Merge pull request #556 from oscardssmith/patch-1

`finalize` callbacks

Author: ChrisRackauckas

src/integrators/integrator_utils.jl

@@ -221,6 +221,7 @@ end
 end
 
 @inline function postamble!(integrator::SDEIntegrator)
+  DiffEqBase.finalize!(integrator.opts.callback, integrator.u, integrator.t, integrator)
   solution_endpoint_match_cur_integrator!(integrator)
   resize!(integrator.sol.t,integrator.saveiter)
   resize!(integrator.sol.u,integrator.saveiter)

test/events_test.jl

@@ -50,13 +50,17 @@ tstop = [5.;8.]
 condition_dc = (u,t,integrator) -> t in tstop
 affect!_dc = (integrator) -> integrator.u .= 1.0
 save_positions = (true,true)
-callback_dc = DiscreteCallback(condition_dc, affect!_dc, save_positions=save_positions)
+times_finalize_called = 0
+callback_dc = DiscreteCallback(condition_dc, affect!_dc, save_positions=save_positions,
+  finalize=(args...)->global times_finalize_called+=1)
 sol = solve(prob, SRIW1(), callback=callback_dc, tstops=tstop, saveat=tstop)
 @test count(x->x==tstop[1], sol.t) == 2
 @test count(x->x==tstop[2], sol.t) == 2
+@test times_finalize_called == 1
 sol = solve(prob, SRIW1(), callback=callback_dc, tstops=tstop, saveat=prevfloat.(tstop))
 @test count(x->x==tstop[1], sol.t) == 2
 @test count(x->x==tstop[2], sol.t) == 2
+@test times_finalize_called == 2