Package evaluation of FinancialToolbox on Julia 1.11.4 (a71dd056e0*) started at 2025-04-08T09:46:29.445 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 8.87s ################################################################################ # Installation # Installing FinancialToolbox... Resolving package versions... Updating `~/.julia/environments/v1.11/Project.toml` [2edd74a5] + FinancialToolbox v0.7.0 Updating `~/.julia/environments/v1.11/Manifest.toml` [d360d2e6] + ChainRulesCore v1.25.1 [34da2185] + Compat v4.16.0 [ffbed154] + DocStringExtensions v0.9.4 [2edd74a5] + FinancialToolbox v0.7.0 [92d709cd] + IrrationalConstants v0.2.4 [692b3bcd] + JLLWrappers v1.7.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [46d2c3a1] + MuladdMacro v0.2.4 [21216c6a] + Preferences v1.4.3 [ae029012] + Requires v1.3.1 [276daf66] + SpecialFunctions v2.5.0 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [56f22d72] + Artifacts v1.11.0 [2a0f44e3] + Base64 v1.11.0 [ade2ca70] + Dates v1.11.0 [b77e0a4c] + InteractiveUtils v1.11.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.11.0 [56ddb016] + Logging v1.11.0 [d6f4376e] + Markdown v1.11.0 [de0858da] + Printf v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization v1.11.0 [fa267f1f] + TOML v1.0.3 [8dfed614] + Test v1.11.0 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.1.1+0 [4536629a] + OpenBLAS_jll v0.3.27+1 [05823500] + OpenLibm_jll v0.8.5+0 [8e850b90] + libblastrampoline_jll v5.11.0+0 Installation completed after 2.05s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompilation completed after 379.97s ################################################################################ # Testing # Testing FinancialToolbox Status `/tmp/jl_11xU7i/Project.toml` [c29ec348] AbstractDifferentiation v0.6.2 [9f5e2b26] Diffractor v0.2.10 [fa6b7ba4] DualNumbers v0.6.9 [2edd74a5] FinancialToolbox v0.7.0 ⌅ [f6369f11] ForwardDiff v0.10.38 [50ceba7f] HyperDualNumbers v4.0.10 [37e2e3b7] ReverseDiff v1.16.1 [0c5d862f] Symbolics v6.37.1 ⌅ [6aa5eb33] TaylorSeries v0.12.2 ⌅ [e88e6eb3] Zygote v0.6.76 [ade2ca70] Dates v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_11xU7i/Manifest.toml` [47edcb42] ADTypes v1.14.0 [c29ec348] AbstractDifferentiation v0.6.2 [621f4979] AbstractFFTs v1.5.0 [1520ce14] AbstractTrees v0.4.5 [7d9f7c33] Accessors v0.1.42 [79e6a3ab] Adapt v4.3.0 [66dad0bd] AliasTables v1.1.3 [4fba245c] ArrayInterface v7.18.0 [a9b6321e] Atomix v1.1.1 [e2ed5e7c] Bijections v0.1.9 [fa961155] CEnum v0.5.0 [49dc2e85] Calculus v0.5.2 [082447d4] ChainRules v1.72.3 [d360d2e6] ChainRulesCore v1.25.1 [da1fd8a2] CodeTracking v1.3.9 [861a8166] Combinatorics v1.0.2 [38540f10] CommonSolve v0.2.4 [bbf7d656] CommonSubexpressions v0.3.1 [f70d9fcc] CommonWorldInvalidations v1.0.0 [34da2185] Compat v4.16.0 [b152e2b5] CompositeTypes v0.1.4 [a33af91c] CompositionsBase v0.1.2 [187b0558] ConstructionBase v1.5.8 ⌅ [f68482b8] Cthulhu v2.16.5 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.22 [e2d170a0] DataValueInterfaces v1.0.0 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 [9f5e2b26] Diffractor v0.2.10 [31c24e10] Distributions v0.25.118 [ffbed154] DocStringExtensions v0.9.4 [5b8099bc] DomainSets v0.7.15 [fa6b7ba4] DualNumbers v0.6.9 [7c1d4256] DynamicPolynomials v0.6.1 [4e289a0a] EnumX v1.0.5 [e2ba6199] ExprTools v0.1.10 [55351af7] ExproniconLite v0.10.14 [1a297f60] FillArrays v1.13.0 [2edd74a5] FinancialToolbox v0.7.0 [1eca21be] FoldingTrees v1.2.2 [1fa38f19] Format v1.3.7 ⌅ [f6369f11] ForwardDiff v0.10.38 [069b7b12] FunctionWrappers v1.1.3 [77dc65aa] FunctionWrappersWrappers v0.1.3 [0c68f7d7] GPUArrays v11.2.2 [46192b85] GPUArraysCore v0.2.0 [076d061b] HashArrayMappedTries v0.2.0 [50ceba7f] HyperDualNumbers v4.0.10 [34004b35] HypergeometricFunctions v0.3.28 [7869d1d1] IRTools v0.4.14 [18e54dd8] IntegerMathUtils v0.1.2 [8197267c] IntervalSets v0.7.10 [3587e190] InverseFunctions v0.1.17 [92d709cd] IrrationalConstants v0.2.4 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.7.0 [ae98c720] Jieko v0.2.1 ⌅ [70703baa] JuliaSyntax v0.4.10 [63c18a36] KernelAbstractions v0.9.34 [929cbde3] LLVM v9.2.0 [b964fa9f] LaTeXStrings v1.4.0 [23fbe1c1] Latexify v0.16.7 [2ab3a3ac] LogExpFunctions v0.3.29 [1914dd2f] MacroTools v0.5.15 [e1d29d7a] Missings v1.2.0 [2e0e35c7] Moshi v0.3.5 [46d2c3a1] MuladdMacro v0.2.4 [102ac46a] MultivariatePolynomials v0.5.7 [d8a4904e] MutableArithmetics v1.6.4 [77ba4419] NaNMath v1.1.3 [6fe1bfb0] OffsetArrays v1.16.0 [bac558e1] OrderedCollections v1.8.0 [90014a1f] PDMats v0.11.33 ⌅ [aea7be01] PrecompileTools v1.2.1 [21216c6a] Preferences v1.4.3 [27ebfcd6] Primes v0.5.7 [43287f4e] PtrArrays v1.3.0 [1fd47b50] QuadGK v2.11.2 [c1ae055f] RealDot v0.1.0 [3cdcf5f2] RecipesBase v1.3.4 [731186ca] RecursiveArrayTools v3.31.2 [189a3867] Reexport v1.2.2 [ae029012] Requires v1.3.1 [37e2e3b7] ReverseDiff v1.16.1 [79098fc4] Rmath v0.8.0 [7e49a35a] RuntimeGeneratedFunctions v0.5.13 [0bca4576] SciMLBase v2.82.1 [c0aeaf25] SciMLOperators v0.3.13 [53ae85a6] SciMLStructures v1.7.0 [7e506255] ScopedValues v1.3.0 [efcf1570] Setfield v1.1.2 [a2af1166] SortingAlgorithms v1.2.1 [dc90abb0] SparseInverseSubset v0.1.2 [276daf66] SpecialFunctions v2.5.0 [90137ffa] StaticArrays v1.9.13 [1e83bf80] StaticArraysCore v1.4.3 [10745b16] Statistics v1.11.1 [82ae8749] StatsAPI v1.7.0 [2913bbd2] StatsBase v0.34.4 [4c63d2b9] StatsFuns v1.4.0 ⌅ [09ab397b] StructArrays v0.6.21 [2efcf032] SymbolicIndexingInterface v0.3.38 [19f23fe9] SymbolicLimits v0.2.2 [d1185830] SymbolicUtils v3.25.1 [0c5d862f] Symbolics v6.37.1 [3783bdb8] TableTraits v1.0.1 [bd369af6] Tables v1.12.0 [ed4db957] TaskLocalValues v0.1.2 ⌅ [6aa5eb33] TaylorSeries v0.12.2 [8ea1fca8] TermInterface v2.0.0 [a759f4b9] TimerOutputs v0.5.28 [d265eb64] TypedSyntax v1.4.2 [a7c27f48] Unityper v0.1.6 [013be700] UnsafeAtomics v0.3.0 [897b6980] WeakValueDicts v0.1.0 [b8c1c048] WidthLimitedIO v1.0.1 ⌅ [e88e6eb3] Zygote v0.6.76 [700de1a5] ZygoteRules v0.2.7 [dad2f222] LLVMExtra_jll v0.0.35+0 [efe28fd5] OpenSpecFun_jll v0.5.6+0 [f50d1b31] Rmath_jll v0.5.1+0 [0dad84c5] ArgTools v1.1.2 [56f22d72] Artifacts v1.11.0 [2a0f44e3] Base64 v1.11.0 [ade2ca70] Dates v1.11.0 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.6.0 [7b1f6079] FileWatching v1.11.0 [9fa8497b] Future v1.11.0 [b77e0a4c] InteractiveUtils v1.11.0 [4af54fe1] LazyArtifacts v1.11.0 [b27032c2] LibCURL v0.6.4 [76f85450] LibGit2 v1.11.0 [8f399da3] Libdl v1.11.0 [37e2e46d] LinearAlgebra v1.11.0 [56ddb016] Logging v1.11.0 [d6f4376e] Markdown v1.11.0 [ca575930] NetworkOptions v1.2.0 [44cfe95a] Pkg v1.11.0 [de0858da] Printf v1.11.0 [3fa0cd96] REPL v1.11.0 [9a3f8284] Random v1.11.0 [ea8e919c] SHA v0.7.0 [9e88b42a] Serialization v1.11.0 [6462fe0b] Sockets v1.11.0 [2f01184e] SparseArrays v1.11.0 [f489334b] StyledStrings v1.11.0 [4607b0f0] SuiteSparse [fa267f1f] TOML v1.0.3 [a4e569a6] Tar v1.10.0 [8dfed614] Test v1.11.0 [cf7118a7] UUIDs v1.11.0 [4ec0a83e] Unicode v1.11.0 [e66e0078] CompilerSupportLibraries_jll v1.1.1+0 [deac9b47] LibCURL_jll v8.6.0+0 [e37daf67] LibGit2_jll v1.7.2+0 [29816b5a] LibSSH2_jll v1.11.0+1 [c8ffd9c3] MbedTLS_jll v2.28.6+0 [14a3606d] MozillaCACerts_jll v2023.12.12 [4536629a] OpenBLAS_jll v0.3.27+1 [05823500] OpenLibm_jll v0.8.5+0 [bea87d4a] SuiteSparse_jll v7.7.0+0 [83775a58] Zlib_jll v1.2.13+1 [8e850b90] libblastrampoline_jll v5.11.0+0 [8e850ede] nghttp2_jll v1.59.0+0 [3f19e933] p7zip_jll v17.4.0+2 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. Testing Running tests... Running tests: ------------------------------------------------------------ * testRealNumbers.jl * Starting Standard Test --- European Call: Price and Sensitivities -----Testing Price -----Testing Price Binary -----Testing Black Price -----Testing Delta -----Testing Theta -----Testing Rho -----Testing Lambda -----Testing Implied Volatility -----Testing Implied Volatility Black --- European Put: Price and Sensitivities -----Testing Price -----Testing Binary Price -----Testing Price Black -----Testing Delta -----Testing Theta -----Testing Rho -----Testing Lambda -----Testing Implied Volatility -----Testing Implied Volatility Black -----Testing Gamma -----Testing Vega Standard Test Passed Starting Input Validation Test Real ----Testing Negative Spot Price ----Testing Negative Strike Price ----Testing Negative Time to Maturity ----Testing Negative Volatility ----Testing Negative Option Price ----Testing Negative Tollerance Real Input Validation Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * test_implied_volatility.jl * Starting Implied Volatility Test Implied Volatility Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * test_implied_volatility_black.jl * Starting Implied Volatility Test Implied Volatility Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * testComplexNumbers.jl * Starting Complex Number Test WARNING: Method definition assert_(Any, Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testRealNumbers.jl:18 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testComplexNumbers.jl:18. --- European Call Sensitivities: Complex Step Approximation -----Testing Delta -----Testing Rho -----Testing Theta -----Testing Lambda --- European Put Sensitivities: Complex Step Approximation -----Testing Delta -----Testing Rho -----Testing Theta -----Testing Lambda -----Testing Vega Complex Number Test Passed Starting Input Validation Test Complex ----Testing Negative Spot Price ----Testing Negative Strike Price ----Testing Negative Time to Maturity ----Testing Negative Volatility Complex Input Validation Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * testForwardDiff.jl * Starting Forward Diff Dual Numbers Test WARNING: Method definition assert_(Any, Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testComplexNumbers.jl:18 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:15. --- European Call Sensitivities: DualNumbers -----Testing Delta -----Testing Rho -----Testing Theta -----Testing Lambda -----Testing Vanna --- European Put Sensitivities: DualNumbers -----Testing Delta -----Testing Rho -----Testing Theta -----Testing Lambda -----Testing Vanna -----Testing Vega Dual Numbers Test Passed Starting Input Validation Test Dual ----Testing Negative Spot Price ----Testing Negative Strike Price ----Testing Negative Time to Maturity ----Testing Negative Volatility Dual Input Validation Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * testReverseDiff.jl * ------------------------------------------------------------ ------------------------------------------------------------ * testDual_.jl * Precompiling DualNumbers... 2411.1 ms ✓ DualNumbers 1 dependency successfully precompiled in 3 seconds. 15 already precompiled. WARNING: Method definition value__d(Any) in module FinancialToolbox at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/src/financial_forward_diff.jl:3 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/src/financial_dual.jl:3. WARNING: Method definition assert_(Any, Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:15 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:24. Starting DualNumbers Test WARNING: Method definition FcallDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:40 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:75. WARNING: Method definition GcallDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:41 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:76. WARNING: Method definition HcallDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:42 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:77. WARNING: Method definition LcallDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:43 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:78. WARNING: Method definition PcallDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:44 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:79. WARNING: Method definition VcallDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:45 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:80. WARNING: Method definition FputDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:47 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:82. WARNING: Method definition GputDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:48 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:83. WARNING: Method definition HputDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:49 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:84. WARNING: Method definition PputDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:50 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:85. WARNING: Method definition VPutDual(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testForwardDiff.jl:51 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:86. --- European Call Sensitivities: DualNumbers -----Testing Delta -----Testing Rho -----Testing Theta -----Testing Lambda -----Testing Vanna --- European Put Sensitivities: DualNumbers -----Testing Delta -----Testing Rho -----Testing Theta -----Testing Lambda -----Testing Vanna -----Testing Vega Dual Numbers Test Passed Starting Input Validation Test Dual ----Testing Negative Spot Price ----Testing Negative Strike Price ----Testing Negative Time to Maturity ----Testing Negative Volatility Dual Input Validation Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * testHyperDualNumbers.jl * Starting Hyper Dual Numbers Test WARNING: Method definition assert_(Any, Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testDual_.jl:24 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testHyperDualNumbers.jl:18. --- European Call Sensitivities: HyperDualNumbers -----Testing Delta -----Testing Gamma -----Testing Gamma 2 -----Testing Rho -----Testing Theta -----Testing Lambda -----Testing Vanna -----Testing Vanna 2 --- European Put Sensitivities: HyperDualNumbers -----Testing Delta -----Testing Rho -----Testing Theta -----Testing Lambda -----Testing Vanna -----Testing Vanna 2 -----Testing Vega Hyper Dual Numbers Test Passed Starting Input Validation Test Hyper Dual Numbers ----Testing Negative Spot Price ----Testing Negative Strike Price ----Testing Negative Time to Maturity ----Testing Negative Volatility Hyper Dual Input Validation Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * testDates.jl * Test Dates Passed ------------------------------------------------------------ ------------------------------------------------------------ * testTaylor.jl * WARNING: Method definition value__d(Any) in module FinancialToolbox at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/src/financial_dual.jl:3 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/src/financial_taylor.jl:122. VolaCall3 = 0.1999999999999998 + 5.979573226994402 t - 2.0200906522742515e-14 t² - 0.4596068299752265 t³ + 0.012053414402062007 t⁴ + 0.033737169433871374 t⁵ + 0.003128402310144168 t⁶ - 0.023762684355772782 t⁷ + 0.10855582123244209 t⁸ - 0.5420904309388467 t⁹ + 2.69865249102463 t¹⁰ - 13.326678968022863 t¹¹ + 68.23259631627705 t¹² + 8733.772328483463 t¹⁴ + 93160.23817049028 t¹⁵ + 2.981127621455689e6 t¹⁶ + 2.861882516597461e8 t¹⁷ - 3.0526746843706255e9 t¹⁸ - 1.7192663822375363e13 t²⁰ + 1.5004506608618497e14 t²¹ - 3.200961409838613e15 t²² + 𝒪(t²³) sigma_dual_new = 0.2 + 5.979573226994402 t - 9.000201576067875e-17 t² - 0.45960682997564284 t³ + 0.012053414413577086 t⁴ + 0.03373716899740279 t⁵ + 0.0031284055092095776 t⁶ - 0.02376261386075213 t⁷ + 0.10856366734134176 t⁸ - 0.5423140176563024 t⁹ + 2.712114941322082 t¹⁰ - 13.56082736749178 t¹¹ + 67.80524731231117 t¹² - 339.0318757401129 t¹³ + 1695.1875085554068 t¹⁴ - 8476.077827396326 t¹⁵ + 42381.088755492856 t¹⁶ - 211908.9328433718 t¹⁷ + 1.0595620644087724e6 t¹⁸ - 5.297897097468845e6 t¹⁹ + 2.6489918235844646e7 t²⁰ - 1.324517492801661e8 t²¹ + 6.622695087010912e8 t²² + 𝒪(t²³) #= /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testTaylor.jl:49 =# @test(abs(VolaCall3[1] - sigma_dual_new[1]) < toll) = Test Passed ------------------------------------------------------------ ------------------------------------------------------------ * testZygote.jl * Precompiling Zygote... 11806.0 ms ✓ ChainRules 9924.8 ms ✓ KernelAbstractions 2153.2 ms ✓ KernelAbstractions → SparseArraysExt 1700.5 ms ✓ KernelAbstractions → LinearAlgebraExt 1820.6 ms ✓ StructArrays → StructArraysGPUArraysCoreExt 12856.0 ms ✓ GPUArrays 64835.5 ms ✓ Zygote 7 dependencies successfully precompiled in 106 seconds. 96 already precompiled. Precompiling StructArraysStaticArraysExt... 1491.8 ms ✓ StructArrays → StructArraysStaticArraysExt 1 dependency successfully precompiled in 2 seconds. 19 already precompiled. WARNING: Method definition f(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testReverseDiff.jl:15 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testZygote.jl:15. WARNING: Method definition f2(Any) in module Main at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testReverseDiff.jl:20 overwritten at /home/pkgeval/.julia/packages/FinancialToolbox/H7U5A/test/testZygote.jl:20. ------------------------------------------------------------ ------------------------------------------------------------ * testDiffractor.jl * Precompiling Diffractor... 19747.6 ms ✓ Diffractor 1 dependency successfully precompiled in 20 seconds. 63 already precompiled. Precompiling AbstractDifferentiationZygoteExt... 2249.7 ms ✓ AbstractDifferentiation → AbstractDifferentiationForwardDiffExt 3644.6 ms ✓ AbstractDifferentiation → AbstractDifferentiationZygoteExt 2 dependencies successfully precompiled in 7 seconds. 106 already precompiled. Precompiling AbstractDifferentiationReverseDiffExt... 7611.6 ms ✓ AbstractDifferentiation → AbstractDifferentiationReverseDiffExt 1 dependency successfully precompiled in 8 seconds. 39 already precompiled. ------------------------------------------------------------ ------------------------------------------------------------ * testSymbolics.jl * Precompiling Symbolics... 2322.3 ms ✓ Accessors → IntervalSetsExt 4339.1 ms ✓ SciMLOperators 4674.7 ms ✓ DomainSets 3903.7 ms ✓ RecursiveArrayTools 3255.1 ms ✓ StatsBase 41742.7 ms ✓ SymbolicUtils 4085.0 ms ✓ StatsFuns → StatsFunsChainRulesCoreExt 1067.1 ms ✓ SciMLOperators → SciMLOperatorsStaticArraysCoreExt 1506.0 ms ✓ SciMLOperators → SciMLOperatorsSparseArraysExt 1667.9 ms ✓ RecursiveArrayTools → RecursiveArrayToolsSparseArraysExt 9519.8 ms ✓ Distributions 4934.6 ms ✓ SymbolicLimits 25091.7 ms ✓ SciMLBase 3103.3 ms ✓ Distributions → DistributionsTestExt 3332.9 ms ✓ Distributions → DistributionsChainRulesCoreExt 2373.3 ms ✓ SciMLBase → SciMLBaseChainRulesCoreExt 131730.5 ms ✓ Symbolics 17 dependencies successfully precompiled in 250 seconds. 130 already precompiled. Precompiling ArrayInterfaceChainRulesExt... 1432.7 ms ✓ ArrayInterface → ArrayInterfaceChainRulesExt 1 dependency successfully precompiled in 2 seconds. 40 already precompiled. Precompiling ArrayInterfaceReverseDiffExt... 7795.7 ms ✓ ArrayInterface → ArrayInterfaceReverseDiffExt 1 dependency successfully precompiled in 8 seconds. 40 already precompiled. Precompiling StructArraysExt... 1016.8 ms ✓ Accessors → StructArraysExt 1 dependency successfully precompiled in 1 seconds. 20 already precompiled. Precompiling SymbolicUtilsReverseDiffExt... 10584.4 ms ✓ SymbolicUtils → SymbolicUtilsReverseDiffExt 1 dependency successfully precompiled in 11 seconds. 87 already precompiled. Precompiling RecursiveArrayToolsStructArraysExt... 1373.5 ms ✓ RecursiveArrayTools → RecursiveArrayToolsStructArraysExt 1 dependency successfully precompiled in 2 seconds. 41 already precompiled. Precompiling RecursiveArrayToolsForwardDiffExt... 1715.8 ms ✓ RecursiveArrayTools → RecursiveArrayToolsForwardDiffExt 1 dependency successfully precompiled in 2 seconds. 50 already precompiled. Precompiling RecursiveArrayToolsZygoteExt... 8172.8 ms ✓ RecursiveArrayTools → RecursiveArrayToolsZygoteExt 1 dependency successfully precompiled in 9 seconds. 126 already precompiled. Precompiling RecursiveArrayToolsReverseDiffExt... 13686.5 ms ✓ RecursiveArrayTools → RecursiveArrayToolsReverseDiffExt 1 dependency successfully precompiled in 14 seconds. 130 already precompiled. Precompiling SciMLBaseZygoteExt... 9495.1 ms ✓ SciMLBase → SciMLBaseZygoteExt 1 dependency successfully precompiled in 10 seconds. 143 already precompiled. Precompiling SymbolicsForwardDiffExt... 9542.5 ms ✓ Symbolics → SymbolicsForwardDiffExt 1 dependency successfully precompiled in 11 seconds. 152 already precompiled. vol_h_S0 = blsimpv(hyper(S0, 1.0, 1.0, 0.0), K, r, T, price, d) = 0.20000000000000046 - 0.013110216269753736ε₁ - 0.013110216269753736ε₂ - 0.0003433810856391094ε₁ε₂ gamma = substitute(der_vol_S02, dict_vals) = -0.00034338108563910775 Test First Order Passed Test Second Order Passed ------------------------------------------------------------ Testing FinancialToolbox tests passed Testing completed after 856.8s PkgEval succeeded after 1260.46s