[lmi-commits] [5779] Add GPT unit tests

[Greg Chicares]

Revision: 5779
          http://svn.sv.gnu.org/viewvc/?view=rev&root=lmi&revision=5779
Author:   chicares
Date:     2013-10-03 21:05:36 +0000 (Thu, 03 Oct 2013)
Log Message:
-----------
Add GPT unit tests

Modified Paths:
--------------
    lmi/trunk/objects.make

Added Paths:
-----------
    lmi/trunk/gpt_test.cpp

Added: lmi/trunk/gpt_test.cpp
===================================================================
--- lmi/trunk/gpt_test.cpp                              (rev 0)
+++ lmi/trunk/gpt_test.cpp      2013-10-03 21:05:36 UTC (rev 5779)
@@ -0,0 +1,147 @@
+// Internal Revenue Code section 7702 guideline premium--unit test.
+//
+// Copyright (C) 2013 Gregory W. Chicares.
+//
+// This program is free software; you can redistribute it and/or modify
+// it under the terms of the GNU General Public License version 2 as
+// published by the Free Software Foundation.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software Foundation,
+// Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA
+//
+// http://savannah.nongnu.org/projects/lmi
+// email: <address@hidden>
+// snail: Chicares, 186 Belle Woods Drive, Glastonbury CT 06033, USA
+
+// $Id$
+
+#ifdef __BORLANDC__
+#   include "pchfile.hpp"
+#   pragma hdrstop
+#endif // __BORLANDC__
+
+#include "gpt_commutation_functions.hpp"
+
+#include "math_functors.hpp"
+#include "miscellany.hpp"               // stifle_warning_for_unused_value()
+#include "test_tools.hpp"
+#include "timer.hpp"
+
+namespace
+{
+/// Convert annual mortality rates to monthly.
+
+std::vector<double> a_to_m(std::vector<double> const& q_a)
+{
+    std::vector<double> q_m(q_a.size());
+    assign(q_m, apply_binary(coi_rate_from_q<double>(), q_a, 1.0 / 11.0));
+    return q_m;
+}
+
+/// SOA database table 42: "1980 US CSO Male Age nearest".
+
+std::vector<double> const& sample_q(int age)
+{
+    static int const n = 100;
+    static double const q[n] =
+        //     0        1        2        3        4        5        6        
7        8        9
+        {0.00418, 0.00107, 0.00099, 0.00098, 0.00095, 0.00090, 0.00086, 
0.00080, 0.00076, 0.00074 // 00
+        ,0.00073, 0.00077, 0.00085, 0.00099, 0.00115, 0.00133, 0.00151, 
0.00167, 0.00178, 0.00186 // 10
+        ,0.00190, 0.00191, 0.00189, 0.00186, 0.00182, 0.00177, 0.00173, 
0.00171, 0.00170, 0.00171 // 20
+        ,0.00173, 0.00178, 0.00183, 0.00191, 0.00200, 0.00211, 0.00224, 
0.00240, 0.00258, 0.00279 // 30
+        ,0.00302, 0.00329, 0.00356, 0.00387, 0.00419, 0.00455, 0.00492, 
0.00532, 0.00574, 0.00621 // 40
+        ,0.00671, 0.00730, 0.00796, 0.00871, 0.00956, 0.01047, 0.01146, 
0.01249, 0.01359, 0.01477 // 50
+        ,0.01608, 0.01754, 0.01919, 0.02106, 0.02314, 0.02542, 0.02785, 
0.03044, 0.03319, 0.03617 // 60
+        ,0.03951, 0.04330, 0.04765, 0.05264, 0.05819, 0.06419, 0.07053, 
0.07712, 0.08390, 0.09105 // 70
+        ,0.09884, 0.10748, 0.11725, 0.12826, 0.14025, 0.15295, 0.16609, 
0.17955, 0.19327, 0.20729 // 80
+        ,0.22177, 0.23698, 0.25345, 0.27211, 0.29590, 0.32996, 0.38455, 
0.48020, 0.65798, 1.00000 // 90
+        };
+    static std::vector<double> const q_a(q + age, q + n);
+    static std::vector<double> const q_m(a_to_m(q_a));
+    return q_m;
+}
+} // Unnamed namespace.
+
+class gpt_test
+{
+  public:
+    static void test()
+        {
+        test_premium_calculations();
+        assay_speed();
+        }
+
+  private:
+    static void test_premium_calculations();
+    static void assay_speed();
+};
+
+void gpt_test::test_premium_calculations()
+{
+}
+
+void mete_gpt_cf_triad()
+{
+    static std::vector<double> zero(sample_q(0).size(), 0.0);
+    static gpt_vector_parms parms =
+        {zero // prem_load_target
+        ,zero // prem_load_excess
+        ,zero // policy_fee_monthly
+        ,zero // policy_fee_annual
+        ,zero // specamt_load_monthly
+        ,zero // qab_gio_rate
+        ,zero // qab_adb_rate
+        ,zero // qab_term_rate
+        ,zero // qab_spouse_rate
+        ,zero // qab_child_rate
+        ,zero // qab_waiver_rate
+        };
+    static unsigned int length = sample_q(0).size();
+    static std::vector<double> ic(length, 
i_upper_12_over_12_from_i<double>()(0.07));
+    static std::vector<double> ig(length, 
i_upper_12_over_12_from_i<double>()(0.07));
+    volatile gpt_cf_triad z(sample_q(0), ic, ig, ic, ig, parms);
+    stifle_warning_for_unused_value(z);
+}
+
+void mete_gpt_vector_parms()
+{
+    static std::vector<double> zero(sample_q(0).size(), 0.0);
+    // This is not static: its construction speed is being measured.
+    volatile gpt_vector_parms z =
+        {zero // prem_load_target
+        ,zero // prem_load_excess
+        ,zero // policy_fee_monthly
+        ,zero // policy_fee_annual
+        ,zero // specamt_load_monthly
+        ,zero // qab_gio_rate
+        ,zero // qab_adb_rate
+        ,zero // qab_term_rate
+        ,zero // qab_spouse_rate
+        ,zero // qab_child_rate
+        ,zero // qab_waiver_rate
+        };
+    stifle_warning_for_unused_value(z);
+}
+
+void gpt_test::assay_speed()
+{
+    std::cout
+        << "\n  Speed tests..."
+        << "\n  Commfns   : " << TimeAnAliquot(mete_gpt_cf_triad    )
+        << "\n  Init parms: " << TimeAnAliquot(mete_gpt_vector_parms)
+        << std::endl
+        ;
+}
+
+int test_main(int, char*[])
+{
+    gpt_test::test();
+    return EXIT_SUCCESS;
+}
+


Property changes on: lmi/trunk/gpt_test.cpp
___________________________________________________________________
Added: svn:keywords
   + Id

Modified: lmi/trunk/objects.make
===================================================================
--- lmi/trunk/objects.make      2013-10-03 08:07:20 UTC (rev 5778)
+++ lmi/trunk/objects.make      2013-10-03 21:05:36 UTC (rev 5779)
@@ -467,6 +467,7 @@
   financial_test \
   getopt_test \
   global_settings_test \
+  gpt_test \
   handle_exceptions_test \
   ieee754_test \
   input_seq_test \
@@ -654,6 +655,14 @@
   miscellany.o \
   path_utility.o \
 
+gpt_test$(EXEEXT): \
+  $(common_test_objects) \
+  commutation_functions.o \
+  expm1.o \
+  gpt_commutation_functions.o \
+  gpt_test.o \
+  timer.o \
+
 handle_exceptions_test$(EXEEXT): \
   $(common_test_objects) \
   handle_exceptions_test.o \