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Fix CI (#20)
* Use kwdef and update README.md and add dividends (#13096) * Update semiclon Co-authored-by: Iblis Lin <[email protected]> * format check and dep bot * Add CI and formt check to CI * Replace main by master #14 * push pages preview on CI * increase atol American Options * fix local pages (#14) * downgrade to v3 (#14) * add meta set for future doctest * fix format check * avoid fail CI becaue of docs (#14) * Update README (#14) * fix codecov badge * clean leftover * Remove extra lines README.md (#14) * Update .github/workflows/CI.yml Co-authored-by: Iblis Lin <[email protected]> --------- Co-authored-by: Iblis Lin <[email protected]>
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‎.github/dependabot.yml

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# https://docs.github.com/github/administering-a-repository/configuration-options-for-dependency-updates
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version: 2
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updates:
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- package-ecosystem: "github-actions"
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directory: "/" # Location of package manifests
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schedule:
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interval: "monthly"

‎.github/workflows/CI.yml

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name: "Tests"
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on:
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push:
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branches:
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- master
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tags: '*'
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pull_request:
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concurrency:
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# Skip intermediate builds: always.
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# Cancel intermediate builds: only if it is a pull request build.
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group: ${{ github.workflow }}-${{ github.ref }}
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cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
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jobs:
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test:
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name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
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runs-on: ${{ matrix.os }}
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strategy:
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fail-fast: false
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matrix:
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version:
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- '1'
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os:
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- ubuntu-latest
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arch:
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- x64
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include:
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- os: macOS-latest
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arch: x64
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version: 1
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- os: windows-latest
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arch: x64
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version: 1
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steps:
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- uses: actions/checkout@v3
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- uses: julia-actions/setup-julia@v1
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with:
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version: ${{ matrix.version }}
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arch: ${{ matrix.arch }}
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- uses: julia-actions/cache@v1
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- uses: julia-actions/julia-buildpkg@v1
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- uses: julia-actions/julia-runtest@v1
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- uses: julia-actions/julia-processcoverage@v1
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- uses: codecov/codecov-action@v3
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with:
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files: lcov.info
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fail_ci_if_error: false
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docs:
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name: Documentation
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runs-on: ubuntu-latest
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environment: github-pages
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permissions:
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contents: write
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continue-on-error: true # Remove this after fixing docs adding Documenter Keys on CI
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steps:
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- uses: actions/checkout@v3
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- uses: julia-actions/setup-julia@v1
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with:
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version: '1'
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- uses: julia-actions/julia-buildpkg@v1
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- uses: julia-actions/julia-docdeploy@v1
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env:
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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- run: |
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julia --project=docs -e '
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using Documenter: DocMeta, doctest
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using FinancialDerivatives
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DocMeta.setdocmeta!(FinancialDerivatives, :DocTestSetup, :(using FinancialDerivatives); recursive=true)
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doctest(FinancialDerivatives)'

‎.github/workflows/FormatCheck.yml

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name: "Format Check"
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on:
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push:
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branches:
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- 'master'
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- 'release-'
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tags: '*'
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pull_request:
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jobs:
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build:
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runs-on: ${{ matrix.os }}
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strategy:
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matrix:
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julia-version: [1]
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julia-arch: [x86]
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os: [ubuntu-latest]
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steps:
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- uses: julia-actions/setup-julia@latest
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with:
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version: ${{ matrix.julia-version }}
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fail_ci_if_error: false
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- uses: actions/checkout@v4
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- name: Install JuliaFormatter and format
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# This will use the latest version by default but you can set the version like so:
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#
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# julia -e 'using Pkg; Pkg.add(PackageSpec(name="JuliaFormatter", version="0.13.0"))'
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run: |
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julia -e 'using Pkg; Pkg.add(PackageSpec(name="JuliaFormatter"))'
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julia -e 'using JuliaFormatter; format(".", verbose=true)'
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- name: Format check
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run: |
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julia -e '
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out = Cmd(`git diff --name-only`) |> read |> String
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if out == ""
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exit(0)
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else
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@error "Some files have not been formatted !!! Run make format to apply it ;)"
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write(stdout, out)
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exit(1)
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end'
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‎.gitignore

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*.jl.*.cov
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*.jl.mem
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docs/build/
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.vscode

‎.travis.yml

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This file was deleted.

‎README.md

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# FinancialDerivatives.jl
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[![Build Status](https://travis-ci.org/JuliaQuant/FinancialDerivatives.jl.svg?branch=master)](https://travis-ci.org/JuliaQuant/FinancialDerivatives.jl)
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| **Documentation** |**Status** |**License** |
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|:-----------------:|:----------------------------:|:-----------:|
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| [![docs-dev][dev-img]][dev-url] | [![CI][ci-img]][ci-url] [![codecov][cov-img]][cov-url] | [![license][lic-img]][lic-url] |
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---
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## 💾 [Installing](https://julialang.github.io/Pkg.jl/v1/managing-packages/)
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`FinancialDerivatives.jl` is a registered Julia package and [as such you can install it](https://julialang.github.io/Pkg.jl/v1/managing-packages/) by activating the `pkg` mode (type `]`, and to leave it, type `<backspace>`),
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followed by
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## Installation
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```julia
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(v1.0) pkg> add FinancialDerivatives
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pkg> add FinancialDerivatives
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```
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## Usage
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## 📓 Usage
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To price an European option, simply create a new `EuropeanOption` and pass it to `evaluate` with the desired valuation model:
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```julia
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3.2281936525908073
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```
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## Documentation
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[![](https://img.shields.io/badge/docs-stable-blue.svg)](https://juliaquant.github.io/FinancialDerivatives.jl/stable)
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[![](https://img.shields.io/badge/docs-dev-blue.svg)](https://juliaquant.github.io/FinancialDerivatives.jl/dev/)
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[dev-img]: https://img.shields.io/badge/docs-stable-blue.svg
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[dev-url]: https://JuliaQunat.github.io/FinancialDerivatives.jl/dev/
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[ci-img]: https://github.com/JuliaQuant/FinancialDerivatives.jl/actions/workflows/CI.yml/badge.svg?branch=master
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[ci-url]: https://github.com/JuliaQuant/FinancialDerivatives.jl/actions/workflows/CI.yml?query=branch%3Amaster
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[cov-img]: https://codecov.io/gh/JuliaQuant/FinancialDerivatives.jl/branch/master/graph/badge.svg
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[cov-url]: https://codecov.io/gh/JuliaQuant/FinancialDerivatives.jl
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[doi-img]: https://zenodo.org/badge/170120732.svg
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[doi-url]: https://zenodo.org/badge/latestdoi/
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[lic-img]: https://img.shields.io/github/license/mashape/apistatus.svg?maxAge=2592000
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[lic-url]: https://github.com/mvanzulli/FinancialDerivatives.jl/blob/master/LICENSE
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[com-url]: https://app.slack.com/client/T04QWNG5T2Q/C04R6TMDV0R
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[com-img]: https://user-images.githubusercontent.com/50339940/224228295-4ff7c201-975f-4e87-af51-86036a10f289.svg

‎REQUIRE

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This file was deleted.

‎docs/Makefile

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This file was deleted.

‎docs/Manifest.toml

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# This file is machine-generated - editing it directly is not advised
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julia_version = "1.10.3"
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manifest_format = "2.0"
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project_hash = "9e75aacd06caeddd7afe64a37fcffbbb48264c79"
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[[deps.ANSIColoredPrinters]]
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git-tree-sha1 = "574baf8110975760d391c710b6341da1afa48d8c"
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uuid = "a4c015fc-c6ff-483c-b24f-f7ea428134e9"
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version = "0.0.1"
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[[deps.Artifacts]]
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uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
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[[deps.Base64]]
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uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
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[[deps.Dates]]
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deps = ["Printf"]
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uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
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[[deps.DocStringExtensions]]
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deps = ["LibGit2"]
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git-tree-sha1 = "2fb1e02f2b635d0845df5d7c167fec4dd739b00d"
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uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
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version = "0.9.3"
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[[deps.Documenter]]
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deps = ["ANSIColoredPrinters", "Base64", "Dates", "DocStringExtensions", "IOCapture", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Markdown", "REPL", "Test", "Unicode"]
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git-tree-sha1 = "39fd748a73dce4c05a9655475e437170d8fb1b67"
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uuid = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
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version = "0.27.25"
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[[deps.IOCapture]]
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deps = ["Logging", "Random"]
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git-tree-sha1 = "8b72179abc660bfab5e28472e019392b97d0985c"
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uuid = "b5f81e59-6552-4d32-b1f0-c071b021bf89"
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version = "0.2.4"
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[[deps.InteractiveUtils]]
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deps = ["Markdown"]
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uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
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[[deps.JSON]]
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deps = ["Dates", "Mmap", "Parsers", "Unicode"]
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git-tree-sha1 = "31e996f0a15c7b280ba9f76636b3ff9e2ae58c9a"
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uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
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version = "0.21.4"
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[[deps.LibGit2]]
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deps = ["Base64", "LibGit2_jll", "NetworkOptions", "Printf", "SHA"]
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uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
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[[deps.LibGit2_jll]]
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deps = ["Artifacts", "LibSSH2_jll", "Libdl", "MbedTLS_jll"]
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uuid = "e37daf67-58a4-590a-8e99-b0245dd2ffc5"
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version = "1.6.4+0"
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[[deps.LibSSH2_jll]]
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deps = ["Artifacts", "Libdl", "MbedTLS_jll"]
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uuid = "29816b5a-b9ab-546f-933c-edad1886dfa8"
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version = "1.11.0+1"
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[[deps.Libdl]]
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uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
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[[deps.Logging]]
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uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
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[[deps.Markdown]]
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deps = ["Base64"]
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[[deps.MbedTLS_jll]]
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deps = ["Artifacts", "Libdl"]
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uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
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version = "2.28.2+1"
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[[deps.Mmap]]
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uuid = "a63ad114-7e13-5084-954f-fe012c677804"
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[[deps.NetworkOptions]]
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uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
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version = "1.2.0"
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[[deps.Parsers]]
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deps = ["Dates", "PrecompileTools", "UUIDs"]
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git-tree-sha1 = "8489905bcdbcfac64d1daa51ca07c0d8f0283821"
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uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
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version = "2.8.1"
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[[deps.PrecompileTools]]
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deps = ["Preferences"]
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git-tree-sha1 = "5aa36f7049a63a1528fe8f7c3f2113413ffd4e1f"
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uuid = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
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version = "1.2.1"
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[[deps.Preferences]]
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deps = ["TOML"]
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git-tree-sha1 = "9306f6085165d270f7e3db02af26a400d580f5c6"
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uuid = "21216c6a-2e73-6563-6e65-726566657250"
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version = "1.4.3"
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[[deps.Printf]]
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deps = ["Unicode"]
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uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
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[[deps.REPL]]
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deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"]
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uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
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[[deps.Random]]
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deps = ["SHA"]
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uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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[[deps.SHA]]
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uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
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version = "0.7.0"
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[[deps.Serialization]]
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uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
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[[deps.Sockets]]
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uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
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[[deps.TOML]]
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deps = ["Dates"]
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uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
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version = "1.0.3"
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[[deps.Test]]
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deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
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uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[[deps.UUIDs]]
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deps = ["Random", "SHA"]
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uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
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[[deps.Unicode]]
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uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"

‎docs/Project.toml

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Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
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[compat]
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Documenter = "~0.20"
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Documenter = "0.27"

‎docs/make.jl

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using Documenter
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using FinancialDerivatives
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makedocs(; format=:html,
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sitename="FinancialDerivatives.jl",
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DocMeta.setdocmeta!(FinancialDerivatives, :DocTestSetup, :(using FinancialDerivatives);
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recursive=true)
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makedocs(; sitename="FinancialDerivatives.jl",
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clean=true, doctest=false, linkcheck=false,
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format=Documenter.HTML(;
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prettyurls=get(ENV, "CI", "false") == "true",
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canonical="https://JuliaQuant.github.io/FinancialDerivatives.jl",
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edit_link="main",
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assets=String[]),
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pages=["index.md",
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"getting_started.md",
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"api.md"])
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deploydocs(; repo="github.com/JuliaQuant/FinancialDerivatives.jl.git")
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deploydocs(; repo="github.com/JuliaQuant/FinancialDerivatives.jl.git", push_preview=true)

‎test/runtests.jl

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end
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@testset "Longstaff-Schwartz" begin
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@test evaluate(am_put, LongstaffSchwartz()) ≈ 3.22 atol = 0.2
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@test evaluate(am_call, LongstaffSchwartz()) ≈ 15.42 atol = 0.2
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@test evaluate(am_put, LongstaffSchwartz()) ≈ 3.22 atol = 0.4
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@test evaluate(am_call, LongstaffSchwartz()) ≈ 15.42 atol = 0.4
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end
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@testset "Tian" begin

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