README.md

Testing the Option Pricing Library

This directory contains all test files and configurations for the Option Pricer project. The tests ensure that the library remains robust and free of regressions as new features are added or existing functionality is updated.

• Unit tests: Validate the behavior of individual components and modules.
• Integration tests: Ensure that modules work together as expected.

Please note that the basic structure for the tests has been implemented. Contributors are encouraged to add specific tests for new modules or enhance the existing tests to ensure full coverage.

Directory Structure

tests
├── CMakeLists.txt
├── README.md
├── integration
│   ├── CMakeLists.txt
│   └── test_integration_option.cpp
├── test_main.cpp
└── unit
    ├── CMakeLists.txt
    ├── market_data
    │   ├── test_market_data.cpp
    │   └── test_stock_data.cpp
    ├── option
    │   ├── test_base_option.cpp
    │   ├── test_european_option.cpp
    │   └── test_factory_european_option.cpp
    ├── payoff
    │   ├── double_strikes
    │   │   └── test_payoff_double_digital.cpp
    │   └── single_strike
    │       ├── test_payoff_digital.cpp
    │       ├── test_payoff_vanilla.cpp
    │       └── test_support
    │           ├── common_payoff_single_strike_tests.h
    │           └── fixture_payoff_single_strike.h
    └── test_support
        └── mock_classes.h

Building and Running Tests

Prerequisites

Make sure you have CMake and GTest installed. You can install GTest using a package manager or through vcpkg.

Build Instructions

1. Navigate to the project root directory:

   cd path/to/your/project

2. Create a build directory:

   mkdir build && cd build

3. Configure the project with CMake:

   cmake ..

4. Build the project:

   cmake --build .

Running tests with Ctest

For automated testing or integration, you can run the all the tests executable using CTest:

ctest --output-on-failure

Alternatively, you can run specific tests:

• Run only Unit Tests:

ctest -R UnitTests --output-on-failure

• Run only Integration Tests:

ctest -R IntegrationTests --output-on-failure

Running the Custom Tests Target

You can also run all the tests at once by using the custom target Tests. For that purpose, you can build and run the Tests target as follows:

1. Build the custom Tests target:

cmake --build . --target Tests

2. Run the custom Tests target:

ctest -R Tests --output-on-failure

Running tests with GTest

For detailed output, running the test using GTest can be a good approach for local development and debugging.

1. Go to the build directory:

cd build

2. Run the unit tests executable:

./tests/unit/Unit_tests

3. Run the integration tests executable:

./tests/integration/Integration_tests

Adding New Tests

Create a new test file:

Add your new test file in the appropriate directory:

• For unit tests: Add the file to the unit directory.
• For integration tests: Add the file to the integration directory.

Modify CMakeLists.txt

Make sure to include the new test file in the respective CMakeLists.txt:

• For unit tests, add the new test file in the add_executable and target_link_libraries sections of the unit/CMakeLists.txt:

  add_executable(Unit_tests ${CMAKE_CURRENT_SOURCE_DIR}/../test_main.cpp
      # Other test files...
      option/test_new_option.cpp)
  target_link_libraries(Unit_tests marketdata payoff option GTest::GTest GTest::Main GTest::gmock_main)

Write Test Cases:

Use GTest and Google Mock to write your test cases. Refer to the GTest documentation for more details.

Contact

For any questions or contributions, please contact Anthony Makarewicz at [[email protected]].