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Merge branch 'master' into puppet-augeas-lexers
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@@ -304,6 +304,16 @@ Delphi:
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- .lpr
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- .pas
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DCPU-16 Assembly:
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type: programming
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lexer: dasm16
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primary_extension: .dasm16
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extensions:
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- .dasm
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- .dasm16
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aliases:
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- dasm16
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Diff:
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extensions:
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- .diff
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@@ -604,6 +614,13 @@ JavaScript:
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filenames:
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- Jakefile
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Julia:
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type: programming
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lexer: Julia
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primary_extension: .jl
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extensions:
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- .jl
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Kotlin:
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type: programming
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lexer: Kotlin
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@@ -11,6 +11,6 @@ Gem::Specification.new do |s|
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s.add_dependency 'charlock_holmes', '~> 0.6.6'
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s.add_dependency 'escape_utils', '~> 0.2.3'
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s.add_dependency 'mime-types', '~> 1.18'
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s.add_dependency 'pygments.rb', '~> 0.2.8'
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s.add_dependency 'pygments.rb', '~> 0.2.9'
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s.add_development_dependency 'rake'
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end
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37
test/fixtures/stockcorr.jl
vendored
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37
test/fixtures/stockcorr.jl
vendored
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@@ -0,0 +1,37 @@
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## Test case from Issue #445
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#STOCKCORR - The original, unoptimised code that simulates two correlated assets
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function stockcorr()
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## Correlated asset information
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CurrentPrice = [78. 102.] # Initial Prices of the two stocks
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Corr = [1. 0.4; 0.4 1.] # Correlation Matrix
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T = 500 # Number of days to simulate = 2years = 500days
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n = 100000 # Number of simulations
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dt = 1/250 # Time step (1year = 250days)
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Div=[0.01 0.01] # Dividend
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Vol=[0.2 0.3] # Volatility
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## Market Information
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r = 0.03 # Risk-free rate
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## Define storages
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SimulPriceA = zeros(T,n) # Simulated Price of Asset A
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SimulPriceA[1,:] = CurrentPrice[1]
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SimulPriceB = zeros(T,n) # Simulated Price of Asset B
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SimulPriceB[1,:] = CurrentPrice[2]
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## Generating the paths of stock prices by Geometric Brownian Motion
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UpperTriangle=chol(Corr) # UpperTriangle Matrix by Cholesky decomposition
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for i = 1:n
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Wiener = randn(T-1,2)
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CorrWiener = Wiener*UpperTriangle
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for j = 2:T
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SimulPriceA[j,i] = SimulPriceA[j-1,i]*exp((r-Div[1]-Vol[1]^2/2)*dt+Vol[1]*sqrt(dt)*CorrWiener[j-1,1])
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SimulPriceB[j,i] = SimulPriceB[j-1,i]*exp((r-Div[2]-Vol[2]^2/2)*dt+Vol[2]*sqrt(dt)*CorrWiener[j-1,2])
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end
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end
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return (SimulPriceA, SimulPriceB)
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end
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@@ -427,6 +427,9 @@ class TestBlob < Test::Unit::TestCase
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# Kotlin
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assert_equal Language['Kotlin'], blob("Foo.kt").language
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# Julia: http://julialang.org/
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assert_equal Language['Julia'], blob("stockcorr.jl").language
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end
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def test_lexer
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@@ -438,6 +441,7 @@ class TestBlob < Test::Unit::TestCase
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assert_equal Lexer['Text only'], blob("README").lexer
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assert_equal Lexer['Tea'], blob("foo.tea").lexer
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assert_equal Lexer['vhdl'], blob("foo.vhd").lexer
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assert_equal Lexer['Julia'], blob("stockcorr.jl").lexer
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end
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def test_shebang_script
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