Coverage for rivapy/models/base_model.py: 80%

1import abc 

2from typing import Set 

3from rivapy.tools.interfaces import FactoryObject 

4 

5class BaseModel(FactoryObject): 

6 @abc.abstractmethod 

7 def udls(self)->Set[str]: 

8 """Return the name of all underlyings modeled 

9 

10 Returns: 

11 Set[str]: Set of the modeled underlyings. 

12 """ 

13 pass 

14 

15 

16class BaseFwdModel(FactoryObject): 

17 @abc.abstractmethod 

18 def udls(self)->Set[str]: 

19 """Return the name of all underlyings modeled 

20 

21 Returns: 

22 Set[str]: Set of the modeled underlyings. 

23 """ 

24 pass 

25 

26 @staticmethod 

27 def get_key(udl:str, fwd_expiry: int)->str: 

28 return udl+'_FWD'+str(fwd_expiry) 

29 

30 @staticmethod 

31 def get_expiry_from_key(key: str)->int: 

32 return int(key.split('_FWD')[-1]) 

33 

34 @staticmethod 

35 def get_udl_from_key(key: str)->int: 

36 return key.split('_FWD')[0]