Merging pep8 compliant version with master

thelyo · Jul 6, 2021 · dd691af · dd691af
1 parent ac11cb6
commit dd691af
Show file tree

Hide file tree

Showing 680 changed files with 57,611 additions and 61,197 deletions.
diff --git a/.github/workflows/run-all-tests.yml → .github/workflows/run-golden-tests.yml b/.github/workflows/run-all-tests.yml → .github/workflows/run-golden-tests.yml
@@ -1,4 +1,4 @@
-name: test_action
+name: golden tests
 
 on: [push, pull_request]
 
@@ -12,20 +12,16 @@ jobs:
      uses: actions/setup-python@v2
      with:
        python-version: 3.7.6
-   - name: run test script
+   - name: Install dependencies and package
      run: |
-       pip install numpy==1.19.2
-       pip install llvmlite==0.32.1
-       pip install scipy==1.5.2
-       pip install numba==0.49
-       pip install pandas==1.1.3
-       pip install matplotlib==3.3.2       
-       pip install ipython==7.18.1
+       pip install -r requirements.txt
+       pip install -r requirements-dev.txt
        python setup.py install
-       python tests/runAllTests.py
+   - name: Run tests
+     run: 
+       python tests_golden/runAllTests.py
    - name: Archive code coverage results
      uses: actions/upload-artifact@v2
      with:
         name: result-differences-file-upload
-        path: tests/differences/*.testLog
-
+        path: tests_golden/differences/*.testLog
diff --git a/.github/workflows/run-unit-tests.yml b/.github/workflows/run-unit-tests.yml
@@ -0,0 +1,29 @@
+name: unit test action
+
+on: [push, pull_request]
+
+jobs:
+ build:
+  runs-on: ubuntu-latest
+  steps: 
+   - name: checkout repo content
+     uses: actions/checkout@v2
+   - name: setup python
+     uses: actions/setup-python@v2
+     with:
+       python-version: 3.7.6
+   - name: install dependencies
+     run: |
+       python -m pip install --upgrade pip
+       pip install -r requirements.txt
+       pip install pytest  
+       pip install -e . 
+   - name: show package is importable
+     run: |        
+        python -c "import financepy as fp"
+   - name: list dependencies
+     run: |        
+        pip list
+   - name: unit tests
+     run: |        
+        pytest -vv
diff --git a/.gitignore b/.gitignore
@@ -8,6 +8,7 @@
 # PYTHON AND JUPYTER FILES
 build/
 env/
+.venv/
 develop-eggs/
 __pycache__/
 dist/
@@ -43,7 +44,6 @@ TestFin*_COMPARE.testLog
 
 # MYPY
 .mypy_cache
-financepy/__init__.py
 
 # bytecode
 *.py[cod]
@@ -66,6 +66,7 @@ coverage.xml
 # virtualenv
 venv/
 ENV/
+.env
 
 # PyInstaller
 #  Usually these files are written by a python script from a template
@@ -124,3 +125,6 @@ com_crashlytics_export_strings.xml
 crashlytics.properties
 crashlytics-build.properties
 fabric.properties
+
+#MacOS Files
+.DS_Store
diff --git a/README.md b/README.md
@@ -1,3 +1,5 @@
+[![unit test action](https://github.com/ru-corporate/FinancePy/actions/workflows/run-unit-tests.yml/badge.svg)](https://github.com/ru-corporate/FinancePy/actions/workflows/run-unit-tests.yml)
+
 # Quick Start Guide
 
 FinancePy can be installed from pip using the following command:
@@ -61,7 +63,7 @@ Contact me at quant@financepy.com.
 
 The underlying Python library is split into a number of major modules:
 
-* Finutils - These are utility functions used to assist you with modelling a security. These include dates (FinDate), calendars, schedule generation, some finance-related mathematics functions and some helper functions.
+* Finutils - These are utility functions used to assist you with modelling a security. These include dates (Date), calendars, schedule generation, some finance-related mathematics functions and some helper functions.
 * Market - These are modules that capture the market information used to value a security. These include interest rate and credit curves, volatility surfaces and prices.
 * Models - These are the low-level models used to value derivative securities ranging from Black-Scholes to complex stochastic volatility models.
 * Products - These are the actual securities and range from Government bonds to Bermudan swaptions.
@@ -88,9 +90,9 @@ See the changelog for a detailed history of changes.
 
 Contributions are very welcome. There are a number of requirements:
 
-* You can use either camel case or snail case. At some point I will try to make the code Pep8 compliant. But not yet.
+* The code should be Pep8 compliant.
 * Comments are required for every class and function and they should be a clear description.
-* At least one test case must be provided for every function.
+* At least one broad test case and a set of unit tests must be provided for every function.
 * Avoid very pythonic constructions. For example a loop is as good as a list comprehension. And with numba it can be faster. Readability is the priority.
 
 ## License

diff --git a/tests/compare/.gitkeep → __init__.py b/tests/compare/.gitkeep → __init__.py
diff --git a/docs/FinancePyManual.dvi b/docs/FinancePyManual.dvi
diff --git a/docs/FinancePyManual.pdf b/docs/FinancePyManual.pdf
diff --git a/docs/head.tex b/docs/head.tex
@@ -36,8 +36,8 @@
         keywordstyle=\color{red},
         commentstyle=\color{blue},
         frame=single,
-        otherkeywords = {FinDate, FinCalendarTypes, FinBusDayAdjustTypes, FinDateGenRuleTypes, FinDayCountTypes, FinFrequencyTypes, 
-        FinLiborSwaptionTypes, FinOptionExerciseTypes, FinOptionTypes, FinEquityBarrierTypes, FinEquityRainbowOptionTypes, List}
+        otherkeywords = {Date, CalendarTypes, BusDayAdjustTypes, DateGenRuleTypes, DayCountTypes, FrequencyTypes,
+        FinLiborSwaptionTypes, FinOptionExerciseTypes, FinOptionTypes, EquityBarrierTypes, EquityRainbowOptionTypes, List}
         }
 
 %\makeindex

diff --git a/docs/makeUserGuide.py b/docs/makeUserGuide.py
@@ -154,8 +154,8 @@ def open_file(filename):
 
 
 def buildHead():
-    ''' Start latex file with a header that sets all of the document
-    properties. '''
+    """ Start latex file with a header that sets all of the document
+    properties. """
 
     f = open(newHeadFile, 'r')
     lines = f.readlines()
@@ -169,7 +169,7 @@ def buildHead():
 
 
 def buildTail():
-    ''' Add on end latex to close document. '''
+    """ Add on end latex to close document. """
     f = open(tailFile, 'r')
     lines = f.readlines()
     f.close()
@@ -182,7 +182,7 @@ def buildTail():
 
 
 def buildIntro(introfile):
-    ''' Add on end latex to close document. '''
+    """ Add on end latex to close document. """
     print("Building introduction from file:", introfile)
 
     f = open(introfile, 'r')
@@ -201,8 +201,8 @@ def buildIntro(introfile):
 
 
 def buildChapter(folderName):
-    ''' Parse a folder by loading up all of the modules in that folder that
-    start with the threee letters - Fin. '''
+    """ Parse a folder by loading up all of the modules in that folder that
+    start with the threee letters - Fin. """
 
     print("Building chapter in folder:", folderName)
 
@@ -282,8 +282,8 @@ def buildChapter(folderName):
 
 
 def parseModule(moduleName):
-    ''' Parse a module looking for classes, functions and classes for
-    enumerated types. Functions inside classes are parsed inside the class. '''
+    """ Parse a module looking for classes, functions and classes for
+    enumerated types. Functions inside classes are parsed inside the class. """
     print(moduleName)
     f = open(moduleName, 'r', encoding="utf8")
     lines = f.readlines()
@@ -353,7 +353,7 @@ def parseModule(moduleName):
 
 
 def parseClass(lines, startLine, endLine):
-    ''' Parse a Python class consisting of data members and functions. '''
+    """ Parse a Python class consisting of data members and functions. """
 
     n1 = lines[startLine].find("class")
 
@@ -388,15 +388,15 @@ def parseClass(lines, startLine, endLine):
 
     for rowNum in range(startLine, commentEndLine):
         line = lines[rowNum]
-        if line.find("'''") > 0:
+        if line.find(""""") > 0:
             startCommentRow = rowNum
             startComment = True
             startLine = rowNum + 1
             break
 
     for rowNum in range(startLine, commentEndLine):
         line = lines[rowNum]
-        if line.find("'''") > 0:
+        if line.find(""""") > 0:
             endCommentRow = rowNum
             endComment = True
             break
@@ -501,9 +501,9 @@ def parseClass(lines, startLine, endLine):
 
 
 def parseFunction(lines, startLine, endLine, className=""):
-    ''' Given a set of lines and a start line I extract the function definiton
+    """ Given a set of lines and a start line I extract the function definiton
     and any comment that goes below.
-    TODO: Add parsing of function arguments and any comments.'''
+    TODO: Add parsing of function arguments and any comments."""
 
     functionLine = lines[startLine]
     leftCol = functionLine.find("def ")
@@ -658,7 +658,7 @@ def parseFunction(lines, startLine, endLine, className=""):
 
 
 def parseEnum(lines, startLine, endLine):
-    ''' Parse a Class that implements an Enumerated type. '''
+    """ Parse a Class that implements an Enumerated type. """
     enumDescription = []
 
     enumLine = lines[startLine]
@@ -697,9 +697,9 @@ def parseEnum(lines, startLine, endLine):
 
 
 def extractParams(functionSignature):
-    ''' Parse a function signature into a table containing each function
-    argument's name, type, description and default value'''
-    # A good example to look at for testing is `FinBondConvertible`
+    """ Parse a function signature into a table containing each function
+    argument's name, type, description and default value"""
+    # A good example to look at for testing is `BondConvertible`
 
     functionSignature = functionSignature.replace("\\", "\\textbackslash ")
     functionSignature = functionSignature.replace("_", "\_")
@@ -730,7 +730,7 @@ def extractParams(functionSignature):
 
         line = line.strip()
         # Split by comma while leaving commas that are in square brackets '[]'.
-        # This allows us to parse 'Union[FinDate, str]' for maturityDateOrTenor.
+        # This allows us to parse 'Union[Date, str]' for maturity_date_or_tenor.
         if line.find("[") != -1 or line.find("(") != -1:
             # https://stackoverflow.com/questions/26808913/split-string-at-commas-except-when-in-bracket-environment
             params = []
@@ -823,8 +823,8 @@ def parseType(pType):
 buildIntro("..//README.md")
 
 if 1 == 1:
-    buildChapter("..//financepy//finutils")
-    buildChapter("..//financepy//market//curves")
+    buildChapter("..//financepy//utils")
+    buildChapter("..//financepy//market//discount")
     buildChapter("..//financepy//market//volatility")
     buildChapter("..//financepy//products//equity")
     buildChapter("..//financepy//products//credit")
@@ -856,7 +856,7 @@ def parseType(pType):
 
     print("Removing unneeded files.")
     os.remove(fileName + ".out")
-    os.remove(fileName + ".tex")
+#    os.remove(fileName + ".tex")
     os.remove(fileName + ".toc")
     os.remove(fileName + ".aux")
     os.remove(fileName + ".log")

diff --git a/financepy/__init__.py b/financepy/__init__.py
@@ -1,7 +1,7 @@
 cr = "\n"
 
 s = "####################################################################" + cr
-s += "# FINANCEPY BETA Version " + str('0.194') + " - This build:  12 Jun 2021 at 18:20 #" + cr
+s += "# FINANCEPY BETA Version " + str('0.200') + " - This build:  18 Jun 2021 at 21:08 #" + cr
 s += "#      This software is distributed FREE & WITHOUT ANY WARRANTY    #" + cr
 s += "# For info and disclaimer - https://github.com/domokane/FinancePy  #" + cr
 s += "#      Send any bug reports or comments to quant@financepy.com     #" + cr

diff --git a/financepy/finutils/FinFrequency.py b/financepy/finutils/FinFrequency.py