(
  "reporting_date", {
    
    expect_equal( reporting_date( date = ymd( "2015-08-07" ) ),
                  expected = ymd( "2015-07-31" ) )
    
    expect_equal( reporting_date( date = ymd( "2015-07-03" ) ),
                  expected = ymd( "2015-06-30" ) )
    
    expect_equal( reporting_date( date = ymd( "2015-06-05" ) ),
                  expected = ymd( "2015-05-29" ) )

  })

#### Test ycurve_retrieval_date ####
test_that(
  "menu_ycurve", {

    expect_equal( 
      menu_ycurve( settlement_date = lubridate::ymd( "2015-07-31" ), cmhc_audit = TRUE ),
      expected = list( "old" = lubridate::ymd("2015-08-03"), "new" = lubridate::ymd("2015-07-29") ) )
    
    expect_equal( 
      menu_ycurve( settlement_date = lubridate::ymd( "2015-06-30" ), cmhc_audit = TRUE ),
      expected = list( "old" = lubridate::ymd("2015-07-01"), "new" = lubridate::ymd("2015-06-26") ) )
    
    expect_equal( 
      menu_ycurve( settlement_date = lubridate::ymd( "2015-06-30" ), cmhc_audit = FALSE ),
      expected = list( "old" = lubridate::ymd("2015-06-26"), "new" = lubridate::ymd("2015-06-26") ) )

  })

#### Test ycurve_retrieval_date ####
test_that(
  "ycurve_retrieval_date", {

    expect_equal( 
      ycurve_retrieval_date( 
        issue_date = ymd( "2013-02-01" ), 
        menu_list = menu_ycurve( ymd( "2013-01-31" ), cmhc_audit = TRUE ) ),
      expected = ymd( "2013-02-01" ) )
    
    expect_equal( 
      ycurve_retrieval_date( 
        issue_date = ymd( "2015-02-01" ), 
        menu_list = menu_ycurve( ymd( "2015-01-31" ), cmhc_audit = TRUE ) ),
      expected = ymd( "2015-01-28" ) )
    
    expect_equal( 
      ycurve_retrieval_date( 
        issue_date = ymd( "2015-02-01" ), 
        menu_list = menu_ycurve( ymd( "2015-02-28" ), cmhc_audit = TRUE ) ),
      expected = ymd( "2015-02-25" ) )
    
    expect_equal( 
      ycurve_retrieval_date( 
        issue_date = ymd( "2013-02-01" ), 
        menu_list = menu_ycurve( ymd( "2015-02-28" ), cmhc_audit = TRUE ) ),
      expected = ymd( "2015-03-02" ) )

    expect_equal( 
      ycurve_retrieval_date( 
        issue_date = ymd( "2012-12-01" ), 
        menu_list = menu_ycurve( ymd( "2012-12-30" ), cmhc_audit = FALSE ) ),
      expected = ymd( "2012-12-27" ) )

    expect_equal( 
      ycurve_retrieval_date( 
        issue_date = ymd( "2012-12-01" ), 
        menu_list = menu_ycurve( ymd( "2012-12-30" ), cmhc_audit = FALSE ) ),
      expected = ymd( "2012-12-27" ) )

  })