johnbywater
/
quantdsl
/
148
73%
master: 92%
master: 92%
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Ran
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Jobs
2
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Files
102
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Run time
2min
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johnbywater<a href="https://github.com/johnbywater/quantdsl/commit/<a class=hub.com/johnbywater/quantdsl/commit/6ae8ecfe3f233d47bc7a1ade0e0abe44d0c522a4">6ae8ecfe3<a href="https://github.com/johnbywater/quantdsl/commit/6ae8ecfe3f233d47bc7a1ade0e0abe44d0c522a4">">Refined market simulation generation, to identify price simulation requirements from the dependency graph, and using these requirements when simulating prices. Refined delta calculation to work with perturbations, perturbed result values, and perturbation dependencies for each call requirement. Was driving the deltas from the forward markets which was confused. The dependency graph is now traversed once, and unperturbed values can be reused when an expression doesn&#39;t depend on the perturbation. Pretty much anything can be a perturbation, however at the moment perturbations are monthly delivery dates per commodity name. (cherry picked from commit </a><a class="double-link" href="https://github.com/johnbywater/quantdsl/commit/<a class="double-link" href="https://github.com/johnbywater/quantdsl/commit/b294eaac26eaa255d06d82bc14c98c6a2416cf03">b294eaac2</a>">b294eaac2</a><a href="https://github.com/johnbywater/quantdsl/commit/6ae8ecfe3f233d47bc7a1ade0e0abe44d0c522a4">)
404 of 404 new or added lines in 24 files covered. (100.0%)
3090 of 4206 relevant lines covered (73.47%)
1.47 hits per line
New Missed Lines in Diff
| Lines | Coverage | ∆ | File |
|---|---|---|---|
| 1 |
100.0 |
quantdsl/application/base.py | |
| 1 |
100.0 |
quantdsl/domain/model/perturbation_dependencies.py | |
| 1 |
100.0 |
quantdsl/domain/model/simulated_price_requirements.py | |
| 1 |
100.0 |
quantdsl/domain/services/contract_valuations.py | |
| 1 |
100.0 |
quantdsl/priceprocess/blackscholes.py | |
| 1 |
100.0 |
quantdsl/services.py | |
| 3 |
100.0 |
quantdsl/test_application.py | |
| 15 |
100.0 |
quantdsl/semantics.py | |
| 24 |
100.0 |
quantdsl/priceprocess/schwartzsmith.py |
Uncovered Existing Lines
| Lines | Coverage | ∆ | File |
|---|---|---|---|
| 1 |
100.0 |
quantdsl/priceprocess/blackscholes.py | |
| 1 |
100.0 |
quantdsl/infrastructure/runners/base.py | |
| 4 |
100.0 |
quantdsl/test_price_processes.py | |
| 5 |
100.0 |
quantdsl/test_application.py | |
| 6 |
100.0 |
quantdsl/semantics.py |
Jobs
| ID | Job ID | Ran | Files | Coverage | |
|---|---|---|---|---|---|
| 2 | 148.2 | 0 |
73.47 |
Travis Job 148.2 | |
| 3 | 148.3 | 0 |
73.47 |
Travis Job 148.3 |
Source Files on build 148
Detailed source file information is not available for this build.