build only windows 3

Author: bbcho

.github/workflows/python-publish.yml

@@ -40,7 +40,7 @@ jobs:
     strategy:
       matrix:
         os: [windows-latest] # macos-latest, 
-        python-version: [3.7, 3.8, 3.9, "3.10", "3.11"]
+        python-version: ["3.11"] #3.7, 3.8, 3.9, "3.10", 
     steps:
       - uses: actions/checkout@v2
       - name: Set up Python

setup.py

@@ -16,7 +16,7 @@ def get_ext_filename(self, ext_name):
     Extension(
     name="csimOU", 
     sources=["src/risktools/c/simOU.c"],
-    extra_compile_args=['-fPIC', '-shared']
+    extra_compile_args=['-fPIC', '-shared','/LD']
     )
 ]
 

src/risktools/c/simOU.c

@@ -20,14 +20,14 @@ void csimOU(
 
     // pre-compute to make faster
     const size_t ll = rows * cols;
-    float ss = 0;
+    double ss = 0;
 
     if (log_price != 0)
     {
         ss = 0.5 * sigma * sigma;
     }
 
-    const float sq = sqrt(dt);
+    const double sq = sqrt(dt);
 
     // input x is a 2D array that has been reshaped to be 1D.
     // Loop through entire 1D array of length rows*cols,