Added unit tests for date functions

Author: aleCombi

test/runtests.jl

@@ -2,6 +2,7 @@ using Revise, Hedgehog2, Test, Dates, Distributions
 
 include("unit/payoff.jl")
 include("unit/vol_surface.jl")
+include("unit/date_functions.jl")
 include("black_scholes.jl")
 include("binomial_tree.jl")
 include("carr_madan.jl")

test/unit/date_functions.jl

@@ -0,0 +1,38 @@
+using Test
+using Dates
+
+@testset "Time Conversion and ACT/365 Utilities" begin
+    # Setup
+    d1 = Date(2020, 1, 1)
+    d2 = Date(2021, 1, 1)
+    dt1 = DateTime(d1)
+    dt2 = DateTime(d2)
+    ticks1 = to_ticks(d1)
+    ticks2 = to_ticks(d2)
+    
+    # to_ticks
+    @test to_ticks(d1) == Dates.datetime2epochms(DateTime(d1))
+    @test to_ticks(dt1) == Dates.datetime2epochms(dt1)
+    @test to_ticks(123456789.0) === 123456789.0
+
+    # yearfrac between dates
+    yf = yearfrac(d1, d2)
+    @test isapprox(yf, 1.0; atol=1e-8)
+
+    # yearfrac with ticks
+    @test isapprox(yearfrac(ticks1, ticks2), 1.0; atol=1e-8)
+
+    # yearfrac with Period
+    @test isapprox(yearfrac(Month(12)), 1.0; atol=1e-8)
+
+    # add_yearfrac (Real, Real)
+    t0 = 1_580_000_000_000.0  # some ms timestamp
+    t1 = add_yearfrac(t0, 1.0)
+    @test isapprox((t1 - t0), MILLISECONDS_IN_YEAR_365; atol=1e-3)
+
+    # add_yearfrac (DateTime)
+    ref_date = DateTime(2020, 1, 1)
+    shifted = add_yearfrac(ref_date, 1.0)
+    expected = ref_date + Day(365)
+    @test Date(shifted) == Date(expected)
+end