tarf_monte_carlo 3.2 → 3.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +13 -9
- data/lib/tarf_monte_carlo/version.rb +1 -1
- metadata +2 -2
checksums.yaml
CHANGED
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@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 03bf86914a9a49bf1e131da2f8e0d7f68c74045468ac37b4d1512d02d9314dd6
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data.tar.gz: eeb37d954cccbd49685804b31aae18df4e26df1b7f3b645c76693d620c37c1f7
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 21f5c9487dd9534ef219b00636993d2df6c2282e5249589fafe282990a81fe74a3dc77dfa0f3861cfd75dde25df3929479b1a5331ded3099791bf43b8c466002
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data.tar.gz: 1c5d90afdd841e6a2238eac32c9b930ada776c4c17ad8d8a16ffd1d4f4e972cfd51a735a7d07cca35fc86e2f76c9a90912154d75501ad8f6aabbbdedd422ece3
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@@ -180,6 +180,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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// Store spot and spot dash
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//
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if( (sim_count + 2) % INTERVAL == 0 ) {
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rb_p(rb_str_new2("Leg:Spots"));
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metrics[ point_pos ][ leg ] = Spot;
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metrics[ point_pos + 2 ][ leg ] = Spot_dash;
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}
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@@ -300,6 +301,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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// store and send whichever payoff you want
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//
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if( (sim_count + 2) % INTERVAL == 0 ) {
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rb_p(rb_str_new2("Leg:Payoffs"));
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metrics[ point_pos + 1 ][ leg ] = sim_pos[leg];
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metrics[ point_pos + 3 ][ leg ] = sim_dash_pos[leg];
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}
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@@ -320,6 +322,8 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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// increment metric storing point by 4
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//
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if( (sim_count + 2) % INTERVAL == 0 ) {
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rb_p(rb_str_new2("T:"));
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rb_p(INT2NUM(point_pos));
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point_pos += 4;
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}
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}
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@@ -353,23 +357,23 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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// return both payoffs
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//
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rb_p(rb_str_new2("Converting metrics"));
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VALUE final_metrics = rb_ary_new();
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for(metric = 0; metric < DATAPOINTS; metric++) {
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VALUE leg_metrics = rb_ary_new();
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for(leg = 0; leg < NL; leg++) {
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rb_ary_push( leg_metrics, DBL2NUM( metrics[metric][leg] ) );
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}
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rb_ary_push(final_metrics, leg_metrics);
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}
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rb_p(rb_str_new2("Generating output hash"));
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VALUE final_pvs = rb_hash_new();
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rb_hash_aset(final_pvs, rb_str_new2("positive_pv"), DBL2NUM( pvs_pos_sum / SCount ));
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rb_hash_aset(final_pvs, rb_str_new2("negative_pv"), DBL2NUM( pvs_neg_sum / SCount ));
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rb_hash_aset(final_pvs, rb_str_new2("total_pv"), DBL2NUM( (pvs_neg_sum + pvs_pos_sum) / SCount ));
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rb_hash_aset(final_pvs, rb_str_new2("metrics"), final_metrics);
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//
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// free your arrays from memory once you're done using them
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metadata
CHANGED
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@@ -1,14 +1,14 @@
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1
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--- !ruby/object:Gem::Specification
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name: tarf_monte_carlo
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version: !ruby/object:Gem::Version
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version:
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version: 3.2.1
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platform: ruby
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authors:
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- Vivek Routh
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autorequire:
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bindir: exe
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cert_chain: []
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date: 2020-04-
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date: 2020-04-02 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: bundler
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