Merge pull request #9 from Sidsky/automated-test-registration

Automated test registration

test-suite/CMakeLists.txt

@@ -174,41 +174,6 @@ set(QL_TEST_SOURCES
 )
 
 set(QL_TEST_HEADERS
-    fdcev.hpp
-    fdcir.hpp
-    fdheston.hpp
-    fdmlinearop.hpp
-    fdsabr.hpp
-    fittedbonddiscountcurve.hpp
-    forwardoption.hpp
-    forwardrateagreement.hpp
-    functions.hpp
-    garch.hpp
-    gaussianquadratures.hpp
-    gjrgarchmodel.hpp
-    gsr.hpp
-    hestonmodel.hpp
-    hestonslvmodel.hpp
-    himalayaoption.hpp
-    hybridhestonhullwhiteprocess.hpp
-    indexes.hpp
-    inflation.hpp
-    inflationcapfloor.hpp
-    inflationcapflooredcoupon.hpp
-    inflationcpibond.hpp
-    inflationcpicapfloor.hpp
-    inflationcpiswap.hpp
-    inflationvolatility.hpp
-    integrals.hpp
-    interestrates.hpp
-    interpolations.hpp
-    jumpdiffusion.hpp
-    lazyobject.hpp
-    libormarketmodel.hpp
-    libormarketmodelprocess.hpp
-    linearleastsquaresregression.hpp
-    lookbackoptions.hpp
-    lowdiscrepancysequences.hpp
     margrabeoption.hpp
     marketmodel.hpp
     marketmodel_cms.hpp
@@ -300,11 +265,11 @@ set(QL_BENCHMARK_SOURCES
     digitaloption.cpp
     dividendoption.cpp
     europeanoption.cpp
-    fdheston.cpp                        fdheston.hpp
-    hestonmodel.cpp                     hestonmodel.hpp
-    interpolations.cpp                  interpolations.hpp
-    jumpdiffusion.cpp                   jumpdiffusion.hpp
-    lowdiscrepancysequences.cpp         lowdiscrepancysequences.hpp
+    fdheston.cpp
+    hestonmodel.cpp
+    interpolations.cpp
+    jumpdiffusion.cpp
+    lowdiscrepancysequences.cpp
     marketmodel_cms.cpp                 marketmodel_cms.hpp
     marketmodel_smm.cpp                 marketmodel_smm.hpp
     quantooption.cpp                    quantooption.hpp
@@ -351,6 +316,7 @@ endif()
 IF (QL_BUILD_BENCHMARK)
     add_executable(ql_benchmark ${QL_BENCHMARK_SOURCES})
     set_target_properties(ql_benchmark PROPERTIES OUTPUT_NAME "quantlib-benchmark")
+    set_source_files_properties(quantlibbenchmark.cpp PROPERTIES SKIP_UNITY_BUILD_INCLUSION true)
     if (NOT Boost_USE_STATIC_LIBS)
         target_compile_definitions(ql_benchmark PRIVATE BOOST_ALL_DYN_LINK BOOST_TEST_DYN_LINK)
     endif()

test-suite/Makefile.am

@@ -174,41 +174,6 @@ QL_TEST_SRCS = \
 	zerocouponswap.cpp
 
 QL_TEST_HDRS = \
-	fdheston.hpp \
-	fdcir.hpp \
-	fdmlinearop.hpp \
-	fdcev.hpp \
-	fdsabr.hpp \
-	fittedbonddiscountcurve.hpp \
-	forwardoption.hpp \
-	forwardrateagreement.hpp \
-	functions.hpp \
-	garch.hpp \
-	gaussianquadratures.hpp \
-	gjrgarchmodel.hpp \
-	gsr.hpp \
-	hestonmodel.hpp \
-	hestonslvmodel.hpp \
-	himalayaoption.hpp \
-	hybridhestonhullwhiteprocess.hpp \
-	indexes.hpp \
-	inflation.hpp \
-	inflationcapfloor.hpp \
-	inflationcapflooredcoupon.hpp \
-	inflationcpibond.hpp \
-	inflationcpicapfloor.hpp \
-	inflationcpiswap.hpp \
-	inflationvolatility.hpp \
-	integrals.hpp \
-	interestrates.hpp \
-	interpolations.hpp \
-	jumpdiffusion.hpp \
-	lazyobject.hpp \
-	libormarketmodel.hpp \
-	libormarketmodelprocess.hpp \
-	linearleastsquaresregression.hpp \
-	lookbackoptions.hpp \
-	lowdiscrepancysequences.hpp \
 	margrabeoption.hpp \
 	marketmodel.hpp \
 	marketmodel_cms.hpp \
@@ -315,11 +280,6 @@ QL_BENCHMARK_SRCS = \
 	utilities.cpp
 
 QL_BENCHMARK_HDRS = \
-	fdheston.hpp \
-	hestonmodel.hpp \
-	interpolations.hpp \
-	jumpdiffusion.hpp \
-	lowdiscrepancysequences.hpp \
 	marketmodel_cms.hpp \
 	marketmodel_smm.hpp \
 	quantlibglobalfixture.hpp \
@@ -363,13 +323,14 @@ unity_test.cpp: Makefile.am
 		echo "#include \"test-suite/$$i\"" >> $@; \
 	done
 
-nodist_quantlib_benchmark_SOURCES = unity_benchmark.cpp
+nodist_quantlib_benchmark_SOURCES = unity_benchmark.cpp quantlibbenchmark.cpp
+UNITY_SRC = $(filter-out quantlibbenchmark.cpp,$(QL_BENCHMARK_SRCS))
 
 unity_benchmark.cpp: Makefile.am
 	echo "/* This file is automatically generated; do not edit.     */" > $@
 	echo "/* Add the files to be included into Makefile.am instead. */" >> $@
 	echo >> $@
-	for i in $(QL_BENCHMARK_SRCS); do \
+	for i in $(UNITY_SRC); do \
 		echo "#include \"test-suite/$$i\"" >> $@; \
 	done
 

test-suite/fdcev.cpp

@@ -17,7 +17,7 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include "fdcev.hpp"
+#include "toplevelfixture.hpp"
 #include "utilities.hpp"
 #include <ql/math/randomnumbers/rngtraits.hpp>
 #include <ql/math/integrals/gausslobattointegral.hpp>
@@ -45,7 +45,11 @@ namespace {
     };
 }
 
-void FdCevTest::testLocalMartingale() {
+BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(FdCevTest)
+
+BOOST_AUTO_TEST_CASE(testLocalMartingale) {
     BOOST_TEST_MESSAGE(
         "Testing local martingale property of CEV process with PDF...");
 
@@ -123,7 +127,7 @@ void FdCevTest::testLocalMartingale() {
     }
 }
 
-void FdCevTest::testFdmCevOp() {
+BOOST_AUTO_TEST_CASE(testFdmCevOp) {
     BOOST_TEST_MESSAGE(
             "Testing FDM constant elasticity of variance (CEV) operator...");
 
@@ -201,13 +205,6 @@ void FdCevTest::testFdmCevOp() {
     }
 }
 
+BOOST_AUTO_TEST_SUITE_END()
 
-test_suite* FdCevTest::suite(SpeedLevel speed) {
-    auto* suite = BOOST_TEST_SUITE("Finite Difference CEV tests");
-
-
-    suite->add(QUANTLIB_TEST_CASE(&FdCevTest::testLocalMartingale));
-    suite->add(QUANTLIB_TEST_CASE(&FdCevTest::testFdmCevOp));
-
-    return suite;
-}
+BOOST_AUTO_TEST_SUITE_END()

test-suite/fdcir.cpp

@@ -17,8 +17,7 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include "fdcir.hpp"
-#include "fdheston.hpp"
+#include "toplevelfixture.hpp"
 #include "utilities.hpp"
 #include <ql/instruments/barrieroption.hpp>
 #include <ql/models/equity/hestonmodel.hpp>
@@ -35,7 +34,11 @@
 using namespace QuantLib;
 using boost::unit_test_framework::test_suite;
 
-void FdCIRTest::testFdmCIRConvergence() {
+BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(FdCIRTest)
+
+BOOST_AUTO_TEST_CASE(testFdmCIRConvergence) {
     BOOST_TEST_MESSAGE("Testing FDM CIR convergence...");
 
     FdmSchemeDesc schemes[] = {
@@ -108,11 +111,7 @@ void FdCIRTest::testFdmCIRConvergence() {
     }
 }
 
-test_suite* FdCIRTest::suite(SpeedLevel speed) {
-    auto* suite = BOOST_TEST_SUITE("Finite Difference CIR tests");
+BOOST_AUTO_TEST_SUITE_END()
 
-    suite->add(QUANTLIB_TEST_CASE(&FdCIRTest::testFdmCIRConvergence));
-
-    return suite;
-}
+BOOST_AUTO_TEST_SUITE_END()