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#!/usr/bin/python
"""
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program 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 license for more details.
"""
__version__ = "$Revision: 1.11 $"
# $Source: /cvsroot/quantlib/QuantLib-Python/QuantLib/test/random_generators.py,v $
import QuantLib
import unittest
class RNGTest(unittest.TestCase):
def runTest(self):
"Testing random number generators"
seed = 576919
samples = 1000000
for RNG in [QuantLib.UniformRandomGenerator,
QuantLib.GaussianRandomGenerator]:
rn = RNG(seed=seed)
s = QuantLib.Statistics()
while s.samples() < samples:
s.add(rn.next().value)
# we'll have to write some meaningful test here
if __name__ == '__main__':
print 'testing QuantLib', QuantLib.__version__, QuantLib.QuantLibc.__file__, QuantLib.__file__
import sys
suite = unittest.TestSuite()
suite.addTest(RNGTest())
if sys.hexversion >= 0x020100f0:
unittest.TextTestRunner(verbosity=2).run(suite)
else:
unittest.TextTestRunner().run(suite)
raw_input('press any key to continue')
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