chore: release v1.0.3

This commit is contained in:
Pratik Bhadane
2026-03-24 11:09:48 +05:30
parent 0382c4e302
commit 13cb0dc95a
34 changed files with 5010 additions and 461 deletions
+20
View File
@@ -216,3 +216,23 @@ class TestStrategyAndPayoff:
assert payoff[1] == pytest.approx(-3.0)
assert greeks.delta > 0.0
assert greeks.gamma > 0.0
class TestDerivativesBenchmarking:
def test_derivatives_benchmark_smoke(self, tmp_path):
from benchmarks.bench_derivatives_compare import run_benchmark
output_path = tmp_path / "derivatives_benchmark.json"
result = run_benchmark(
sizes=[32],
accuracy_size=16,
json_path=str(output_path),
)
assert output_path.is_file()
assert result["accuracy"]["results"]
assert result["speed"]["results"]
assert any(
row["provider"] == "ferro_ta" for row in result["accuracy"]["results"]
)
assert any(row["provider"] == "ferro_ta" for row in result["speed"]["results"])