public void Actual(DataTestCase testCase)
{
Data.InitMarketData(testCase.Vol,
testCase.Rate,
testCase.EvalDate);
var pricingCfg = new PricingConfiguration(testCase.GreekTypes);
var pricer = new Pricer();
PricingResults expectedResults = null;
var actualResults = pricer.Results(testCase.Option, pricingCfg);
var error = string.Empty;
try
{
using (StreamReader file = File.OpenText(@"C:\Users\AHMED\source\repos\ConsoleApp1\ResultPricing.text"))
{
JsonSerializer serializer = new JsonSerializer();
expectedResults = (PricingResults)serializer.Deserialize(file, typeof(PricingResults));
}
}
catch (Exception e)
{
Assert.Fail(error = string.Format("Not Deserialize result: {0}", e.Message));
}
if (actualResults.CompareResult(expectedResults))
{
Assert.Pass("No regression detected");
}
else
{
// save ecart
Assert.Fail("regression detected");
}
}
public void Reference(DataTestCase testCase)
{
Data.InitMarketData(testCase.Vol,
testCase.Rate,
testCase.EvalDate);
var pricingCfg = new PricingConfiguration(testCase.GreekTypes);
var pricer = new Pricer();
var results = pricer.Results(testCase.Option, pricingCfg);
var json = JsonConvert.SerializeObject(results, Formatting.Indented);
var msg = "The reference is generated";
var isGenereted = true;
try
{
using (StreamWriter file =
File.CreateText(@"C:\Users\AHMED\source\repos\ConsoleApp1\ResultPricing.text"))
{
JsonSerializer serializer = new JsonSerializer();
serializer.Serialize(file, results);
}
}
catch (Exception e)
{
isGenereted = false;
msg = string.Format("The reference cannot be generated:{0}", e.Message);
}
finally
{
if (isGenereted == false)
{
Assert.Fail(msg);
}
else
{
Assert.Pass(msg);
}
}
}