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Numerical failures for 2 tests on win32

Open dpinte opened this issue 11 years ago • 2 comments

Reported in #63

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FAIL: test_smith (quantlib.test.test_heston_model.HestonModelTestCase)
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Traceback (most recent call last):
  File "C:\dev\pyql\quantlib\test\test_heston_model.py", line 432, in test_smith
    delta=tolerance)
AssertionError: 15.244970794333526 != 15.1796 within 0.05 delta

======================================================================
FAIL: test_simulate_heston_2 (quantlib.test.test_simulate.SimTestCase)
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Traceback (most recent call last):
  File "C:\dev\pyql\quantlib\test\test_simulate.py", line 120, in test_simulate_heston_2
    self.assertAlmostEqual(res[1, -1], 152.50, delta=.1)
AssertionError: 153.26720068021842 != 152.5 within 0.1 delta

----------------------------------------------------------------------
Ran 144 tests in 15.095s

FAILED (failures=2, skipped=1)

dpinte avatar Sep 05 '14 01:09 dpinte

I am seeing this on x64 as well. This was opened in 2014 are there any plans to fix this?

dave-fl avatar Mar 03 '16 05:03 dave-fl

@david-wolf there are not short term plans but we would gladly accept patches!

dpinte avatar Mar 03 '16 09:03 dpinte