tarf_monte_carlo 3.2 → 3.2.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 19779d73318aeb56d320baa85cf0336c417c5267a9ce080272f2d18c47b06be5
-  data.tar.gz: 78a64e49d31588e6fdb589803850f650d6350ebc0e5daf21e30e2d949f01da4e
+  metadata.gz: 03bf86914a9a49bf1e131da2f8e0d7f68c74045468ac37b4d1512d02d9314dd6
+  data.tar.gz: eeb37d954cccbd49685804b31aae18df4e26df1b7f3b645c76693d620c37c1f7
 SHA512:
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-  data.tar.gz: 82fd773ed3614fe2634572e57718f67fd1f1808bac78d4bcd6a82da5dde94a6283fbc9ce318d82090279ebc036129b5d4aad9f356f2406397542facd5ac65401
+  metadata.gz: 21f5c9487dd9534ef219b00636993d2df6c2282e5249589fafe282990a81fe74a3dc77dfa0f3861cfd75dde25df3929479b1a5331ded3099791bf43b8c466002
+  data.tar.gz: 1c5d90afdd841e6a2238eac32c9b930ada776c4c17ad8d8a16ffd1d4f4e972cfd51a735a7d07cca35fc86e2f76c9a90912154d75501ad8f6aabbbdedd422ece3

data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -180,6 +180,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
       // Store spot and spot dash
       //
       if( (sim_count + 2) % INTERVAL == 0 ) {
+        rb_p(rb_str_new2("Leg:Spots"));
         metrics[ point_pos ][ leg ] = Spot;
         metrics[ point_pos + 2 ][ leg ] = Spot_dash;
       }
@@ -300,6 +301,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
       // store and send whichever payoff you want
       //
       if( (sim_count + 2) % INTERVAL == 0 ) {
+        rb_p(rb_str_new2("Leg:Payoffs"));
         metrics[ point_pos + 1 ][ leg ] = sim_pos[leg];
         metrics[ point_pos + 3 ][ leg ] = sim_dash_pos[leg];
       }
@@ -320,6 +322,8 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
     // increment metric storing point by 4
     //
     if( (sim_count + 2) % INTERVAL == 0 ) {
+      rb_p(rb_str_new2("T:"));
+      rb_p(INT2NUM(point_pos));
       point_pos += 4;
     }
   }
@@ -353,23 +357,23 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
   // return both payoffs
   //
   rb_p(rb_str_new2("Converting metrics"));
-  // VALUE final_metrics = rb_ary_new();
-  // for(metric = 0; metric < DATAPOINTS; metric++) {
-  //   VALUE leg_metrics = rb_ary_new();
+  VALUE final_metrics = rb_ary_new();
+  for(metric = 0; metric < DATAPOINTS; metric++) {
+    VALUE leg_metrics = rb_ary_new();
 
-  //   for(leg = 0; leg < NL; leg++) {
-  //     rb_ary_push( leg_metrics, DBL2NUM( metrics[metric][leg] ) );
-  //   }
+    for(leg = 0; leg < NL; leg++) {
+      rb_ary_push( leg_metrics, DBL2NUM( metrics[metric][leg] ) );
+    }
 
-  //   rb_ary_push(final_metrics, leg_metrics);
-  // }
+    rb_ary_push(final_metrics, leg_metrics);
+  }
 
   rb_p(rb_str_new2("Generating output hash"));
   VALUE final_pvs = rb_hash_new();
   rb_hash_aset(final_pvs, rb_str_new2("positive_pv"), DBL2NUM( pvs_pos_sum / SCount ));
   rb_hash_aset(final_pvs, rb_str_new2("negative_pv"), DBL2NUM( pvs_neg_sum / SCount ));
   rb_hash_aset(final_pvs, rb_str_new2("total_pv"), DBL2NUM( (pvs_neg_sum + pvs_pos_sum) / SCount ));
-  // rb_hash_aset(final_pvs, rb_str_new2("metrics"), final_metrics);
+  rb_hash_aset(final_pvs, rb_str_new2("metrics"), final_metrics);
 
   //
   // free your arrays from memory once you're done using them

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.2"
+  VERSION = "3.2.1"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.2'
+  version: 3.2.1
 platform: ruby
 authors:
 - Vivek Routh
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-04-01 00:00:00.000000000 Z
+date: 2020-04-02 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler