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Merge branch 'QPR-11512' into 'master'
Update QL 1.29 See merge request qs/quantlib!46
2 parents 608ea3e + 6b5de09 commit 9bb3460

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‎.github/workflows/cmake.yml‎

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@@ -8,24 +8,21 @@ jobs:
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- name: Setup
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run: |
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sudo apt update
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sudo apt install -y libboost-dev ccache
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sudo apt install -y libboost-dev ccache ninja-build
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-linux-ci-build-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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key: cmake-linux-ci-build-${{ github.ref }}
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restore-keys: |
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cmake-linux-ci-build-${{ github.ref }}-${{ github.head_ref }}-
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cmake-linux-ci-build-${{ github.ref }}-
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cmake-linux-ci-build-refs/heads/master-
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cmake-linux-ci-build-${{ github.ref }}
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cmake-linux-ci-build-refs/heads/master
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cmake-linux-ci-build-
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- name: Compile
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env:
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CXXFLAGS: -O2
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run: |
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mkdir build
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cd build
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cmake .. -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
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cmake --build . -j2
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cmake .. -GNinja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
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cmake --build .
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- name: Test
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run: |
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cd build
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- name: Setup
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run: |
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sudo apt update
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sudo apt install -y libboost-all-dev ccache
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sudo apt install -y libboost-all-dev ccache ninja-build
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-linux-ci-opts-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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key: cmake-linux-ci-opts-${{ github.ref }}
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restore-keys: |
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cmake-linux-ci-opts-${{ github.ref }}-${{ github.head_ref }}-
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cmake-linux-ci-opts-${{ github.ref }}-
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cmake-linux-ci-opts-refs/heads/master-
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cmake-linux-ci-opts-${{ github.ref }}
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cmake-linux-ci-opts-refs/heads/master
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cmake-linux-ci-opts-
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- name: Compile
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env:
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CXXFLAGS: -O2
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run: |
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cmake --preset linux-ci-build-with-nonstandard-options
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cmake --build --preset linux-ci-build-with-nonstandard-options -j2
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cmake --build --preset linux-ci-build-with-nonstandard-options
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- name: Test
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run: |
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cd build
@@ -61,66 +55,124 @@ jobs:
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runs-on: windows-2022
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steps:
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- uses: actions/checkout@v3
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-windows-ci-build-${{ github.ref }}
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restore-keys: |
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cmake-windows-ci-build-${{ github.ref }}
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cmake-windows-ci-build-refs/heads/master
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cmake-windows-ci-build-
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variant: sccache
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- name: Setup
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run: |
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$Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
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(New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
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Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
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choco install -y ninja
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- name: Compile
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env:
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BOOST_ROOT: C:\local\boost
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shell: cmd
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run: |
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mkdir build
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cd build
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call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
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cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=sccache
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cmake --build . --verbose
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dir ql\*.lib
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- name: Test
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run: |
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cd build
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.\test-suite\quantlib-test-suite --log_level=message
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cmake-win-dynamic-runtime:
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runs-on: windows-2022
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steps:
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- uses: actions/checkout@v3
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-windows-ci-dyn-build-${{ github.ref }}
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restore-keys: |
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cmake-windows-ci-dyn-build-${{ github.ref }}
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cmake-windows-ci-dyn-build-refs/heads/master
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cmake-windows-ci-dyn-build-
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variant: sccache
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- name: Setup
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run: |
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$Url = "https://boostorg.jfrog.io/artifactory/main/release/1.78.0/binaries/boost_1_78_0-msvc-14.3-64.exe"
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$Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
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(New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
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Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost-1.78.0"
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Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
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choco install -y ninja
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- name: Compile
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env:
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BOOST_ROOT: C:\local\boost-1.78.0
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BOOST_ROOT: C:\local\boost
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shell: cmd
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run: |
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mkdir build
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cd build
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cmake ..
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cmake --build . --config Release
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call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
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cmake .. -GNinja -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=sccache
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cmake --build . --verbose
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dir ql\*.lib
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- name: Test
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run: |
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cd build
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.\test-suite\Release\quantlib-test-suite --log_level=message
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.\test-suite\quantlib-test-suite --log_level=message
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cmake-win-with-options:
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runs-on: windows-2022
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steps:
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- uses: actions/checkout@v3
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-windows-ci-opts-${{ github.ref }}
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restore-keys: |
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cmake-windows-ci-opts-${{ github.ref }}
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cmake-windows-ci-opts-refs/heads/master
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cmake-windows-ci-opts-
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variant: sccache
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- name: Setup
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run: |
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$Url = "https://boostorg.jfrog.io/artifactory/main/release/1.78.0/binaries/boost_1_78_0-msvc-14.3-64.exe"
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$Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
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(New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
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Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost-1.78.0"
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Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
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choco install -y ninja
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- name: Compile
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BOOST_ROOT: C:\local\boost-1.78.0
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BOOST_ROOT: C:\local\boost
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shell: cmd
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run: |
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call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
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cmake --preset windows-ci-build-with-nonstandard-options
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cmake --build --preset windows-ci-build-with-nonstandard-options
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- name: Test
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run: |
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cd build
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.\test-suite\Release\quantlib-test-suite --log_level=message
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.\test-suite\quantlib-test-suite --log_level=message
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cmake-macos:
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runs-on: macos-latest
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steps:
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- uses: actions/checkout@v3
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- name: Setup
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run: |
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brew install boost ccache
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brew install boost ccache ninja
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-macos-ci-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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key: cmake-macos-ci-${{ github.ref }}
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restore-keys: |
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cmake-macos-ci-${{ github.ref }}-${{ github.head_ref }}-
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cmake-macos-ci-${{ github.ref }}-
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cmake-macos-ci-refs/heads/master-
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cmake-macos-ci-${{ github.ref }}
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cmake-macos-ci-refs/heads/master
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cmake-macos-ci-
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- name: Compile
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env:
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CXXFLAGS: -O2 -stdlib=libc++ -mmacosx-version-min=10.9
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CXXFLAGS: -stdlib=libc++ -mmacosx-version-min=10.9
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run: |
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mkdir build
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cd build
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cmake .. -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
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cmake --build . -j2
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cmake .. -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -GNinja
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cmake --build .
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- name: Test
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cd build

‎.github/workflows/coveralls.yml‎

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name: Coverage report
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on: [push, pull_request]
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on:
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push:
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branches:
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- master
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pull_request:
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jobs:
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coverage:
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runs-on: ubuntu-latest

‎.github/workflows/doxygen.yml‎

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@@ -6,8 +6,9 @@ jobs:
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- uses: actions/checkout@v3
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- name: Setup
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env:
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HOMEBREW_NO_INSTALLED_DEPENDENTS_CHECK: 1
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rm -f /usr/local/bin/2to3
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brew update
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brew install automake boost doxygen graphviz
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./autogen.sh

‎.github/workflows/linux-full-tests.yml‎

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name: Linux build with full test matrix
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on: workflow_dispatch
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on:
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schedule:
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- cron: '0 0 * * 0'
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workflow_dispatch:
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build:
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runs-on: ubuntu-latest
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cc: gcc
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cxx: g++
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configureflags: --enable-thread-safe-observer-pattern
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- name: "Thread-safe singleton init enabled"
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shortname: threadsafeinit
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tag: rolling
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cc: gcc
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cxx: g++
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configureflags: --enable-thread-safe-singleton-init
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- name: "Sessions enabled"
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shortname: sessions
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tag: rolling
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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key: linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}
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restore-keys: |
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-
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linux-ci-build-${{ matrix.shortname }}-refs/heads/master-
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}
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linux-ci-build-${{ matrix.shortname }}-refs/heads/master
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linux-ci-build-${{ matrix.shortname }}-
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- name: Compiler version
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run: |
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run: |
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echo "#include <ql/quantlib.hpp>" > test1.cpp && echo "int main() { return 0; }" >> test1.cpp
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echo "#include <ql/quantlib.hpp>" > test2.cpp
202-
if test ${{ matrix.shortname }} = sessions ; then
203-
echo "namespace QuantLib { ThreadKey sessionId() { return 0; } }" >> test2.cpp
204-
fi
205198
make install
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${{ matrix.cxx }} -O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }} `quantlib-config --cflags` test1.cpp test2.cpp `quantlib-config --libs`

‎.github/workflows/linux-nondefault.yml‎

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name: Linux build with non-default configuration
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on: workflow_dispatch
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on:
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schedule:
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- cron: '0 0 * * 0'
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workflow_dispatch:
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build:
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runs-on: ubuntu-latest
@@ -154,6 +157,6 @@ jobs:
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- name: Check global header
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run: |
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echo "#include <ql/quantlib.hpp>" > test1.cpp && echo "int main() { return 0; }" >> test1.cpp
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echo "#include <ql/quantlib.hpp>" > test2.cpp && echo "namespace QuantLib { ThreadKey sessionId() { return 0; } }" >> test2.cpp
160+
echo "#include <ql/quantlib.hpp>" > test2.cpp
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make install
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${{ matrix.cxx }} -O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }} `quantlib-config --cflags` test1.cpp test2.cpp `quantlib-config --libs`

‎.github/workflows/linux.yml‎

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cxx: g++
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configureflags: --enable-thread-safe-observer-pattern
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tests: true
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- name: "Thread-safe singleton init enabled"
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shortname: threadsafeinit
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tag: rolling
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cc: gcc
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cxx: g++
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configureflags: --enable-thread-safe-singleton-init
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tests: true
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- name: "Sessions enabled"
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shortname: sessions
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tag: rolling
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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key: linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}
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restore-keys: |
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-
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linux-ci-build-${{ matrix.shortname }}-refs/heads/master-
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}
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linux-ci-build-${{ matrix.shortname }}-refs/heads/master
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linux-ci-build-${{ matrix.shortname }}-
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- name: Compiler version
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run: |
@@ -221,8 +213,5 @@ jobs:
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run: |
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echo "#include <ql/quantlib.hpp>" > test1.cpp && echo "int main() { return 0; }" >> test1.cpp
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echo "#include <ql/quantlib.hpp>" > test2.cpp
224-
if test ${{ matrix.shortname }} = sessions ; then
225-
echo "namespace QuantLib { ThreadKey sessionId() { return 0; } }" >> test2.cpp
226-
fi
227216
make install
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${{ matrix.cxx }} -O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }} `quantlib-config --cflags` test1.cpp test2.cpp `quantlib-config --libs` ${{ matrix.moreflags }}

‎.github/workflows/macos-nondefault.yml‎

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name: Mac OS build with non-default configuration
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on: workflow_dispatch
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on:
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schedule:
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- cron: '0 0 * * 0'
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workflow_dispatch:
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build:
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runs-on: ${{ matrix.os }}

‎.github/workflows/macos.yml‎

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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: ${{ matrix.os }}-${{ matrix.shortname }}-build-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp', '**/macos.yml') }}
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key: macos-ci-build-${{ matrix.shortname }}-${{ github.ref }}
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restore-keys: |
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${{ matrix.os }}-${{ matrix.shortname }}-build-${{ github.ref }}-${{ github.head_ref }}-
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${{ matrix.os }}-${{ matrix.shortname }}-build-${{ github.ref }}-
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${{ matrix.os }}-${{ matrix.shortname }}-build-refs/heads/master-
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${{ matrix.os }}-${{ matrix.shortname }}-build-
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macos-ci-build-${{ matrix.shortname }}-${{ github.ref }}
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macos-ci-build-${{ matrix.shortname }}-refs/heads/master
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macos-ci-build-${{ matrix.shortname }}-
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- name: Build
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run: |
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./autogen.sh

‎.github/workflows/stale.yml‎

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staleness-check:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/stale@v6
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- uses: actions/stale@v7
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with:
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repo-token: ${{ secrets.GITHUB_TOKEN }}
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stale-issue-message: 'This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.'

‎.github/workflows/test-times.yml‎

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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: linux-ci-build-times-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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key: linux-ci-test-times-${{ github.ref }}
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restore-keys: |
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linux-ci-build-times-${{ github.ref }}-${{ github.head_ref }}-
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linux-ci-build-times-${{ github.ref }}-
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linux-ci-build-times-refs/heads/master-
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linux-ci-build-times-
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linux-ci-test-times-${{ github.ref }}
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linux-ci-test-times-refs/heads/master
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linux-ci-test-times-
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- name: Setup
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run: |
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sudo apt update

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