chore: remove macos blas

Author: dancixx

Cargo.toml

@@ -42,7 +42,6 @@ ndarray = { version = "0.16.1", features = [
     "blas",
 ] }
 ndarray-linalg = { version = "0.17.0" }
-ndarray-npy = "0.9.1"
 ndarray-rand = "0.15.0"
 ndarray-stats = "0.6.0"
 ndrustfft = "0.5.0"
@@ -82,9 +81,6 @@ malliavin = []
 mimalloc = ["dep:mimalloc"]
 yahoo = ["dep:time", "dep:yahoo_finance_api", "dep:polars"]
 
-[target.'cfg(target_os = "macos")'.dependencies]
-ndarray-linalg = { version = "0.17.0", features = ["openblas-static"] }
-
 [lib]
 name = "stochastic_rs"
 crate-type = ["cdylib", "lib"]

src/main.rs

@@ -5,6 +5,7 @@ use std::fs::File;
 use std::io::{BufRead, BufReader};
 use std::time::Instant;
 use stochastic_rs::plot_1d;
+use stochastic_rs::stochastic::diffusion::ou::OU;
 use stochastic_rs::stochastic::noise::fgn::FGN;
 use stochastic_rs::stochastic::SamplingExt;
 // use stochastic_rs::stochastic::noise::fgn::FGN;
@@ -17,8 +18,13 @@ use stochastic_rs::stats::fou_estimator::{
 
 // Import your estimator modules and types here
 // use your_crate::{FOUParameterEstimationV1, FOUParameterEstimationV2, FilterType};
-const N: usize = 10000;
+const N: usize = 500_000;
 fn main() -> Result<(), Box<dyn Error>> {
+  let ou = OU::new(1.0, 1.0, 1.0, N, None, None, None);
+  let start = Instant::now();
+  ou.sample();
+  let end = start.elapsed().as_nanos();
+  println!("OU generated in: {end} ns");
   // let fbm = FGN::new(0.7, 10_000, Some(1.0), Some(10000));
   // let fgn = fbm.sample_cuda().unwrap();
   // let fgn = fgn.row(0);

src/quant/calibration.rs

@@ -1,2 +1,3 @@
 pub mod bsm;
 pub mod heston;
+pub mod sabr;

src/quant/calibration/sabr.rs

@@ -0,0 +1,3 @@
+pub struct SabrCalibrator {
+  // Define fields here
+}