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); } } }