Package evaluation of FinancialDSL on Julia 1.10.8 (92f03a4775*) started at 2025-02-25T09:13:58.967 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 5.09s ################################################################################ # Installation # Installing FinancialDSL... Resolving package versions... Updating `~/.julia/environments/v1.10/Project.toml` [0097028c] + FinancialDSL v0.3.3 Updating `~/.julia/environments/v1.10/Manifest.toml` [4f18b42c] + BusinessDays v0.9.25 [d360d2e6] + ChainRulesCore v1.25.1 [38540f10] + CommonSolve v0.2.4 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.16.0 [187b0558] + ConstructionBase v1.5.8 [9a962f9c] + DataAPI v1.16.0 [864edb3b] + DataStructures v0.18.20 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 ⌅ [31c24e10] + Distributions v0.24.18 [ffbed154] + DocStringExtensions v0.9.3 ⌅ [1a297f60] + FillArrays v0.11.9 [0097028c] + FinancialDSL v0.3.3 [f6369f11] + ForwardDiff v0.10.38 ⌅ [09453d48] + InterestRates v0.4.6 [3587e190] + InverseFunctions v0.1.17 ⌅ [92d709cd] + IrrationalConstants v0.1.1 [692b3bcd] + JLLWrappers v1.7.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [1914dd2f] + MacroTools v0.5.15 [e1d29d7a] + Missings v1.2.0 [77ba4419] + NaNMath v1.1.2 ⌅ [cc8fcbce] + OptimizingIR v0.2.6 [bac558e1] + OrderedCollections v1.8.0 [90014a1f] + PDMats v0.11.32 [21216c6a] + Preferences v1.4.3 [1fd47b50] + QuadGK v2.11.2 [189a3867] + Reexport v1.2.2 [ae029012] + Requires v1.3.0 ⌅ [79098fc4] + Rmath v0.7.1 ⌅ [f2b01f46] + Roots v1.4.1 ⌅ [efcf1570] + Setfield v0.8.2 [a2af1166] + SortingAlgorithms v1.2.1 ⌅ [276daf66] + SpecialFunctions v1.8.8 [1e83bf80] + StaticArraysCore v1.4.3 [82ae8749] + StatsAPI v1.7.0 ⌅ [2913bbd2] + StatsBase v0.33.21 ⌅ [4c63d2b9] + StatsFuns v0.9.18 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 ⌅ [f50d1b31] + Rmath_jll v0.4.3+0 [56f22d72] + Artifacts [2a0f44e3] + Base64 [ade2ca70] + Dates [9fa8497b] + Future [b77e0a4c] + InteractiveUtils [76f85450] + LibGit2 [8f399da3] + Libdl [37e2e46d] + LinearAlgebra [d6f4376e] + Markdown [ca575930] + NetworkOptions v1.2.0 [de0858da] + Printf [9a3f8284] + Random [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization [2f01184e] + SparseArrays v1.10.0 [10745b16] + Statistics v1.10.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [cf7118a7] + UUIDs [4ec0a83e] + Unicode [e66e0078] + CompilerSupportLibraries_jll v1.1.1+0 [e37daf67] + LibGit2_jll v1.6.4+0 [29816b5a] + LibSSH2_jll v1.11.0+1 [c8ffd9c3] + MbedTLS_jll v2.28.2+1 [4536629a] + OpenBLAS_jll v0.3.23+4 [05823500] + OpenLibm_jll v0.8.1+4 [bea87d4a] + SuiteSparse_jll v7.2.1+1 [8e850b90] + libblastrampoline_jll v5.11.0+0 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m` Installation completed after 7.85s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompilation completed after 21.42s ################################################################################ # Testing # Testing FinancialDSL Status `/tmp/jl_hOtSKD/Project.toml` [4f18b42c] BusinessDays v0.9.25 ⌅ [31c24e10] Distributions v0.24.18 [0097028c] FinancialDSL v0.3.3 [f6369f11] ForwardDiff v0.10.38 ⌅ [09453d48] InterestRates v0.4.6 ⌅ [cc8fcbce] OptimizingIR v0.2.6 ⌅ [f2b01f46] Roots v1.4.1 [ade2ca70] Dates [37e2e46d] LinearAlgebra [de0858da] Printf [8dfed614] Test Status `/tmp/jl_hOtSKD/Manifest.toml` [4f18b42c] BusinessDays v0.9.25 [d360d2e6] ChainRulesCore v1.25.1 [38540f10] CommonSolve v0.2.4 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.16.0 [187b0558] ConstructionBase v1.5.8 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.20 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 ⌅ [31c24e10] Distributions v0.24.18 [ffbed154] DocStringExtensions v0.9.3 ⌅ [1a297f60] FillArrays v0.11.9 [0097028c] FinancialDSL v0.3.3 [f6369f11] ForwardDiff v0.10.38 ⌅ [09453d48] InterestRates v0.4.6 [3587e190] InverseFunctions v0.1.17 ⌅ [92d709cd] IrrationalConstants v0.1.1 [692b3bcd] JLLWrappers v1.7.0 [2ab3a3ac] LogExpFunctions v0.3.29 [1914dd2f] MacroTools v0.5.15 [e1d29d7a] Missings v1.2.0 [77ba4419] NaNMath v1.1.2 ⌅ [cc8fcbce] OptimizingIR v0.2.6 [bac558e1] OrderedCollections v1.8.0 [90014a1f] PDMats v0.11.32 [21216c6a] Preferences v1.4.3 [1fd47b50] QuadGK v2.11.2 [189a3867] Reexport v1.2.2 [ae029012] Requires v1.3.0 ⌅ [79098fc4] Rmath v0.7.1 ⌅ [f2b01f46] Roots v1.4.1 ⌅ [efcf1570] Setfield v0.8.2 [a2af1166] SortingAlgorithms v1.2.1 ⌅ [276daf66] SpecialFunctions v1.8.8 [1e83bf80] StaticArraysCore v1.4.3 [82ae8749] StatsAPI v1.7.0 ⌅ [2913bbd2] StatsBase v0.33.21 ⌅ [4c63d2b9] StatsFuns v0.9.18 [efe28fd5] OpenSpecFun_jll v0.5.6+0 ⌅ [f50d1b31] Rmath_jll v0.4.3+0 [56f22d72] Artifacts [2a0f44e3] Base64 [ade2ca70] Dates [9fa8497b] Future [b77e0a4c] InteractiveUtils [76f85450] LibGit2 [8f399da3] Libdl [37e2e46d] LinearAlgebra [56ddb016] Logging [d6f4376e] Markdown [ca575930] NetworkOptions v1.2.0 [de0858da] Printf [9a3f8284] Random [ea8e919c] SHA v0.7.0 [9e88b42a] Serialization [2f01184e] SparseArrays v1.10.0 [10745b16] Statistics v1.10.0 [4607b0f0] SuiteSparse [fa267f1f] TOML v1.0.3 [8dfed614] Test [cf7118a7] UUIDs [4ec0a83e] Unicode [e66e0078] CompilerSupportLibraries_jll v1.1.1+0 [e37daf67] LibGit2_jll v1.6.4+0 [29816b5a] LibSSH2_jll v1.11.0+1 [c8ffd9c3] MbedTLS_jll v2.28.2+1 [4536629a] OpenBLAS_jll v0.3.23+4 [05823500] OpenLibm_jll v0.8.1+4 [bea87d4a] SuiteSparse_jll v7.2.1+1 [8e850b90] libblastrampoline_jll v5.11.0+0 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. Testing Running tests... ┌ Warning: The special case of bisection over BigFloat with zero tolerance using `A42` is deprecated. Now bisection is used with non-zero tolerances. │ caller = impvol at BS.jl:49 [inlined] └ @ Core ~/.julia/packages/FinancialDSL/AY7cL/src/BS.jl:49 ┌ Warning: BisectionExact is deprecated; use Bisection │ caller = #find_zero#27 at bisection.jl:191 [inlined] └ @ Core ~/.julia/packages/Roots/6PvI4/src/Bracketing/bisection.jl:191 ┌ Warning: The special case of bisection over BigFloat with zero tolerance using `A42` is deprecated. Now bisection is used with non-zero tolerances. │ caller = impvol at BS.jl:49 [inlined] └ @ Core ~/.julia/packages/FinancialDSL/AY7cL/src/BS.jl:49 ┌ Warning: BisectionExact is deprecated; use Bisection │ caller = #find_zero#27 at bisection.jl:191 [inlined] └ @ Core ~/.julia/packages/Roots/6PvI4/src/Bracketing/bisection.jl:191 ┌ Warning: The special case of bisection over BigFloat with zero tolerance using `A42` is deprecated. Now bisection is used with non-zero tolerances. │ caller = impvol at BS.jl:49 [inlined] └ @ Core ~/.julia/packages/FinancialDSL/AY7cL/src/BS.jl:49 ┌ Warning: BisectionExact is deprecated; use Bisection │ caller = #find_zero#27 at bisection.jl:191 [inlined] └ @ Core ~/.julia/packages/Roots/6PvI4/src/Bracketing/bisection.jl:191 ┌ Warning: The special case of bisection over BigFloat with zero tolerance using `A42` is deprecated. Now bisection is used with non-zero tolerances. │ caller = impvol at BS.jl:49 [inlined] └ @ Core ~/.julia/packages/FinancialDSL/AY7cL/src/BS.jl:49 ┌ Warning: BisectionExact is deprecated; use Bisection │ caller = #find_zero#27 at bisection.jl:191 [inlined] └ @ Core ~/.julia/packages/Roots/6PvI4/src/Bracketing/bisection.jl:191 ┌ Warning: The special case of bisection over BigFloat with zero tolerance using `A42` is deprecated. Now bisection is used with non-zero tolerances. │ caller = impvol at BS.jl:49 [inlined] └ @ Core ~/.julia/packages/FinancialDSL/AY7cL/src/BS.jl:49 ┌ Warning: BisectionExact is deprecated; use Bisection │ caller = #find_zero#27 at bisection.jl:191 [inlined] └ @ Core ~/.julia/packages/Roots/6PvI4/src/Bracketing/bisection.jl:191 Test Summary: | Pass Total Time BS | 32 32 7.1s Test Summary: | Pass Total Time Currencies | 27 27 1.2s Printing pricer for contract Both ├─Both │ ├─Scale │ │ ├─10.0 │ │ └─Unit │ │ ├─SpotCurrency │ │ │ └─BRL │ │ └─false │ └─Scale │ ├─10.0 │ └─Unit │ ├─SpotCurrency │ │ └─BRL │ └─false └─Scale ├─10.0 └─Unit ├─SpotCurrency │ └─USD └─false FinancialDSL.Core.Compiler.Pricer(OptimizingIR.BasicBlockInterpreter(BasicBlock --------------- Instructions --------------- 1 | Pure | call(getindex, risk_factors_values, 1::Int64) 2 | Pure | call(*, 10.0::Float64, %1) 3 | Pure | call(+, 20.0::Float64, %2) 4 | Impure | price = %3 --------------- Inputs --------------- 1 | risk_factors_values --------------- Variables - Local Mutables --------------- --------------- Variables - Local Immutables --------------- price | %3 --------------- Outputs --------------- 1 | price --------------- , Any[#undef, #undef, #undef, #undef], Any[#undef], Dict{OptimizingIR.Variable{OptimizingIR.Mutable}, Any}()), OptimizingIR.LookupTable{FinancialDSL.Core.RiskFactor}(FinancialDSL.Core.RiskFactor[SpotCurrency(USD)], Dict{FinancialDSL.Core.RiskFactor, Int64}(SpotCurrency(USD) => 1)), BRL) Pricing European Option: Error During Test at /home/pkgeval/.julia/packages/FinancialDSL/AY7cL/test/test_core_black_scholes.jl:24 Got exception outside of a @test The function body AST defined by this @generated function is not pure. This likely means it contains a closure, a comprehension or a generator. Stacktrace: [1] PureInstruction @ ~/.julia/packages/OptimizingIR/eHhyA/src/types.jl:225 [inlined] [2] macro expansion @ ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:174 [inlined] [3] call(::OptimizingIR.Op{typeof(FinancialDSL.BS.bscall), OptimizingIR.OptimizationRule{OptimizingIR.NullIdentityElement, Nothing}(true, false, false, false, OptimizingIR.NullIdentityElement(), nothing)}, ::OptimizingIR.SSAValue, ::OptimizingIR.SSAValue, ::OptimizingIR.Const{Float64}, ::OptimizingIR.SSAValue) @ OptimizingIR ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:164 [4] add_instruction! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:97 [inlined] [5] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BlackScholesModel{FinancialDSL.Currencies.Currency{:BRL}}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, at::Date) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_black_scholes.jl:86 [6] lower! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:5 [inlined] [7] compile(model::FinancialDSL.Core.BlackScholesModel{FinancialDSL.Currencies.Currency{:BRL}}, provider::FinancialDSL.MarketData.EmptyMarketDataProvider, attributes::FinancialDSL.Core.ContractAttributes, pricing_date::Date, contract::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, target_pricer_type::Type{FinancialDSL.Core.AbstractPricer}; compiler::Symbol) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:24 [8] compile @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:12 [inlined] [9] #compile_pricer#7 @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:3 [inlined] [10] compile_pricer(provider::FinancialDSL.MarketData.EmptyMarketDataProvider, pricing_date::Date, model::FinancialDSL.Core.BlackScholesModel{FinancialDSL.Currencies.Currency{:BRL}}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, attr::FinancialDSL.Core.ContractAttributes) @ FinancialDSL.Core ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:2 [11] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_black_scholes.jl:39 [inlined] [12] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [13] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_black_scholes.jl:26 [14] include(fname::String) @ Base.MainInclude ./client.jl:494 [15] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:764 [inlined] [16] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [17] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:764 [18] include(fname::String) @ Base.MainInclude ./client.jl:494 [19] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [inlined] [20] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [21] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [22] include(fname::String) @ Base.MainInclude ./client.jl:494 [23] top-level scope @ none:6 [24] eval @ ./boot.jl:385 [inlined] [25] exec_options(opts::Base.JLOptions) @ Base ./client.jl:296 [26] _start() @ Base ./client.jl:557 BS European Call: Error During Test at /home/pkgeval/.julia/packages/FinancialDSL/AY7cL/test/test_core_black_scholes.jl:84 Got exception outside of a @test The function body AST defined by this @generated function is not pure. This likely means it contains a closure, a comprehension or a generator. Stacktrace: [1] PureInstruction @ ~/.julia/packages/OptimizingIR/eHhyA/src/types.jl:225 [inlined] [2] macro expansion @ ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:174 [inlined] [3] call(::OptimizingIR.Op{typeof(FinancialDSL.BS.bscall), OptimizingIR.OptimizationRule{OptimizingIR.NullIdentityElement, Nothing}(true, false, false, false, OptimizingIR.NullIdentityElement(), nothing)}, ::OptimizingIR.SSAValue, ::OptimizingIR.SSAValue, ::OptimizingIR.Const{Float64}, ::OptimizingIR.SSAValue) @ OptimizingIR ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:164 [4] add_instruction! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:97 [inlined] [5] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BlackScholesModel{FinancialDSL.Currencies.Currency{:BRL}}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, at::Date) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_black_scholes.jl:86 [6] lower! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:5 [inlined] [7] compile(model::FinancialDSL.Core.BlackScholesModel{FinancialDSL.Currencies.Currency{:BRL}}, provider::FinancialDSL.MarketData.EmptyMarketDataProvider, attributes::FinancialDSL.Core.ContractAttributes, pricing_date::Date, contract::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, target_pricer_type::Type{FinancialDSL.Core.AbstractPricer}; compiler::Symbol) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:24 [8] compile @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:12 [inlined] [9] #compile_pricer#7 @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:3 [inlined] [10] compile_pricer(provider::FinancialDSL.MarketData.EmptyMarketDataProvider, pricing_date::Date, model::FinancialDSL.Core.BlackScholesModel{FinancialDSL.Currencies.Currency{:BRL}}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, attr::FinancialDSL.Core.ContractAttributes) @ FinancialDSL.Core ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:2 [11] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_black_scholes.jl:105 [inlined] [12] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [13] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_black_scholes.jl:85 [14] include(fname::String) @ Base.MainInclude ./client.jl:494 [15] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:764 [inlined] [16] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [17] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:764 [18] include(fname::String) @ Base.MainInclude ./client.jl:494 [19] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [inlined] [20] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [21] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [22] include(fname::String) @ Base.MainInclude ./client.jl:494 [23] top-level scope @ none:6 [24] eval @ ./boot.jl:385 [inlined] [25] exec_options(opts::Base.JLOptions) @ Base ./client.jl:296 [26] _start() @ Base ./client.jl:557 Pricing European Option: Error During Test at /home/pkgeval/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:2 Got exception outside of a @test The function body AST defined by this @generated function is not pure. This likely means it contains a closure, a comprehension or a generator. Stacktrace: [1] PureInstruction @ ~/.julia/packages/OptimizingIR/eHhyA/src/types.jl:225 [inlined] [2] macro expansion @ ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:174 [inlined] [3] call @ ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:164 [inlined] [4] add_instruction! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:97 [inlined] [5] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.Unit{FinancialDSL.Core.Stock}, state::FinancialDSL.Core.Compiler.BinomialModelState{InterestRates.DailyDatesRange{true, InterestRates.BDays252}}) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:138 [6] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.Both, state::FinancialDSL.Core.Compiler.BinomialModelState{InterestRates.DailyDatesRange{true, InterestRates.BDays252}}) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:124 [7] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}, state::FinancialDSL.Core.Compiler.BinomialModelState{InterestRates.DailyDatesRange{true, InterestRates.BDays252}}) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:133 [8] #27 @ ./none:0 [inlined] [9] iterate @ ./generator.jl:47 [inlined] [10] collect(itr::Base.Generator{UnitRange{Int64}, FinancialDSL.Core.Compiler.var"#27#28"{FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, FinancialDSL.Core.Compiler.StateVariables, Int64, InterestRates.DailyDatesRange{true, InterestRates.BDays252}}}) @ Base ./array.jl:834 [11] lower_binomial_tree_algorithm! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:64 [inlined] [12] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, initial_state::FinancialDSL.Core.Compiler.BinomialModelInitialState) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:39 [13] lower! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:5 [inlined] [14] compile(model::FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, provider::FinancialDSL.MarketData.EmptyMarketDataProvider, attributes::FinancialDSL.Core.ContractAttributes, pricing_date::Date, contract::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, target_pricer_type::Type{FinancialDSL.Core.AbstractPricer}; compiler::Symbol) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:24 [15] compile @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:12 [inlined] [16] #compile_pricer#7 @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:3 [inlined] [17] compile_pricer(provider::FinancialDSL.MarketData.EmptyMarketDataProvider, pricing_date::Date, model::FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, attr::FinancialDSL.Core.ContractAttributes) @ FinancialDSL.Core ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:2 [18] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:45 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [20] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:3 [21] include(fname::String) @ Base.MainInclude ./client.jl:494 [22] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:768 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [24] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:768 [25] include(fname::String) @ Base.MainInclude ./client.jl:494 [26] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [inlined] [27] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [28] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [29] include(fname::String) @ Base.MainInclude ./client.jl:494 [30] top-level scope @ none:6 [31] eval @ ./boot.jl:385 [inlined] [32] exec_options(opts::Base.JLOptions) @ Base ./client.jl:296 [33] _start() @ Base ./client.jl:557 Pricing American Option: Error During Test at /home/pkgeval/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:76 Got exception outside of a @test The function body AST defined by this @generated function is not pure. This likely means it contains a closure, a comprehension or a generator. Stacktrace: [1] PureInstruction @ ~/.julia/packages/OptimizingIR/eHhyA/src/types.jl:225 [inlined] [2] macro expansion @ ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:174 [inlined] [3] call @ ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:164 [inlined] [4] add_instruction! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:97 [inlined] [5] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.Unit{FinancialDSL.Core.Stock}, state::FinancialDSL.Core.Compiler.BinomialModelState{InterestRates.DailyDatesRange{true, InterestRates.BDays252}}) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:138 [6] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.Both, state::FinancialDSL.Core.Compiler.BinomialModelState{InterestRates.DailyDatesRange{true, InterestRates.BDays252}}) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:124 [7] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}, state::FinancialDSL.Core.Compiler.BinomialModelState{InterestRates.DailyDatesRange{true, InterestRates.BDays252}}) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:133 [8] #27 @ ./none:0 [inlined] [9] iterate @ ./generator.jl:47 [inlined] [10] collect(itr::Base.Generator{UnitRange{Int64}, FinancialDSL.Core.Compiler.var"#27#28"{FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, FinancialDSL.Core.Anytime{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, FinancialDSL.Core.Compiler.StateVariables, Int64, InterestRates.DailyDatesRange{true, InterestRates.BDays252}}}) @ Base ./array.jl:834 [11] lower_binomial_tree_algorithm! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:64 [inlined] [12] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.Anytime{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, initial_state::FinancialDSL.Core.Compiler.BinomialModelInitialState) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:43 [13] lower! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:5 [inlined] [14] compile(model::FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, provider::FinancialDSL.MarketData.EmptyMarketDataProvider, attributes::FinancialDSL.Core.ContractAttributes, pricing_date::Date, contract::FinancialDSL.Core.Anytime{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, target_pricer_type::Type{FinancialDSL.Core.AbstractPricer}; compiler::Symbol) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:24 [15] compile @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:12 [inlined] [16] #compile_pricer#7 @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:3 [inlined] [17] compile_pricer(provider::FinancialDSL.MarketData.EmptyMarketDataProvider, pricing_date::Date, model::FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, c::FinancialDSL.Core.Anytime{FinancialDSL.Core.Either{FinancialDSL.Core.Both, FinancialDSL.Core.Worthless}}, attr::FinancialDSL.Core.ContractAttributes) @ FinancialDSL.Core ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:2 [18] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:108 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [20] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:77 [21] include(fname::String) @ Base.MainInclude ./client.jl:494 [22] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:768 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [24] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:768 [25] include(fname::String) @ Base.MainInclude ./client.jl:494 [26] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [inlined] [27] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [28] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [29] include(fname::String) @ Base.MainInclude ./client.jl:494 [30] top-level scope @ none:6 [31] eval @ ./boot.jl:385 [inlined] [32] exec_options(opts::Base.JLOptions) @ Base ./client.jl:296 [33] _start() @ Base ./client.jl:557 Pricing ZCB: Error During Test at /home/pkgeval/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:134 Got exception outside of a @test The function body AST defined by this @generated function is not pure. This likely means it contains a closure, a comprehension or a generator. Stacktrace: [1] PureInstruction @ ~/.julia/packages/OptimizingIR/eHhyA/src/types.jl:225 [inlined] [2] macro expansion @ ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:174 [inlined] [3] call(::OptimizingIR.Op{typeof(FinancialDSL.Core.Compiler.risk_neutral_probability), OptimizingIR.OptimizationRule{OptimizingIR.NullIdentityElement, Nothing}(true, false, false, false, OptimizingIR.NullIdentityElement(), nothing)}, ::OptimizingIR.Variable{OptimizingIR.Immutable}, ::OptimizingIR.SSAValue, ::OptimizingIR.Variable{OptimizingIR.Immutable}) @ OptimizingIR ~/.julia/packages/OptimizingIR/eHhyA/src/build.jl:164 [4] add_instruction! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:97 [inlined] [5] lower_risk_neutral_probability!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, dates_range::InterestRates.DailyDatesRange{true, InterestRates.BDays252}, current_time_step::Int64, state_variables::FinancialDSL.Core.Compiler.StateVariables) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:127 [6] lower_binomial_tree_algorithm! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:71 [inlined] [7] lower!(ctx::FinancialDSL.Core.Compiler.CompilerContext{FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, FinancialDSL.MarketData.EmptyMarketDataProvider, OptimizingIR.BasicBlock, FinancialDSL.Core.AbstractPricer}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Scale}, initial_state::FinancialDSL.Core.Compiler.BinomialModelInitialState) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_binomial_daily.jl:39 [8] lower! @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/model_general.jl:5 [inlined] [9] compile(model::FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, provider::FinancialDSL.MarketData.EmptyMarketDataProvider, attributes::FinancialDSL.Core.ContractAttributes, pricing_date::Date, contract::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Scale}, target_pricer_type::Type{FinancialDSL.Core.AbstractPricer}; compiler::Symbol) @ FinancialDSL.Core.Compiler ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:24 [10] compile @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/compiler/compilation.jl:12 [inlined] [11] #compile_pricer#7 @ ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:3 [inlined] [12] compile_pricer(provider::FinancialDSL.MarketData.EmptyMarketDataProvider, pricing_date::Date, model::FinancialDSL.Core.BinomialModelDaily{FinancialDSL.Currencies.Currency{:BRL}, FinancialDSL.Core.Stock, InterestRates.BDays252}, c::FinancialDSL.Core.WhenAt{FinancialDSL.Core.Scale}, attr::FinancialDSL.Core.ContractAttributes) @ FinancialDSL.Core ~/.julia/packages/FinancialDSL/AY7cL/src/core/pricer.jl:2 [13] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:154 [inlined] [14] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [15] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core_binomial_daily.jl:135 [16] include(fname::String) @ Base.MainInclude ./client.jl:494 [17] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:768 [inlined] [18] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [19] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/test_core.jl:768 [20] include(fname::String) @ Base.MainInclude ./client.jl:494 [21] macro expansion @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [inlined] [22] macro expansion @ /opt/julia/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [23] top-level scope @ ~/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:21 [24] include(fname::String) @ Base.MainInclude ./client.jl:494 [25] top-level scope @ none:6 [26] eval @ ./boot.jl:385 [inlined] [27] exec_options(opts::Base.JLOptions) @ Base ./client.jl:296 [28] _start() @ Base ./client.jl:557 Test Summary: | Pass Error Total Time Core | 275 5 280 34.6s ContractAttributes | 12 12 0.5s equality para RiskFactors | 9 9 0.2s Builtin contracts | 5 5 0.1s Observables Albebra | 57 57 1.8s Scenarios | 15 15 0.9s Compiler | 19 19 13.7s Pricing and Exposures | 49 49 3.6s Functional Currency FixedScenario | 62 62 1.5s FixedCashRiskFactor, FixedNonCashRiskFactor | 9 9 0.8s Cashflow projection | 7 7 0.4s FixedIncome | 4 4 0.4s Swap | 2 2 0.1s Repeated risk-factors | 1 1 0.4s project cashflows | 10 10 0.7s Black-Scholes | 11 2 13 3.6s BS Model internal API | 11 11 0.2s Pricing European Option | 1 1 3.1s BS European Call | 1 1 0.3s Binomial Daily | 3 3 6 3.3s Pricing European Option | 3 1 4 2.0s internal DailyDatesRange | 3 3 0.1s Pricing American Option | 1 1 0.5s Pricing ZCB | 1 1 0.8s ERROR: LoadError: Some tests did not pass: 275 passed, 0 failed, 5 errored, 0 broken. in expression starting at /home/pkgeval/.julia/packages/FinancialDSL/AY7cL/test/runtests.jl:20 Testing failed after 52.74s ERROR: LoadError: Package FinancialDSL errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Types.jl:70 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{Pkg.Types.PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Operations.jl:2034 [3] test @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Operations.jl:1915 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{Pkg.Types.PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::Base.PipeEndpoint}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:444 [5] test(pkgs::Vector{Pkg.Types.PackageSpec}; io::Base.PipeEndpoint, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:159 [6] test @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:147 [inlined] [7] #test#74 @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:146 [inlined] [8] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:219 in expression starting at /PkgEval.jl/scripts/evaluate.jl:210 PkgEval failed after 93.41s: package tests unexpectedly errored