[lmi-commits] [5801] Augment unit tests

[Greg Chicares]

Revision: 5801
          http://svn.sv.gnu.org/viewvc/?view=rev&root=lmi&revision=5801
Author:   chicares
Date:     2013-10-18 23:58:13 +0000 (Fri, 18 Oct 2013)
Log Message:
-----------
Augment unit tests

Modified Paths:
--------------
    lmi/trunk/ChangeLog
    lmi/trunk/gpt_test.cpp

Modified: lmi/trunk/ChangeLog
===================================================================
--- lmi/trunk/ChangeLog 2013-10-18 12:08:12 UTC (rev 5800)
+++ lmi/trunk/ChangeLog 2013-10-18 23:58:13 UTC (rev 5801)
@@ -32723,3 +32723,19 @@
 Fix defect introduced 20131003T2105Z: misplaced 'static' caused an
 argument to be ignored, weakening downstream tests.
 
+20131018T1152Z <address@hidden> [542]
+
+  gpt_test.cpp
+Reduce QAB rates and specamt load to more plausible values.
+
+20131018T1208Z <address@hidden> [542]
+
+  gpt_test.cpp
+  stl_extensions.hpp
+Introduce a valuable invariant.
+
+20131018T2358Z <address@hidden> [542]
+
+  gpt_test.cpp
+Augment unit tests.
+

Modified: lmi/trunk/gpt_test.cpp
===================================================================
--- lmi/trunk/gpt_test.cpp      2013-10-18 12:08:12 UTC (rev 5800)
+++ lmi/trunk/gpt_test.cpp      2013-10-18 23:58:13 UTC (rev 5801)
@@ -73,6 +73,119 @@
     return std::vector<double>(q_m.begin() + age, q_m.end());
 }
 
+/// This target premium is chosen to lie between the column minimums
+/// and maximums of 'touchstone', so that all paths through the
+/// premium-calculation code are exercised.
+
+double const touchstone_target = 10000.0;
+
+/// Guideline premiums for ages [0, 100), using this module's default
+/// assumptions and 'touchstone_target'.
+
+double const touchstone[100][3] =
+    {   //     GSP                 GLP, DBO 1            GLP, DBO2         age
+         {  7038.68351698240,    585.526862159977,    1423.177437435097} //  0
+        ,{  6798.19554639087,    582.279184423523,    1454.983214917078} //  1
+        ,{  6917.55938814647,    595.654331516075,    1503.925334003016} //  2
+        ,{  7054.08836427570,    610.098531559143,    1555.393346766061} //  3
+        ,{  7200.42959441599,    625.289620498655,    1609.147412434138} //  4
+        ,{  7359.59499719102,    641.377482638437,    1665.394363517762} //  5
+        ,{  7534.77264967186,    658.521212308809,    1724.351061338387} //  6
+        ,{  7725.75253256339,    676.725078857967,    1786.091846010552} //  7
+        ,{  7935.89559393773,    696.159622871104,    1850.848292115368} //  8
+        ,{  8163.99574210983,    716.784860802655,    1918.658536904343} //  9
+        ,{  8408.78751694222,    738.558854641057,    1989.562952864434} // 10
+        ,{  8670.12948570098,    761.493429259317,    2063.655691084516} // 11
+        ,{  8943.15168307475,    785.376698055932,    2140.829866947342} // 12
+        ,{  9223.90802461156,    810.039562357985,    2221.025457355350} // 13
+        ,{  9505.89053285976,    835.188054645305,    2304.076471840259} // 14
+        ,{  9786.93746033387,    860.736839659286,    2390.016550335725} // 15
+        ,{ 10064.09674883057,    886.594731233553,    2478.881457455330} // 16
+        ,{ 10335.79183986005,    912.779767479432,    2570.813425707223} // 17
+        ,{ 10606.46561801551,    939.427367607391,    2666.066827908476} // 18
+        ,{ 10881.93560436608,    966.857566950968,    2765.066561632714} // 19
+        ,{ 11166.04774456913,    995.295455608219,    2868.154802925353} // 20
+        ,{ 11464.01637080176,   1025.041342657894,    2975.744576543945} // 21
+        ,{ 11780.21027563471,   1056.358083620659,    3088.218208975990} // 22
+        ,{ 12119.25033135827,   1089.528374470945,    3205.978738573638} // 23
+        ,{ 12483.74838399238,   1124.736519495792,    3329.345194701353} // 24
+        ,{ 12876.47313540750,   1162.182018861173,    3458.654561239592} // 25
+        ,{ 13300.35865601369,   1202.081288458987,    3594.262976739506} // 26
+        ,{ 13756.26463939956,   1244.546633061123,    3736.440115687674} // 27
+        ,{ 14244.00139621636,   1289.639330123234,    3885.418226907989} // 28
+        ,{ 14764.51444284111,   1337.490074314652,    4041.497806206768} // 29
+        ,{ 15317.72104376862,   1388.179505203846,    4204.943822021073} // 30
+        ,{ 15904.67615879494,   1441.860768068979,    4376.092191478663} // 31
+        ,{ 16524.33383892391,   1498.574118828346,    4555.19126684717 } // 32
+        ,{ 17178.91923180180,   1558.559910057550,    4742.66949911027 } // 33
+        ,{ 17867.56028901856,   1621.886308664094,    4938.81829564135 } // 34
+        ,{ 18591.55843367445,   1688.762387605737,    5144.05870554551 } // 35
+        ,{ 19351.26721643064,   1759.352690245432,    5358.78435177983 } // 36
+        ,{ 20147.12673213025,   1833.840248511528,    5583.41556319251 } // 37
+        ,{ 20978.62057777484,   1912.360234827265,    5818.34595858885 } // 38
+        ,{ 21846.34193266791,   1995.133368677091,    6064.05294668874 } // 39
+        ,{ 22749.96476442091,   2082.335591042036,    6320.99151825042 } // 40
+        ,{ 23690.27901372488,   2174.235376765823,    6589.70614937677 } // 41
+        ,{ 24666.18011714967,   2270.988479559321,    6870.66752222614 } // 42
+        ,{ 25680.67346367356,   2373.064175530010,    7164.60994754848 } // 43
+        ,{ 26733.01333128616,   2480.691139489740,    7472.09234094005 } // 44
+        ,{ 27825.53320587390,   2594.354982641396,    7793.89002818164 } // 45
+        ,{ 28957.87517174733,   2714.372960009581,    8130.66370509233 } // 46
+        ,{ 30132.73718519145,   2841.340030468526,    8483.30199083677 } // 47
+        ,{ 31351.18686378591,   2975.772554671284,    8852.64633067760 } // 48
+        ,{ 32615.47640454942,   3118.340626160647,    9239.66612712437 } // 49
+        ,{ 33925.37360974723,   3269.561842386675,    9645.23247070155 } // 50
+        ,{ 35282.72955074919,   3430.199227135144,   10069.64394976404 } // 51
+        ,{ 36684.32232853716,   3600.612419051228,   10510.36974551134 } // 52
+        ,{ 38128.94087403525,   3781.391207568697,   10972.25718541429 } // 53
+        ,{ 39613.93885174853,   3973.035706974506,   11456.25858694856 } // 54
+        ,{ 41136.11931963878,   4176.030195457377,   11963.35754058970 } // 55
+        ,{ 42695.98388934036,   4391.312735019566,   12494.88289937905 } // 56
+        ,{ 44292.80919530735,   4619.78365830111 ,   13052.16853061377 } // 57
+        ,{ 45929.5718921291 ,   4862.89582994844 ,   13636.93530368279 } // 58
+        ,{ 47607.4216271391 ,   5122.05692743359 ,   14250.88599353768 } // 59
+        ,{ 49327.3204391780 ,   5398.82901312474 ,   14895.83704266039 } // 60
+        ,{ 51087.0675327450 ,   5694.52747069843 ,   15573.47429994832 } // 61
+        ,{ 52883.6498834271 ,   6010.49270177416 ,   16285.54274598828 } // 62
+        ,{ 54711.8755883987 ,   6347.85877060754 ,   17033.72432934544 } // 63
+        ,{ 56565.1938672560 ,   6707.61038666661 ,   17819.70417095833 } // 64
+        ,{ 58438.5603842135 ,   7091.02873646156 ,   18645.45168807685 } // 65
+        ,{ 60328.4826730125 ,   7499.76716701808 ,   19513.26040865944 } // 66
+        ,{ 62235.7122880404 ,   7936.48566273830 ,   20426.07981227157 } // 67
+        ,{ 64161.4476182190 ,   8404.31827131655 ,   21387.17409476018 } // 68
+        ,{ 66108.1111518329 ,   8907.15411732119 ,   22400.24884101083 } // 69
+        ,{ 68075.2968655369 ,   9448.81780751370 ,   23468.99783484597 } // 70
+        ,{ 70056.5435719881 ,  10031.72536519677 ,   24596.65312417418 } // 71
+        ,{ 72041.9336211511 ,  10651.63206077490 ,   25786.24096652694 } // 72
+        ,{ 74017.1917991849 ,  11315.03532154118 ,   27040.39635816422 } // 73
+        ,{ 75965.3671901283 ,  12020.79055649973 ,   28361.55036911865 } // 74
+        ,{ 77874.9283195687 ,  12768.50924453628 ,   29753.25818586441 } // 75
+        ,{ 79740.9467500571 ,  13559.48673681164 ,   31220.67845789502 } // 76
+        ,{ 81564.9188631318 ,  14397.45383224088 ,   32770.90259122696 } // 77
+        ,{ 83353.8927677665 ,  15289.23021935768 ,   34413.18965221712 } // 78
+        ,{ 85119.4534825334 ,  16245.42797729094 ,   36159.17795669160 } // 79
+        ,{ 86867.9022927022 ,  17276.34224247499 ,   38021.03919611617 } // 80
+        ,{ 88597.0645980752 ,  18389.30243866668 ,   40010.68845409491 } // 81
+        ,{ 90299.0078252165 ,  19588.56033848707 ,   42140.39788964697 } // 82
+        ,{ 91957.2671095038 ,  20871.36395800513 ,   44422.07949981734 } // 83
+        ,{ 93552.4553979591 ,  22229.02331799561 ,   46869.2271839139  } // 84
+        ,{ 95074.4281098265 ,  23655.68252683349 ,   49502.2183174530  } // 85
+        ,{ 96522.0685347940 ,  25150.86248432227 ,   52350.8908700057  } // 86
+        ,{ 97903.4505017087 ,  26723.33948060062 ,   55458.2004177460  } // 87
+        ,{ 99232.0338500975 ,  28391.52743840341 ,   58883.2994927711  } // 88
+        ,{100526.4169722035 ,  30187.58145327271 ,   62707.8680603863  } // 89
+        ,{101809.7855145883 ,  32162.72117506931 ,   67045.4528454541  } // 90
+        ,{103109.8559654121 ,  34396.12222752874 ,   72056.5609689122  } // 91
+        ,{104460.6581669420 ,  37013.30252275156 ,   77975.2369131742  } // 92
+        ,{105902.8500872039 ,  40216.83342704028 ,   85154.0907265174  } // 93
+        ,{107484.6433387535 ,  44350.39801579426 ,   94149.210398289   } // 94
+        ,{109230.5635533567 ,  49945.9025675526  , 105840.9285717971   } // 95
+        ,{111114.2974785539 ,  57867.8963646683  , 121708.1682942241   } // 96
+        ,{112969.7125568349 ,  69513.6146174326  , 144360.4558901023   } // 97
+        ,{114149.2609045463 ,  86890.3134223641  , 178406.5103343175   } // 98
+        ,{111221.7271446342 , 112671.1356520957  , 228328.2710683905   } // 99
+    };
+
 // These could be made static members of class gpt_test, but this way
 // is more convenient; see also:
 //   
https://www.securecoding.cert.org/confluence/display/cplusplus/MSC22-CPP.+Do+not+define+static+private+members
@@ -316,13 +429,6 @@
 }
 
 /// Compare {GSP, GLP opt 1, GLP opt 2} for old and new GPT classes.
-///
-/// For the standard table provided by sample_q(), test all issue ages
-/// and durations, with both a high and a low target because target
-/// affects the algorithm significantly. Counting each premium triplet
-/// as a single test, the number of tests should be (and is) the 100th
-/// triangular number times two (targets): twice 101 choose two, which
-/// is 2*(100*101)/2 = 10100.
 
 void gpt_test::compare_premiums(int issue_age, double target)
 {
@@ -374,14 +480,53 @@
         }
 }
 
+/// Compare {GSP, GLP opt 1, GLP opt 2} to validated stored values.
+///
+/// For the standard table provided by sample_q(), test all issue ages
+/// and durations, with a target premium ('touchstone_target') chosen
+/// to exercise all paths through the premium-calculation code.
+///
+/// The number of premium triplets tested should be, and is, the 100th
+/// triangular number: 101 choose two, which is (100*101)/2 = 5050.
+///
+/// For the nonce, similarly compare new to obsolescent GPT class.
+
 void gpt_test::test_premium_calculations()
 {
     int const omega = sample_q(0).size();
+
     for(int issue_age = 0; issue_age < omega; ++issue_age)
         {
-        compare_premiums(issue_age,    1000.0);
-        compare_premiums(issue_age, 1000000.0);
+        compare_premiums(issue_age,     100.0); // < min(touchstone)
+        compare_premiums(issue_age,   10000.0); // = touchstone_target
+        compare_premiums(issue_age, 1000000.0); // > max(touchstone)
         }
+
+    gpt_scalar_parms parms = s_parms();
+    parms.target = touchstone_target;
+    int count = 0;
+    for(int issue_age = 0; issue_age < omega; ++issue_age)
+        {
+        initialize(issue_age);
+        gpt_cf_triad const z = instantiate_cf();
+        for(int duration = 0; duration < omega - issue_age; ++duration)
+            {
+            parms.duration = duration;
+            double const r0 = z.calculate_premium(oe_gsp, 
mce_option1_for_7702, parms);
+            double const r1 = z.calculate_premium(oe_glp, 
mce_option1_for_7702, parms);
+            double const r2 = z.calculate_premium(oe_glp, 
mce_option2_for_7702, parms);
+            int const x_plus_t = issue_age + duration;
+            LMI_ASSERT(0 <= x_plus_t && x_plus_t < omega);
+            bool const all_materially_equal =
+                   materially_equal(r0, touchstone[x_plus_t][0])
+                && materially_equal(r1, touchstone[x_plus_t][1])
+                && materially_equal(r2, touchstone[x_plus_t][2])
+                ;
+            BOOST_TEST(all_materially_equal);
+            ++count;
+            }
+        }
+    BOOST_TEST(5050 == count);
 }
 
 void gpt_test::mete_premiums()