diff --git a/tests/data/result/xunit-qlnet-junit.xml b/tests/data/result/xunit-qlnet-junit.xml index 194c60b..0115bc6 100644 --- a/tests/data/result/xunit-qlnet-junit.xml +++ b/tests/data/result/xunit-qlnet-junit.xml @@ -1,5 +1,5 @@ - + @@ -26,37 +26,77 @@ - + + + + + Incomplete + + + + + + + + + + at TestSuite.QAssert.Fail(String message) in C:\projects\QLNet\tests\QLNet.Tests\Utilities.cs:line 187 + at TestSuite.T_AsianOptions.REPORT_FAILURE(String greekName, Type averageType, Nullable`1 runningAccumulator, Nullable`1 pastFixings, List`1 fixingDates, StrikedTypePayoff payoff, Exercise exercise, Double s, Double q, Double r, Date today, Double v, Double expected, Double calculated, Double tolerance) in C:\projects\Dev\QLNet\tests\QLNet.Tests\T_AsianOptions.cs:line 39 + at TestSuite.T_AsianOptions.testAnalyticContinuousGeometricAveragePrice() in C:\projects\QLNet\tests\QLNet.Tests\T_AsianOptions.cs:line 122 + at System.RuntimeMethodHandle.InvokeMethod(Object target, Void** arguments, Signature sig, Boolean isConstructor) + at System.Reflection.MethodBaseInvoker.InvokeWithNoArgs(Object obj, BindingFlags invokeAttr) + + + + - + - + - + - + - + - + diff --git a/tests/data/result/xunit-qlnet-mochawesome.json b/tests/data/result/xunit-qlnet-mochawesome.json index 7f0c326..c7193f8 100644 --- a/tests/data/result/xunit-qlnet-mochawesome.json +++ b/tests/data/result/xunit-qlnet-mochawesome.json @@ -1,6 +1,6 @@ { "stats": { - "suites": 8, + "suites": 9, "tests": 476, "passes": 462, "pending": 13, @@ -16,7 +16,7 @@ }, "results": [ { - "uuid": "2bbb422a-af67-41ae-99c3-51527987b213", + "uuid": "ccbe69ec-2ba8-4189-b0e7-14822b48c87c", "title": "C:\\projecrs\\QLNet\\tests\\QLNet.Tests\\bin\\Debug\\net8.0\\QLNet.Tests.dll", "fullFile": "", "file": "", @@ -25,7 +25,7 @@ "tests": [], "suites": [ { - "uuid": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "731f9ead-1148-4380-a2af-04b30edf1fc0", "title": "QLNet.Tests.T_DayCounters", "file": "", "beforeHooks": [], @@ -43,8 +43,8 @@ "context": null, "code": null, "err": {}, - "uuid": "4fec5490-3737-4aa2-af6d-ac29a6596121", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "de98ff64-6af7-49c3-8d25-2976cdb8f5bd", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -60,8 +60,8 @@ "context": null, "code": null, "err": {}, - "uuid": "cb36b1ee-4f38-4de1-857c-8e431f185c42", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "3c8f89dc-7763-4ca1-abc1-ae2e28a86797", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -77,8 +77,8 @@ "context": null, "code": null, "err": {}, - "uuid": "a18f37a7-cd53-402d-8d3a-3471128b0fb3", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "493a6027-e9d3-4010-b8c9-f75888f905d3", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -94,8 +94,8 @@ "context": null, "code": null, "err": {}, - "uuid": "d7fe064c-6673-49c1-b239-97c4b4c34663", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "1d6d5514-e0ad-474a-a20b-2e143f50420f", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -111,8 +111,8 @@ "context": null, "code": null, "err": {}, - "uuid": "5d7af9e9-6a1d-43a3-824a-ae06de321e23", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "21ad44a9-fa4f-4ee1-b40b-805bdeadfb73", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -128,8 +128,8 @@ "context": null, "code": null, "err": {}, - "uuid": "118e5b08-9ff7-47d8-922b-d16b08660d50", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "d6e6b24e-ac0d-43e7-8bc4-ccb0593506c9", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -145,8 +145,8 @@ "context": null, "code": null, "err": {}, - "uuid": "253f35e1-b83f-4e64-ba1f-1960f4f0d934", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "f3ee2934-94d8-4107-bba5-129ae91ec3bc", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -162,8 +162,8 @@ "context": null, "code": null, "err": {}, - "uuid": "b84ba769-6006-45c8-9efd-80955c357f24", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "604a755c-3f78-4d7a-a2c7-a8ca23af90d8", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -179,8 +179,8 @@ "context": null, "code": null, "err": {}, - "uuid": "902be8e9-2564-46b2-a6b9-5c532c242e5c", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "c8c901c9-1ba7-4eec-94a1-5d9210cb2267", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -196,8 +196,8 @@ "context": null, "code": null, "err": {}, - "uuid": "c3284376-1c2d-46f2-99f1-dbfaa3d12ba3", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": 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false }, @@ -315,8 +315,8 @@ "context": null, "code": null, "err": {}, - "uuid": "349193a9-30a5-4cb7-b003-41952f8f3dd0", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "9995b72a-52e8-48c8-a773-00f281725b70", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -332,8 +332,8 @@ "context": null, "code": null, "err": {}, - "uuid": "9ec14710-f887-4fc4-8a8d-eef5e1ad5e07", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "3804c171-9cd9-45a1-b0b4-c4a345eb7a3b", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -349,8 +349,8 @@ "context": null, "code": null, "err": {}, - "uuid": "76f3895c-5e3c-44a5-8b1e-2d6744198d15", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "cb9310a5-c8f0-4760-8d52-d1e660561b72", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -366,8 +366,8 @@ "context": null, "code": null, "err": {}, - "uuid": "0116a6b6-ae1c-41db-8ab9-988e46dd8342", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "82cd21a3-9a88-4466-9c08-55332d949c8f", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -383,8 +383,8 @@ "context": null, "code": null, "err": {}, - "uuid": "2cc75f2a-4acf-450c-844a-3901f394bc9d", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "e98b0195-e503-4efc-81a1-a2a9d8e419e0", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -400,8 +400,8 @@ "context": null, "code": null, "err": {}, - "uuid": "ccc0c9a9-df94-47fb-9cb9-cc315657bbce", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "c13d8f08-bb7b-494b-8466-360862b202ee", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -417,8 +417,8 @@ "context": null, "code": null, "err": {}, - "uuid": "fdb0117d-3fca-4364-a5ab-357357199f5f", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "fed5e43f-c36b-4517-a246-d26eca7a4c18", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -434,8 +434,8 @@ "context": null, "code": null, "err": {}, - "uuid": "150eb2c5-28df-4fd1-8152-f90566d287d1", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "b0d44a74-d697-455d-b2fe-291aa4b76bd2", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false }, @@ -451,39 +451,39 @@ "context": null, "code": null, "err": {}, - "uuid": "7a0b52e1-d139-4cba-a559-37c4189f6d9b", - "parentUUID": "9be37dd8-26b5-4bba-9766-932e575e84a9", + "uuid": "53626d10-fb1e-4d12-980d-302bc5039e95", + "parentUUID": "731f9ead-1148-4380-a2af-04b30edf1fc0", "isHook": false, "skipped": false } ], "suites": [], "passes": [ - "4fec5490-3737-4aa2-af6d-ac29a6596121", - "cb36b1ee-4f38-4de1-857c-8e431f185c42", - "a18f37a7-cd53-402d-8d3a-3471128b0fb3", - 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+ "err": {}, + "uuid": "25dc8925-c733-4cdc-9073-5019e875fdc1", + "parentUUID": "8a0dd630-f36a-4398-b73d-28cb74a3a10e", + "isHook": false, + "skipped": false + }, + { + "title": "testAnalyticDiscreteGeometricAveragePrice", + "fullTitle": "TestSuite.T_AsianOptions", + "duration": 4, + "state": "passed", + "speed": "fast", + "pass": true, + "fail": false, + "pending": false, + "context": null, + "code": null, + "err": {}, + "uuid": "3edee08b-0666-4442-b4de-415bef77bd79", + "parentUUID": "8a0dd630-f36a-4398-b73d-28cb74a3a10e", + "isHook": false, + "skipped": false + }, + { + "title": "testIssue115", + "fullTitle": "TestSuite.T_AsianOptions", + "duration": 12, + "state": "passed", + "speed": "fast", + "pass": true, + "fail": false, + "pending": false, + "context": null, + "code": null, + "err": {}, + "uuid": "b97e2fcf-4fb2-4b2f-8dc7-1ca648b9b4ff", + "parentUUID": "8a0dd630-f36a-4398-b73d-28cb74a3a10e", + "isHook": false, + "skipped": false + }, + { + "title": "testAnalyticDiscreteGeometricAveragePriceGreeks", + "fullTitle": "TestSuite.T_AsianOptions", + "duration": 38, + "state": "passed", + "speed": "fast", + "pass": true, + "fail": false, + "pending": false, + "context": null, + "code": null, + "err": {}, + "uuid": "b928b714-e676-4f2e-b2f2-5ddeb876652a", + "parentUUID": "8a0dd630-f36a-4398-b73d-28cb74a3a10e", + "isHook": false, + "skipped": false + }, + { + "title": "testAnalyticDiscreteGeometricAverageStrike", + "fullTitle": "TestSuite.T_AsianOptions", + "duration": 2, + "state": "passed", + "speed": "fast", + "pass": true, + "fail": false, + "pending": false, + "context": null, + "code": null, + "err": {}, + "uuid": "372119b3-5bfb-4bc5-b72d-fd73088c9cbe", + "parentUUID": "8a0dd630-f36a-4398-b73d-28cb74a3a10e", + "isHook": false, + "skipped": false + }, + { + "title": "testAnalyticContinuousGeometricAveragePrice", + "fullTitle": "TestSuite.T_AsianOptions", + "duration": 3, + "state": "failed", + "speed": "fast", + "pass": false, + "fail": true, + "pending": false, + "context": null, + "code": null, + "err": { + "message": "exception-type asfafgasg: QLNet.EuropeanExercise QLNet.EuropeanExercise Asian option with Geometric and QLNet.PlainVanillaPayoff payoff: running variable: past fixings: future fixings: 0 underlying value: 80 strike: 85 dividend yield: -0.03 risk-free rate: 0.055 reference date: 27/09/2024 maturity: 26/12/2024 volatility: 0.2 expected value: 4.6922 calculated value: 4.64631729808559 error: 0.04588270191440991 tolerance: 0.0001 Expected: True Actual: False ", + "estack": "at TestSuite.QAssert.Fail(String message) in C:\\projects\\QLNet\\tests\\QLNet.Tests\\Utilities.cs:line 187\n at TestSuite.T_AsianOptions.REPORT_FAILURE(String greekName, Type averageType, Nullable`1 runningAccumulator, Nullable`1 pastFixings, List`1 fixingDates, StrikedTypePayoff payoff, Exercise exercise, Double s, Double q, Double r, Date today, Double v, Double expected, Double calculated, Double tolerance) in 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"pending": [], diff --git a/tests/data/source/xunit-qlnet.xml b/tests/data/source/xunit-qlnet.xml index ef5389d..067f830 100644 --- a/tests/data/source/xunit-qlnet.xml +++ b/tests/data/source/xunit-qlnet.xml @@ -78,6 +78,59 @@ + + + + + + + Incomplete + + + + + + + + + + + + + + + + + QLNet.EuropeanExercise QLNet.EuropeanExercise Asian option with Geometric and QLNet.PlainVanillaPayoff payoff: + running variable: + past fixings: + future fixings: 0 + underlying value: 80 + strike: 85 + dividend yield: -0.03 + risk-free rate: 0.055 + reference date: 27/09/2024 + maturity: 26/12/2024 + volatility: 0.2 + + expected value: 4.6922 + calculated value: 4.64631729808559 + error: 0.04588270191440991 + tolerance: 0.0001 + Expected: True + Actual: False + + at TestSuite.QAssert.Fail(String message) in C:\projects\QLNet\tests\QLNet.Tests\Utilities.cs:line 187 + at TestSuite.T_AsianOptions.REPORT_FAILURE(String greekName, Type averageType, Nullable`1 runningAccumulator, Nullable`1 pastFixings, List`1 fixingDates, StrikedTypePayoff payoff, Exercise exercise, Double s, Double q, Double r, Date today, Double v, Double expected, Double calculated, Double tolerance) in C:\projects\Dev\QLNet\tests\QLNet.Tests\T_AsianOptions.cs:line 39 + at TestSuite.T_AsianOptions.testAnalyticContinuousGeometricAveragePrice() in C:\projects\QLNet\tests\QLNet.Tests\T_AsianOptions.cs:line 122 + at System.RuntimeMethodHandle.InvokeMethod(Object target, Void** arguments, Signature sig, Boolean isConstructor) + at System.Reflection.MethodBaseInvoker.InvokeWithNoArgs(Object obj, BindingFlags invokeAttr) + + + + + +