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PERF TESTS fix in black scholes test (#531)
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tests/tests_perf/math_tests/test_black_scholes.py

Lines changed: 6 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -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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