Implement hash methods in C++ (#610)

Python/test/test_calendars.py

@@ -37,6 +37,18 @@ def test_joint_calendar_holidays(self):
 
 class BespokeCalendarTest(unittest.TestCase):
 
+    def test_hash(self):
+        empty1, empty2 = ql.CalendarVector(2)
+        for cal1 in (ql.BespokeCalendar("one"), ql.BespokeCalendar("two"), empty1):
+            for cal2 in (ql.BespokeCalendar("one"), ql.BespokeCalendar("two"), empty2):
+                if cal1.empty() or cal2.empty():
+                    expected = cal1.empty() == cal2.empty()
+                else:
+                    expected = cal1.name() == cal2.name()
+                self.assertEqual(cal1 == cal2, expected)
+                self.assertEqual(cal1 != cal2, not expected)
+                self.assertEqual(hash(cal1) == hash(cal2), expected)
+
     def test_reset_added_holidays(self):
         calendar = ql.BespokeCalendar("bespoke thing")
         test_date = ql.Date(1, ql.January, 2024)

Python/test/test_currencies.py

@@ -40,6 +40,17 @@ def test_bespoke_currency_constructor(self):
             "CCY", "CCY", 100, "#", "", 100, ql.Rounding(), "")
         self.assertFalse(custom_ccy.empty(), fail_msg)
 
+    def test_hash(self):
+        for ccy1 in (ql.EURCurrency(), ql.USDCurrency(), ql.Currency()):
+            for ccy2 in (ql.EURCurrency(), ql.USDCurrency(), ql.Currency()):
+                if ccy1.empty() or ccy2.empty():
+                    expected = ccy1.empty() == ccy2.empty()
+                else:
+                    expected = ccy1.name() == ccy2.name()
+                self.assertEqual(ccy1 == ccy2, expected)
+                self.assertEqual(ccy1 != ccy2, not expected)
+                self.assertEqual(hash(ccy1) == hash(ccy2), expected)
+
 
 if __name__ == '__main__':
     print("testing QuantLib", ql.__version__)

Python/test/test_date.py

@@ -57,6 +57,14 @@ def testArithmetics(self):
             mold = m
             yold = y
 
+    def test_hash(self):
+        for date1 in (ql.Date(1, 2, 2020), ql.Date(3, 4, 2022), ql.Date()):
+            for date2 in (ql.Date(1, 2, 2020), ql.Date(3, 4, 2022), ql.Date()):
+                expected = str(date1) == str(date2)
+                self.assertEqual(date1 == date2, expected)
+                self.assertEqual(date1 != date2, not expected)
+                self.assertEqual(hash(date1) == hash(date2), expected)
+
     def testHolidayList(self):
         """ Testing Calendar testHolidayList() method. """
         holidayLstFunction = ql.Calendar.holidayList(ql.Poland(), ql.Date(31, 12, 2014), ql.Date(3, 4, 2015), False)
@@ -78,6 +86,16 @@ def testConversion(self):
             ql.Date.from_date("2020-01-02")
 
 
+class PeriodTest(unittest.TestCase):
+    def test_hash(self):
+        for per1 in (ql.Period("1D"), ql.Period("1W"), ql.Period("12M"), ql.Period()):
+            for per2 in (ql.Period("1D"), ql.Period("1Y"), ql.Period()):
+                expected = str(per1.normalized()) == str(per2.normalized())
+                self.assertEqual(per1 == per2, expected)
+                self.assertEqual(per1 != per2, not expected)
+                self.assertEqual(hash(per1) == hash(per2), expected)
+
+
 if __name__ == "__main__":
     print("testing QuantLib", ql.__version__)
     unittest.main(verbosity=2)

Python/test/test_daycounters.py

@@ -1,25 +1,33 @@
-import QuantLib as ql
-import unittest
-
-
-class DayCountersTest(unittest.TestCase):
-    def test_bus252(self):
-        """Test Business252 daycounter"""
-
-        calendar = ql.UnitedStates(ql.UnitedStates.GovernmentBond)
-
-        #
-        # Check that SWIG signature for Business252 calendar allows to
-        # pass custom calendar into the class constructor.  Old
-        # QuantLib-SWIG versions allow only to create Business252
-        # calendar with default constructor parameter (Brazil
-        # calendar), and generate an exception when trying to pass a
-        # custom calendar as a parameter. So we just check here that
-        # no exception occurs.
-        #
-        ql.Business252(calendar)
-
-
-if __name__ == "__main__":
-    print("testing QuantLib", ql.__version__)
-    unittest.main(verbosity=2)
+import QuantLib as ql
+import unittest
+
+
+class DayCountersTest(unittest.TestCase):
+    def test_bus252(self):
+        """Test Business252 daycounter"""
+
+        calendar = ql.UnitedStates(ql.UnitedStates.GovernmentBond)
+
+        #
+        # Check that SWIG signature for Business252 calendar allows to
+        # pass custom calendar into the class constructor.  Old
+        # QuantLib-SWIG versions allow only to create Business252
+        # calendar with default constructor parameter (Brazil
+        # calendar), and generate an exception when trying to pass a
+        # custom calendar as a parameter. So we just check here that
+        # no exception occurs.
+        #
+        ql.Business252(calendar)
+
+    def test_hash(self):
+        for dc1 in (ql.Actual360(), ql.Thirty365()):
+            for dc2 in (ql.Actual360(), ql.Thirty365()):
+                expected = dc1.name() == dc2.name()
+                self.assertEqual(dc1 == dc2, expected)
+                self.assertEqual(dc1 != dc2, not expected)
+                self.assertEqual(hash(dc1) == hash(dc2), expected)
+
+
+if __name__ == "__main__":
+    print("testing QuantLib", ql.__version__)
+    unittest.main(verbosity=2)

SWIG/calendars.i

@@ -110,6 +110,7 @@ class Calendar {
     std::vector<Date> businessDayList(const Date& from,
                                       const Date& to);
     std::string name();
+    bool empty();
     %extend {
         std::string __str__() {
             return self->name()+" calendar";
@@ -121,14 +122,11 @@ class Calendar {
         bool __ne__(const Calendar& other) {
             return (*self) != other;
         }
+        hash_t __hash__() {
+            return self->empty() ? 0 : std::hash<std::string>()(self->name());
+        }
         #endif
     }
-    #if defined(SWIGPYTHON)
-    %pythoncode %{
-    def __hash__(self):
-        return hash(self.name())
-    %}
-    #endif
 };
 
 namespace std {

SWIG/common.i

@@ -156,6 +156,14 @@ a
 #endif
 %enddef
 
+%inline %{
+#if defined(SWIGPYTHON)
+// This should be Py_hash_t, but SWIG does not know this type.
+typedef long hash_t;
+#else
+typedef int hash_t;
+#endif
+%}
 
 %define deprecate_feature(OldName, NewName)
 #if defined(SWIGPYTHON)

SWIG/currencies.i

@@ -67,6 +67,9 @@ class Currency {
         bool __ne__(const Currency& other) {
             return (*self) != other;
         }
+        hash_t __hash__() {
+            return self->empty() ? 0 : std::hash<std::string>()(self->name());
+        }
         #endif
         #if defined(SWIGPYTHON)
         Money operator*(Decimal x) {
@@ -83,12 +86,6 @@ class Currency {
         }
         #endif
     }
-    #if defined(SWIGPYTHON)
-    %pythoncode %{
-    def __hash__(self):
-        return hash(self.name())
-    %}
-    #endif
 };
 
 

SWIG/date.i

@@ -329,6 +329,7 @@ class Period {
         Period __mul__(Integer n) {
             return *self * n;
         }
+        #endif
         #if defined(SWIGPYTHON)
         Period __rmul__(Integer n) {
             return *self * n;
@@ -346,9 +347,20 @@ class Period {
             return !(*self < other);
         }
         #endif
+        #if defined(SWIGPYTHON) || defined(SWIGR) || defined(SWIGJAVA)
         bool __eq__(const Period& other) {
             return *self == other;
         }
+        bool __ne__(const Period& other) {
+            return *self != other;
+        }
+        hash_t __hash__() {
+            size_t seed = 0;
+            Period p = self->normalized();
+            boost::hash_combine(seed, p.length());
+            boost::hash_combine(seed, p.units());
+            return seed;
+        }
         int __cmp__(const Period& other) {
             return *self < other  ? -1 :
                    *self == other ?  0 :
@@ -364,12 +376,6 @@ class Period {
         }
         #endif
     }
-    #if defined(SWIGPYTHON)
-    %pythoncode %{
-    def __hash__(self):
-        return hash(str(self.normalized()))
-    %}
-    #endif
 };
 
 #if defined(SWIGPYTHON)
@@ -557,6 +563,10 @@ function(from) {Period(from)})
 %}
 
 class Date {
+    #if defined(SWIGJAVA)
+    %rename("repr")           __repr__;
+    %rename("compare")        __cmp__;
+    #endif
   public:
     Date();
     Date(Day d, Month m, Year y);
@@ -722,10 +732,16 @@ class Date {
         BigInteger operator-(const Date& other) {
             return *self - other;
         }
-        #if defined(SWIGPYTHON) || defined(SWIGR)
+        #if defined(SWIGPYTHON) || defined(SWIGR) || defined(SWIGJAVA)
         bool __eq__(const Date& other) {
             return *self == other;
         }
+        bool __ne__(const Date& other) {
+            return *self != other;
+        }
+        hash_t __hash__() {
+            return std::hash<Date>()(*self);
+        }
         int __cmp__(const Date& other) {
             if (*self < other)
                 return -1;
@@ -742,9 +758,6 @@ class Date {
         bool __bool__() {
             return (*self != Date());
         }
-        int __hash__() {
-            return self->serialNumber();
-        }
         bool __lt__(const Date& other) {
             return *self < other;
         }
@@ -757,9 +770,6 @@ class Date {
         bool __ge__(const Date& other) {
             return !(*self < other);
         }
-        bool __ne__(const Date& other) {
-            return *self != other;
-        }
         PyObject* to_date() {
             return PyDate_FromDate(self->year(), self->month(), self->dayOfMonth());
         }

SWIG/daycounters.i

@@ -42,6 +42,7 @@ class DayCounter {
                       const Date& startRef = Date(),
                       const Date& endRef = Date()) const;
     std::string name() const;
+    bool empty();
     %extend {
         std::string __str__() {
             return self->name()+" day counter";
@@ -53,14 +54,11 @@ class DayCounter {
         bool __ne__(const DayCounter& other) {
             return (*self) != other;
         }
+        hash_t __hash__() {
+            return self->empty() ? 0 : std::hash<std::string>()(self->name());
+        }
         #endif
     }
-    #if defined(SWIGPYTHON)
-    %pythoncode %{
-    def __hash__(self):
-        return hash(self.name())
-    %}
-    #endif
 };
 
 namespace QuantLib {

SWIG/ql.i

@@ -91,6 +91,7 @@ GNU autoconf configure script.
 %rename(getValue)      operator();
 %rename(equals)        __eq__;
 %rename(unEquals)      __ne__;
+%rename(hashCode)      __hash__;
 %rename(toString)      __str__;
 #elif defined(SWIGCSHARP)
 %rename(Add)           operator+;