public void test_should_raise_exception_if_all_bounds_are_not_calculated()
{
IBondPricer local = new NodePricer();
IBondPricer grid = new GridPricer();
BondPricer.BondPricer calculator = new BondPricer.BondPricer(local, grid);
var bonds = GenerateBonds(4, 2, 6);
Assert.ThrowsException <Exception>(() => bonds[0].Price());
}
public void test_optimal_for_simple_instance3()
{
IBondPricer local = new NodePricer();
IBondPricer grid = new GridPricer();
BondPricer.BondPricer calculator = new BondPricer.BondPricer(local, grid);
var bonds = GenerateBonds(1, 1, 0);
var result = strategy(bonds, calculator);
Assert.AreEqual(7, calculator.ComputingTime);
}
public void test_optimal_for_simple_instance()
{
IBondPricer local = new NodePricer();
IBondPricer grid = new GridPricer();
BondPricer.BondPricer calculator = new BondPricer.BondPricer(local, grid);
var bonds = new List <Bond> {
new Bond(BondType.SemiFast), new Bond(BondType.Long), new Bond(BondType.Fast)
};
var result = strategy(bonds, calculator);
Assert.AreEqual(13, calculator.ComputingTime);
}
public void test_grid_should_not_waste_node()
{
IBondPricer local = new NodePricer();
IBondPricer grid = new GridPricer();
BondPricer.BondPricer calculator = new BondPricer.BondPricer(local, grid);
var bonds = GenerateBonds(1, 1, 2);
strategy(bonds, calculator);
GridPricer castedGrid = (GridPricer)grid;
Assert.AreEqual(2, castedGrid.NumberOfNodes());
}
public void test_must_calculate_all_bonds()
{
IBondPricer local = new NodePricer();
IBondPricer grid = new GridPricer();
BondPricer.BondPricer calculator = new BondPricer.BondPricer(local, grid);
var bonds = GenerateBonds(4, 2, 6);
var result = strategy(bonds, calculator);
foreach (var bond in bonds)
{
Assert.AreEqual(bond.Price(), 42);
}
}
public void test_should_take_less_than_18_seconds()
{
for (int i = 0; i < 20; i++)
{
for (int j = 0; j < 20; j++)
{
for (int z = 0; z < 20; z++)
{
IBondPricer local = new NodePricer();
IBondPricer grid = new GridPricer();
BondPricer.BondPricer calculator = new BondPricer.BondPricer(local, grid);
var bonds = GenerateBonds(4, 2, 0);
var result = strategy(bonds, calculator);
Assert.AreEqual(10, calculator.ComputingTime);
}
}
}
}
public void test_simulated_computed_time_should_be_equal_real_time()
{
BondPricer.BondPricer simulatedCalculator = new BondPricer.BondPricer(new NodePricer(), new GridPricer());
BondPricer.BondPricer realTimeCalculator = new BondPricer.BondPricer(new NodePricer()
{
Simulated = false
}, new GridPricer()
{
Simulated = false
});
realTimeCalculator.Simulation = false;
var bonds = GenerateBonds(4, 2, 6);
strategy(bonds, simulatedCalculator);
strategy(bonds, realTimeCalculator);
Func <int, int, bool> almostEqual = (x, y) => Math.Abs(x - y) < 0.001;
Assert.IsTrue(almostEqual(simulatedCalculator.ComputingTime, realTimeCalculator.ComputingTime));
}
