Added unit test for ForwardCurve object.

quantdsl/priceprocess/forwardcurve.py

@@ -1,11 +1,14 @@
 import dateutil.parser
+import six
 from scipy import sort, array, searchsorted
 
 from quantdsl.priceprocess.base import datetime_from_date
 
 
 class ForwardCurve(object):
     def __init__(self, name, data):
+        assert isinstance(name, six.string_types)
+        assert isinstance(data, (list, tuple))
         self.name = name
         self.data = data
         self.by_date = dict(

quantdsl/tests/test_forwardcurve.py

@@ -0,0 +1,30 @@
+from unittest import TestCase
+
+import datetime
+
+from quantdsl.priceprocess.forwardcurve import ForwardCurve
+
+
+class TestForwardCurve(TestCase):
+    def test_get_price(self):
+        # Check without any data.
+        curve = ForwardCurve('name', [])
+
+        # Check raises KeyError for any dates.
+        with self.assertRaises(KeyError):
+            curve.get_price(date=datetime.datetime(2011, 12, 31))
+
+        # Check with data.
+        curve = ForwardCurve('name', [('2011-1-1', 1), ('2011-1-3', 3)])
+        # Get first value using exact date.
+        self.assertEqual(curve.get_price(date=datetime.datetime(2011, 1, 1)), 1)
+        # Get first value using later date.
+        self.assertEqual(curve.get_price(date=datetime.datetime(2011, 1, 2)), 1)
+        # Get second value using exact date.
+        self.assertEqual(curve.get_price(date=datetime.datetime(2011, 1, 3)), 3)
+        # Get second value using later date.
+        self.assertEqual(curve.get_price(date=datetime.datetime(2011, 1, 4)), 3)
+
+        # Check raises KeyError for values before first date.
+        with self.assertRaises(KeyError):
+            curve.get_price(date=datetime.datetime(2010, 12, 31))