1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
|
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2021 StatPro Italia 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
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
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.
*/
#include "toplevelfixture.hpp"
#include "utilities.hpp"
#include <ql/settings.hpp>
using namespace QuantLib;
using namespace boost::unit_test_framework;
BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
BOOST_AUTO_TEST_SUITE(SettingsTests)
BOOST_AUTO_TEST_CASE(testNotificationsOnDateChange) {
BOOST_TEST_MESSAGE("Testing notifications on evaluation-date change...");
#ifdef QL_HIGH_RESOLUTION_DATE
Date d1(11, February, 2021, 9, 17, 0);
Date d2(11, February, 2021, 10, 21, 0);
#else
Date d1(11, February, 2021);
Date d2(12, February, 2021);
#endif
Settings::instance().evaluationDate() = d1;
Flag flag;
flag.registerWith(Settings::instance().evaluationDate());
// Set to same date, no notification
Settings::instance().evaluationDate() = d1;
if (flag.isUp())
BOOST_ERROR("unexpected notification");
// Set to different date, notification expected
Settings::instance().evaluationDate() = d2;
if (!flag.isUp())
BOOST_ERROR("missing notification");
}
BOOST_AUTO_TEST_SUITE_END()
BOOST_AUTO_TEST_SUITE_END()
|
