rupee 0.1.8 → 0.1.9

data/.gitignore

@@ -2,6 +2,7 @@
 *.log
 .bundle
 .DS_Store
+.yardoc
 Gemfile.lock
 doc
 pkg

data/README.rdoc

@@ -79,9 +79,9 @@ call option with Black-Scholes 100,000 times. You can test the same on yours
 with rake, but in any case it makes the point that for the mathematical side
 of finance a native extension has substantial benefits:
 
-  rake benchmark:black_scholes
+  rake benchmark
 
-Results:
+Results for Black-Scholes:
 
                             user     system      total        real
   Rupee (class):        0.190000   0.000000   0.190000 (  0.194001)
@@ -102,3 +102,25 @@ However, if you're creating and reusing an object, I strongly recommend
 preserving the object orientation of Ruby: the penalty for using a new instance
 rather than calling the class method directly is almost entirely in the object
 initialization itself.
+
+== License
+
+Copyright (c) 2011 Bryan McKelvey
+
+Permission is hereby granted, free of charge, to any person obtaining a copy of
+this software and associated documentation files (the "Software"), to deal in
+the Software without restriction, including without limitation the rights to
+use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
+of the Software, and to permit persons to whom the Software is furnished to do
+so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/Rakefile

@@ -1,5 +1,19 @@
 require "bundler/gem_tasks"
+require "rdoc/task"
+require "sdoc"
 
 Dir["tasks/**/*.rake"].each do |rake|
   load File.expand_path(rake)
 end
+
+RDoc::Task.new do |rdoc|
+  rdoc.main = "README.rdoc"
+  rdoc.rdoc_dir = "doc"
+  rdoc.rdoc_files.include "README.rdoc"
+  rdoc.rdoc_files.include "ext/**/*.{c, h, rb}"
+  rdoc.rdoc_files.include "lib/**/*.rb"
+  rdoc.options << "-f" << "sdoc"
+  rdoc.options << "-c" << "utf-8"
+  rdoc.options << "-g"
+  rdoc.options << "-m" << "README.rdoc"
+end

data/lib/rupee/version.rb

@@ -1,4 +1,4 @@
 module Rupee
   # The current version
-  VERSION = "0.1.8"
+  VERSION = "0.1.9"
 end

data/rupee.gemspec

@@ -24,6 +24,7 @@ Gem::Specification.new do |s|
   s.extensions    = "ext/rupee/extconf.rb"
   s.require_paths = ["lib", "ext"]
 
-  s.add_development_dependency "bundler",       "~> 1.0"
-  s.add_development_dependency "rspec",         "~> 2.0"
+  s.add_development_dependency "bundler", "~> 1.0"
+  s.add_development_dependency "rspec",   "~> 2.0"
+  s.add_development_dependency "sdoc",    "~> 0.3"
 end

data/tasks/benchmark.rake

@@ -1,53 +1,52 @@
 autoload :Benchmark, "benchmark"
 
-namespace :benchmark do
-  task :default => :black_scholes
-
-  desc "Run Black-Scholes on a European call 100,000 times"
-  task :black_scholes do
-    require "rupee"
-    require "rupee/benchmark"
-
-    n = 100_000
-    Benchmark.bm(19) do |x|
-      x.report "Rupee (class):" do
-        n.times do
-          Rupee::Option.black_scholes "c", 60, 65, 0.25, 0.08, 0, 0.3
-        end
+desc "Run some tests comparing native C implementations vs pure Ruby"
+task :benchmark do
+  require "rupee"
+  require "rupee/benchmark"
+
+  n = 100_000
+
+  puts "Black-Scholes (#{n.to_s.gsub /(\d)(?=(\d\d\d)+(?!\d))/, "\\1,"} times)"
+
+  Benchmark.bm(19) do |x|
+    x.report "Rupee (class):" do
+      n.times do
+        Rupee::Option.black_scholes "c", 60, 65, 0.25, 0.08, 0, 0.3
       end
+    end
 
-      x.report "Rupee (one object):" do
-        call = Rupee::Call.new(
-          :underlying => 60,
-          :strike     => 65,
-          :time       =>  0.25,
-          :rate       =>  0.08,
-          :div_yield  =>  0.00,
-          :volatility =>  0.3
-        )
-
-        n.times do
-          call.black_scholes
-        end
+    x.report "Rupee (one object):" do
+      call = Rupee::Call.new(
+        :underlying => 60,
+        :strike     => 65,
+        :time       =>  0.25,
+        :rate       =>  0.08,
+        :div_yield  =>  0.00,
+        :volatility =>  0.3
+      )
+
+      n.times do
+        call.black_scholes
       end
+    end
 
-      x.report "Rupee (new object):" do
-        n.times do
-          Rupee::Call.new(
-           :underlying => 60,
-           :strike     => 65,
-           :time       =>  0.25,
-           :rate       =>  0.08,
-           :div_yield  =>  0.00,
-           :volatility =>  0.3
-         ).black_scholes
-        end
+    x.report "Rupee (new object):" do
+      n.times do
+        Rupee::Call.new(
+         :underlying => 60,
+         :strike     => 65,
+         :time       =>  0.25,
+         :rate       =>  0.08,
+         :div_yield  =>  0.00,
+         :volatility =>  0.3
+       ).black_scholes
       end
+    end
 
-      x.report("Pure Ruby:") do
-        n.times do
-          Rupee::Benchmark.black_scholes "c", 60, 65, 0.25, 0.08, 0.3
-        end
+    x.report("Pure Ruby:") do
+      n.times do
+        Rupee::Benchmark.black_scholes "c", 60, 65, 0.25, 0.08, 0.3
       end
     end
   end

data/test_rubies

@@ -0,0 +1,21 @@
+#!/bin/bash
+echo "Installing and running RSpec tests on all supported Rubies..."
+
+# Save current Ruby in use under RVM
+CURRENT=`rvm current`
+
+# Prints the name of the Ruby, sets it to use under RVM, installs, tests
+function test_ruby {
+  echo -e "\n\033[1m$1\033[0m"
+  rvm use $1
+  rake install
+  rspec spec
+}
+
+# Run tests on these versions
+test_ruby 1.8.7
+test_ruby 1.9.2
+test_ruby 1.9.3
+
+# Restore original Ruby in use
+rvm use $CURRENT

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: rupee
 version: !ruby/object:Gem::Version
-  version: 0.1.8
+  version: 0.1.9
   prerelease: 
 platform: ruby
 authors:
@@ -13,7 +13,7 @@ date: 2011-09-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
-  requirement: &85358040 !ruby/object:Gem::Requirement
+  requirement: &72675190 !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ~>
@@ -21,10 +21,10 @@ dependencies:
         version: '1.0'
   type: :development
   prerelease: false
-  version_requirements: *85358040
+  version_requirements: *72675190
 - !ruby/object:Gem::Dependency
   name: rspec
-  requirement: &85357630 !ruby/object:Gem::Requirement
+  requirement: &72674810 !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ~>
@@ -32,7 +32,18 @@ dependencies:
         version: '2.0'
   type: :development
   prerelease: false
-  version_requirements: *85357630
+  version_requirements: *72674810
+- !ruby/object:Gem::Dependency
+  name: sdoc
+  requirement: &72674470 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '0.3'
+  type: :development
+  prerelease: false
+  version_requirements: *72674470
 description: ! "                      rupee aims to provide user-friendly tools for
   use in\n                      financial gems and applications.\n"
 email:
@@ -45,7 +56,6 @@ files:
 - .autotest
 - .gitignore
 - .rspec
-- COPYING
 - Gemfile
 - README.rdoc
 - Rakefile
@@ -65,13 +75,14 @@ files:
 - lib/rupee/security.rb
 - lib/rupee/version.rb
 - rupee.gemspec
-- spec/c/bond_spec.rb
-- spec/c/future_spec.rb
-- spec/c/option_spec.rb
-- spec/c/statistics_spec.rb
 - spec/import/quote_spec.rb
+- spec/native/bond_spec.rb
+- spec/native/future_spec.rb
+- spec/native/option_spec.rb
+- spec/native/statistics_spec.rb
 - spec/spec_helper.rb
 - tasks/benchmark.rake
+- test_rubies
 homepage: https://github.com/brymck/rupee
 licenses: []
 post_install_message: 
@@ -98,8 +109,8 @@ signing_key:
 specification_version: 3
 summary: Financial tools for Ruby
 test_files:
-- spec/c/bond_spec.rb
-- spec/c/future_spec.rb
-- spec/c/option_spec.rb
-- spec/c/statistics_spec.rb
 - spec/import/quote_spec.rb
+- spec/native/bond_spec.rb
+- spec/native/future_spec.rb
+- spec/native/option_spec.rb
+- spec/native/statistics_spec.rb

data/COPYING

@@ -1,19 +0,0 @@
-Copyright (c) 2011 Bryan McKelvey
-
-Permission is hereby granted, free of charge, to any person obtaining a copy of
-this software and associated documentation files (the "Software"), to deal in
-the Software without restriction, including without limitation the rights to
-use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
-of the Software, and to permit persons to whom the Software is furnished to do
-so, subject to the following conditions:
-
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
-IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
-FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
-AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
-LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
-OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.