closed-form solutions to Asian average strike and price options + tests, moving Black-Sscholes formulae from AF example to utils.financial_formulae
, support for dividend yield in B-S formulae + test
#410
Workflow file for this run
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name: pdoc | |
defaults: | |
run: | |
shell: bash | |
on: | |
push: | |
branches: [ main ] | |
pull_request: | |
branches: [ main ] | |
schedule: | |
- cron: '0 13 * * 4' | |
jobs: | |
pdoc: | |
strategy: | |
matrix: | |
platform: [ubuntu-latest, macos-latest, windows-latest] | |
runs-on: ${{ matrix.platform }} | |
steps: | |
- uses: actions/checkout@v2 | |
with: | |
submodules: recursive | |
persist-credentials: false | |
- uses: actions/[email protected] | |
with: | |
python-version: 3.9 | |
- env: | |
JUPYTER_PLATFORM_DIRS: 1 | |
run: | | |
pip install pdoc nbformat gitpython | |
pip install -e . -e ./examples | |
python -We docs/generate_html.py . . | |
python - <<EOF | |
import glob, nbformat | |
for notebook_path in glob.glob('examples/PyMPDATA_examples/*/*.ipynb'): | |
with open(notebook_path, encoding="utf8") as fin: | |
with open(notebook_path + ".badges.md", 'w') as fout: | |
fout.write(nbformat.read(fin, nbformat.NO_CONVERT).cells[0].source) | |
EOF | |
PDOC_ALLOW_EXEC=1 python -We -m pdoc -o html PyMPDATA examples/PyMPDATA_examples -t docs/templates --math | |
- if: ${{ github.ref == 'refs/heads/main' && matrix.platform == 'ubuntu-latest' }} | |
uses: JamesIves/[email protected] | |
with: | |
branch: pdoc | |
folder: html | |
clean: true |