chore: release v1.0.3
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@@ -216,3 +216,23 @@ class TestStrategyAndPayoff:
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assert payoff[1] == pytest.approx(-3.0)
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assert greeks.delta > 0.0
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assert greeks.gamma > 0.0
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class TestDerivativesBenchmarking:
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def test_derivatives_benchmark_smoke(self, tmp_path):
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from benchmarks.bench_derivatives_compare import run_benchmark
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output_path = tmp_path / "derivatives_benchmark.json"
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result = run_benchmark(
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sizes=[32],
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accuracy_size=16,
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json_path=str(output_path),
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)
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assert output_path.is_file()
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assert result["accuracy"]["results"]
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assert result["speed"]["results"]
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assert any(
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row["provider"] == "ferro_ta" for row in result["accuracy"]["results"]
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)
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assert any(row["provider"] == "ferro_ta" for row in result["speed"]["results"])
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