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64 lines (53 loc) · 1.97 KB
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"""
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
"""
import QuantLib
import unittest
flag = None
def raiseFlag():
global flag
flag = 1
class InstrumentTest(unittest.TestCase):
def testObservable(self):
"Testing observability of stocks"
global flag
flag = None
me1 = QuantLib.SimpleQuote(0.0)
h = QuantLib.RelinkableQuoteHandle(me1)
s = QuantLib.Stock(h)
s.NPV()
obs = QuantLib.Observer(raiseFlag)
obs.registerWith(s)
me1.setValue(3.14)
if not flag:
self.fail("Observer was not notified of instrument change")
s.NPV()
flag = None
me2 = QuantLib.SimpleQuote(0.0)
h.linkTo(me2)
if not flag:
self.fail("Observer was not notified of instrument change")
s.NPV()
flag = None
s.freeze()
me2.setValue(2.71)
if flag:
self.fail("Observer was notified of frozen instrument change")
s.unfreeze()
if not flag:
self.fail("Observer was not notified of instrument change")
if __name__ == '__main__':
print('testing QuantLib ' + QuantLib.__version__)
suite = unittest.TestSuite()
suite.addTest(unittest.makeSuite(InstrumentTest,'test'))
unittest.TextTestRunner(verbosity=2).run(suite)