Class PnLInPsiHstate.PnLInPsiHstateTest<DTYPE>

java.lang.Object
com.polytechnik.trading.QTest
com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest<DTYPE>
Enclosing class:
PnLInPsiHstate<DTYPE>

abstract static class PnLInPsiHstate.PnLInPsiHstateTest<DTYPE> extends com.polytechnik.trading.QTest
A class for unit test.
  • Constructor Details

    • PnLInPsiHstateTest

      PnLInPsiHstateTest(String name, Random r, double eps)
  • Method Details

    • getPnLInPsiHstate

      abstract PnLInPsiHstate<DTYPE> getPnLInPsiHstate()
    • test_Regular

      void test_Regular()
    • test_Extra

      void test_Extra()
    • test_Calculations

      void test_Calculations(int tsize, int neq)
    • runTests

      void runTests(int neq_min, int neq_max)
    • getFnameToDump

      private static String getFnameToDump(String out_fname_prefix, int n, long tau, long t)
    • dumpWavefunctionOnce

      static void dumpWavefunctionOnce(PnLInPsiHstate<?> ref, double[] QQt, double[] QQi, double[] QQpi, List<double[]> mQQ, long currenttime)
      At given tick dump several variables RN-interpolated at X as <psiX|f|psiX> along with |psi_M> at X.
    • getMomentsToMatch

      abstract List<? extends CommonlyUsedMoments> getMomentsToMatch()
    • test_IvsVT_CalculateMoments_Extra

      void test_IvsVT_CalculateMoments_Extra()
    • test_IvsVT_CalculateMoments

      void test_IvsVT_CalculateMoments()
    • test_FreeMoneyForAll

      void test_FreeMoneyForAll()