How do you testing a thermostat? My heat isn't coming on! I own oil, but my furnace...

My heat isn't coming on! I own oil, but my furnace won't fire up when the thermostat call for heat. I enjoy to press the reset button. The furnace fires right up, and shuts off at its lofty limit (180 degrees). It won't come stern on by itself though. How do I test the thermostat, or relay on the box by the grease furnace?
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Answers:    You thermostat uses 2 wires for heat usually red and white adjectives a thermostat is is a switch you can wire the two wires together and it should run until you unwire them if this occur it is your thermostat if it shuts off( while they are together) it is the relay or maybe the transformer.
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It is not your t-stat, but simply jump the wires together at the stat. If your are pushing the red reset button on the primary control next you have a ignition problem or flame sensor issue. What your are stating doesn't brand to much sense though.You push the reset and it works up to temp, but will not come back on lacking you resetting it again? I'm assuming your are referring to a boiler.