My fiancée wants me to test my pen!s before we can get married

Please, I need your advice because am seriously confused. 

My girlfriend, we're in a relationship for almost one year now and we decide to marry. One day she said very soon, she will be my wife and I replied yes of course by God's grace. 

She said very good and smile, then she said we need to test that thing. I say test what! What do you mean? 

She said I should stop pretending. I replied, ok, I understand what you mean but am sorry we can't do it now until we get married. 

She said really. I said yes. 

She said if I can't do as she said I should forget about marrying her. 

Should I go ahead and have sex with her to make her happy or not? 

I love her so much and not ready to lose her.