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Verified Commit d8c6c105 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Fixed bug in conversion of dates to lower frequency.

Bug introduced in 7bb6a68f when changing the implementation of the
@dates class.

Also:

 - added unit tests,
 - added conversion to bi annual dates.
parent 7bb6a68f
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function m = dates2M(d)
function m = dates2M(d) % --*-- Unitary tests --*--
% INPUTS
% - d [dates] daily frequency object with n elements.
......@@ -6,7 +6,7 @@ function m = dates2M(d)
% OUTPUTS
% - m [dates] monthly frequency object with n elements (with repetitions).
% Copyright © 2020 Dynare Team
% Copyright © 2021 Dynare Team
%
% This code is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
......@@ -30,4 +30,47 @@ else
error('Cannot convert to higher frequency.')
end
m = dates(12, time(:,1:2));
\ No newline at end of file
m = dates(12, time(:,1:2));
return
%@test:1
try
m = dates2M(dates('1938-11-22'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938M11'));
end
T = all(t);
%@eof:1
%@test:2
try
m = dates2M(dates('1938M11'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938M11'));
end
T = all(t);
%@eof:2
%@test:3
try
m = dates2M(dates('1938Q4'));
t(1) = false;
catch
t(1) = true;
end
T = all(t);
%@eof:3
\ No newline at end of file
function m = dates2Q(d)
function m = dates2Q(d) % --*-- Unitary tests --*--
% INPUTS
% - d [dates] daily frequency object with n elements.
......@@ -24,7 +24,9 @@ function m = dates2Q(d)
if d.freq==365
time = datevec(d.time(:,1));
elseif d.freq==12
time = d.time;
y = floor((d.time-1)/d.freq);
s = d.time-y*d.freq;
time = [y, s];
elseif d.freq==4
m = d;
return
......@@ -42,4 +44,62 @@ time(isq2,2) = 2;
time(isq3,2) = 3;
time(isq4,2) = 4;
m = dates(4, time(:,1:2));
\ No newline at end of file
m = dates(4, time(:,1:2));
return
%@test:1
try
m = dates2Q(dates('1938-11-22'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938Q4'));
end
T = all(t);
%@eof:1
%@test:2
try
m = dates2Q(dates('1938M11'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938Q4'));
end
T = all(t);
%@eof:2
%@test:3
try
m = dates2Q(dates('1938Q4'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938Q4'));
end
T = all(t);
%@eof:3
%@test:4
try
m = dates2Q(dates('1938S2'));
t(1) = false;
catch
t(1) = true;
end
T = all(t);
%@eof:4
\ No newline at end of file
function m = dates2S(d)
% INPUTS
% - d [dates] daily frequency object with n elements.
%
% OUTPUTS
% - q [dates] bi-annual frequency object with n elements (with repetitions).
% Copyright © 2021 Dynare Team
%
% This code is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare dates submodule is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if d.freq==365
time = datevec(d.time(:,1));
elseif d.freq==12
time = d.time;
elseif d.freq==4
time = d.time;
elseif d.freq==2
m = d;
return
else
error('Cannot convert to higher frequency.')
end
isq1 = arrayfun( @(m) ismember(m, [1, 2, 3]), time(:,2));
isq2 = arrayfun( @(m) ismember(m, [4, 5, 6]), time(:,2));
isq3 = arrayfun( @(m) ismember(m, [7, 8, 9]), time(:,2));
isq4 = arrayfun( @(m) ismember(m, [10, 11, 12]), time(:,2));
time(isq1,2) = 1;
time(isq2,2) = 2;
time(isq3,2) = 3;
time(isq4,2) = 4;
m = dates(4, time(:,1:2));
\ No newline at end of file
......@@ -23,8 +23,8 @@ function y = dates2Y(d)
if d.freq==365
time = datevec(d.time(:,1));
elseif d.freq==12 || d.freq==4
time = d.time;
elseif ismember(d.freq, [2,4,12])
time = floor((d.time-1)/d.freq);
elseif d.freq==1
y = d;
return
......@@ -32,4 +32,66 @@ else
error('Unknown frequency.')
end
y = dates(1, time(:,1));
\ No newline at end of file
y = dates(1, time(:,1));
return
%@test:1
try
m = dates2Y(dates('1938-11-22'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938Y'));
end
T = all(t);
%@eof:1
%@test:2
try
m = dates2Y(dates('1938M11'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938Y'));
end
T = all(t);
%@eof:2
%@test:3
try
m = dates2Y(dates('1938S2'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938Y'));
end
T = all(t);
%@eof:3
%@test:4
try
m = dates2Q(dates('1938Y'));
t(1) = true;
catch
t(1) = false;
end
if t(1)
t(2) = isequal(m, dates('1938Y'));
end
T = all(t);
%@eof:4
\ No newline at end of file
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