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examples: 13 runs on the free tier
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@@ -4,7 +4,6 @@ Demonstrates:
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- Built-in presets (GBM, Heston, Merton, GARCH-JD)
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- Custom SDE model via string expressions
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- Stochastic fan chart visualization
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- CUDA GPU acceleration (device="cuda")
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- All expressions compile to native Rust — full Rayon / CUDA parallelism
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Data: none — this file simulates price paths, it does not backtest on any
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@@ -18,8 +17,12 @@ import manifoldbt as mbt
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from _bootstrap import plots_available
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N = 10_000_000 # 10M paths
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DEVICE = "cuda" # "cpu" or "cuda"
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# The mechanics are identical at any scale, so the defaults run on the free
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# tier, which caps simulations at 1,000 paths. With a Pro licence the same
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# file is a throughput demo: N = 10_000_000 and DEVICE = "cuda" run each
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# preset below in about two seconds.
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N = 1_000
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DEVICE = "cpu" # Pro: "cuda"
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if __name__ == "__main__":
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# ── 1. Geometric Brownian Motion (preset) ───────────────────────────────
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@@ -117,7 +120,7 @@ if __name__ == "__main__":
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print(f" Elapsed: {elapsed:.3f}s\n")
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# ── 5. Custom mean-reverting model (CPU — store_paths needs RAM) ────────
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N_PLOT = 10_000
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N_PLOT = min(N, 10_000)
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print(f"5. Custom mean-reverting model ({N_PLOT:,} paths) [cpu, store_paths]")
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mean_rev = mbt.StochasticModel(
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name="mean_reverting",
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