@@ -26,12 +26,12 @@ def math_erf(x):
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numpy .erf = math_erf
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- def gen_data (low , high , size ):
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- return numpy .random .uniform (low , high , size )
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+ def gen_data (lib , low , high , size ):
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+ return lib .random .uniform (low , high , size )
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def black_scholes_put (lib , S , K , T , r , sigma ):
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- d1 = (lib .log (S / K ) + (r + sigma * sigma / 2. ) * T ) / sigma * lib .sqrt (T )
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+ d1 = (lib .log (S / K ) + (r + sigma * sigma / 2. ) * T ) / ( sigma * lib .sqrt (T ) )
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d2 = d1 - sigma * lib .sqrt (T )
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cdf_d1 = (1 + lib .erf (d1 / lib .sqrt (2 ))) / 2
@@ -48,9 +48,9 @@ class TestBlackScholes(DPNPTestPerfBase):
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@pytest .mark .parametrize ("size" , [1024 , 2048 , 4096 , 8192 ])
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def test_bs_put (self , lib , dtype , size ):
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numpy .random .seed (SEED )
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- S = gen_data (SL , SH , size )
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- K = gen_data (KL , KH , size )
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- T = gen_data (TL , TH , size )
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+ S = gen_data (lib , SL , SH , size )
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+ K = gen_data (lib , KL , KH , size )
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+ T = gen_data (lib , TL , TH , size )
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self .dpnp_benchmark ("bs_put" , lib , dtype , size ,
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lib , S , K , T , RISK_FREE , VOLATILITY ,
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