Automated registration of Unit test using boost test (#1811)

test-suite/CMakeLists.txt

@@ -126,6 +126,7 @@ set(QL_TEST_SOURCES
     period.cpp
     piecewiseyieldcurve.cpp
     piecewisezerospreadedtermstructure.cpp
+    quantlibglobalfixture.cpp
     quantlibtestsuite.cpp
     quantooption.cpp
     quotes.cpp
@@ -140,6 +141,7 @@ set(QL_TEST_SOURCES
     shortratemodels.cpp
     sofrfutures.cpp
     solvers.cpp
+    speedlevel.cpp
     spreadoption.cpp
     squarerootclvmodel.cpp
     stats.cpp
@@ -172,103 +174,6 @@ set(QL_TEST_SOURCES
 )
 
 set(QL_TEST_HEADERS
-    americanoption.hpp
-    amortizingbond.hpp
-    andreasenhugevolatilityinterpl.hpp
-    array.hpp
-    asianoptions.hpp
-    assetswap.hpp
-    autocovariances.hpp
-    barrieroption.hpp
-    basismodels.hpp
-    basisswapratehelpers.hpp
-    basketoption.hpp
-    batesmodel.hpp
-    bermudanswaption.hpp
-    binaryoption.hpp
-    blackdeltacalculator.hpp
-    blackformula.hpp
-    bondforward.hpp
-    bonds.hpp
-    brownianbridge.hpp
-    businessdayconventions.hpp
-    calendars.hpp
-    callablebonds.hpp
-    capfloor.hpp
-    capflooredcoupon.hpp
-    cashflows.hpp
-    catbonds.hpp
-    cdo.hpp
-    cdsoption.hpp
-    chooseroption.hpp
-    cliquetoption.hpp
-    cms.hpp
-    cms_normal.hpp
-    cmsspread.hpp
-    commodityunitofmeasure.hpp
-    compiledboostversion.hpp
-    compoundoption.hpp
-    convertiblebonds.hpp
-    covariance.hpp
-    creditdefaultswap.hpp
-    creditriskplus.hpp
-    crosscurrencyratehelpers.hpp
-    currency.hpp
-    curvestates.hpp
-    dates.hpp
-    daycounters.hpp
-    defaultprobabilitycurves.hpp
-    digitalcoupon.hpp
-    digitaloption.hpp
-    distributions.hpp
-    dividendoption.hpp
-    doublebarrieroption.hpp
-    doublebinaryoption.hpp
-    equityindex.hpp
-    equitycashflow.hpp
-    equitytotalreturnswap.hpp
-    europeanoption.hpp
-    everestoption.hpp
-    exchangerate.hpp
-    extendedtrees.hpp
-    extensibleoptions.hpp
-    fastfouriertransform.hpp
-    fdcev.hpp
-    fdcir.hpp
-    fdheston.hpp
-    fdmlinearop.hpp
-    fdsabr.hpp
-    fittedbonddiscountcurve.hpp
-    forwardoption.hpp
-    forwardrateagreement.hpp
-    functions.hpp
-    garch.hpp
-    gaussianquadratures.hpp
-    gjrgarchmodel.hpp
-    gsr.hpp
-    hestonmodel.hpp
-    hestonslvmodel.hpp
-    himalayaoption.hpp
-    hybridhestonhullwhiteprocess.hpp
-    indexes.hpp
-    inflation.hpp
-    inflationcapfloor.hpp
-    inflationcapflooredcoupon.hpp
-    inflationcpibond.hpp
-    inflationcpicapfloor.hpp
-    inflationcpiswap.hpp
-    inflationvolatility.hpp
-    instruments.hpp
-    integrals.hpp
-    interestrates.hpp
-    interpolations.hpp
-    jumpdiffusion.hpp
-    lazyobject.hpp
-    libormarketmodel.hpp
-    libormarketmodelprocess.hpp
-    linearleastsquaresregression.hpp
-    lookbackoptions.hpp
-    lowdiscrepancysequences.hpp
     margrabeoption.hpp
     marketmodel.hpp
     marketmodel_cms.hpp
@@ -300,6 +205,7 @@ set(QL_TEST_HEADERS
     period.hpp
     piecewiseyieldcurve.hpp
     piecewisezerospreadedtermstructure.hpp
+    quantlibglobalfixture.hpp
     quantooption.hpp
     quotes.hpp
     rangeaccrual.hpp
@@ -330,6 +236,7 @@ set(QL_TEST_HEADERS
     timegrid.hpp
     timeseries.hpp
     tqreigendecomposition.hpp
+    toplevelfixture.hpp
     tracing.hpp
     transformedgrid.hpp
     twoassetbarrieroption.hpp
@@ -349,26 +256,27 @@ set(QL_TEST_HEADERS
 set(QL_BENCHMARK_SOURCES
     quantlibbenchmark.cpp
 
-    americanoption.cpp                  americanoption.hpp
-    asianoptions.cpp                    asianoptions.hpp
-    barrieroption.cpp                   barrieroption.hpp
-    basketoption.cpp                    basketoption.hpp
-    batesmodel.cpp                      batesmodel.hpp
-    convertiblebonds.cpp                convertiblebonds.hpp
-    digitaloption.cpp                   digitaloption.hpp
-    dividendoption.cpp                  dividendoption.hpp
-    europeanoption.cpp                  europeanoption.hpp
-    fdheston.cpp                        fdheston.hpp
-    hestonmodel.cpp                     hestonmodel.hpp
-    interpolations.cpp                  interpolations.hpp
-    jumpdiffusion.cpp                   jumpdiffusion.hpp
-    lowdiscrepancysequences.cpp         lowdiscrepancysequences.hpp
+    americanoption.cpp
+    asianoptions.cpp
+    barrieroption.cpp
+    basketoption.cpp
+    batesmodel.cpp
+    convertiblebonds.cpp
+    digitaloption.cpp
+    dividendoption.cpp
+    europeanoption.cpp
+    fdheston.cpp
+    hestonmodel.cpp
+    interpolations.cpp
+    jumpdiffusion.cpp
+    lowdiscrepancysequences.cpp
     marketmodel_cms.cpp                 marketmodel_cms.hpp
     marketmodel_smm.cpp                 marketmodel_smm.hpp
     quantooption.cpp                    quantooption.hpp
+    quantlibglobalfixture.cpp			quantlibglobalfixture.hpp
     riskstats.cpp                       riskstats.hpp
     shortratemodels.cpp                 shortratemodels.hpp
-
+	speedlevel.cpp						speedlevel.hpp
     utilities.cpp                       utilities.hpp
                                         swaptionvolstructuresutilities.hpp
 )
@@ -408,6 +316,7 @@ endif()
 IF (QL_BUILD_BENCHMARK)
     add_executable(ql_benchmark ${QL_BENCHMARK_SOURCES})
     set_target_properties(ql_benchmark PROPERTIES OUTPUT_NAME "quantlib-benchmark")
+    set_source_files_properties(quantlibbenchmark.cpp PROPERTIES SKIP_UNITY_BUILD_INCLUSION true)
     if (NOT Boost_USE_STATIC_LIBS)
         target_compile_definitions(ql_benchmark PRIVATE BOOST_ALL_DYN_LINK BOOST_TEST_DYN_LINK)
     endif()

test-suite/Makefile.am

@@ -128,6 +128,7 @@ QL_TEST_SRCS = \
 	period.cpp \
 	piecewiseyieldcurve.cpp \
 	piecewisezerospreadedtermstructure.cpp \
+	quantlibglobalfixture.cpp \
 	quantooption.cpp \
 	quotes.cpp \
 	rangeaccrual.cpp \
@@ -141,6 +142,7 @@ QL_TEST_SRCS = \
 	shortratemodels.cpp \
 	sofrfutures.cpp \
 	solvers.cpp \
+	speedlevel.cpp \
 	spreadoption.cpp \
 	squarerootclvmodel.cpp \
 	stats.cpp \
@@ -172,104 +174,6 @@ QL_TEST_SRCS = \
 	zerocouponswap.cpp
 
 QL_TEST_HDRS = \
-	speedlevel.hpp \
-	americanoption.hpp \
-	amortizingbond.hpp \
-	andreasenhugevolatilityinterpl.hpp \
-	array.hpp \
-	asianoptions.hpp \
-	assetswap.hpp \
-	autocovariances.hpp \
-	barrieroption.hpp \
-	binaryoption.hpp \
-	basismodels.hpp \
-	basisswapratehelpers.hpp \
-	basketoption.hpp \
-	batesmodel.hpp \
-	bermudanswaption.hpp \
-	blackdeltacalculator.hpp \
-	blackformula.hpp \
-	bondforward.hpp \
-	bonds.hpp \
-	brownianbridge.hpp \
-	businessdayconventions.hpp \
-	calendars.hpp \
-	callablebonds.hpp \
-	capfloor.hpp \
-	capflooredcoupon.hpp \
-	cashflows.hpp \
-	catbonds.hpp \
-	cdo.hpp \
-	cdsoption.hpp \
-	chooseroption.hpp \
-	cliquetoption.hpp \
-	cms.hpp \
-	cms_normal.hpp \
-	cmsspread.hpp \
-	commodityunitofmeasure.hpp \
-	compiledboostversion.hpp \
-	compoundoption.hpp \
-	convertiblebonds.hpp \
-	covariance.hpp \
-	creditdefaultswap.hpp \
-	creditriskplus.hpp \
-	crosscurrencyratehelpers.hpp \
-	currency.hpp \
-	curvestates.hpp \
-	dates.hpp \
-	daycounters.hpp \
-	defaultprobabilitycurves.hpp \
-	digitalcoupon.hpp \
-	digitaloption.hpp \
-	distributions.hpp \
-	dividendoption.hpp \
-	doublebarrieroption.hpp \
-	doublebinaryoption.hpp \
-	equityindex.hpp \
-	equitycashflow.hpp \
-	equitytotalreturnswap.hpp \
-	europeanoption.hpp \
-	everestoption.hpp \
-	exchangerate.hpp \
-	extendedtrees.hpp \
-	extensibleoptions.hpp \
-	fastfouriertransform.hpp \
-	fdheston.hpp \
-	fdcir.hpp \
-	fdmlinearop.hpp \
-	fdcev.hpp \
-	fdsabr.hpp \
-	fittedbonddiscountcurve.hpp \
-	forwardoption.hpp \
-	forwardrateagreement.hpp \
-	functions.hpp \
-	garch.hpp \
-	gaussianquadratures.hpp \
-	gjrgarchmodel.hpp \
-	gsr.hpp \
-	hestonmodel.hpp \
-	hestonslvmodel.hpp \
-	himalayaoption.hpp \
-	hybridhestonhullwhiteprocess.hpp \
-	indexes.hpp \
-	inflation.hpp \
-	inflationcapfloor.hpp \
-	inflationcapflooredcoupon.hpp \
-	inflationcpibond.hpp \
-	inflationcpicapfloor.hpp \
-	inflationcpiswap.hpp \
-	inflationvolatility.hpp \
-	instruments.hpp \
-	integrals.hpp \
-	interestrates.hpp \
-	interpolations.hpp \
-	jumpdiffusion.hpp \
-	lazyobject.hpp \
-	libormarketmodel.hpp \
-	libormarketmodelprocess.hpp \
-	linearleastsquaresregression.hpp \
-	lookbackoptions.hpp \
-	lowdiscrepancysequences.hpp \
 	margrabeoption.hpp \
 	marketmodel.hpp \
 	marketmodel_cms.hpp \
@@ -300,6 +204,7 @@ QL_TEST_HDRS = \
 	period.hpp \
 	piecewiseyieldcurve.hpp \
 	piecewisezerospreadedtermstructure.hpp \
+	quantlibglobalfixture.hpp \
 	quantooption.hpp \
 	quotes.hpp \
 	rangeaccrual.hpp \
@@ -313,6 +218,7 @@ QL_TEST_HDRS = \
 	shortratemodels.hpp \
 	sofrfutures.hpp \
 	solvers.hpp \
+	speedlevel.hpp \
 	spreadoption.hpp \
 	squarerootclvmodel.hpp \
 	stats.hpp \
@@ -330,6 +236,7 @@ QL_TEST_HDRS = \
 	timeseries.hpp \
 	transformedgrid.hpp \
 	tqreigendecomposition.hpp \
+    toplevelfixture.hpp \
 	tracing.hpp \
 	twoassetbarrieroption.hpp \
 	twoassetcorrelationoption.hpp \
@@ -365,32 +272,21 @@ QL_BENCHMARK_SRCS = \
 	lowdiscrepancysequences.cpp \
 	marketmodel_cms.cpp \
 	marketmodel_smm.cpp \
+	quantlibglobalfixture.cpp \
 	quantooption.cpp \
 	riskstats.cpp \
 	shortratemodels.cpp \
+	speedlevel.cpp \
 	utilities.cpp
 
 QL_BENCHMARK_HDRS = \
-	americanoption.hpp \
-	asianoptions.hpp \
-	barrieroption.hpp \
-	doublebarrieroption.hpp \
-	basketoption.hpp \
-	batesmodel.hpp \
-	convertiblebonds.hpp \
-	digitaloption.hpp \
-	dividendoption.hpp \
-	europeanoption.hpp \
-	fdheston.hpp \
-	hestonmodel.hpp \
-	interpolations.hpp \
-	jumpdiffusion.hpp \
-	lowdiscrepancysequences.hpp \
 	marketmodel_cms.hpp \
 	marketmodel_smm.hpp \
+	quantlibglobalfixture.hpp \
 	quantooption.hpp \
 	riskstats.hpp \
 	shortratemodels.hpp \
+	speedlevel.hpp \
 	utilities.hpp
 
 QL_BENCHMARKS = ${QL_BENCHMARK_SRCS} ${QL_BENCHMARK_HDRS}
@@ -427,13 +323,14 @@ unity_test.cpp: Makefile.am
 		echo "#include \"test-suite/$$i\"" >> $@; \
 	done
 
-nodist_quantlib_benchmark_SOURCES = unity_benchmark.cpp
+nodist_quantlib_benchmark_SOURCES = unity_benchmark.cpp quantlibbenchmark.cpp
+UNITY_SRC = $(filter-out quantlibbenchmark.cpp,$(QL_BENCHMARK_SRCS))
 
 unity_benchmark.cpp: Makefile.am
 	echo "/* This file is automatically generated; do not edit.     */" > $@
 	echo "/* Add the files to be included into Makefile.am instead. */" >> $@
 	echo >> $@
-	for i in $(QL_BENCHMARK_SRCS); do \
+	for i in $(UNITY_SRC); do \
 		echo "#include \"test-suite/$$i\"" >> $@; \
 	done