Skip to content

Commit

Permalink
Merge branch 'master' into puppet-augeas-lexers
Browse files Browse the repository at this point in the history
  • Loading branch information
rodjek committed Apr 9, 2012
2 parents 3ef7a78 + 633ef52 commit 5bfe848
Show file tree
Hide file tree
Showing 4 changed files with 59 additions and 1 deletion.
17 changes: 17 additions & 0 deletions lib/linguist/languages.yml
Original file line number Diff line number Diff line change
Expand Up @@ -304,6 +304,16 @@ Delphi:
- .lpr
- .pas

DCPU-16 Assembly:
type: programming
lexer: dasm16
primary_extension: .dasm16
extensions:
- .dasm
- .dasm16
aliases:
- dasm16

Diff:
extensions:
- .diff
Expand Down Expand Up @@ -604,6 +614,13 @@ JavaScript:
filenames:
- Jakefile

Julia:
type: programming
lexer: Julia
primary_extension: .jl
extensions:
- .jl

Kotlin:
type: programming
lexer: Kotlin
Expand Down
2 changes: 1 addition & 1 deletion linguist.gemspec
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,6 @@ Gem::Specification.new do |s|
s.add_dependency 'charlock_holmes', '~> 0.6.6'
s.add_dependency 'escape_utils', '~> 0.2.3'
s.add_dependency 'mime-types', '~> 1.18'
s.add_dependency 'pygments.rb', '~> 0.2.8'
s.add_dependency 'pygments.rb', '~> 0.2.9'
s.add_development_dependency 'rake'
end
37 changes: 37 additions & 0 deletions test/fixtures/stockcorr.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,37 @@
## Test case from Issue #445

#STOCKCORR - The original, unoptimised code that simulates two correlated assets
function stockcorr()

## Correlated asset information
CurrentPrice = [78. 102.] # Initial Prices of the two stocks
Corr = [1. 0.4; 0.4 1.] # Correlation Matrix
T = 500 # Number of days to simulate = 2years = 500days
n = 100000 # Number of simulations
dt = 1/250 # Time step (1year = 250days)
Div=[0.01 0.01] # Dividend
Vol=[0.2 0.3] # Volatility

## Market Information
r = 0.03 # Risk-free rate

## Define storages
SimulPriceA = zeros(T,n) # Simulated Price of Asset A
SimulPriceA[1,:] = CurrentPrice[1]
SimulPriceB = zeros(T,n) # Simulated Price of Asset B
SimulPriceB[1,:] = CurrentPrice[2]

## Generating the paths of stock prices by Geometric Brownian Motion
UpperTriangle=chol(Corr) # UpperTriangle Matrix by Cholesky decomposition

for i = 1:n
Wiener = randn(T-1,2)
CorrWiener = Wiener*UpperTriangle
for j = 2:T
SimulPriceA[j,i] = SimulPriceA[j-1,i]*exp((r-Div[1]-Vol[1]^2/2)*dt+Vol[1]*sqrt(dt)*CorrWiener[j-1,1])
SimulPriceB[j,i] = SimulPriceB[j-1,i]*exp((r-Div[2]-Vol[2]^2/2)*dt+Vol[2]*sqrt(dt)*CorrWiener[j-1,2])
end
end

return (SimulPriceA, SimulPriceB)
end
4 changes: 4 additions & 0 deletions test/test_blob.rb
Original file line number Diff line number Diff line change
Expand Up @@ -427,6 +427,9 @@ def test_language

# Kotlin
assert_equal Language['Kotlin'], blob("Foo.kt").language

# Julia: http://julialang.org/
assert_equal Language['Julia'], blob("stockcorr.jl").language
end

def test_lexer
Expand All @@ -438,6 +441,7 @@ def test_lexer
assert_equal Lexer['Text only'], blob("README").lexer
assert_equal Lexer['Tea'], blob("foo.tea").lexer
assert_equal Lexer['vhdl'], blob("foo.vhd").lexer
assert_equal Lexer['Julia'], blob("stockcorr.jl").lexer
end

def test_shebang_script
Expand Down

0 comments on commit 5bfe848

Please sign in to comment.