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amaggiulli / QLNet

QLNet C# Library
https://amaggiulli.github.io/QLNet/
BSD 3-Clause "New" or "Revised" License
387 stars 174 forks source link

Add Heston Barrier & Vanilla FDM engine #245

Closed tournierjc closed 3 years ago

tournierjc commented 4 years ago

Add engines + tests

tournierjc commented 4 years ago

Hello @amaggiulli, the test testKahlJaeckelCase is very long (4mn on my computer to run it) and seems to time out the appveyor server. Any thought?

amaggiulli commented 4 years ago

@tournierjc is a new test or an existing one ?

tournierjc commented 4 years ago

It's a new one

amaggiulli commented 4 years ago

@tournierjc I'll run some profiling on this test , meanwhile you can skip it in CI with this syntax :

if NET452

  [TestCategory("LongRun"), TestMethod()]

else

  [Fact(Skip = "LongRun")]

endif

tournierjc commented 4 years ago

Hello @amaggiulli, I don't know what's wrong. Just tried to clone my local branch and to launch the tests, everything went fine.

amaggiulli commented 4 years ago

@tournierjc Please skip also the following long running tests that may cause AppVeyor fails :

tournierjc commented 4 years ago

Done.