Avoid false positives in timing tests

lballabio · Feb 14, 2022 · e53c82a · e53c82a
1 parent 9e30955
commit e53c82a
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Showing 3 changed files with 10 additions and 6 deletions.
diff --git a/test-suite/asianoptions.cpp b/test-suite/asianoptions.cpp
@@ -2108,6 +2108,9 @@ test_suite* AsianOptionTest::suite(SpeedLevel speed) {
     if (speed <= Fast) {
         suite->add(QUANTLIB_TEST_CASE(&AsianOptionTest::testMCDiscreteArithmeticAveragePrice));
         suite->add(QUANTLIB_TEST_CASE(&AsianOptionTest::testMCDiscreteGeometricAveragePriceHeston));
+    }
+
+    if (speed == Slow) {
         suite->add(QUANTLIB_TEST_CASE(&AsianOptionTest::testMCDiscreteArithmeticAveragePriceHeston));
     }
 

diff --git a/test-suite/basketoption.cpp b/test-suite/basketoption.cpp
@@ -1052,11 +1052,10 @@ test_suite* BasketOptionTest::suite(SpeedLevel speed) {
     suite->add(QUANTLIB_TEST_CASE(&BasketOptionTest::testTavellaValues));
 
     suite->add(QUANTLIB_TEST_CASE(&BasketOptionTest::testOddSamples));
-    suite->add(QUANTLIB_TEST_CASE(
-        &BasketOptionTest::testLocalVolatilitySpreadOption));
     suite->add(QUANTLIB_TEST_CASE(&BasketOptionTest::test2DPDEGreeks));
 
     if (speed <= Fast) {
+        suite->add(QUANTLIB_TEST_CASE(&BasketOptionTest::testLocalVolatilitySpreadOption));
         // unrolled to get different test names
         suite->add(QUANTLIB_TEST_CASE([=](){ BasketOptionTest::testOneDAmericanValues( 0,  5); }));
         suite->add(QUANTLIB_TEST_CASE([=](){ BasketOptionTest::testOneDAmericanValues( 5, 11); }));
@@ -1066,8 +1065,7 @@ test_suite* BasketOptionTest::suite(SpeedLevel speed) {
     }
 
     if (speed == Slow) {
-        suite->add(QUANTLIB_TEST_CASE(
-            &BasketOptionTest::testBarraquandThreeValues));
+        suite->add(QUANTLIB_TEST_CASE(&BasketOptionTest::testBarraquandThreeValues));
     }
 
     return suite;

diff --git a/test-suite/forwardoption.cpp b/test-suite/forwardoption.cpp
@@ -831,8 +831,11 @@ test_suite* ForwardOptionTest::suite(SpeedLevel speed) {
     suite->add(QUANTLIB_TEST_CASE(&ForwardOptionTest::testPerformanceGreeks));
     suite->add(QUANTLIB_TEST_CASE(&ForwardOptionTest::testGreeksInitialization));
     suite->add(QUANTLIB_TEST_CASE(&ForwardOptionTest::testMCPrices));
-    suite->add(QUANTLIB_TEST_CASE(&ForwardOptionTest::testHestonAnalyticalVsMCPrices));
     suite->add(QUANTLIB_TEST_CASE(&ForwardOptionTest::testHestonMCPrices));
 
+    if (speed <= Fast) {
+        suite->add(QUANTLIB_TEST_CASE(&ForwardOptionTest::testHestonAnalyticalVsMCPrices));
+    }
+
     return suite;
-}
+}