Diff of the two buildlogs: -- --- b1/build.log 2020-06-16 12:33:59.665917599 +0000 +++ b2/build.log 2020-06-16 12:35:40.351918889 +0000 @@ -1,6 +1,6 @@ I: pbuilder: network access will be disabled during build -I: Current time: Tue Jun 16 00:21:50 -12 2020 -I: pbuilder-time-stamp: 1592310110 +I: Current time: Tue Jul 20 08:56:58 +14 2021 +I: pbuilder-time-stamp: 1626721018 I: Building the build Environment I: extracting base tarball [/var/cache/pbuilder/buster-reproducible-base.tgz] I: copying local configuration @@ -18,7 +18,7 @@ I: Extracting source gpgv: unknown type of key resource 'trustedkeys.kbx' gpgv: keyblock resource '/root/.gnupg/trustedkeys.kbx': General error -gpgv: Signature made Thu Jan 3 22:59:28 2019 -12 +gpgv: Signature made Sat Jan 5 00:59:28 2019 +14 gpgv: using RSA key 3F464391498FE874BDB5D98F2124AA1983785C90 gpgv: Can't check signature: No public key dpkg-source: warning: failed to verify signature on ./octave-financial_0.5.3-2.dsc @@ -27,138 +27,172 @@ dpkg-source: info: unpacking octave-financial_0.5.3-2.debian.tar.xz I: Not using root during the build. I: Installing the build-deps -I: user script /srv/workspace/pbuilder/7880/tmp/hooks/D02_print_environment starting +I: user script /srv/workspace/pbuilder/38701/tmp/hooks/D01_modify_environment starting +debug: Running on profitbricks-build6-i386. +I: Changing host+domainname to test build reproducibility +I: Adding a custom variable just for the fun of it... +I: Changing /bin/sh to bash +Removing 'diversion of /bin/sh to /bin/sh.distrib by dash' +Adding 'diversion of /bin/sh to /bin/sh.distrib by bash' +Removing 'diversion of /usr/share/man/man1/sh.1.gz to /usr/share/man/man1/sh.distrib.1.gz by dash' +Adding 'diversion of /usr/share/man/man1/sh.1.gz to /usr/share/man/man1/sh.distrib.1.gz by bash' +I: Setting pbuilder2's login shell to /bin/bash +I: Setting pbuilder2's GECOS to second user,second room,second work-phone,second home-phone,second other +I: user script /srv/workspace/pbuilder/38701/tmp/hooks/D01_modify_environment finished +I: user script /srv/workspace/pbuilder/38701/tmp/hooks/D02_print_environment starting I: set - BUILDDIR='/build' - BUILDUSERGECOS='first user,first room,first work-phone,first home-phone,first other' - BUILDUSERNAME='pbuilder1' - BUILD_ARCH='i386' - DEBIAN_FRONTEND='noninteractive' - DEB_BUILD_OPTIONS='buildinfo=+all reproducible=+all parallel=10' - DISTRIBUTION='' - HOME='/root' - HOST_ARCH='i386' + BASH=/bin/sh + BASHOPTS=checkwinsize:cmdhist:complete_fullquote:extquote:force_fignore:globasciiranges:hostcomplete:interactive_comments:progcomp:promptvars:sourcepath + BASH_ALIASES=() + BASH_ARGC=() + BASH_ARGV=() + BASH_CMDS=() + BASH_LINENO=([0]="12" [1]="0") + BASH_SOURCE=([0]="/tmp/hooks/D02_print_environment" [1]="/tmp/hooks/D02_print_environment") + BASH_VERSINFO=([0]="5" [1]="0" [2]="3" [3]="1" [4]="release" [5]="i686-pc-linux-gnu") + BASH_VERSION='5.0.3(1)-release' + BUILDDIR=/build + BUILDUSERGECOS='second user,second room,second work-phone,second home-phone,second other' + BUILDUSERNAME=pbuilder2 + BUILD_ARCH=i386 + DEBIAN_FRONTEND=noninteractive + DEB_BUILD_OPTIONS='buildinfo=+all reproducible=+all parallel=18' + DIRSTACK=() + DISTRIBUTION= + EUID=0 + FUNCNAME=([0]="Echo" [1]="main") + GROUPS=() + HOME=/root + HOSTNAME=i-capture-the-hostname + HOSTTYPE=i686 + HOST_ARCH=i386 IFS=' ' - INVOCATION_ID='78c00746ad924d018d66a4aed3202b91' - LANG='C' - LANGUAGE='en_US:en' - LC_ALL='C' - LD_LIBRARY_PATH='/usr/lib/libeatmydata' - LD_PRELOAD='libeatmydata.so' - MAIL='/var/mail/root' - OPTIND='1' - PATH='/usr/sbin:/usr/bin:/sbin:/bin:/usr/games' - PBCURRENTCOMMANDLINEOPERATION='build' - PBUILDER_OPERATION='build' - PBUILDER_PKGDATADIR='/usr/share/pbuilder' - PBUILDER_PKGLIBDIR='/usr/lib/pbuilder' - PBUILDER_SYSCONFDIR='/etc' - PPID='7880' - PS1='# ' - PS2='> ' + INVOCATION_ID=1edf6a83bc7f42f0b2dea4f5088ef208 + LANG=C + LANGUAGE=de_CH:de + LC_ALL=C + LD_LIBRARY_PATH=/usr/lib/libeatmydata + LD_PRELOAD=libeatmydata.so + MACHTYPE=i686-pc-linux-gnu + MAIL=/var/mail/root + OPTERR=1 + OPTIND=1 + OSTYPE=linux-gnu + PATH=/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/i/capture/the/path + PBCURRENTCOMMANDLINEOPERATION=build + PBUILDER_OPERATION=build + PBUILDER_PKGDATADIR=/usr/share/pbuilder + PBUILDER_PKGLIBDIR=/usr/lib/pbuilder + PBUILDER_SYSCONFDIR=/etc + PIPESTATUS=([0]="0") + POSIXLY_CORRECT=y + PPID=38701 PS4='+ ' - PWD='/' - SHELL='/bin/bash' - SHLVL='2' - SUDO_COMMAND='/usr/bin/timeout -k 18.1h 18h /usr/bin/ionice -c 3 /usr/bin/nice /usr/sbin/pbuilder --build --configfile /srv/reproducible-results/rbuild-debian/tmp.LFihHKAt4b/pbuilderrc_SfvI --hookdir /etc/pbuilder/first-build-hooks --debbuildopts -b --basetgz /var/cache/pbuilder/buster-reproducible-base.tgz --buildresult /srv/reproducible-results/rbuild-debian/tmp.LFihHKAt4b/b1 --logfile b1/build.log octave-financial_0.5.3-2.dsc' - SUDO_GID='112' - SUDO_UID='107' - SUDO_USER='jenkins' - TERM='unknown' - TZ='/usr/share/zoneinfo/Etc/GMT+12' - USER='root' - _='/usr/bin/systemd-run' - http_proxy='http://78.137.99.97:3128' + PWD=/ + SHELL=/bin/bash + SHELLOPTS=braceexpand:errexit:hashall:interactive-comments:posix + SHLVL=3 + SUDO_COMMAND='/usr/bin/timeout -k 24.1h 24h /usr/bin/ionice -c 3 /usr/bin/nice -n 11 /usr/bin/unshare --uts -- /usr/sbin/pbuilder --build --configfile /srv/reproducible-results/rbuild-debian/tmp.LFihHKAt4b/pbuilderrc_0UrW --hookdir /etc/pbuilder/rebuild-hooks --debbuildopts -b --basetgz /var/cache/pbuilder/buster-reproducible-base.tgz --buildresult /srv/reproducible-results/rbuild-debian/tmp.LFihHKAt4b/b2 --logfile b2/build.log octave-financial_0.5.3-2.dsc' + SUDO_GID=112 + SUDO_UID=107 + SUDO_USER=jenkins + TERM=unknown + TZ=/usr/share/zoneinfo/Etc/GMT-14 + UID=0 + USER=root + _='I: set' + http_proxy=http://85.184.249.68:3128 I: uname -a - Linux profitbricks-build12-i386 4.19.0-9-686-pae #1 SMP Debian 4.19.118-2+deb10u1 (2020-06-07) i686 GNU/Linux + Linux i-capture-the-hostname 4.19.0-9-amd64 #1 SMP Debian 4.19.118-2+deb10u1 (2020-06-07) x86_64 GNU/Linux I: ls -l /bin - total 5504 - -rwxr-xr-x 1 root root 1302248 Apr 17 2019 bash - -rwxr-xr-x 3 root root 38280 Jul 10 2019 bunzip2 - -rwxr-xr-x 3 root root 38280 Jul 10 2019 bzcat - lrwxrwxrwx 1 root root 6 Jul 10 2019 bzcmp -> bzdiff - -rwxr-xr-x 1 root root 2227 Jul 10 2019 bzdiff - lrwxrwxrwx 1 root root 6 Jul 10 2019 bzegrep -> bzgrep - -rwxr-xr-x 1 root root 4877 Jun 24 2019 bzexe - lrwxrwxrwx 1 root root 6 Jul 10 2019 bzfgrep -> bzgrep - -rwxr-xr-x 1 root root 3641 Jul 10 2019 bzgrep - -rwxr-xr-x 3 root root 38280 Jul 10 2019 bzip2 - -rwxr-xr-x 1 root root 17768 Jul 10 2019 bzip2recover - lrwxrwxrwx 1 root root 6 Jul 10 2019 bzless -> bzmore - -rwxr-xr-x 1 root root 1297 Jul 10 2019 bzmore - -rwxr-xr-x 1 root root 38692 Feb 28 2019 cat - -rwxr-xr-x 1 root root 75588 Feb 28 2019 chgrp - -rwxr-xr-x 1 root root 63268 Feb 28 2019 chmod - -rwxr-xr-x 1 root root 75588 Feb 28 2019 chown - -rwxr-xr-x 1 root root 153732 Feb 28 2019 cp - -rwxr-xr-x 1 root root 132820 Jan 17 2019 dash - -rwxr-xr-x 1 root root 120676 Feb 28 2019 date - -rwxr-xr-x 1 root root 92040 Feb 28 2019 dd - -rwxr-xr-x 1 root root 100620 Feb 28 2019 df - -rwxr-xr-x 1 root root 149736 Feb 28 2019 dir - -rwxr-xr-x 1 root root 79412 Jan 9 2019 dmesg - lrwxrwxrwx 1 root root 8 Sep 26 2018 dnsdomainname -> hostname - lrwxrwxrwx 1 root root 8 Sep 26 2018 domainname -> hostname - -rwxr-xr-x 1 root root 34532 Feb 28 2019 echo - -rwxr-xr-x 1 root root 28 Jan 7 2019 egrep - -rwxr-xr-x 1 root root 34532 Feb 28 2019 false - -rwxr-xr-x 1 root root 28 Jan 7 2019 fgrep - -rwxr-xr-x 1 root root 67700 Jan 9 2019 findmnt - -rwsr-xr-x 1 root root 30112 Apr 22 07:38 fusermount - -rwxr-xr-x 1 root root 206392 Jan 7 2019 grep - -rwxr-xr-x 2 root root 2345 Jan 5 2019 gunzip - -rwxr-xr-x 1 root root 6375 Jan 5 2019 gzexe - -rwxr-xr-x 1 root root 100952 Jan 5 2019 gzip - -rwxr-xr-x 1 root root 21916 Sep 26 2018 hostname - -rwxr-xr-x 1 root root 79752 Feb 28 2019 ln - -rwxr-xr-x 1 root root 55400 Jul 26 2018 login - -rwxr-xr-x 1 root root 149736 Feb 28 2019 ls - -rwxr-xr-x 1 root root 112032 Jan 9 2019 lsblk - -rwxr-xr-x 1 root root 87972 Feb 28 2019 mkdir - -rwxr-xr-x 1 root root 79748 Feb 28 2019 mknod - -rwxr-xr-x 1 root root 46916 Feb 28 2019 mktemp - -rwxr-xr-x 1 root root 42348 Jan 9 2019 more - -rwsr-xr-x 1 root root 50592 Jan 9 2019 mount - -rwxr-xr-x 1 root root 13724 Jan 9 2019 mountpoint - -rwxr-xr-x 1 root root 157832 Feb 28 2019 mv - lrwxrwxrwx 1 root root 8 Sep 26 2018 nisdomainname -> hostname - lrwxrwxrwx 1 root root 14 Feb 14 2019 pidof -> /sbin/killall5 - -rwxr-xr-x 1 root root 38660 Feb 28 2019 pwd - lrwxrwxrwx 1 root root 4 Apr 17 2019 rbash -> bash - -rwxr-xr-x 1 root root 46852 Feb 28 2019 readlink - -rwxr-xr-x 1 root root 75588 Feb 28 2019 rm - -rwxr-xr-x 1 root root 42756 Feb 28 2019 rmdir - -rwxr-xr-x 1 root root 22276 Jan 21 2019 run-parts - -rwxr-xr-x 1 root root 125036 Dec 22 2018 sed - lrwxrwxrwx 1 root root 4 Jun 15 20:25 sh -> dash - -rwxr-xr-x 1 root root 34532 Feb 28 2019 sleep - -rwxr-xr-x 1 root root 79652 Feb 28 2019 stty - -rwsr-xr-x 1 root root 71072 Jan 9 2019 su - -rwxr-xr-x 1 root root 34564 Feb 28 2019 sync - -rwxr-xr-x 1 root root 504024 Apr 23 2019 tar - -rwxr-xr-x 1 root root 13860 Jan 21 2019 tempfile - -rwxr-xr-x 1 root root 104292 Feb 28 2019 touch - -rwxr-xr-x 1 root root 34532 Feb 28 2019 true - -rwxr-xr-x 1 root root 17768 Apr 22 07:38 ulockmgr_server - -rwsr-xr-x 1 root root 30108 Jan 9 2019 umount - -rwxr-xr-x 1 root root 34532 Feb 28 2019 uname - -rwxr-xr-x 2 root root 2345 Jan 5 2019 uncompress - -rwxr-xr-x 1 root root 149736 Feb 28 2019 vdir - -rwxr-xr-x 1 root root 34208 Jan 9 2019 wdctl - -rwxr-xr-x 1 root root 946 Jan 21 2019 which - lrwxrwxrwx 1 root root 8 Sep 26 2018 ypdomainname -> hostname - -rwxr-xr-x 1 root root 1983 Jan 5 2019 zcat - -rwxr-xr-x 1 root root 1677 Jan 5 2019 zcmp - -rwxr-xr-x 1 root root 5879 Jan 5 2019 zdiff - -rwxr-xr-x 1 root root 29 Jan 5 2019 zegrep - -rwxr-xr-x 1 root root 29 Jan 5 2019 zfgrep - -rwxr-xr-x 1 root root 2080 Jan 5 2019 zforce - -rwxr-xr-x 1 root root 7584 Jan 5 2019 zgrep - -rwxr-xr-x 1 root root 2205 Jan 5 2019 zless - -rwxr-xr-x 1 root root 1841 Jan 5 2019 zmore - -rwxr-xr-x 1 root root 4552 Jan 5 2019 znew -I: user script /srv/workspace/pbuilder/7880/tmp/hooks/D02_print_environment finished + total 5476 + -rwxr-xr-x 1 root root 1302248 Apr 18 2019 bash + -rwxr-xr-x 3 root root 38280 Jul 11 2019 bunzip2 + -rwxr-xr-x 3 root root 38280 Jul 11 2019 bzcat + lrwxrwxrwx 1 root root 6 Jul 11 2019 bzcmp -> bzdiff + -rwxr-xr-x 1 root root 2227 Jul 11 2019 bzdiff + lrwxrwxrwx 1 root root 6 Jul 11 2019 bzegrep -> bzgrep + -rwxr-xr-x 1 root root 4877 Jun 25 2019 bzexe + lrwxrwxrwx 1 root root 6 Jul 11 2019 bzfgrep -> bzgrep + -rwxr-xr-x 1 root root 3641 Jul 11 2019 bzgrep + -rwxr-xr-x 3 root root 38280 Jul 11 2019 bzip2 + -rwxr-xr-x 1 root root 17768 Jul 11 2019 bzip2recover + lrwxrwxrwx 1 root root 6 Jul 11 2019 bzless -> bzmore + -rwxr-xr-x 1 root root 1297 Jul 11 2019 bzmore + -rwxr-xr-x 1 root root 38692 Mar 1 2019 cat + -rwxr-xr-x 1 root root 75588 Mar 1 2019 chgrp + -rwxr-xr-x 1 root root 63268 Mar 1 2019 chmod + -rwxr-xr-x 1 root root 75588 Mar 1 2019 chown + -rwxr-xr-x 1 root root 153732 Mar 1 2019 cp + -rwxr-xr-x 1 root root 132820 Jan 18 2019 dash + -rwxr-xr-x 1 root root 120676 Mar 1 2019 date + -rwxr-xr-x 1 root root 92040 Mar 1 2019 dd + -rwxr-xr-x 1 root root 100620 Mar 1 2019 df + -rwxr-xr-x 1 root root 149736 Mar 1 2019 dir + -rwxr-xr-x 1 root root 79412 Jan 10 2019 dmesg + lrwxrwxrwx 1 root root 8 Sep 27 2018 dnsdomainname -> hostname + lrwxrwxrwx 1 root root 8 Sep 27 2018 domainname -> hostname + -rwxr-xr-x 1 root root 34532 Mar 1 2019 echo + -rwxr-xr-x 1 root root 28 Jan 8 2019 egrep + -rwxr-xr-x 1 root root 34532 Mar 1 2019 false + -rwxr-xr-x 1 root root 28 Jan 8 2019 fgrep + -rwxr-xr-x 1 root root 67700 Jan 10 2019 findmnt + -rwsr-xr-x 1 root root 30112 Apr 23 2020 fusermount + -rwxr-xr-x 1 root root 206392 Jan 8 2019 grep + -rwxr-xr-x 2 root root 2345 Jan 6 2019 gunzip + -rwxr-xr-x 1 root root 6375 Jan 6 2019 gzexe + -rwxr-xr-x 1 root root 100952 Jan 6 2019 gzip + -rwxr-xr-x 1 root root 21916 Sep 27 2018 hostname + -rwxr-xr-x 1 root root 79752 Mar 1 2019 ln + -rwxr-xr-x 1 root root 55400 Jul 27 2018 login + -rwxr-xr-x 1 root root 149736 Mar 1 2019 ls + -rwxr-xr-x 1 root root 112032 Jan 10 2019 lsblk + -rwxr-xr-x 1 root root 87972 Mar 1 2019 mkdir + -rwxr-xr-x 1 root root 79748 Mar 1 2019 mknod + -rwxr-xr-x 1 root root 46916 Mar 1 2019 mktemp + -rwxr-xr-x 1 root root 42348 Jan 10 2019 more + -rwsr-xr-x 1 root root 50592 Jan 10 2019 mount + -rwxr-xr-x 1 root root 13724 Jan 10 2019 mountpoint + -rwxr-xr-x 1 root root 157832 Mar 1 2019 mv + lrwxrwxrwx 1 root root 8 Sep 27 2018 nisdomainname -> hostname + lrwxrwxrwx 1 root root 14 Feb 15 2019 pidof -> /sbin/killall5 + -rwxr-xr-x 1 root root 38660 Mar 1 2019 pwd + lrwxrwxrwx 1 root root 4 Apr 18 2019 rbash -> bash + -rwxr-xr-x 1 root root 46852 Mar 1 2019 readlink + -rwxr-xr-x 1 root root 75588 Mar 1 2019 rm + -rwxr-xr-x 1 root root 42756 Mar 1 2019 rmdir + -rwxr-xr-x 1 root root 22276 Jan 22 2019 run-parts + -rwxr-xr-x 1 root root 125036 Dec 23 2018 sed + lrwxrwxrwx 1 root root 4 Jul 20 08:57 sh -> bash + lrwxrwxrwx 1 root root 4 Jul 20 04:46 sh.distrib -> dash + -rwxr-xr-x 1 root root 34532 Mar 1 2019 sleep + -rwxr-xr-x 1 root root 79652 Mar 1 2019 stty + -rwsr-xr-x 1 root root 71072 Jan 10 2019 su + -rwxr-xr-x 1 root root 34564 Mar 1 2019 sync + -rwxr-xr-x 1 root root 504024 Apr 24 2019 tar + -rwxr-xr-x 1 root root 13860 Jan 22 2019 tempfile + -rwxr-xr-x 1 root root 104292 Mar 1 2019 touch + -rwxr-xr-x 1 root root 34532 Mar 1 2019 true + -rwxr-xr-x 1 root root 17768 Apr 23 2020 ulockmgr_server + -rwsr-xr-x 1 root root 30108 Jan 10 2019 umount + -rwxr-xr-x 1 root root 34532 Mar 1 2019 uname + -rwxr-xr-x 2 root root 2345 Jan 6 2019 uncompress + -rwxr-xr-x 1 root root 149736 Mar 1 2019 vdir + -rwxr-xr-x 1 root root 34208 Jan 10 2019 wdctl + -rwxr-xr-x 1 root root 946 Jan 22 2019 which + lrwxrwxrwx 1 root root 8 Sep 27 2018 ypdomainname -> hostname + -rwxr-xr-x 1 root root 1983 Jan 6 2019 zcat + -rwxr-xr-x 1 root root 1677 Jan 6 2019 zcmp + -rwxr-xr-x 1 root root 5879 Jan 6 2019 zdiff + -rwxr-xr-x 1 root root 29 Jan 6 2019 zegrep + -rwxr-xr-x 1 root root 29 Jan 6 2019 zfgrep + -rwxr-xr-x 1 root root 2080 Jan 6 2019 zforce + -rwxr-xr-x 1 root root 7584 Jan 6 2019 zgrep + -rwxr-xr-x 1 root root 2205 Jan 6 2019 zless + -rwxr-xr-x 1 root root 1841 Jan 6 2019 zmore + -rwxr-xr-x 1 root root 4552 Jan 6 2019 znew +I: user script /srv/workspace/pbuilder/38701/tmp/hooks/D02_print_environment finished -> Attempting to satisfy build-dependencies -> Creating pbuilder-satisfydepends-dummy package Package: pbuilder-satisfydepends-dummy @@ -552,7 +586,7 @@ Get: 350 http://deb.debian.org/debian buster/main i386 dh-octave all 0.6.2 [19.9 kB] Get: 351 http://deb.debian.org/debian buster/main i386 octave-io i386 2.4.12-2 [203 kB] Get: 352 http://deb.debian.org/debian buster/main i386 octave-statistics all 1.4.0-5 [189 kB] -Fetched 135 MB in 1min 15s (1802 kB/s) +Fetched 135 MB in 2s (64.8 MB/s) debconf: delaying package configuration, since apt-utils is not installed Selecting previously unselected package libbsd0:i386. (Reading database ... (Reading database ... 5% (Reading database ... 10% (Reading database ... 15% (Reading database ... 20% (Reading database ... 25% (Reading database ... 30% (Reading database ... 35% (Reading database ... 40% (Reading database ... 45% (Reading database ... 50% (Reading database ... 55% (Reading database ... 60% (Reading database ... 65% (Reading database ... 70% (Reading database ... 75% (Reading database ... 80% (Reading database ... 85% (Reading database ... 90% (Reading database ... 95% (Reading database ... 100% (Reading database ... 19234 files and directories currently installed.) @@ -2007,7 +2041,7 @@ Building tag database... -> Finished parsing the build-deps I: Building the package -I: Running cd /build/octave-financial-0.5.3/ && env PATH="/usr/sbin:/usr/bin:/sbin:/bin:/usr/games" HOME="/nonexistent/first-build" dpkg-buildpackage -us -uc -b +I: Running cd /build/octave-financial-0.5.3/ && env PATH="/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/i/capture/the/path" HOME="/nonexistent/second-build" dpkg-buildpackage -us -uc -b dpkg-buildpackage: info: source package octave-financial dpkg-buildpackage: info: source version 0.5.3-2 dpkg-buildpackage: info: source distribution unstable @@ -2041,96 +2075,23 @@ dh_octave_check -O--buildsystem=octave Checking package... Checking m files ... -[inst/cfdur.m] ->>>>> /build/octave-financial-0.5.3/inst/cfdur.m -***** demo - cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; - yield = 0.025; - [ duration, modDuration ] = cfdur( cf, yield ); - %-------------------------------------------------- - % Input cash flow and yield, output duration and modified duration -***** test - cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; - [dur modDur] = cfdur( cf, 0.025 ); - errVal1 = round(dur*(1e+4))*(1e-4) - 8.9709; - errVal2 = round(modDur*(1e+4))*(1e-4) - 8.7521; - assert( errVal1, 0 ) - assert( errVal2, 0 ) -1 test, 1 passed, 0 known failure, 0 skipped -[inst/rsindex.m] ->>>>> /build/octave-financial-0.5.3/inst/rsindex.m -***** shared c, r - c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; - r = [nan(1, 13) 85.1190 70.235 68.6684 55.6322 53.0414 49.7717]; -***** assert(rsindex(c), r, 0.0001) -***** assert(rsindex(c'), r', 0.0001) -2 tests, 2 passed, 0 known failure, 0 skipped -[inst/mirr.m] ->>>>> /build/octave-financial-0.5.3/inst/mirr.m -***** assert (mirr ([-100000 20000 -10000 30000 38000 50000], 0.09, 0.12), 0.0832, 0.00005) -1 test, 1 passed, 0 known failure, 0 skipped -[inst/blsgamma.m] ->>>>> /build/octave-financial-0.5.3/inst/blsgamma.m -***** error blsgamma () -***** error blsgamma (1) -***** error blsgamma (1, 2) -***** error blsgamma (1, 2, 3) -***** error blsgamma (1, 2, 3, 4) -5 tests, 5 passed, 0 known failure, 0 skipped -[inst/easter.m] ->>>>> /build/octave-financial-0.5.3/inst/easter.m -***** assert(easter(1990), datenum(1990, 4, 15)) -***** assert(easter(1991), datenum(1991, 3, 31)) -***** assert(easter(1992), datenum(1992, 4, 19)) -***** assert(easter(1993), datenum(1993, 4, 11)) -***** assert(easter(1994), datenum(1994, 4, 3)) -***** assert(easter(1995), datenum(1995, 4, 16)) -***** assert(easter(1996), datenum(1996, 4, 7)) -***** assert(easter(1997), datenum(1997, 3, 30)) -***** assert(easter(1998), datenum(1998, 4, 12)) -***** assert(easter(1999), datenum(1999, 4, 4)) -***** assert(easter([2000 2001]), [datenum(2000, 4, 23) datenum(2001, 4, 15)]) -***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)]) -***** assert(easter([2004 2005;2006 2007;2008 2009]), [datenum(2004, 4, 11) datenum(2005, 3, 27);datenum(2006, 4, 16) datenum(2007, 4, 8);datenum(2008, 3, 23) datenum(2009, 4, 12)]) -***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)]) -14 tests, 14 passed, 0 known failure, 0 skipped -[inst/datefind.m] ->>>>> /build/octave-financial-0.5.3/inst/datefind.m -***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31)), [10;20]) -***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31), 1), [9;10;11;19;20;21]) -2 tests, 2 passed, 0 known failure, 0 skipped -[inst/weeknum.m] ->>>>> /build/octave-financial-0.5.3/inst/weeknum.m -***** assert (weeknum (728647), 52) -***** assert (weeknum ([728647 728848]), [52 27]) -***** assert (weeknum ([728647 ;728648]), [52 ;52]) -***** assert (weeknum ([736413 736813 ; 737213 737613]), [13 17 ; 22 28]) -***** assert (weeknum (datenum (2005, 01, 01), 2, 1), 53) -***** assert (weeknum (datenum (2005, 01, 02), 2, 1), 53) -***** assert (weeknum (datenum (2005, 12, 31), 2, 1), 52) -***** assert (weeknum (datenum (2007, 01, 01), 2, 1), 1) -***** assert (weeknum (datenum (2007, 12, 30), 2, 1), 52) -***** assert (weeknum (datenum (2007, 12, 31), 2, 1), 1) -***** assert (weeknum (datenum (2008, 01, 01), 2, 1), 1) -***** assert (weeknum (datenum (2008, 12, 28), 2, 1), 52) -***** assert (weeknum (datenum (2008, 12, 29), 2, 1), 1) -***** assert (weeknum (datenum (2008, 12, 30), 2, 1), 1) -***** assert (weeknum (datenum (2008, 12, 31), 2, 1), 1) -***** assert (weeknum (datenum (2009, 01, 01), 2, 1), 1) -***** assert (weeknum (datenum (2009, 12, 31), 2, 1), 53) -***** assert (weeknum (datenum (2010, 01, 01), 2, 1), 53) -***** assert (weeknum (datenum (2010, 01, 02), 2, 1), 53) -***** assert (weeknum (datenum (2010, 01, 03), 2, 1), 53) -***** assert (weeknum ([datenum(2005, 1, 1) datenum(2008, 12, 29)], 2, 1), [53 1]) -***** test - [n, y] = weeknum (datenum (2010, 1, 3), 2, 1); - assert ([n y],[53 2009]) -***** demo - d = datenum (2014, 12, 29); - [w, y] = weeknum (datenum (2014, 12, 29), 2, 1); - disp(['In ISO8601 ' datestr(d) ' is week ' num2str(w) ' of year ' num2str(y)]) - disp(['Octave default weeknumber for ' datestr(d) ' is ' num2str(weeknum (d))]) -22 tests, 22 passed, 0 known failure, 0 skipped +[inst/blsimpv.m] +>>>>> /build/octave-financial-0.5.3/inst/blsimpv.m +***** assert (blsimpv (100, 100, 0.04, 1, [9.9251 6.0040], 1, 0, 1e-6, [1 0]), [0.2 0.2], 1e-4) +***** error blsimpv () +***** error blsimpv (1) +***** error blsimpv (1, 2) +***** error blsimpv (1, 2, 3) +***** error blsimpv (1, 2, 3, 4) +***** error blsimpv (1, 2, 3, 4, 5, 6, 7, 8, 2) +7 tests, 7 passed, 0 known failure, 0 skipped +[inst/bolling.m] +>>>>> /build/octave-financial-0.5.3/inst/bolling.m +***** error bolling () +***** error bolling (1) +***** error bolling (1, 2) +***** error bolling ("invalid", "type") +4 tests, 4 passed, 0 known failure, 0 skipped [inst/pointfig.m] >>>>> /build/octave-financial-0.5.3/inst/pointfig.m ***** shared a @@ -2148,105 +2109,6 @@ assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps) assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps) 3 tests, 3 passed, 0 known failure, 0 skipped -[inst/blstheta.m] ->>>>> /build/octave-financial-0.5.3/inst/blstheta.m -***** test - [CallTheta, PutTheta] = blstheta (90:10:110, 100, 0.04, 1, 0.2, 0.01); - assert (CallTheta, [-4.2901 -5.2337 -5.1954], 1e-4) - assert (PutTheta, [-1.3380 -2.3806 -2.4413], 1e-4) -***** error blstheta () -***** error blstheta (1) -***** error blstheta (1, 2) -***** error blstheta (1, 2, 3) -***** error blstheta (1, 2, 3, 4) -6 tests, 6 passed, 0 known failure, 0 skipped -[inst/binprice.m] ->>>>> /build/octave-financial-0.5.3/inst/binprice.m -***** test - [AssetPrice, OptionValue] = binprice (100, 100, 0.04, 1, 0.25, 0.2, 0, 0.01); - assert (OptionValue(1:2,1:2), [6.4701 2.2159; 0 11.0776], 1e-4) -***** error binprice () -***** error binprice (1) -***** error binprice (1, 2) -***** error binprice (1, 2, 3) -***** error binprice (1, 2, 3, 4) -***** error binprice (1, 2, 3, 4, 5) -***** error binprice (1, 2, 3, 4, 5, 6) -8 tests, 8 passed, 0 known failure, 0 skipped -[inst/blsimpv.m] ->>>>> /build/octave-financial-0.5.3/inst/blsimpv.m -***** assert (blsimpv (100, 100, 0.04, 1, [9.9251 6.0040], 1, 0, 1e-6, [1 0]), [0.2 0.2], 1e-4) -***** error blsimpv () -***** error blsimpv (1) -***** error blsimpv (1, 2) -***** error blsimpv (1, 2, 3) -***** error blsimpv (1, 2, 3, 4) -***** error blsimpv (1, 2, 3, 4, 5, 6, 7, 8, 2) -7 tests, 7 passed, 0 known failure, 0 skipped -[inst/fbusdate.m] ->>>>> /build/octave-financial-0.5.3/inst/fbusdate.m -***** assert(fbusdate(2008,2), datenum(2008,2,1)) -***** assert(fbusdate(2008,1), datenum(2008,1,2)) -***** assert(fbusdate(2008,3), datenum(2008,3,3)) -3 tests, 3 passed, 0 known failure, 0 skipped -[inst/lbusdate.m] ->>>>> /build/octave-financial-0.5.3/inst/lbusdate.m -***** assert(lbusdate(2008,4), datenum(2008,4,30)) -***** assert(lbusdate(2008,5), datenum(2008,5,30)) -2 tests, 2 passed, 0 known failure, 0 skipped -[inst/gbm.m] ->>>>> /build/octave-financial-0.5.3/inst/gbm.m -***** test - AssetPrice = 100.; RiskFreeRate = 0.04; Dividends = 0.01; Volatility = 0.2; ExpiryTime = 1.; - Simulations = 1e6; Timesteps = 10; - SDE = gbm (RiskFreeRate - Dividends, Volatility, "StartState", AssetPrice); - [Paths, ~, ~] = simByEuler (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true); - Strike = 100.; - CallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (Paths(end, 1, :) - Strike, 0.)); - [Call, ~] = blsprice (AssetPrice, Strike, RiskFreeRate, ExpiryTime, Volatility, Dividends); - assert (CallApproximate, Call, 1e-1); -1 test, 1 passed, 0 known failure, 0 skipped -[inst/holidays.m] ->>>>> /build/octave-financial-0.5.3/inst/holidays.m -***** assert(holidays("jan 1 1999", "jan 1 1998"), zeros(0,1)); # return empty when startdate is after enddate -***** assert(holidays("mar 5 2008", "mar 8 2008"), zeros(0,1)); -***** assert(holidays(datenum(2008,3,5), datenum(2008,3,5)), zeros(0,1)); -***** assert(holidays(datenum(2008,1,1), datenum(2008,1,1)), datenum(2008,1,1)); -***** assert (holidays ("jan 1 2010", "mar 1 2010"), [734139; 734156; 734184]); -***** assert (holidays (datenum (2010, 1, 1), datenum (2010, 3, 1)), [734139; 734156; 734184]); -***** assert (holidays ("dec 29 2004", "jan 2 2005"), zeros (0, 1)); -***** assert (holidays ("dec 29 2005", "jan 2 2006"), datenum (2006 ,1 ,2)); -***** assert(holidays(datenum(2004,1,1), datenum(2004,12,31)), datenum(2004*ones(10,1), [1;1;2;4;5;6;7;9;11;12], [1;19;16;9;31;11;5;6;25;24])); -9 tests, 9 passed, 0 known failure, 0 skipped -[inst/effrr.m] ->>>>> /build/octave-financial-0.5.3/inst/effrr.m -***** assert (effrr (0.09, 12), 0.0938, 0.00005) -1 test, 1 passed, 0 known failure, 0 skipped -[inst/month.m] ->>>>> /build/octave-financial-0.5.3/inst/month.m -***** assert (nthargout (1:2, @month, 523383), {12 "Dec"}); -***** assert (nthargout (1:2, @month, "12-02-34", "mm-dd-yy"), {12 "Dec"}); -2 tests, 2 passed, 0 known failure, 0 skipped -[inst/corr2cov.m] ->>>>> /build/octave-financial-0.5.3/inst/corr2cov.m -***** demo - sigma = [ 0.5 2.0 ]; - corr = [ 1.0 -0.5; -0.5 1.0 ]; - cov = corr2cov( sigma, corr ); - %-------------------------------------------------- - % Input standard deviations and correlation matrix, output covariance - % matrix -***** test - sigma = [0.5 2.0]; - corr = [1.0 -0.5; -0.5 1.0]; - cov = corr2cov( sigma, corr ); - assert( cov, [ 0.25 -0.5; -0.5 4.0 ] ) -1 test, 1 passed, 0 known failure, 0 skipped -[inst/second.m] ->>>>> /build/octave-financial-0.5.3/inst/second.m -***** assert (second (451482.906781456), 45.918, 0.01) -***** assert (second ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 34) -2 tests, 2 passed, 0 known failure, 0 skipped [inst/busdays.m] >>>>> /build/octave-financial-0.5.3/inst/busdays.m ***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12)), datenum (2008, 1, [2;3;4;7;8;9;10;11])) @@ -2260,124 +2122,27 @@ ***** assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "s"), lbusdate ([2008;2008;2009;2009;2010], [6 12 6 12 6]')) ***** assert (busdays (datenum (2008, 1, 1), datenum (2011, 1, 2), "a"), datenum ([2008;2009;2010;2011], [12;12;12;12], [31;31;31;30])) 10 tests, 10 passed, 0 known failure, 0 skipped -[inst/year.m] ->>>>> /build/octave-financial-0.5.3/inst/year.m -***** assert (year (523383), 1432); -***** assert (year ("12-02-34", "mm-dd-yy"), 2034); -***** assert (year ([728647 728848]), [1994 1995]); -***** assert (year ([728647; 728848]), [1994; 1995]); -***** assert (year ({"12-02-34", "12-02-85"}, "mm-dd-yy"), [2034 1985]); -***** assert (year ({"12-02-34"; "12-02-85"}, "mm-dd-yy"), [2034; 1985]); -6 tests, 6 passed, 0 known failure, 0 skipped -[inst/day.m] ->>>>> /build/octave-financial-0.5.3/inst/day.m -***** assert (day (523383), 21); -***** assert (day ("12-02-34", "mm-dd-yy"), 2); -2 tests, 2 passed, 0 known failure, 0 skipped -[inst/blkprice.m] ->>>>> /build/octave-financial-0.5.3/inst/blkprice.m -***** test - [Call, Put] = blkprice (90:10:110, 100, 0.04, 1, 0.2); - assert (Call, [3.4484 7.6532 13.7316], 1e-4) - assert (Put, [13.0563 7.6532 4.1237], 1e-4) -***** error blkprice () -***** error blkprice (1) -***** error blkprice (1, 2) -***** error blkprice (1, 2, 3) -***** error blkprice (1, 2, 3, 4) -6 tests, 6 passed, 0 known failure, 0 skipped -[inst/negvolidx.m] ->>>>> /build/octave-financial-0.5.3/inst/negvolidx.m -***** shared c, v, nvia, nvib - c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; - v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28]; - nvia = [100 100 100 100 100 99.44349315 99.44349315 98.49559157 98.49559157 98.49559157 98.49559157 98.78565011 98.78565011 100.7353669 98.13574451 98.13574451 98.13574451 99.14355704 99.14355704]'; - nvib = [5 5 5 5 5 4.972174658 4.972174658 4.924779578 4.924779578 4.924779578 4.924779578 4.939282505 4.939282505 5.036768344 4.906787226 4.906787226 4.906787226 4.957177852 4.957177852]'; -***** assert(negvolidx(c, v), nvia, 1e-5) -***** assert(negvolidx([c' v']), nvia, 1e-5) -***** assert(negvolidx(c, v, 5), nvib, 1e-5) -***** assert(negvolidx([c' v'], 5), nvib, 1e-5) -4 tests, 4 passed, 0 known failure, 0 skipped -[inst/posvolidx.m] ->>>>> /build/octave-financial-0.5.3/inst/posvolidx.m -***** shared c, v, pvia, pvib - c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; - v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28]; - pvia = [100 100.7575758 101.0249554 101.9607843 104.0998217 104.0998217 103.4276318 103.4276318 103.4276318 105.7488389 106.1059477 106.1059477 108.242309 108.242309 108.242309 107.9734953 104.7029289 104.7029289 102.9290546]'; - pvib = [5 5.037878788 5.051247772 5.098039216 5.204991087 5.204991087 5.171381588 5.171381588 5.171381588 5.287441943 5.305297383 5.305297383 5.412115451 5.412115451 5.412115451 5.398674767 5.235146444 5.235146444 5.14645273]'; -***** assert(posvolidx(c, v), pvia, 1e-5) -***** assert(posvolidx([c' v']), pvia, 1e-5) -***** assert(posvolidx(c, v, 5), pvib, 1e-5) -***** assert(posvolidx([c' v'], 5), pvib, 1e-5) -4 tests, 4 passed, 0 known failure, 0 skipped -[inst/blslambda.m] ->>>>> /build/octave-financial-0.5.3/inst/blslambda.m -***** test - [CallEl, PutEl] = blslambda (90:10:110, 100, 0.04, 1, 0.2); - assert (CallEl, [7.7536 6.2258 5.0647], 1e-4) - assert (PutEl, [-4.8955 -6.3639 -7.8941], 1e-4) -***** test - [CallEl, PutEl] = blslambda (90:10:110, 100, 0.04, 1, 0.2, 0.01); - assert (CallEl, [7.9108 6.3601 5.1762], 1e-4) - assert (PutEl, [-4.7695 -6.2139 -7.7255], 1e-4) -***** error blslambda () -***** error blslambda (1) -***** error blslambda (1, 2) -***** error blslambda (1, 2, 3) -***** error blslambda (1, 2, 3, 4) -7 tests, 7 passed, 0 known failure, 0 skipped -[inst/x2mdate.m] ->>>>> /build/octave-financial-0.5.3/inst/x2mdate.m -***** assert(x2mdate(39448), datenum(2008, 1, 1)) -***** assert(x2mdate([39083 39448]), datenum(2007:2008, 1, 1)) -***** assert(x2mdate(2), datenum(1900, 1, 1)) -***** assert(x2mdate(1, 0, "ExcelBug"), datenum(1900, 1, 1)) -***** assert(x2mdate(0, 1), datenum(1904, 1, 1)) -5 tests, 5 passed, 0 known failure, 0 skipped -[inst/yeardays.m] ->>>>> /build/octave-financial-0.5.3/inst/yeardays.m -***** assert(yeardays(2000), 366) -***** assert(yeardays(2001), 365) -***** assert(yeardays(2000:2004), [366 365 365 365 366]) -***** assert(yeardays(2000, 0), 366) -***** assert(yeardays(2000, 1), 360) -***** assert(yeardays(2000, 2), 360) -***** assert(yeardays(2000, 3), 365) -***** assert(yeardays(2000, 4), 360) -***** assert(yeardays(2000, 5), 360) -***** assert(yeardays(2000, 6), 360) -***** assert(yeardays(2000, 7), 365) -***** assert(yeardays(2000, 8), 366) -***** assert(yeardays(2000, 9), 360) -***** assert(yeardays(2000, 10), 365) -***** assert(yeardays(2000, 11), 360) -15 tests, 15 passed, 0 known failure, 0 skipped -[inst/months.m] ->>>>> /build/octave-financial-0.5.3/inst/months.m -***** assert(months('may 31 2004', 'jun 30 2004'), 1) -***** assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004'), [1;1]) -***** assert(months('may 31 2004', 'jun 30 2004', 1), 1) -***** assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004', 1), [1;1]) -***** assert(months('may 31 2004', 'jun 30 2004', 0), 0) -***** assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004', 0), [0;1]) -***** assert(months('jun 30 2005', 'june 30 2006'), 12) -***** assert(months('jun 30 2005', 'june 29 2006'), 11) -8 tests, 8 passed, 0 known failure, 0 skipped -[inst/thirdwednesday.m] ->>>>> /build/octave-financial-0.5.3/inst/thirdwednesday.m -***** shared m, y, bt, et - m = (1:12)'; - y = 2008; - bt = datenum(2008, m, [16;20;19;16;21;18;16;20;17;15;19;17]); - et = datenum([2008*ones(9,1);2009*ones(3,1)], [4:12 1:3]', [16;20;19;16;21;18;16;20;17;15;19;17]); -***** test - [b e] = thirdwednesday (m, y); - assert(b, bt) - assert(e, et) +[inst/gbm.m] +>>>>> /build/octave-financial-0.5.3/inst/gbm.m ***** test - [b e] = thirdwednesday (m', y); - assert(b, bt') - assert(e, et') + AssetPrice = 100.; RiskFreeRate = 0.04; Dividends = 0.01; Volatility = 0.2; ExpiryTime = 1.; + Simulations = 1e6; Timesteps = 10; + SDE = gbm (RiskFreeRate - Dividends, Volatility, "StartState", AssetPrice); + [Paths, ~, ~] = simByEuler (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true); + Strike = 100.; + CallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (Paths(end, 1, :) - Strike, 0.)); + [Call, ~] = blsprice (AssetPrice, Strike, RiskFreeRate, ExpiryTime, Volatility, Dividends); + assert (CallApproximate, Call, 1e-1); +1 test, 1 passed, 0 known failure, 0 skipped +[inst/minute.m] +>>>>> /build/octave-financial-0.5.3/inst/minute.m +***** assert (minute (451482.906781456), 45) +***** assert (minute ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 56) +2 tests, 2 passed, 0 known failure, 0 skipped +[inst/@sde/simulate.m] +>>>>> /build/octave-financial-0.5.3/inst/@sde/simulate.m +***** error simulate () +***** error simulate (1) 2 tests, 2 passed, 0 known failure, 0 skipped [inst/@sde/sde.m] >>>>> /build/octave-financial-0.5.3/inst/@sde/sde.m @@ -2386,11 +2151,6 @@ ***** error sde (1, 2) ***** error sde (1, 2, "OptionName") 4 tests, 4 passed, 0 known failure, 0 skipped -[inst/@sde/simulate.m] ->>>>> /build/octave-financial-0.5.3/inst/@sde/simulate.m -***** error simulate () -***** error simulate (1) -2 tests, 2 passed, 0 known failure, 0 skipped [inst/@sde/simByEuler.m] >>>>> /build/octave-financial-0.5.3/inst/@sde/simByEuler.m ***** test @@ -2424,95 +2184,29 @@ ***** error simByEuler(1) ***** error simByEuler("invalid type", 1) 5 tests, 5 passed, 0 known failure, 0 skipped -[inst/blsvega.m] ->>>>> /build/octave-financial-0.5.3/inst/blsvega.m -***** test -***** error blsvega () -***** error blsvega (1) -***** error blsvega (1, 2) -***** error blsvega (1, 2, 3) -***** error blsvega (1, 2, 3, 4) -6 tests, 6 passed, 0 known failure, 0 skipped -[inst/movavg.m] ->>>>> /build/octave-financial-0.5.3/inst/movavg.m -***** shared a - a = [1 2 3 2 4 2 1]; -***** test - [s l] = movavg(a, 2, 4); - assert(s, [1 1.5 2.5 2.5 3 3 1.5]) - assert(l, [1 1.5 2 2 2.75 2.75 2.25]) -***** test - [s l] = movavg(a', 2, 4); - assert(s, [1;1.5;2.5;2.5;3;3;1.5]) - assert(l, [1;1.5;2;2;2.75;2.75;2.25]) -***** test - [s l] = movavg(a, 3, 4, 1); - assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps) - assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps) -3 tests, 3 passed, 0 known failure, 0 skipped -[inst/eomdate.m] ->>>>> /build/octave-financial-0.5.3/inst/eomdate.m -***** assert(eomdate(2008, 2), datenum(2008, 2, 29)) -***** assert(eomdate(2007, 2), datenum(2007, 2, 28)) -***** assert(eomdate([2008 2007], [3 4]), [datenum(2008, 3, 31) datenum(2007, 4, 30)]) -***** assert(eomdate([2008;2007], [3;4]), [datenum(2008, 3, 31);datenum(2007, 4, 30)]) -4 tests, 4 passed, 0 known failure, 0 skipped -[inst/m2xdate.m] ->>>>> /build/octave-financial-0.5.3/inst/m2xdate.m -***** assert(m2xdate(datenum(2008, 1, 1)), 39448) -***** assert(m2xdate(datenum(2007:2008, 1, 1)), [39083 39448]) -***** assert(m2xdate(datenum(1900, 1, 1)), 2) -***** assert(m2xdate(datenum(1900, 1, 1), 0, "ExcelBug"), 1) -***** assert(m2xdate(datenum(1904, 1, 1), 1), 0) -5 tests, 5 passed, 0 known failure, 0 skipped [inst/daysact.m] >>>>> /build/octave-financial-0.5.3/inst/daysact.m ***** assert (daysact ("01-Jan-2007", ["10-Jan-2007"; "23-Feb-2007"; "23-Jul-2007"]), [9;53;203]) ***** assert (daysact ("7-sep-2002", "25-dec-2002"), 109) 2 tests, 2 passed, 0 known failure, 0 skipped -[inst/taxedrr.m] ->>>>> /build/octave-financial-0.5.3/inst/taxedrr.m -***** assert (taxedrr (0.12, 0.30), 0.084, 10*eps) -***** assert (taxedrr (0.12, 0), 0.12, 10*eps) -***** assert (taxedrr (0.12, 1), 0, 10*eps) -3 tests, 3 passed, 0 known failure, 0 skipped -[inst/isbusday.m] ->>>>> /build/octave-financial-0.5.3/inst/isbusday.m -***** assert(isbusday(datenum(2008,1,2)), true()) -***** assert(isbusday(datenum(2008,1,1)), false()) -***** assert(isbusday(datenum(2008,1,1), []), false()) -***** assert(isbusday(datenum(2008,2,2)), false()) -***** assert(isbusday(datenum(2008,1,2), datenum(2008,1,2)), false()) -***** assert(isbusday(datenum(2008,1,2), [], zeros(1,7)), true()) -***** assert(isbusday(datenum(2008,1,2), [], ones(1,7)), false()) -***** assert(isbusday([datenum(2008,1,2) datenum(2008,2,2)]), [true() false()]) -***** assert(isbusday([datenum(2008,1,2);datenum(2008,2,2)]), [true();false()]) -9 tests, 9 passed, 0 known failure, 0 skipped -[inst/macd.m] ->>>>> /build/octave-financial-0.5.3/inst/macd.m -***** shared d, m, n, a, b - d = [46.84 47.07 45.92 47.24 47.64 47.3 48.22 46.98 46.41 44.78 46.29 47.99 47.47 49.19 48.85 48.13 49.13 50.91 51.01 50.48 50.88 51.2 50.85 50.16 48.44 49.1 47.67 45.43 46.47 48.76 50.08 50.74 51.91 51.11 49.36 48.96 49.28 49.02 48.24 49.71]; - m = [NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 1.10928 0.87603 0.50460 0.29081 0.30268 0.41383 0.54884 0.74170 0.82053 0.73334 0.62476 0.55810 0.47877 0.34894 0.36051]; - n = [NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 0.66262 0.67677 0.66636 0.64471 0.61152 0.55901 0.51931]; - [a, b] = macd (d); -***** assert([a, b], [m, n], 0.0001) - [a, b] = macd (d, 1); -***** assert([a, b], [m, n], 0.0001) - [a, b] = macd (d', 2); -***** assert([a, b], [m, n], 0.0001) +[inst/negvolidx.m] +>>>>> /build/octave-financial-0.5.3/inst/negvolidx.m +***** shared c, v, nvia, nvib + c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; + v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28]; + nvia = [100 100 100 100 100 99.44349315 99.44349315 98.49559157 98.49559157 98.49559157 98.49559157 98.78565011 98.78565011 100.7353669 98.13574451 98.13574451 98.13574451 99.14355704 99.14355704]'; + nvib = [5 5 5 5 5 4.972174658 4.972174658 4.924779578 4.924779578 4.924779578 4.924779578 4.939282505 4.939282505 5.036768344 4.906787226 4.906787226 4.906787226 4.957177852 4.957177852]'; +***** assert(negvolidx(c, v), nvia, 1e-5) +***** assert(negvolidx([c' v']), nvia, 1e-5) +***** assert(negvolidx(c, v, 5), nvib, 1e-5) +***** assert(negvolidx([c' v'], 5), nvib, 1e-5) +4 tests, 4 passed, 0 known failure, 0 skipped +[inst/fbusdate.m] +>>>>> /build/octave-financial-0.5.3/inst/fbusdate.m +***** assert(fbusdate(2008,2), datenum(2008,2,1)) +***** assert(fbusdate(2008,1), datenum(2008,1,2)) +***** assert(fbusdate(2008,3), datenum(2008,3,3)) 3 tests, 3 passed, 0 known failure, 0 skipped -[inst/nomrr.m] ->>>>> /build/octave-financial-0.5.3/inst/nomrr.m -***** assert (nomrr (0.0938, 12), 0.09, 0.00005) -1 test, 1 passed, 0 known failure, 0 skipped -[inst/hhigh.m] ->>>>> /build/octave-financial-0.5.3/inst/hhigh.m -***** shared c, h - c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21 25]; - h = [22.44 22.61 22.67 22.88 23.36 23.36 23.36 23.36 23.36 23.69 23.77 23.84 24.32 24.8 24.8 24.8 24.8 24.8 24.8 25]; -***** assert(hhigh(c), h) -***** assert(hhigh(c'), h') -2 tests, 2 passed, 0 known failure, 0 skipped [inst/nweekdate.m] >>>>> /build/octave-financial-0.5.3/inst/nweekdate.m ***** assert(nweekdate(1, 4, 2008, 1), datenum(2008, 1, 2)) @@ -2528,23 +2222,22 @@ ***** assert(nweekdate('lweekdate', 4, 2008, 1), datenum(2008, 1, 30)) ***** assert(nweekdate('lweekdate', 4, 2008, 1, 6), datenum(2008, 1, 23)) 12 tests, 12 passed, 0 known failure, 0 skipped -[inst/hour.m] ->>>>> /build/octave-financial-0.5.3/inst/hour.m -***** assert (hour (451482.906781456), 21) -***** assert (hour ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 11) +[inst/months.m] +>>>>> /build/octave-financial-0.5.3/inst/months.m +***** assert(months('may 31 2004', 'jun 30 2004'), 1) +***** assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004'), [1;1]) +***** assert(months('may 31 2004', 'jun 30 2004', 1), 1) +***** assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004', 1), [1;1]) +***** assert(months('may 31 2004', 'jun 30 2004', 0), 0) +***** assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004', 0), [0;1]) +***** assert(months('jun 30 2005', 'june 30 2006'), 12) +***** assert(months('jun 30 2005', 'june 29 2006'), 11) +8 tests, 8 passed, 0 known failure, 0 skipped +[inst/day.m] +>>>>> /build/octave-financial-0.5.3/inst/day.m +***** assert (day (523383), 21); +***** assert (day ("12-02-34", "mm-dd-yy"), 2); 2 tests, 2 passed, 0 known failure, 0 skipped -[inst/blsdelta.m] ->>>>> /build/octave-financial-0.5.3/inst/blsdelta.m -***** test - [CallDelta, PutDelta] = blsdelta (90:10:110, 100, 0.04, 1, 0.2, 0.01); - assert (CallDelta, [0.3871 0.5927 0.7586], 1e-4) - assert (PutDelta, [-0.6030 -0.3973 -0.2314], 1e-4) -***** error blsdelta () -***** error blsdelta (1) -***** error blsdelta (1, 2) -***** error blsdelta (1, 2, 3) -***** error blsdelta (1, 2, 3, 4) -6 tests, 6 passed, 0 known failure, 0 skipped [inst/opprofit.m] >>>>> /build/octave-financial-0.5.3/inst/opprofit.m ***** assert (opprofit (100, 90, 4, 0, 0), 6) @@ -2559,16 +2252,91 @@ ***** error opprofit (1, 2, 3, 4, 0) ***** error opprofit (1, 2, 3, 0, 5) 11 tests, 11 passed, 0 known failure, 0 skipped -[inst/blkimpv.m] ->>>>> /build/octave-financial-0.5.3/inst/blkimpv.m -***** assert (blkimpv (90, 100, 0.04, 1, [3.4484 13.0563], 1, 1e-6, [1 0]), [0.2 0.2], 1e-4) -***** error blkimpv () -***** error blkimpv (1) -***** error blkimpv (1, 2) -***** error blkimpv (1, 2, 3) -***** error blkimpv (1, 2, 3, 4) -***** error blkimpv (1, 2, 3, 4, 5, 6, 7, 8, 2) -7 tests, 7 passed, 0 known failure, 0 skipped +[inst/cfdur.m] +>>>>> /build/octave-financial-0.5.3/inst/cfdur.m +***** demo + cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; + yield = 0.025; + [ duration, modDuration ] = cfdur( cf, yield ); + %-------------------------------------------------- + % Input cash flow and yield, output duration and modified duration +***** test + cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; + [dur modDur] = cfdur( cf, 0.025 ); + errVal1 = round(dur*(1e+4))*(1e-4) - 8.9709; + errVal2 = round(modDur*(1e+4))*(1e-4) - 8.7521; + assert( errVal1, 0 ) + assert( errVal2, 0 ) +1 test, 1 passed, 0 known failure, 0 skipped +[inst/yeardays.m] +>>>>> /build/octave-financial-0.5.3/inst/yeardays.m +***** assert(yeardays(2000), 366) +***** assert(yeardays(2001), 365) +***** assert(yeardays(2000:2004), [366 365 365 365 366]) +***** assert(yeardays(2000, 0), 366) +***** assert(yeardays(2000, 1), 360) +***** assert(yeardays(2000, 2), 360) +***** assert(yeardays(2000, 3), 365) +***** assert(yeardays(2000, 4), 360) +***** assert(yeardays(2000, 5), 360) +***** assert(yeardays(2000, 6), 360) +***** assert(yeardays(2000, 7), 365) +***** assert(yeardays(2000, 8), 366) +***** assert(yeardays(2000, 9), 360) +***** assert(yeardays(2000, 10), 365) +***** assert(yeardays(2000, 11), 360) +15 tests, 15 passed, 0 known failure, 0 skipped +[inst/year.m] +>>>>> /build/octave-financial-0.5.3/inst/year.m +***** assert (year (523383), 1432); +***** assert (year ("12-02-34", "mm-dd-yy"), 2034); +***** assert (year ([728647 728848]), [1994 1995]); +***** assert (year ([728647; 728848]), [1994; 1995]); +***** assert (year ({"12-02-34", "12-02-85"}, "mm-dd-yy"), [2034 1985]); +***** assert (year ({"12-02-34"; "12-02-85"}, "mm-dd-yy"), [2034; 1985]); +6 tests, 6 passed, 0 known failure, 0 skipped +[inst/weeknum.m] +>>>>> /build/octave-financial-0.5.3/inst/weeknum.m +***** assert (weeknum (728647), 52) +***** assert (weeknum ([728647 728848]), [52 27]) +***** assert (weeknum ([728647 ;728648]), [52 ;52]) +***** assert (weeknum ([736413 736813 ; 737213 737613]), [13 17 ; 22 28]) +***** assert (weeknum (datenum (2005, 01, 01), 2, 1), 53) +***** assert (weeknum (datenum (2005, 01, 02), 2, 1), 53) +***** assert (weeknum (datenum (2005, 12, 31), 2, 1), 52) +***** assert (weeknum (datenum (2007, 01, 01), 2, 1), 1) +***** assert (weeknum (datenum (2007, 12, 30), 2, 1), 52) +***** assert (weeknum (datenum (2007, 12, 31), 2, 1), 1) +***** assert (weeknum (datenum (2008, 01, 01), 2, 1), 1) +***** assert (weeknum (datenum (2008, 12, 28), 2, 1), 52) +***** assert (weeknum (datenum (2008, 12, 29), 2, 1), 1) +***** assert (weeknum (datenum (2008, 12, 30), 2, 1), 1) +***** assert (weeknum (datenum (2008, 12, 31), 2, 1), 1) +***** assert (weeknum (datenum (2009, 01, 01), 2, 1), 1) +***** assert (weeknum (datenum (2009, 12, 31), 2, 1), 53) +***** assert (weeknum (datenum (2010, 01, 01), 2, 1), 53) +***** assert (weeknum (datenum (2010, 01, 02), 2, 1), 53) +***** assert (weeknum (datenum (2010, 01, 03), 2, 1), 53) +***** assert (weeknum ([datenum(2005, 1, 1) datenum(2008, 12, 29)], 2, 1), [53 1]) +***** test + [n, y] = weeknum (datenum (2010, 1, 3), 2, 1); + assert ([n y],[53 2009]) +***** demo + d = datenum (2014, 12, 29); + [w, y] = weeknum (datenum (2014, 12, 29), 2, 1); + disp(['In ISO8601 ' datestr(d) ' is week ' num2str(w) ' of year ' num2str(y)]) + disp(['Octave default weeknumber for ' datestr(d) ' is ' num2str(weeknum (d))]) +22 tests, 22 passed, 0 known failure, 0 skipped +[inst/mirr.m] +>>>>> /build/octave-financial-0.5.3/inst/mirr.m +***** assert (mirr ([-100000 20000 -10000 30000 38000 50000], 0.09, 0.12), 0.0832, 0.00005) +1 test, 1 passed, 0 known failure, 0 skipped +[inst/taxedrr.m] +>>>>> /build/octave-financial-0.5.3/inst/taxedrr.m +***** assert (taxedrr (0.12, 0.30), 0.084, 10*eps) +***** assert (taxedrr (0.12, 0), 0.12, 10*eps) +***** assert (taxedrr (0.12, 1), 0, 10*eps) +3 tests, 3 passed, 0 known failure, 0 skipped [inst/cov2corr.m] >>>>> /build/octave-financial-0.5.3/inst/cov2corr.m ***** demo @@ -2583,32 +2351,58 @@ assert( sigma, [0.5 2.0] ) assert( corr, [1.0 -0.5; -0.5 1.0] ); 1 test, 1 passed, 0 known failure, 0 skipped -[inst/cfconv.m] ->>>>> /build/octave-financial-0.5.3/inst/cfconv.m +[inst/corr2cov.m] +>>>>> /build/octave-financial-0.5.3/inst/corr2cov.m ***** demo - cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; - yield = 0.025; - cfConv = cfconv( cf, yield ); + sigma = [ 0.5 2.0 ]; + corr = [ 1.0 -0.5; -0.5 1.0 ]; + cov = corr2cov( sigma, corr ); %-------------------------------------------------- - % Input cash flow and yield, output convexity + % Input standard deviations and correlation matrix, output covariance + % matrix ***** test - cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; - cfConv = cfconv( cf, 0.025 ); - errVal = round(cfConv*(1e+4))*(1e-4) - 90.4493; - errVal = round(errVal*(1e+10)); - assert(errVal, 0) + sigma = [0.5 2.0]; + corr = [1.0 -0.5; -0.5 1.0]; + cov = corr2cov( sigma, corr ); + assert( cov, [ 0.25 -0.5; -0.5 4.0 ] ) 1 test, 1 passed, 0 known failure, 0 skipped -[inst/bolling.m] ->>>>> /build/octave-financial-0.5.3/inst/bolling.m -***** error bolling () -***** error bolling (1) -***** error bolling (1, 2) -***** error bolling ("invalid", "type") -4 tests, 4 passed, 0 known failure, 0 skipped -[inst/minute.m] ->>>>> /build/octave-financial-0.5.3/inst/minute.m -***** assert (minute (451482.906781456), 45) -***** assert (minute ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 56) +[inst/blkimpv.m] +>>>>> /build/octave-financial-0.5.3/inst/blkimpv.m +***** assert (blkimpv (90, 100, 0.04, 1, [3.4484 13.0563], 1, 1e-6, [1 0]), [0.2 0.2], 1e-4) +***** error blkimpv () +***** error blkimpv (1) +***** error blkimpv (1, 2) +***** error blkimpv (1, 2, 3) +***** error blkimpv (1, 2, 3, 4) +***** error blkimpv (1, 2, 3, 4, 5, 6, 7, 8, 2) +7 tests, 7 passed, 0 known failure, 0 skipped +[inst/busdate.m] +>>>>> /build/octave-financial-0.5.3/inst/busdate.m +***** assert(busdate(datenum(2008,1,2)), datenum(2008,1,3)) +***** assert(busdate(datenum(2007,12,31)), datenum(2008,1,2)) +***** assert(busdate(datenum(2007,1,5)), datenum(2007,1,8)) +***** assert(busdate(datenum(2007,1,6)), datenum(2007,1,8)) +***** assert(busdate(datenum(2008,1,3), -1), datenum(2008,1,2)) +***** assert(busdate(datenum(2008,1,2), -1), datenum(2007,12,31)) +***** assert(busdate(datenum(2008,1,2), -1, datenum(2007,1,1):datenum(2008,1,1)), datenum(2006,12,29)) +***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)]), [datenum(2008,1,3) datenum(2007,1,3)]) +***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], [1 1]), [datenum(2008,1,3) datenum(2007,1,3)]) +***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], 1), [datenum(2008,1,3) datenum(2007,1,3)]) +***** assert(busdate([datenum(2008,1,2);datenum(2007,1,1)], [1;1]), [datenum(2008,1,3);datenum(2007,1,3)]) +***** assert(busdate([datenum(2008,1,2);datenum(2007,1,2)], [1;-1]), [datenum(2008,1,3);datenum(2006,12,29)]) +***** assert(busdate(datenum(2008,1,2), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,3)) +***** assert(busdate(datenum(2008,1,4), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,5)) +***** assert(busdate(datenum(2008,1,5), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7)) +***** assert(busdate(datenum(2008,1,6), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7)) +***** assert(busdate(datenum(2008,1,1), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 1 1 1 1 1 0]), datenum(2008,1,5)) +17 tests, 17 passed, 0 known failure, 0 skipped +[inst/hhigh.m] +>>>>> /build/octave-financial-0.5.3/inst/hhigh.m +***** shared c, h + c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21 25]; + h = [22.44 22.61 22.67 22.88 23.36 23.36 23.36 23.36 23.36 23.69 23.77 23.84 24.32 24.8 24.8 24.8 24.8 24.8 24.8 25]; +***** assert(hhigh(c), h) +***** assert(hhigh(c'), h') 2 tests, 2 passed, 0 known failure, 0 skipped [inst/blsprice.m] >>>>> /build/octave-financial-0.5.3/inst/blsprice.m @@ -2624,6 +2418,136 @@ ***** error blsprice ("invalid", "type", "argument", 4, 5) ***** error blsprice ({1, 2, 3}, [2 7 8], [8 3 1], 4, 10) 8 tests, 8 passed, 0 known failure, 0 skipped +[inst/blstheta.m] +>>>>> /build/octave-financial-0.5.3/inst/blstheta.m +***** test + [CallTheta, PutTheta] = blstheta (90:10:110, 100, 0.04, 1, 0.2, 0.01); + assert (CallTheta, [-4.2901 -5.2337 -5.1954], 1e-4) + assert (PutTheta, [-1.3380 -2.3806 -2.4413], 1e-4) +***** error blstheta () +***** error blstheta (1) +***** error blstheta (1, 2) +***** error blstheta (1, 2, 3) +***** error blstheta (1, 2, 3, 4) +6 tests, 6 passed, 0 known failure, 0 skipped +[inst/easter.m] +>>>>> /build/octave-financial-0.5.3/inst/easter.m +***** assert(easter(1990), datenum(1990, 4, 15)) +***** assert(easter(1991), datenum(1991, 3, 31)) +***** assert(easter(1992), datenum(1992, 4, 19)) +***** assert(easter(1993), datenum(1993, 4, 11)) +***** assert(easter(1994), datenum(1994, 4, 3)) +***** assert(easter(1995), datenum(1995, 4, 16)) +***** assert(easter(1996), datenum(1996, 4, 7)) +***** assert(easter(1997), datenum(1997, 3, 30)) +***** assert(easter(1998), datenum(1998, 4, 12)) +***** assert(easter(1999), datenum(1999, 4, 4)) +***** assert(easter([2000 2001]), [datenum(2000, 4, 23) datenum(2001, 4, 15)]) +***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)]) +***** assert(easter([2004 2005;2006 2007;2008 2009]), [datenum(2004, 4, 11) datenum(2005, 3, 27);datenum(2006, 4, 16) datenum(2007, 4, 8);datenum(2008, 3, 23) datenum(2009, 4, 12)]) +***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)]) +14 tests, 14 passed, 0 known failure, 0 skipped +[inst/binprice.m] +>>>>> /build/octave-financial-0.5.3/inst/binprice.m +***** test + [AssetPrice, OptionValue] = binprice (100, 100, 0.04, 1, 0.25, 0.2, 0, 0.01); + assert (OptionValue(1:2,1:2), [6.4701 2.2159; 0 11.0776], 1e-4) +***** error binprice () +***** error binprice (1) +***** error binprice (1, 2) +***** error binprice (1, 2, 3) +***** error binprice (1, 2, 3, 4) +***** error binprice (1, 2, 3, 4, 5) +***** error binprice (1, 2, 3, 4, 5, 6) +8 tests, 8 passed, 0 known failure, 0 skipped +[inst/nomrr.m] +>>>>> /build/octave-financial-0.5.3/inst/nomrr.m +***** assert (nomrr (0.0938, 12), 0.09, 0.00005) +1 test, 1 passed, 0 known failure, 0 skipped +[inst/effrr.m] +>>>>> /build/octave-financial-0.5.3/inst/effrr.m +***** assert (effrr (0.09, 12), 0.0938, 0.00005) +1 test, 1 passed, 0 known failure, 0 skipped +[inst/blslambda.m] +>>>>> /build/octave-financial-0.5.3/inst/blslambda.m +***** test + [CallEl, PutEl] = blslambda (90:10:110, 100, 0.04, 1, 0.2); + assert (CallEl, [7.7536 6.2258 5.0647], 1e-4) + assert (PutEl, [-4.8955 -6.3639 -7.8941], 1e-4) +***** test + [CallEl, PutEl] = blslambda (90:10:110, 100, 0.04, 1, 0.2, 0.01); + assert (CallEl, [7.9108 6.3601 5.1762], 1e-4) + assert (PutEl, [-4.7695 -6.2139 -7.7255], 1e-4) +***** error blslambda () +***** error blslambda (1) +***** error blslambda (1, 2) +***** error blslambda (1, 2, 3) +***** error blslambda (1, 2, 3, 4) +7 tests, 7 passed, 0 known failure, 0 skipped +[inst/macd.m] +>>>>> /build/octave-financial-0.5.3/inst/macd.m +***** shared d, m, n, a, b + d = [46.84 47.07 45.92 47.24 47.64 47.3 48.22 46.98 46.41 44.78 46.29 47.99 47.47 49.19 48.85 48.13 49.13 50.91 51.01 50.48 50.88 51.2 50.85 50.16 48.44 49.1 47.67 45.43 46.47 48.76 50.08 50.74 51.91 51.11 49.36 48.96 49.28 49.02 48.24 49.71]; + m = [NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 1.10928 0.87603 0.50460 0.29081 0.30268 0.41383 0.54884 0.74170 0.82053 0.73334 0.62476 0.55810 0.47877 0.34894 0.36051]; + n = [NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 0.66262 0.67677 0.66636 0.64471 0.61152 0.55901 0.51931]; + [a, b] = macd (d); +***** assert([a, b], [m, n], 0.0001) + [a, b] = macd (d, 1); +***** assert([a, b], [m, n], 0.0001) + [a, b] = macd (d', 2); +***** assert([a, b], [m, n], 0.0001) +3 tests, 3 passed, 0 known failure, 0 skipped +[inst/blsdelta.m] +>>>>> /build/octave-financial-0.5.3/inst/blsdelta.m +***** test + [CallDelta, PutDelta] = blsdelta (90:10:110, 100, 0.04, 1, 0.2, 0.01); + assert (CallDelta, [0.3871 0.5927 0.7586], 1e-4) + assert (PutDelta, [-0.6030 -0.3973 -0.2314], 1e-4) +***** error blsdelta () +***** error blsdelta (1) +***** error blsdelta (1, 2) +***** error blsdelta (1, 2, 3) +***** error blsdelta (1, 2, 3, 4) +6 tests, 6 passed, 0 known failure, 0 skipped +[inst/posvolidx.m] +>>>>> /build/octave-financial-0.5.3/inst/posvolidx.m +***** shared c, v, pvia, pvib + c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; + v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28]; + pvia = [100 100.7575758 101.0249554 101.9607843 104.0998217 104.0998217 103.4276318 103.4276318 103.4276318 105.7488389 106.1059477 106.1059477 108.242309 108.242309 108.242309 107.9734953 104.7029289 104.7029289 102.9290546]'; + pvib = [5 5.037878788 5.051247772 5.098039216 5.204991087 5.204991087 5.171381588 5.171381588 5.171381588 5.287441943 5.305297383 5.305297383 5.412115451 5.412115451 5.412115451 5.398674767 5.235146444 5.235146444 5.14645273]'; +***** assert(posvolidx(c, v), pvia, 1e-5) +***** assert(posvolidx([c' v']), pvia, 1e-5) +***** assert(posvolidx(c, v, 5), pvib, 1e-5) +***** assert(posvolidx([c' v'], 5), pvib, 1e-5) +4 tests, 4 passed, 0 known failure, 0 skipped +[inst/cfconv.m] +>>>>> /build/octave-financial-0.5.3/inst/cfconv.m +***** demo + cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; + yield = 0.025; + cfConv = cfconv( cf, yield ); + %-------------------------------------------------- + % Input cash flow and yield, output convexity +***** test + cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5]; + cfConv = cfconv( cf, 0.025 ); + errVal = round(cfConv*(1e+4))*(1e-4) - 90.4493; + errVal = round(errVal*(1e+10)); + assert(errVal, 0) +1 test, 1 passed, 0 known failure, 0 skipped +[inst/holidays.m] +>>>>> /build/octave-financial-0.5.3/inst/holidays.m +***** assert(holidays("jan 1 1999", "jan 1 1998"), zeros(0,1)); # return empty when startdate is after enddate +***** assert(holidays("mar 5 2008", "mar 8 2008"), zeros(0,1)); +***** assert(holidays(datenum(2008,3,5), datenum(2008,3,5)), zeros(0,1)); +***** assert(holidays(datenum(2008,1,1), datenum(2008,1,1)), datenum(2008,1,1)); +***** assert (holidays ("jan 1 2010", "mar 1 2010"), [734139; 734156; 734184]); +***** assert (holidays (datenum (2010, 1, 1), datenum (2010, 3, 1)), [734139; 734156; 734184]); +***** assert (holidays ("dec 29 2004", "jan 2 2005"), zeros (0, 1)); +***** assert (holidays ("dec 29 2005", "jan 2 2006"), datenum (2006 ,1 ,2)); +***** assert(holidays(datenum(2004,1,1), datenum(2004,12,31)), datenum(2004*ones(10,1), [1;1;2;4;5;6;7;9;11;12], [1;19;16;9;31;11;5;6;25;24])); +9 tests, 9 passed, 0 known failure, 0 skipped [inst/llow.m] >>>>> /build/octave-financial-0.5.3/inst/llow.m ***** shared c, l @@ -2632,14 +2556,97 @@ ***** assert(llow(c), l) ***** assert(llow(c'), l') 2 tests, 2 passed, 0 known failure, 0 skipped -[inst/onbalvol.m] ->>>>> /build/octave-financial-0.5.3/inst/onbalvol.m -***** shared c, v, obv - c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; - v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28]; - obv = [0 12 35 60 94 82 50 35 50 84 138 150 236 281 249 173 84 97 69]'; -***** assert(onbalvol(c, v), obv) -***** assert(onbalvol([c' v']), obv) +[inst/month.m] +>>>>> /build/octave-financial-0.5.3/inst/month.m +***** assert (nthargout (1:2, @month, 523383), {12 "Dec"}); +***** assert (nthargout (1:2, @month, "12-02-34", "mm-dd-yy"), {12 "Dec"}); +2 tests, 2 passed, 0 known failure, 0 skipped +[inst/second.m] +>>>>> /build/octave-financial-0.5.3/inst/second.m +***** assert (second (451482.906781456), 45.918, 0.01) +***** assert (second ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 34) +2 tests, 2 passed, 0 known failure, 0 skipped +[inst/blsgamma.m] +>>>>> /build/octave-financial-0.5.3/inst/blsgamma.m +***** error blsgamma () +***** error blsgamma (1) +***** error blsgamma (1, 2) +***** error blsgamma (1, 2, 3) +***** error blsgamma (1, 2, 3, 4) +5 tests, 5 passed, 0 known failure, 0 skipped +[inst/isbusday.m] +>>>>> /build/octave-financial-0.5.3/inst/isbusday.m +***** assert(isbusday(datenum(2008,1,2)), true()) +***** assert(isbusday(datenum(2008,1,1)), false()) +***** assert(isbusday(datenum(2008,1,1), []), false()) +***** assert(isbusday(datenum(2008,2,2)), false()) +***** assert(isbusday(datenum(2008,1,2), datenum(2008,1,2)), false()) +***** assert(isbusday(datenum(2008,1,2), [], zeros(1,7)), true()) +***** assert(isbusday(datenum(2008,1,2), [], ones(1,7)), false()) +***** assert(isbusday([datenum(2008,1,2) datenum(2008,2,2)]), [true() false()]) +***** assert(isbusday([datenum(2008,1,2);datenum(2008,2,2)]), [true();false()]) +9 tests, 9 passed, 0 known failure, 0 skipped +[inst/blkprice.m] +>>>>> /build/octave-financial-0.5.3/inst/blkprice.m +***** test + [Call, Put] = blkprice (90:10:110, 100, 0.04, 1, 0.2); + assert (Call, [3.4484 7.6532 13.7316], 1e-4) + assert (Put, [13.0563 7.6532 4.1237], 1e-4) +***** error blkprice () +***** error blkprice (1) +***** error blkprice (1, 2) +***** error blkprice (1, 2, 3) +***** error blkprice (1, 2, 3, 4) +6 tests, 6 passed, 0 known failure, 0 skipped +[inst/thirdwednesday.m] +>>>>> /build/octave-financial-0.5.3/inst/thirdwednesday.m +***** shared m, y, bt, et + m = (1:12)'; + y = 2008; + bt = datenum(2008, m, [16;20;19;16;21;18;16;20;17;15;19;17]); + et = datenum([2008*ones(9,1);2009*ones(3,1)], [4:12 1:3]', [16;20;19;16;21;18;16;20;17;15;19;17]); +***** test + [b e] = thirdwednesday (m, y); + assert(b, bt) + assert(e, et) +***** test + [b e] = thirdwednesday (m', y); + assert(b, bt') + assert(e, et') +2 tests, 2 passed, 0 known failure, 0 skipped +[inst/eomdate.m] +>>>>> /build/octave-financial-0.5.3/inst/eomdate.m +***** assert(eomdate(2008, 2), datenum(2008, 2, 29)) +***** assert(eomdate(2007, 2), datenum(2007, 2, 28)) +***** assert(eomdate([2008 2007], [3 4]), [datenum(2008, 3, 31) datenum(2007, 4, 30)]) +***** assert(eomdate([2008;2007], [3;4]), [datenum(2008, 3, 31);datenum(2007, 4, 30)]) +4 tests, 4 passed, 0 known failure, 0 skipped +[inst/hour.m] +>>>>> /build/octave-financial-0.5.3/inst/hour.m +***** assert (hour (451482.906781456), 21) +***** assert (hour ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 11) +2 tests, 2 passed, 0 known failure, 0 skipped +[inst/movavg.m] +>>>>> /build/octave-financial-0.5.3/inst/movavg.m +***** shared a + a = [1 2 3 2 4 2 1]; +***** test + [s l] = movavg(a, 2, 4); + assert(s, [1 1.5 2.5 2.5 3 3 1.5]) + assert(l, [1 1.5 2 2 2.75 2.75 2.25]) +***** test + [s l] = movavg(a', 2, 4); + assert(s, [1;1.5;2.5;2.5;3;3;1.5]) + assert(l, [1;1.5;2;2;2.75;2.75;2.25]) +***** test + [s l] = movavg(a, 3, 4, 1); + assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps) + assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps) +3 tests, 3 passed, 0 known failure, 0 skipped +[inst/datefind.m] +>>>>> /build/octave-financial-0.5.3/inst/datefind.m +***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31)), [10;20]) +***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31), 1), [9;10;11;19;20;21]) 2 tests, 2 passed, 0 known failure, 0 skipped [inst/cir.m] >>>>> /build/octave-financial-0.5.3/inst/cir.m @@ -2656,6 +2663,35 @@ Bond = A * exp (-B * InitialInterestRate); assert (BondApproximate, Bond, 1e-3); 1 test, 1 passed, 0 known failure, 0 skipped +[inst/m2xdate.m] +>>>>> /build/octave-financial-0.5.3/inst/m2xdate.m +***** assert(m2xdate(datenum(2008, 1, 1)), 39448) +***** assert(m2xdate(datenum(2007:2008, 1, 1)), [39083 39448]) +***** assert(m2xdate(datenum(1900, 1, 1)), 2) +***** assert(m2xdate(datenum(1900, 1, 1), 0, "ExcelBug"), 1) +***** assert(m2xdate(datenum(1904, 1, 1), 1), 0) +5 tests, 5 passed, 0 known failure, 0 skipped +[inst/rsindex.m] +>>>>> /build/octave-financial-0.5.3/inst/rsindex.m +***** shared c, r + c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; + r = [nan(1, 13) 85.1190 70.235 68.6684 55.6322 53.0414 49.7717]; +***** assert(rsindex(c), r, 0.0001) +***** assert(rsindex(c'), r', 0.0001) +2 tests, 2 passed, 0 known failure, 0 skipped +[inst/x2mdate.m] +>>>>> /build/octave-financial-0.5.3/inst/x2mdate.m +***** assert(x2mdate(39448), datenum(2008, 1, 1)) +***** assert(x2mdate([39083 39448]), datenum(2007:2008, 1, 1)) +***** assert(x2mdate(2), datenum(1900, 1, 1)) +***** assert(x2mdate(1, 0, "ExcelBug"), datenum(1900, 1, 1)) +***** assert(x2mdate(0, 1), datenum(1904, 1, 1)) +5 tests, 5 passed, 0 known failure, 0 skipped +[inst/lbusdate.m] +>>>>> /build/octave-financial-0.5.3/inst/lbusdate.m +***** assert(lbusdate(2008,4), datenum(2008,4,30)) +***** assert(lbusdate(2008,5), datenum(2008,5,30)) +2 tests, 2 passed, 0 known failure, 0 skipped [inst/blsrho.m] >>>>> /build/octave-financial-0.5.3/inst/blsrho.m ***** test @@ -2668,26 +2704,24 @@ ***** error blsrho (1, 2, 3) ***** error blsrho (1, 2, 3, 4) 6 tests, 6 passed, 0 known failure, 0 skipped -[inst/busdate.m] ->>>>> /build/octave-financial-0.5.3/inst/busdate.m -***** assert(busdate(datenum(2008,1,2)), datenum(2008,1,3)) -***** assert(busdate(datenum(2007,12,31)), datenum(2008,1,2)) -***** assert(busdate(datenum(2007,1,5)), datenum(2007,1,8)) -***** assert(busdate(datenum(2007,1,6)), datenum(2007,1,8)) -***** assert(busdate(datenum(2008,1,3), -1), datenum(2008,1,2)) -***** assert(busdate(datenum(2008,1,2), -1), datenum(2007,12,31)) -***** assert(busdate(datenum(2008,1,2), -1, datenum(2007,1,1):datenum(2008,1,1)), datenum(2006,12,29)) -***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)]), [datenum(2008,1,3) datenum(2007,1,3)]) -***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], [1 1]), [datenum(2008,1,3) datenum(2007,1,3)]) -***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], 1), [datenum(2008,1,3) datenum(2007,1,3)]) -***** assert(busdate([datenum(2008,1,2);datenum(2007,1,1)], [1;1]), [datenum(2008,1,3);datenum(2007,1,3)]) -***** assert(busdate([datenum(2008,1,2);datenum(2007,1,2)], [1;-1]), [datenum(2008,1,3);datenum(2006,12,29)]) -***** assert(busdate(datenum(2008,1,2), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,3)) -***** assert(busdate(datenum(2008,1,4), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,5)) -***** assert(busdate(datenum(2008,1,5), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7)) -***** assert(busdate(datenum(2008,1,6), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7)) -***** assert(busdate(datenum(2008,1,1), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 1 1 1 1 1 0]), datenum(2008,1,5)) -17 tests, 17 passed, 0 known failure, 0 skipped +[inst/onbalvol.m] +>>>>> /build/octave-financial-0.5.3/inst/onbalvol.m +***** shared c, v, obv + c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21]; + v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28]; + obv = [0 12 35 60 94 82 50 35 50 84 138 150 236 281 249 173 84 97 69]'; +***** assert(onbalvol(c, v), obv) +***** assert(onbalvol([c' v']), obv) +2 tests, 2 passed, 0 known failure, 0 skipped +[inst/blsvega.m] +>>>>> /build/octave-financial-0.5.3/inst/blsvega.m +***** test +***** error blsvega () +***** error blsvega (1) +***** error blsvega (1, 2) +***** error blsvega (1, 2, 3) +***** error blsvega (1, 2, 3, 4) +6 tests, 6 passed, 0 known failure, 0 skipped Checking C++ files ... Summary: 292 tests, 292 passed, 0 known failures, 0 skipped dh_octave_substvar -O--buildsystem=octave @@ -2715,12 +2749,14 @@ dpkg-source --after-build . dpkg-buildpackage: info: binary-only upload (no source included) I: copying local configuration +I: user script /srv/workspace/pbuilder/38701/tmp/hooks/B01_cleanup starting +I: user script /srv/workspace/pbuilder/38701/tmp/hooks/B01_cleanup finished I: unmounting dev/ptmx filesystem I: unmounting dev/pts filesystem I: unmounting dev/shm filesystem I: unmounting proc filesystem I: unmounting sys filesystem I: cleaning the build env -I: removing directory /srv/workspace/pbuilder/7880 and its subdirectories -I: Current time: Tue Jun 16 00:33:59 -12 2020 -I: pbuilder-time-stamp: 1592310839 +I: removing directory /srv/workspace/pbuilder/38701 and its subdirectories +I: Current time: Tue Jul 20 08:58:37 +14 2021 +I: pbuilder-time-stamp: 1626721117