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F# for Quantitative Finance
book

F# for Quantitative Finance

by Johan Astborg
December 2013
Beginner to intermediate
286 pages
5h 46m
English
Packt Publishing
Content preview from F# for Quantitative Finance

Writing test cases

In this section we'll look at some of the test cases that can be written for the trading system. We'll use NUnit together with the graphical user interface provided by NUnit to accomplish this. The following screenshot displays the main GUI from NUnit:

Writing test cases

Figure 4: The NUnit user interface

Before we start to write real tests for our system, we'll write a simple test to verify that our setup is correct. NUnit will automatically rerun the executable every time it's built. We start by writing a simple test inside the TestOrderValidation file, before we write the real ones:

[<Test>]
let OneIsEqualToOne() =
    1 |> should equal 1

This is quite ...

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Publisher Resources

ISBN: 9781782164623Other