fix: add test

Author: phjmsycc

test/runtests.jl

@@ -106,6 +106,9 @@ const is_APPVEYOR = Sys.iswindows() && haskey(ENV, "APPVEYOR")
         @time @safetestset "Non-diagonal SDE Tests" begin
             include("nondiagonal_tests.jl")
         end
+        @time @safetestset "Non-diagonal EulerHeun sparse alloc" begin
+            include("nondiag_noise_eulerheun_test.jl")
+        end
         @time @safetestset "No Index Tests" begin
             include("noindex_tests.jl")
         end