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Numerical failures for 2 tests on win32
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
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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
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Ran 144 tests in 15.095s
FAILED (failures=2, skipped=1)
I am seeing this on x64 as well. This was opened in 2014 are there any plans to fix this?
@david-wolf there are not short term plans but we would gladly accept patches!