Market class

Market.py

'''
Created on Nov 25, 2011

@author: tlmaloney
'''

class Market(object):
    '''
    A market provides information about observables, like Assets, Prices,
    Agents, DiscountFactorCurves, etc.
    
    The market will contain a dictionary of observables. The value
    of each item in this dictionary will be an object (e.g. price, or discount
    factor curve). For instance, market.observables['dfc_01'] could be a
    DiscountFactorCurve object.
    
    A market needs a unique_id, name, reference date, and reference asset, and
    optionally a dictionary of observables.
    '''

    def __init__(self, unique_id, name, ref_date, ref_asset, observables={}):
        '''
        Constructor
        
        Keyword arguments:
        unique_id -- Unique market identifier
        name -- name of the market, string instance
        ref_date -- the first day of trading for the market, SerialDate instance
        ref_asset -- the reference asset (could be currency), Asset instance
        observables -- a dictionary of observables
        '''
        self.unique_id = unique_id
        self.name = name
        self.ref_date = ref_date
        self.ref_asset = ref_asset
        self.observables = observables
    
    def set_observable(self, obs_id, obs):
        '''
        Set observable of type 'obs_id'
        
        Keyword arguments:
        obs_id -- observable identifier, string instance
        obs -- observable object
        '''
        self.observables[obs_id] = obs
        
    def get_observable(self, obs_id):
        '''
        Get observable of type 'obs_id'
        
        Keyword arguments:
        obs_id -- observable identifier, string instance
        '''
        return self.observables[obs_id]
    
    def __repr__(self):
        """Return a string representation of this class.
        """
        return self.__class__.__name__ + "(" + repr(self.unique_id) + ", " + repr(self.name) + ", " + repr(self.ref_date) + ", " + repr(self.ref_asset)+ ")"
    
    def __str__(self):
        """Return a human-friendly string for this class.
        """
        return "Market instance, Unique ID = " + str(self.unique_id) + ", name = " + str(self.name) + ", reference date = " + str(self.ref_date) + ", reference asset = " + str(self.ref_asset)
    
def make(unique_id, name, ref_date, ref_asset, observables={}):
    '''
    Makes a new Market instance
    
    Keyword arguments:
    unique_id -- Unique market identifier, integer instance
    name -- name of the market, string instance
    ref_date -- the first day of trading for the market, SerialDate instance
    ref_asset -- the reference asset (could be currency), Asset instance
    observables -- a dictionary of observables
    '''
    return Market(unique_id, name, ref_date, ref_asset, observables={})

TestMarket.py

'''
Created on Nov 28, 2011

@author: tlmaloney
'''
import unittest
import Market
import Asset
import Rate
import DiscountFactorCurve as DFC
import time.SerialDate as SD

unique_id1 = 1
name1 = 'Market1'
date1 = SD.make(20110101)
currency1 = Asset.make('Currency', 1)
market1 = Market.make(unique_id1, name1, date1, currency1)

class TestMarket(unittest.TestCase):

    def test_market(self):
        self.assertEqual(unique_id1, market1.unique_id)
        self.assertEqual(name1, market1.name)
        self.assertEqual(date1, market1.ref_date)
        self.assertEqual(currency1, market1.ref_asset)
        self.assertEqual(isinstance(market1.observables, dict), 1)
        
    def test_observables(self):
        flat_rate = Rate.make_continuous(0.05)
        dfc = DFC.make_with_flat_rate(date1, flat_rate)
        market1.set_observable('dfc_01', dfc)
        self.assertEqual(dfc, market1.get_observable('dfc_01'))