enthought / enthought/pyql

Test failures

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#161 17 comments 0 reactions 0 assignees View on GitHub
Dominant language
Cython
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Description

I've just built pyql with boost 1.61 and QL master on Win64 and am seeing the below errors:

```
======================================================================
FAIL: test_smith (quantlib.test.test_heston_model.HestonModelTestCase)
----------------------------------------------------------------------
Traceback (most recent call last):
File "C:\dev\code\pyql\quantlib\test\test_heston_model.py", line 421, in test_smith
self.assertAlmostEqual(price_mc, expected, delta=tolerance)
AssertionError: 15.24497079433352 != 15.1796 within 0.05 delta

======================================================================
FAIL: test_bond_schedule_anotherday_bug_cython_implementation (quantlib.test.test_settings.SettingsTestCase)
----------------------------------------------------------------------
Traceback (most recent call last):
File "C:\dev\code\pyql\quantlib\test\test_settings.py", line 142, in test_bond_schedule_anotherday_bug_cython_implementation
self.assertEqual(date1, date2)
AssertionError: 15/09/2016 != 2/09/2011

======================================================================
FAIL: test_simulate_heston_2 (quantlib.test.test_simulate.SimTestCase)
----------------------------------------------------------------------
Traceback (most recent call last):
File "C:\dev\code\pyql\quantlib\test\test_simulate.py", line 118, in test_simulate_heston_2
self.assertAlmostEqual(res[1, -1], 152.50, delta=.1)
AssertionError: 153.26720068021842 != 152.5 within 0.1 delta

----------------------------------------------------------------------
Ran 183 tests in 96.865s

FAILED (failures=3, skipped=2)
```

Are these something to be worried about?

I see that 2 of them have already been reported in #64.

Is `test_bond_schedule_anotherday_bug_cython_implementation` a knownfail - the name is certainly suggestive but there are no other comments which would allow me to deduce what the problem is. It looks like it has been around for a while though https://github.com/enthought/pyql/commit/33d9329570e542c7adf47a712a4493e22f157dc4

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