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Merge branch 'auto-differentiation:main' into hackathon/mugen
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Creativty authored Nov 15, 2024
2 parents 58aba22 + c778f30 commit c8ce11f
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2 changes: 2 additions & 0 deletions .github/boring-cyborg.yml
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,8 @@ labelPRBasedOnFilePath:
- test/**/*
workflow:
- .github/workflows/*
benchmarks:
- src/**/*

##### Greetings ########################################################################################################
firstPRWelcomeComment: >
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42 changes: 19 additions & 23 deletions .github/workflows/benchmarks.yml
Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@ on:

jobs:
libor:
if: contains(github.event.pull_request.labels.*.name, 'benchmarks') || github.event_name == 'workflow_dispatch'
# if: contains(github.event.pull_request.labels.*.name, 'benchmarks') || github.event_name == 'workflow_dispatch'
name: Libor Swaption Sample
runs-on: ubuntu-latest
container:
Expand Down Expand Up @@ -56,14 +56,13 @@ jobs:
overwrite: true
# if we are in a pull request, pull the uploaded artifact from earlier and run
- name: Pull Reference
uses: actions/download-artifact@v4
if: github.event_name == 'pull_request'
with:
name: libor_exe
repository: auto-differentiation/xad
path: build/samples/LiborSwaptionPricer/ref
github-token: ${{ secrets.WORKFLOW_READ_TOKEN }}
run-id: ${{vars.REFERENCE_RUN_ID }}
run: |
mkdir -p build/samples/LiborSwaptionPricer/ref
cd build/samples/LiborSwaptionPricer/ref
curl -L "https://xadhackathon.s3.eu-west-1.amazonaws.com/libor_exe.zip" --output artifact.zip
unzip artifact.zip
chmod +x LiborSwaptionPricer
- name: Run Reference
if: github.event_name == 'pull_request'
run: |
Expand Down Expand Up @@ -113,7 +112,6 @@ jobs:
echo "result=| ${REF_TIME}s | ${OUT_TIME}s | ${PERCENTAGE}% |" >> "$GITHUB_OUTPUT"
quantlib:
if: contains(github.event.pull_request.labels.*.name, 'benchmarks') || github.event_name == 'workflow_dispatch'
name: QuantLib Samples
runs-on: ubuntu-latest
container: ghcr.io/lballabio/quantlib-devenv:noble-1.85.0
Expand Down Expand Up @@ -199,23 +197,21 @@ jobs:
overwrite: true
# if we are in a pull request, pull the uploaded artifact from earlier and run
- name: Pull Reference Test-suite
uses: actions/download-artifact@v4
if: github.event_name == 'pull_request'
with:
name: ql_test_exe
repository: auto-differentiation/xad
path: QuantLib/build/test-suite/ref
github-token: ${{ secrets.WORKFLOW_READ_TOKEN }}
run-id: ${{ vars.REFERENCE_RUN_ID }}
run: |
mkdir -p QuantLib/build/test-suite/ref
cd QuantLib/build/test-suite/ref
curl -L "https://xadhackathon.s3.eu-west-1.amazonaws.com/test-suite.zip" --output artifact.zip
unzip artifact.zip
chmod +x quantlib-test-suite
- name: Pull Reference AdjointBermudan
uses: actions/download-artifact@v4
if: github.event_name == 'pull_request'
with:
name: ql_bermudan_exe
repository: auto-differentiation/xad
path: QuantLib/build/QuantLib-Risks-Cpp/Examples/AdjointBermudanSwaption/ref
github-token: ${{ secrets.WORKFLOW_READ_TOKEN }}
run-id: ${{ vars.REFERENCE_RUN_ID }}
run: |
mkdir -p QuantLib/build/QuantLib-Risks-Cpp/Examples/AdjointBermudanSwaption/ref
cd QuantLib/build/QuantLib-Risks-Cpp/Examples/AdjointBermudanSwaption/ref
curl -L "https://xadhackathon.s3.eu-west-1.amazonaws.com/swaption.zip" --output artifact.zip
unzip artifact.zip
chmod +x AdjointBermudanSwaption
- name: Run Reference Test-suite
if: github.event_name == 'pull_request'
run: |
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