Nov 18 14:36:23.314 INFO testing fang_oost_option-0.27.0 against master#6b9b97bd9b704f85f0184f7a213cc4d62bd9654c for pr-55982 Nov 18 14:36:23.314 INFO running `"docker" "create" "-v" "/mnt/big/crater/work/local/target-dirs/pr-55982/worker-5/master#6b9b97bd9b704f85f0184f7a213cc4d62bd9654c:/target:rw,Z" "-v" "/mnt/big/crater/work/local/test-source/worker-5/pr-55982/master#6b9b97bd9b704f85f0184f7a213cc4d62bd9654c:/source:ro,Z" "-v" "/mnt/big/crater/work/local/cargo-home:/cargo-home:ro,Z" "-v" "/mnt/big/crater/work/local/rustup-home:/rustup-home:ro,Z" "-e" "USER_ID=1000" "-e" "SOURCE_DIR=/source" "-e" "USER_ID=1000" "-e" "CMD=cargo +6b9b97bd9b704f85f0184f7a213cc4d62bd9654c-alt build --frozen" "-e" "CARGO_TARGET_DIR=/target" "-e" "CARGO_INCREMENTAL=0" "-e" "RUST_BACKTRACE=full" "-e" "RUSTFLAGS=--cap-lints=forbid" "-e" "CARGO_HOME=/cargo-home" "-e" "RUSTUP_HOME=/rustup-home" "-m" "1536M" "--network" "none" "crater"` Nov 18 14:36:23.819 INFO [stdout] e0bca72e2e8302c4cc682eb60dee18f80d84c571f2a3742cd400a429d3f7054e Nov 18 14:36:23.828 INFO running `"docker" "start" "-a" "e0bca72e2e8302c4cc682eb60dee18f80d84c571f2a3742cd400a429d3f7054e"` Nov 18 14:36:24.993 INFO [stderr] usermod: no changes Nov 18 14:36:25.200 INFO [stderr] Compiling num v0.2.0 Nov 18 14:36:25.907 INFO [stderr] Compiling fang_oost v0.13.7 Nov 18 14:36:28.308 INFO [stderr] Compiling fang_oost_option v0.27.0 (/source) Nov 18 14:36:30.152 INFO [stderr] warning: unused `#[macro_use]` import Nov 18 14:36:30.152 INFO [stderr] --> src/lib.rs:5:1 Nov 18 14:36:30.152 INFO [stderr] | Nov 18 14:36:30.152 INFO [stderr] 5 | #[macro_use] Nov 18 14:36:30.152 INFO [stderr] | ^^^^^^^^^^^^ Nov 18 14:36:30.152 INFO [stderr] | Nov 18 14:36:30.152 INFO [stderr] = note: #[warn(unused_imports)] on by default Nov 18 14:36:30.152 INFO [stderr] Nov 18 14:36:31.159 INFO [stderr] Finished dev [unoptimized + debuginfo] target(s) in 6.12s Nov 18 14:36:31.171 INFO [stderr] su: No module specific data is present Nov 18 14:36:31.981 INFO running `"docker" "inspect" "e0bca72e2e8302c4cc682eb60dee18f80d84c571f2a3742cd400a429d3f7054e"` Nov 18 14:36:32.327 INFO running `"docker" "rm" "-f" "e0bca72e2e8302c4cc682eb60dee18f80d84c571f2a3742cd400a429d3f7054e"` Nov 18 14:36:32.667 INFO [stdout] e0bca72e2e8302c4cc682eb60dee18f80d84c571f2a3742cd400a429d3f7054e Nov 18 14:36:32.674 INFO running `"docker" "create" "-v" "/mnt/big/crater/work/local/target-dirs/pr-55982/worker-5/master#6b9b97bd9b704f85f0184f7a213cc4d62bd9654c:/target:rw,Z" "-v" "/mnt/big/crater/work/local/test-source/worker-5/pr-55982/master#6b9b97bd9b704f85f0184f7a213cc4d62bd9654c:/source:ro,Z" "-v" "/mnt/big/crater/work/local/cargo-home:/cargo-home:ro,Z" "-v" "/mnt/big/crater/work/local/rustup-home:/rustup-home:ro,Z" "-e" "USER_ID=1000" "-e" "SOURCE_DIR=/source" "-e" "USER_ID=1000" "-e" "CMD=cargo +6b9b97bd9b704f85f0184f7a213cc4d62bd9654c-alt test --frozen --no-run" "-e" "CARGO_TARGET_DIR=/target" "-e" "CARGO_INCREMENTAL=0" "-e" "RUST_BACKTRACE=full" "-e" "RUSTFLAGS=--cap-lints=forbid" "-e" "CARGO_HOME=/cargo-home" "-e" "RUSTUP_HOME=/rustup-home" "-m" "1536M" "--network" "none" "crater"` Nov 18 14:36:33.226 INFO [stdout] 920f051c8b5bcd88c588c109795bc1ba53e93abfbe30688a730e691982d59dd2 Nov 18 14:36:33.228 INFO running `"docker" "start" "-a" "920f051c8b5bcd88c588c109795bc1ba53e93abfbe30688a730e691982d59dd2"` Nov 18 14:36:35.106 INFO [stderr] usermod: no changes Nov 18 14:36:35.263 INFO [stderr] Compiling special v0.7.8 Nov 18 14:36:35.271 INFO [stderr] Compiling nrfind v1.0.2 Nov 18 14:36:37.047 INFO [stderr] Compiling cf_functions v0.6.2 Nov 18 14:36:37.607 INFO [stderr] Compiling black_scholes v0.2.8 Nov 18 14:36:38.791 INFO [stderr] Compiling fang_oost_option v0.27.0 (/source) Nov 18 14:36:40.936 INFO [stderr] warning: unused `#[macro_use]` import Nov 18 14:36:40.936 INFO [stderr] --> src/lib.rs:5:1 Nov 18 14:36:40.936 INFO [stderr] | Nov 18 14:36:40.936 INFO [stderr] 5 | #[macro_use] Nov 18 14:36:40.936 INFO [stderr] | ^^^^^^^^^^^^ Nov 18 14:36:40.936 INFO [stderr] | Nov 18 14:36:40.936 INFO [stderr] = note: #[warn(unused_imports)] on by default Nov 18 14:36:40.937 INFO [stderr] Nov 18 14:36:52.587 INFO [stderr] Finished dev [unoptimized + debuginfo] target(s) in 17.45s Nov 18 14:36:52.587 INFO [stderr] su: No module specific data is present Nov 18 14:36:53.993 INFO running `"docker" "inspect" "920f051c8b5bcd88c588c109795bc1ba53e93abfbe30688a730e691982d59dd2"` Nov 18 14:36:54.203 INFO running `"docker" "rm" "-f" "920f051c8b5bcd88c588c109795bc1ba53e93abfbe30688a730e691982d59dd2"` Nov 18 14:36:54.475 INFO [stdout] 920f051c8b5bcd88c588c109795bc1ba53e93abfbe30688a730e691982d59dd2 Nov 18 14:36:54.489 INFO running `"docker" "create" "-v" "/mnt/big/crater/work/local/target-dirs/pr-55982/worker-5/master#6b9b97bd9b704f85f0184f7a213cc4d62bd9654c:/target:rw,Z" "-v" "/mnt/big/crater/work/local/test-source/worker-5/pr-55982/master#6b9b97bd9b704f85f0184f7a213cc4d62bd9654c:/source:ro,Z" "-v" "/mnt/big/crater/work/local/cargo-home:/cargo-home:ro,Z" "-v" "/mnt/big/crater/work/local/rustup-home:/rustup-home:ro,Z" "-e" "USER_ID=1000" "-e" "SOURCE_DIR=/source" "-e" "USER_ID=1000" "-e" "CMD=cargo +6b9b97bd9b704f85f0184f7a213cc4d62bd9654c-alt test --frozen" "-e" "CARGO_TARGET_DIR=/target" "-e" "CARGO_INCREMENTAL=0" "-e" "RUST_BACKTRACE=full" "-e" "RUSTFLAGS=--cap-lints=forbid" "-e" "CARGO_HOME=/cargo-home" "-e" "RUSTUP_HOME=/rustup-home" "-m" "1536M" "--network" "none" "crater"` Nov 18 14:36:54.842 INFO [stdout] 6a8ca0d1e6e8cd2c7e46b91900cfbc44b6c46f22cd2360418d9243aa881a2a08 Nov 18 14:36:54.844 INFO running `"docker" "start" "-a" "6a8ca0d1e6e8cd2c7e46b91900cfbc44b6c46f22cd2360418d9243aa881a2a08"` Nov 18 14:36:55.242 INFO [stderr] usermod: no changes Nov 18 14:36:55.330 INFO [stderr] Finished dev [unoptimized + debuginfo] target(s) in 0.07s Nov 18 14:36:55.343 INFO [stderr] Running /target/debug/deps/fang_oost_option-f0f6d7abd300150d Nov 18 14:36:55.350 INFO [stdout] Nov 18 14:36:55.350 INFO [stdout] running 22 tests Nov 18 14:36:55.350 INFO [stdout] test option_calibration::tests::test_get_obj_one_parameter ... ok Nov 18 14:36:55.350 INFO [stdout] test option_calibration::tests::test_generate_fo_runs ... ok Nov 18 14:36:55.350 INFO [stdout] test monotone_spline::tests::test_returns_value_at_knot ... ok Nov 18 14:36:55.350 INFO [stdout] test option_calibration::tests::test_monotone_spline ... ok Nov 18 14:36:55.350 INFO [stdout] test option_calibration::tests::test_transform_prices ... ok Nov 18 14:36:55.350 INFO [stdout] test monotone_spline::tests::test_returns_in_between_value ... ok Nov 18 14:36:55.391 INFO [stdout] test option_calibration::tests::test_option_spline_at_many_values ... ok Nov 18 14:36:55.392 INFO [stdout] test option_calibration::tests::test_option_spline ... ok Nov 18 14:36:55.392 INFO [stdout] this is v: -0.002113243786073096+0.0031129925475193174i Nov 18 14:36:55.392 INFO [stdout] this is v: -0.008063593194801254+0.004132459632150189i Nov 18 14:36:55.392 INFO [stdout] this is v: -0.01670421239113358+0.0011927497542012734i Nov 18 14:36:55.392 INFO [stdout] this is v: -0.026201110714793776-0.007110223942716672i Nov 18 14:36:55.393 INFO [stdout] this is v: -0.03417097036117599-0.021481504650461034i Nov 18 14:36:55.393 INFO [stdout] this is v: -0.037913077119472734-0.041706179898161555i Nov 18 14:36:55.393 INFO [stdout] this is v: -0.03475584597615533-0.06649487732283098i Nov 18 14:36:55.393 INFO [stdout] this is v: -0.022503714750281567-0.09347499989889191i Nov 18 14:36:55.393 INFO [stdout] this is v: 0.00009618062136324095-0.11940629182728627i Nov 18 14:36:55.393 INFO [stdout] this is v: 0.033012964570296156-0.14063568391190262i Nov 18 14:36:55.393 INFO [stdout] this is v: 0.07486066706239848-0.15369127292695506i Nov 18 14:36:55.394 INFO [stdout] this is v: 0.12314041479667147-0.15582681884616723i Nov 18 14:36:55.394 INFO [stdout] this is v: 0.1746996737452879-0.14534598255264183i Nov 18 14:36:55.394 INFO [stdout] this is v: 0.22623544952358418-0.12164828790596176i Nov 18 14:36:55.394 INFO [stdout] test option_calibration::tests::test_generate_fo_accuracy ... ok Nov 18 14:36:55.394 INFO [stdout] test option_pricing::tests::test_fang_oost_call_heston ... ok Nov 18 14:36:55.394 INFO [stdout] test option_calibration::tests::test_dft ... ok Nov 18 14:36:55.485 INFO [stdout] test option_pricing::tests::test_fang_oost_put_delta ... ok Nov 18 14:36:55.535 INFO [stdout] test option_pricing::tests::test_fang_oost_cgmy_call ... ok Nov 18 14:36:55.583 INFO [stdout] test option_pricing::tests::test_fang_oost_put_price ... ok Nov 18 14:36:55.584 INFO [stdout] test option_pricing::tests::test_fang_oost_put_gamma ... ok Nov 18 14:36:55.584 INFO [stdout] test option_pricing::tests::test_fang_oost_call_price ... ok Nov 18 14:36:55.585 INFO [stdout] test option_pricing::tests::test_fang_oost_call_theta ... ok Nov 18 14:36:55.586 INFO [stdout] test option_pricing::tests::test_fang_oost_cgmy_call_with_t_one ... ok Nov 18 14:36:55.618 INFO [stdout] test option_pricing::tests::test_fang_oost_call_price_with_merton ... ok Nov 18 14:36:55.623 INFO [stdout] test option_pricing::tests::test_fang_oost_call_gamma ... ok Nov 18 14:36:55.623 INFO [stdout] test option_pricing::tests::test_fang_oost_put_theta ... ok Nov 18 14:36:55.667 INFO [stdout] test option_pricing::tests::test_fang_oost_call_delta ... ok Nov 18 14:36:55.667 INFO [stdout] Nov 18 14:36:55.667 INFO [stdout] test result: ok. 22 passed; 0 failed; 0 ignored; 0 measured; 0 filtered out Nov 18 14:36:55.667 INFO [stdout] Nov 18 14:36:55.668 INFO [stderr] Doc-tests fang_oost_option Nov 18 14:36:58.866 INFO [stdout] Nov 18 14:36:58.867 INFO [stdout] running 13 tests Nov 18 14:37:18.543 INFO [stdout] test src/option_calibration.rs - option_calibration::transform_price (line 87) ... ok Nov 18 14:37:21.369 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_call_gamma (line 393) ... ok Nov 18 14:37:23.147 INFO [stdout] test src/option_calibration.rs - option_calibration::obj_fn_arr (line 322) ... ok Nov 18 14:37:23.356 INFO [stdout] test src/option_calibration.rs - option_calibration::adjust_domain (line 102) ... ok Nov 18 14:37:23.383 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_call_price (line 107) ... ok Nov 18 14:37:23.873 INFO [stdout] test src/option_calibration.rs - option_calibration::get_option_spline (line 152) ... ok Nov 18 14:37:24.052 INFO [stdout] test src/option_calibration.rs - option_calibration::generate_fo_estimate (line 247) ... ok Nov 18 14:37:24.356 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_call_delta (line 198) ... ok Nov 18 14:37:32.130 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_call_theta (line 295) ... ok Nov 18 14:37:33.852 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_put_price (line 153) ... ok Nov 18 14:37:35.299 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_put_delta (line 243) ... ok Nov 18 14:37:35.911 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_put_gamma (line 445) ... ok Nov 18 14:37:36.051 INFO [stdout] test src/option_pricing.rs - option_pricing::fang_oost_put_theta (line 347) ... ok Nov 18 14:37:36.052 INFO [stdout] Nov 18 14:37:36.052 INFO [stdout] test result: ok. 13 passed; 0 failed; 0 ignored; 0 measured; 0 filtered out Nov 18 14:37:36.052 INFO [stdout] Nov 18 14:37:36.127 INFO [stderr] su: No module specific data is present Nov 18 14:37:36.660 INFO running `"docker" "inspect" "6a8ca0d1e6e8cd2c7e46b91900cfbc44b6c46f22cd2360418d9243aa881a2a08"` Nov 18 14:37:36.897 INFO running `"docker" "rm" "-f" "6a8ca0d1e6e8cd2c7e46b91900cfbc44b6c46f22cd2360418d9243aa881a2a08"` Nov 18 14:37:37.146 INFO [stdout] 6a8ca0d1e6e8cd2c7e46b91900cfbc44b6c46f22cd2360418d9243aa881a2a08