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style5JULY2021 (#763)
1 parent cfd6116 commit d7aa8b8

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-25
lines changed

2 files changed

+15
-25
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dpnp/backend/examples/example_bs.cpp

Lines changed: 12 additions & 22 deletions
Original file line numberDiff line numberDiff line change
@@ -83,10 +83,8 @@ void black_scholes(double* price,
8383
dpnp_memory_free_c(mr);
8484
double* z = (double*)dpnp_memory_alloc_c(size * sizeof(double));
8585
// z = T * vol_vol_twos
86-
dpnp_multiply_c<double, double, double>(z,
87-
T, size, &size, ndim,
88-
vol_vol_two, scalar_size, &scalar_size, ndim,
89-
NULL);
86+
dpnp_multiply_c<double, double, double>(
87+
z, T, size, &size, ndim, vol_vol_two, scalar_size, &scalar_size, ndim, NULL);
9088
dpnp_memory_free_c(vol_vol_two);
9189

9290
double* c = (double*)dpnp_memory_alloc_c(size * sizeof(double));
@@ -131,35 +129,27 @@ void black_scholes(double* price,
131129
dpnp_memory_free_c(w1);
132130
double* halfs_mul_erf_w1 = (double*)dpnp_memory_alloc_c(size * sizeof(double));
133131
// halfs_mul_erf_w1 = halfs * erf_w1
134-
dpnp_multiply_c<double, double, double>(halfs_mul_erf_w1,
135-
half, scalar_size, &scalar_size, ndim,
136-
erf_w1, size, &size, ndim,
137-
NULL);
132+
dpnp_multiply_c<double, double, double>(
133+
halfs_mul_erf_w1, half, scalar_size, &scalar_size, ndim, erf_w1, size, &size, ndim, NULL);
138134
dpnp_memory_free_c(erf_w1);
139135
double* d1 = (double*)dpnp_memory_alloc_c(size * sizeof(double));
140136
// d1 = halfs + halfs_mul_erf_w1
141-
dpnp_add_c<double, double, double>(d1,
142-
half, scalar_size, &scalar_size, ndim,
143-
halfs_mul_erf_w1, size, &size, ndim,
144-
NULL);
137+
dpnp_add_c<double, double, double>(
138+
d1, half, scalar_size, &scalar_size, ndim, halfs_mul_erf_w1, size, &size, ndim, NULL);
145139
dpnp_memory_free_c(halfs_mul_erf_w1);
146140

147141
double* erf_w2 = (double*)dpnp_memory_alloc_c(size * sizeof(double));
148142
dpnp_erf_c<double>(w2, erf_w2, size); // erf_w2 = np.erf(w2)
149143
dpnp_memory_free_c(w2);
150144
double* halfs_mul_erf_w2 = (double*)dpnp_memory_alloc_c(size * sizeof(double));
151145
// halfs_mul_erf_w2 = halfs * erf_w2
152-
dpnp_multiply_c<double, double, double>(halfs_mul_erf_w2,
153-
half, scalar_size, &scalar_size, ndim,
154-
erf_w2, size, &size, ndim,
155-
NULL);
146+
dpnp_multiply_c<double, double, double>(
147+
halfs_mul_erf_w2, half, scalar_size, &scalar_size, ndim, erf_w2, size, &size, ndim, NULL);
156148
dpnp_memory_free_c(erf_w2);
157149
double* d2 = (double*)dpnp_memory_alloc_c(size * sizeof(double));
158150
// d2 = halfs + halfs_mul_erf_w2
159-
dpnp_add_c<double, double, double>(d2,
160-
half, scalar_size, &scalar_size, ndim,
161-
halfs_mul_erf_w2, size, &size, ndim,
162-
NULL);
151+
dpnp_add_c<double, double, double>(
152+
d2, half, scalar_size, &scalar_size, ndim, halfs_mul_erf_w2, size, &size, ndim, NULL);
163153
dpnp_memory_free_c(halfs_mul_erf_w2);
164154
dpnp_memory_free_c(half);
165155

@@ -231,8 +221,8 @@ int main(int, char**)
231221
double* call = (double*)dpnp_memory_alloc_c(SIZE * sizeof(double));
232222
double* put = (double*)dpnp_memory_alloc_c(SIZE * sizeof(double));
233223

234-
dpnp_full_c<double>(zero, call, SIZE); // np.full(SIZE, 0., dtype=DTYPE)
235-
dpnp_full_c<double>(mone, put, SIZE); // np.full(SIZE, -1., dtype=DTYPE)
224+
dpnp_full_c<double>(zero, call, SIZE); // np.full(SIZE, 0., dtype=DTYPE)
225+
dpnp_full_c<double>(mone, put, SIZE); // np.full(SIZE, -1., dtype=DTYPE)
236226

237227
dpnp_memory_free_c(mone);
238228
dpnp_memory_free_c(zero);

examples/example_bs.py

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -68,7 +68,7 @@ def black_scholes(price, strike, t, rate, vol, call, put):
6868

6969
z = T * sig_sig_two
7070
c = 0.25 * z
71-
y = 1./np.sqrt(z)
71+
y = 1. / np.sqrt(z)
7272

7373
w1 = (a - b + c) * y
7474
w2 = (a - b - c) * y
@@ -78,7 +78,7 @@ def black_scholes(price, strike, t, rate, vol, call, put):
7878

7979
Se = np.exp(b) * S
8080

81-
r = P * d1 - Se * d2
81+
r = P * d1 - Se * d2
8282
call[:] = r # temporary `r` is necessary for faster `put` computation
8383
put[:] = r - P + Se
8484

@@ -89,7 +89,7 @@ def black_scholes(price, strike, t, rate, vol, call, put):
8989
t = np.random.uniform(TL, TH, SIZE)
9090

9191
call = np.zeros(SIZE, dtype=DTYPE)
92-
put = -np.ones(SIZE, dtype=DTYPE)
92+
put = -np.ones(SIZE, dtype=DTYPE)
9393

9494
black_scholes(price, strike, t, RISK_FREE, VOLATILITY, call, put)
9595
print(call[:10])

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