This release is a pre-release and may not be stable for production use.
mafipy
Description
mathmatical finance in python. Supported methods are belows:
replication method
QuantoCMS
Analytic formula
Black Scholes
Black
SABR
Quasi Monte Carlo
sobol sequence (cython) up to 21202 dimension
Installation
pip install mafipyRun examples
git clone https://github.com/i05nagai/mafipy.git
cd mafipy
python examples/plot_smile_curve_sabr.pyYou will see the following drawing.
Documentation
Contributing
Set up development environment.
git clone https://github.com/i05nagai/mafipy.git
cd mafipy
git submodule init
git submodule update
pip install -r requirements.txtBuilds
To generate c files,
python setup.py build_extTest
To run tests, you additionally need to install pytest.
pip install -r requirements-dev.txt
python setup.py testBenchmarks
asv is required to execute benchmarks. You can install asv by pip.
pip install asvThen
# execute benchmarks
python setup.py benchmark
# generate html file from the results
python setup.py benchmark_publish
# preview the generated html through local server
python setup.py benchmark_previewRelease
Suppose that we create the version v.X.Y.Z. We follow PEP0440 compatible versioning rule.
In Circle CI, every built creates release files in master brnach. Make sure that the release files are properly created before releasing.
Create git tag locally
git tag -a vX.Y.Z master
# for testing purpose, in this case, the package will be uploaded to test.pypi.org
git tag -a vX.Y.Zdev masterPush git tag to remote
git push origin vX.Y.ZCircle CI build and run tests. After all tests passed, Circle CI make a release to GitHub and upload wheels to PyPI.
1 maintainer
Metadata
1 maintainer
Release files for mafipy 0.1.dev12
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| mafipy-0.1.dev12.tar.gz | 82.1 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| mafipy-0.1.dev12-cp38-cp38-macosx_10_9_x86_64.whl | CPython 3.8 | CPython 3.8 | macOS 10.9+ x86-64 | Details |
Total release size: 1.1 MB
Release files / mafipy-0.1.dev12.tar.gz
| Download URL | mafipy-0.1.dev12.tar.gz |
|---|---|
| Size | 82.1 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
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BLAKE2b-256 checksum How to use checksums |
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| Upload date | |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/1.11.0 pkginfo/1.9.6 requests/2.28.2 setuptools/39.2.0 requests-toolbelt/0.10.1 tqdm/4.64.1 CPython/3.8.15
|
Release files / mafipy-0.1.dev12-cp38-cp38-macosx_10_9_x86_64.whl
| Download URL | mafipy-0.1.dev12-cp38-cp38-macosx_10_9_x86_64.whl |
|---|---|
| Size | 1.0 MB |
| Tags | CPython 3.8 macOS 10.9+ x86-64 |
|
SHA-256 checksum How to use checksums |
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BLAKE2b-256 checksum How to use checksums |
640d775f7601d85dbd94e850b21ef82f171f175aea19207d30ab1f1ed87b0660
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| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/1.11.0 pkginfo/1.9.6 requests/2.28.2 setuptools/39.2.0 requests-toolbelt/0.10.1 tqdm/4.64.1 CPython/3.8.15
|
