enthought / enthought/pyql

Numerical failures for 2 tests on win32

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#64 2 comments 0 reactions 0 assignees View on GitHub
bug
Dominant language
Cython
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Description

Reported in #63

```
======================================================================
FAIL: test_smith (quantlib.test.test_heston_model.HestonModelTestCase)
----------------------------------------------------------------------
Traceback (most recent call last):
File "C:\dev\pyql\quantlib\test\test_heston_model.py", line 432, in test_smith
delta=tolerance)
AssertionError: 15.244970794333526 != 15.1796 within 0.05 delta

======================================================================
FAIL: test_simulate_heston_2 (quantlib.test.test_simulate.SimTestCase)
----------------------------------------------------------------------
Traceback (most recent call last):
File "C:\dev\pyql\quantlib\test\test_simulate.py", line 120, in test_simulate_heston_2
self.assertAlmostEqual(res[1, -1], 152.50, delta=.1)
AssertionError: 153.26720068021842 != 152.5 within 0.1 delta

----------------------------------------------------------------------
Ran 144 tests in 15.095s

FAILED (failures=2, skipped=1)
```

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