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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004, 2005, 2006, 2007 Ferdinando Ametrano
Copyright (C) 2004, 2005, 2006, 2007, 2008 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
<https://www.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 "quantlibglobalfixture.hpp"
#include <ql/types.hpp>
#include <ql/settings.hpp>
#include <ql/utilities/dataparsers.hpp>
#include <ql/version.hpp>
#include <iostream>
#include <iomanip>
using namespace boost::unit_test;
namespace {
void configure(QuantLib::Date evaluationDate) {
/* if needed, a subset of the lines below can be
uncommented and/or changed to run the test suite with a
different configuration. In the future, we'll need a
mechanism that doesn't force us to recompile (possibly a
couple of command-line flags for the test suite?)
*/
// QuantLib::Settings::instance().includeReferenceDateCashFlows() = true;
// QuantLib::Settings::instance().includeTodaysCashFlows() = ext::nullopt;
QuantLib::Settings::instance().evaluationDate() = evaluationDate;
}
}
QuantLib::Date evaluation_date(int argc, char** argv) {
/*! Dead simple parser:
- passing --date=YYYY-MM-DD causes the test suite to run on
that date;
- passing --date=today causes it to run on today's date;
- passing nothing causes it to run on a known date for which
there should be no date-dependent errors as far as we know.
Dates that should eventually be checked include:
- 2015-08-29 causes three tests to fail;
- 2016-02-29 causes two tests to fail.
*/
QuantLib::Date knownGoodDefault =
QuantLib::Date(16, QuantLib::September, 2015);
for (int i=1; i<argc; ++i) {
std::string arg = argv[i];
if (arg == "--date=today")
return QuantLib::Date::todaysDate();
else if (arg.substr(0, 7) == "--date=")
return QuantLib::DateParser::parseISO(arg.substr(7));
}
return knownGoodDefault;
}
QuantLibGlobalFixture::QuantLibGlobalFixture() {
start = std::chrono::steady_clock::now();
int argc = boost::unit_test::framework::master_test_suite().argc;
char **argv = boost::unit_test::framework::master_test_suite().argv;
configure(evaluation_date(argc, argv));
speed = speed_level(argc, argv);
const QuantLib::Settings& settings = QuantLib::Settings::instance();
std::ostringstream header;
header <<
" Testing "
"QuantLib " QL_VERSION
"\n QL_EXTRA_SAFETY_CHECKS "
#ifdef QL_EXTRA_SAFETY_CHECKS
" defined"
#else
"undefined"
#endif
"\n QL_USE_INDEXED_COUPON "
#ifdef QL_USE_INDEXED_COUPON
" defined"
#else
" undefined"
#endif
"\n"
<< "evaluation date is " << settings.evaluationDate() << ",\n"
<< (settings.includeReferenceDateEvents()
? "reference date events are included,\n"
: "reference date events are excluded,\n")
<< (settings.includeTodaysCashFlows()
? (*settings.includeTodaysCashFlows() // NOLINT(bugprone-unchecked-optional-access)
? "today's cashflows are included,\n"
: "today's cashflows are excluded,\n")
: "")
<< (settings.enforcesTodaysHistoricFixings()
? "today's historic fixings are enforced."
: "today's historic fixings are not enforced.")
<< "\nRunning "
<< (speed == Faster ? "faster" :
(speed == Fast ? "fast" : "all"))
<< " tests.";
std::string rule = std::string(41, '=');
BOOST_TEST_MESSAGE(rule);
BOOST_TEST_MESSAGE(header.str());
BOOST_TEST_MESSAGE(rule);
}
QuantLibGlobalFixture::~QuantLibGlobalFixture(){
stop = std::chrono::steady_clock::now();
double seconds = std::chrono::duration_cast<std::chrono::milliseconds>(stop - start).count() * 1e-3;
int hours = int (seconds/3600);
seconds -= hours * 3600;
int minutes = int(seconds/60);
seconds -= minutes * 60;
std::cout << "\nTests completed in ";
if (hours > 0)
std::cout << hours << " h ";
if (hours > 0 || minutes > 0)
std::cout << minutes << " m ";
std::cout << std::fixed << std::setprecision(0)
<< seconds << " s\n" << std::endl;
}
SpeedLevel QuantLibGlobalFixture::get_speed() {
return speed;
}
SpeedLevel QuantLibGlobalFixture::speed = Slow;
BOOST_TEST_GLOBAL_FIXTURE(QuantLibGlobalFixture);
SpeedLevel speed_level(int argc, char** argv) {
/*! Again, dead simple parser:
- passing --slow causes all tests to be run;
- passing --fast causes most tests to be run, except the slowest;
- passing --faster causes only the faster tests to be run;
- passing nothing is the same as --slow
*/
for (int i=1; i<argc; ++i) {
std::string arg = argv[i];
if (arg == "--slow")
return Slow;
else if (arg == "--fast")
return Fast;
else if (arg == "--faster")
return Faster;
}
return Slow;
}
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