Comparing
andrew/black-scholes
(1ded7c4
) withmain
(09c0dad
)+1%
- Untouched
- 7
No successful run was found on main ( 800a2b4) during the generation of this report, so 09c0dad was used instead as the comparison base. There might be some changes unrelated to this pull request in this report.
Benchmarks
7 total
test__fixed_time_return_classification__benchmark[trade_data0]
tests/benchmarks/benchmark_labels.py+6%
7 ms6.6 ms
test__daily_vol__polars_benchmark[trade_data0]
tests/benchmarks/benchmark_dynamic_labels.py+2%
12.3 ms12.1 ms
test_bench_tick_bars[trade_data0]
tests/benchmarks/benchmark_bars.py0%
1.1 ms1.1 ms
test_bench_time_bars[trade_data0]
tests/benchmarks/benchmark_bars.py0%
897 µs895.1 µs
test_bench_volume_bars[trade_data0]
tests/benchmarks/benchmark_bars.py0%
1.2 ms1.2 ms
test_bench_dollar_bars[trade_data0]
tests/benchmarks/benchmark_bars.py0%
1.6 ms1.6 ms
test__frac_diff__benchmark_polars[trade_data0]
tests/benchmarks/benchmark_features.py-1%
1.4 ms1.4 ms
Commits
Click on a commit to change the comparison rangeBase
main
09c0dad
-0.66%
How to do nothing.
1e8ea06
6 months ago
by andrewhall1124+0.73%
Black scholes implementation.
012d299
6 months ago
by andrewhall1124-0.19%
Removed noop.
22080d6
6 months ago
by andrewhall1124+0.86%
Added test. Simplied norm_cdf function. Simplified black_scholes.
6f5ce2a
6 months ago
by andrewhall1124+0.27%
Ran pre-commit run --all-files.
1ded7c4
6 months ago
by andrewhall1124