Re-factor testing framework

 - split unittests in fast and slow tests
 - split componenttests in fast and slow tests
 - use new unittests_all as regular CI workflow
 - use new unittests_all for code coverage

.github/workflows/CI_componenttests.yml

@@ -32,4 +32,4 @@ jobs:
       - uses: julia-actions/julia-buildpkg@v1
       - uses: sschlenkrich/julia-runtest@with_test_arg_v3
         with:
-          test_arg: 'componenttests/componenttests.jl'
+          test_arg: 'componenttests/componenttests_all.jl'

.github/workflows/CI.yml → .github/workflows/CI_unittests.yml

@@ -1,10 +1,11 @@
-name: CI
+name: CI_unittests
 on:
   push:
     branches:
       - main
     tags: ['*']
   pull_request:
+  workflow_dispatch:
 concurrency:
   # Skip intermediate builds: always.
   # Cancel intermediate builds: only if it is a pull request build.
@@ -32,4 +33,6 @@ jobs:
           arch: ${{ matrix.arch }}
       - uses: julia-actions/cache@v1
       - uses: julia-actions/julia-buildpkg@v1
-      - uses: julia-actions/julia-runtest@v1
+      - uses: sschlenkrich/julia-runtest@with_test_arg_v3
+        with:
+          test_arg: 'unittests/unittests_all.jl'

.github/workflows/CI_Julia_nightly.yml → .github/workflows/CI_unittests_nightly.yml

@@ -29,4 +29,6 @@ jobs:
           arch: ${{ matrix.arch }}
       - uses: julia-actions/cache@v1
       - uses: julia-actions/julia-buildpkg@v1
-      - uses: julia-actions/julia-runtest@v1
+      - uses: sschlenkrich/julia-runtest@with_test_arg_v3
+        with:
+          test_arg: 'unittests/unittests_all.jl'

.github/workflows/Codecov.yml

@@ -32,7 +32,9 @@ jobs:
           arch: ${{ matrix.arch }}
       - uses: julia-actions/cache@v1
       - uses: julia-actions/julia-buildpkg@v1
-      - uses: julia-actions/julia-runtest@v1
+      - uses: sschlenkrich/julia-runtest@with_test_arg_v3
+        with:
+          test_arg: 'unittests/unittests_all.jl'
       - uses: julia-actions/julia-processcoverage@v1
       - uses: codecov/codecov-action@v3
         with:

test/componenttests/componenttests_all.jl

@@ -0,0 +1,13 @@
+using DiffFusion
+using Test
+
+@info "Start componenttests_all.jl."
+
+@testset verbose=true "componenttests_all.jl" begin
+
+    include("componenttests_fast.jl")
+    include("componenttests_slow.jl")
+
+end
+
+@info "Start componenttests_all.jl."

test/componenttests/componenttests_fast.jl

@@ -0,0 +1,18 @@
+using DiffFusion
+using Test
+
+@info "Start componenttests_fast.jl."
+
+@testset verbose=true "componenttests_fast.jl" begin
+
+    include("calibration/swap_rate_calibration.jl")
+
+    include("scenarios/asset_options.jl")
+    include("scenarios/bermudan_swaption.jl")
+    include("scenarios/rates_option.jl")
+    include("scenarios/scenarios.jl")
+    include("scenarios/swaptions_expected_exposure.jl")
+
+end
+
+@info "Start componenttests_fast.jl."

test/componenttests/componenttests_slow.jl

@@ -0,0 +1,18 @@
+using DiffFusion
+using Test
+
+@info "Start componenttests_slow.jl."
+
+@testset verbose=true "componenttests_slow.jl" begin
+
+    include("sensitivities/forwards_deltas.jl")
+    include("sensitivities/option_deltas.jl")
+    include("sensitivities/swap_deltas.jl")
+    include("sensitivities/option_vegas.jl")
+    include("sensitivities/swaptions_delta_vega.jl")
+
+    include("sensitivities/gradients.jl")
+
+end
+
+@info "Start componenttests_slow.jl."

test/runtests.jl

@@ -8,16 +8,14 @@ using Logging
 
 @testset verbose=true "DiffFusion.jl" begin
 
+    # specify default test file here
+    file_name = "unittests/unittests_fast.jl"
+    # allow amending test file via argument
     if @isdefined(ARGS) && length(ARGS) > 0
-        @info "Run tests " * ARGS[1] * " from test_args."
-        @testset verbose=true "Runtests" begin
-            include(ARGS[1])
-        end
-    else
-        @testset verbose=true "Unit tests" begin
-            include("unittests/unittests.jl")
-        end
+        file_name = ARGS[1]
+        @info "Run tests " * file_name * " from test_args."
     end
+    include(file_name)
 
 end
 

test/unittests/analytics/analytics.jl

@@ -6,7 +6,5 @@ using Test
     include("scenarios.jl")
     include("scenario_analytics.jl")
     include("collateral.jl")
-    #
-    include("valuations.jl")
 
 end

test/unittests/unittests_all.jl

@@ -0,0 +1,13 @@
+
+using Test
+
+@info "Start unittests_all.jl."
+
+@testset verbose=true "unittests_all.jl" begin
+
+    include("unittests_fast.jl")
+    include("unittests_slow.jl")
+
+end
+
+@info "Finished unittests_all.jl."

test/unittests/unittests.jl → test/unittests/unittests_fast.jl

@@ -1,9 +1,9 @@
 
 using Test
 
-@info "Start unittests.jl."
+@info "Start unittests_fast.jl."
 
-@testset verbose=true "unittests.jl" begin
+@testset verbose=true "unittests_fast.jl" begin
 
     include("analytics/analytics.jl")
     include("examples/examples.jl")
@@ -18,4 +18,4 @@ using Test
 
 end
 
-@info "Finished unittests.jl."
+@info "Finished unittests_fast.jl."

test/unittests/unittests_slow.jl

@@ -0,0 +1,12 @@
+
+using Test
+
+@info "Start unittests_slow.jl."
+
+@testset verbose=true "unittests_slow.jl" begin
+
+    include("analytics/valuations.jl")
+
+end
+
+@info "Finished unittests_slow.jl."