@Test
/** Tests the comparison tool. */
public void compare() {
// Matrix with itself
final FXMatrix fxMatrix1 = new FXMatrix();
fxMatrix1.addCurrency(GBP, EUR, GBP_EUR);
fxMatrix1.addCurrency(USD, EUR, 1.0d / EUR_USD);
assertTrue(
"FXMatrixUtils - compare", FXMatrixUtils.compare(fxMatrix1, fxMatrix1, TOLERANCE_RATE));
// Matrix in a different order
final FXMatrix fxMatrix2 = new FXMatrix();
fxMatrix2.addCurrency(EUR, USD, EUR_USD);
fxMatrix2.addCurrency(GBP, EUR, GBP_EUR);
assertTrue(
"FXMatrixUtils - compare", FXMatrixUtils.compare(fxMatrix1, fxMatrix2, TOLERANCE_RATE));
// Matrix with different order rate
final FXMatrix fxMatrix3 = new FXMatrix();
fxMatrix3.addCurrency(EUR, USD, EUR_USD + 1.0E-5);
fxMatrix3.addCurrency(GBP, EUR, GBP_EUR);
assertFalse(
"FXMatrixUtils - compare", FXMatrixUtils.compare(fxMatrix1, fxMatrix3, TOLERANCE_RATE));
// Matrix with different currencies
final FXMatrix fxMatrix4 = new FXMatrix();
fxMatrix4.addCurrency(GBP, EUR, GBP_EUR);
fxMatrix4.addCurrency(USD, EUR, 1.0d / EUR_USD);
fxMatrix4.addCurrency(KRW, USD, 1.0 / USD_KRW);
assertFalse(
"FXMatrixUtils - compare", FXMatrixUtils.compare(fxMatrix1, fxMatrix4, TOLERANCE_RATE));
}
@Test
/**
* Tests that a matrix constructed by adding currencies one by one or by merging by blocks returns
* the same result.
*/
public void merge2() {
final FXMatrix fxMatrix1 = new FXMatrix();
fxMatrix1.addCurrency(EUR, USD, EUR_USD);
fxMatrix1.addCurrency(KRW, USD, 1.0 / USD_KRW);
final FXMatrix fxMatrix2 = new FXMatrix();
fxMatrix2.addCurrency(EUR, USD, EUR_USD);
fxMatrix2.addCurrency(GBP, EUR, GBP_EUR);
final FXMatrix fxMatrixMergeExpected = new FXMatrix();
fxMatrixMergeExpected.addCurrency(EUR, USD, EUR_USD);
fxMatrixMergeExpected.addCurrency(GBP, EUR, GBP_EUR);
fxMatrixMergeExpected.addCurrency(KRW, USD, 1.0 / USD_KRW);
final FXMatrix merged = FXMatrixUtils.merge(fxMatrix1, fxMatrix2);
assertEquals(
"FXMatrixUtils - merge",
merged.getFxRate(USD, EUR),
fxMatrixMergeExpected.getFxRate(USD, EUR),
TOLERANCE_RATE);
assertEquals(
"FXMatrixUtils - merge",
merged.getFxRate(USD, GBP),
fxMatrixMergeExpected.getFxRate(USD, GBP),
TOLERANCE_RATE);
assertEquals(
"FXMatrixUtils - merge",
merged.getFxRate(USD, KRW),
fxMatrixMergeExpected.getFxRate(USD, KRW),
TOLERANCE_RATE);
}
@Test
/**
* Tests that a matrix constructed by adding currencies one by one or by merging by blocks returns
* the same result.
*/
public void merge1() {
final FXMatrix fxMatrixEURUSD = new FXMatrix();
fxMatrixEURUSD.addCurrency(EUR, USD, EUR_USD);
// assertTrue("FXMatrixUtils - merge", FXMatrixUtils.compare(fxMatrixEURUSD,
// FXMatrixUtils.merge(fxMatrixEURUSD, new FXMatrix()), TOLERANCE_RATE));
// assertTrue("FXMatrixUtils - merge", FXMatrixUtils.compare(fxMatrixEURUSD,
// FXMatrixUtils.merge(new FXMatrix(), fxMatrixEURUSD), TOLERANCE_RATE));
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
fxMatrixEURUSD,
FXMatrixUtils.merge(fxMatrixEURUSD, new FXMatrix(USD)),
TOLERANCE_RATE));
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
fxMatrixEURUSD,
FXMatrixUtils.merge(fxMatrixEURUSD, new FXMatrix(EUR)),
TOLERANCE_RATE));
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
fxMatrixEURUSD,
FXMatrixUtils.merge(new FXMatrix(USD), fxMatrixEURUSD),
TOLERANCE_RATE));
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
fxMatrixEURUSD,
FXMatrixUtils.merge(new FXMatrix(EUR), fxMatrixEURUSD),
TOLERANCE_RATE));
final FXMatrix fxMatrixGBPEUR = new FXMatrix();
fxMatrixGBPEUR.addCurrency(GBP, EUR, GBP_EUR);
final FXMatrix fxMatrixEURUSDGBP = new FXMatrix();
fxMatrixEURUSDGBP.addCurrency(EUR, USD, EUR_USD);
fxMatrixEURUSDGBP.addCurrency(GBP, EUR, GBP_EUR);
final FXMatrix merged = FXMatrixUtils.merge(fxMatrixEURUSD, fxMatrixGBPEUR);
assertTrue(
"FXMatrixUtils - merge", FXMatrixUtils.compare(merged, fxMatrixEURUSDGBP, TOLERANCE_RATE));
}
@Test
/** Tests that a matrix merged with itself is equal with itself. */
public void mergeWithItself() {
final FXMatrix fxMatrix = new FXMatrix();
fxMatrix.addCurrency(EUR, USD, EUR_USD);
fxMatrix.addCurrency(GBP, EUR, GBP_EUR);
final FXMatrix merged = FXMatrixUtils.merge(fxMatrix, fxMatrix);
assertEquals("FXMatrixUtils - merge", fxMatrix, merged);
}
@Test
/** Tests the merge with an empty matrix. */
public void merge3() {
final FXMatrix fxMatrix1 = new FXMatrix();
fxMatrix1.addCurrency(EUR, USD, EUR_USD);
fxMatrix1.addCurrency(KRW, USD, 1.0 / USD_KRW);
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
fxMatrix1, FXMatrixUtils.merge(fxMatrix1, new FXMatrix()), TOLERANCE_RATE));
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
fxMatrix1, FXMatrixUtils.merge(new FXMatrix(), fxMatrix1), TOLERANCE_RATE));
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
fxMatrix1, FXMatrixUtils.merge(new FXMatrix(USD), fxMatrix1), TOLERANCE_RATE));
assertTrue(
"FXMatrixUtils - merge",
FXMatrixUtils.compare(
new FXMatrix(), FXMatrixUtils.merge(new FXMatrix(), new FXMatrix()), TOLERANCE_RATE));
}
