fix: tests and compiler error

Author: dancixx

.gitignore

@@ -14,6 +14,7 @@ CI.yml
 
 # Python (helper scripts + venvs are not part of the Rust project)
 *.py
+!stochastic-rs-py/python_smoke.py
 venv/
 .venv/
 

stochastic-rs-py/python_smoke.py

@@ -0,0 +1,123 @@
+#!/usr/bin/env python3
+"""In-process Python smoke test for the `stochastic_rs` extension module.
+
+Run with:
+    cd stochastic-rs-py
+    maturin develop --release           # build + install editable wheel
+    python python_smoke.py
+
+The script exercises the 5 main API surfaces (distributions, stochastic
+processes, copulas, stats, quant) and verifies seed-determinism wherever
+the wrapper accepts a `seed=` keyword argument.
+
+Exit code 0 = all checks pass; non-zero = first failure raises.
+"""
+
+from __future__ import annotations
+
+import sys
+import traceback
+
+import numpy as np
+import stochastic_rs as sr
+
+
+def check_distributions_seed():
+    n1 = sr.PyNormal(0.0, 1.0, seed=42)
+    n2 = sr.PyNormal(0.0, 1.0, seed=42)
+    s1 = n1.sample(1024)
+    s2 = n2.sample(1024)
+    assert np.allclose(s1, s2), "PyNormal seed determinism failed"
+    print("[OK]  PyNormal seed determinism (1024 samples)")
+
+    n_unseeded = sr.PyNormal(0.0, 1.0)
+    s3 = n_unseeded.sample(1024)
+    assert s3.shape == (1024,)
+    assert abs(float(np.mean(s3))) < 0.2
+    print("[OK]  PyNormal unseeded sampling (mean ~ 0)")
+
+    # sample_par must keep determinism on the seeded path even though the
+    # underlying `sample_matrix` clones `self` per rayon worker.
+    p1 = sr.PyNormal(0.0, 1.0, seed=99).sample_par(64, 1024)
+    p2 = sr.PyNormal(0.0, 1.0, seed=99).sample_par(64, 1024)
+    assert np.allclose(p1, p2), "PyNormal sample_par seed determinism failed"
+    assert p1.shape == (64, 1024)
+    print("[OK]  PyNormal sample_par seed determinism (64x1024)")
+
+
+def check_stochastic_seed():
+    g1 = sr.PyGbm(0.05, 0.2, 252, x0=100.0, t=1.0, seed=42)
+    g2 = sr.PyGbm(0.05, 0.2, 252, x0=100.0, t=1.0, seed=42)
+    p1 = g1.sample()
+    p2 = g2.sample()
+    assert np.allclose(p1, p2), "PyGbm seed determinism failed"
+    assert p1.shape[0] == 252
+    print("[OK]  PyGbm seed determinism (T=1y, n=252)")
+
+    # sample_par determinism on the seeded path: the wrapper must serialize
+    # because the default ProcessExt::sample_par would race on the shared
+    # Deterministic atomic state.
+    pp1 = sr.PyGbm(0.05, 0.2, 252, x0=100.0, t=1.0, seed=42).sample_par(8)
+    pp2 = sr.PyGbm(0.05, 0.2, 252, x0=100.0, t=1.0, seed=42).sample_par(8)
+    assert np.allclose(pp1, pp2), "PyGbm sample_par seed determinism failed"
+    assert pp1.shape == (8, 252)
+    print("[OK]  PyGbm sample_par seed determinism (8 paths)")
+
+
+def check_copula_seed():
+    c1 = sr.Clayton(tau=0.5)
+    c2 = sr.Clayton(tau=0.5)
+    c1.compute_theta()
+    c2.compute_theta()
+    s1 = c1.sample(1000, seed=42)
+    s2 = c2.sample(1000, seed=42)
+    assert np.allclose(s1, s2), "Clayton seed determinism failed"
+    assert s1.shape == (1000, 2)
+    print("[OK]  Clayton bivariate copula seed determinism")
+
+
+def check_stats_jb():
+    arr = np.random.default_rng(0).standard_normal(2000)
+    jb = sr.JarqueBera(arr)
+    stat = jb.statistic
+    pv = jb.p_value
+    assert stat >= 0.0
+    assert 0.0 <= pv <= 1.0
+    print(f"[OK]  JarqueBera N(0,1)·2000 → JB={stat:.3f}, p={pv:.3f}")
+
+
+def check_quant_bsm():
+    p = sr.BSMPricer(s=100.0, v=0.2, k=100.0, r=0.05, tau=1.0)
+    price = p.price()
+    assert 9.0 < price < 12.0, f"BSM ATM 1y 20% vol price out of range: {price}"
+    print(f"[OK]  BSMPricer ATM 1y σ=20%, r=5% → {price:.4f}")
+
+
+CHECKS = [
+    ("distributions", check_distributions_seed),
+    ("stochastic", check_stochastic_seed),
+    ("copulas", check_copula_seed),
+    ("stats", check_stats_jb),
+    ("quant", check_quant_bsm),
+]
+
+
+def main() -> int:
+    failed = []
+    for name, fn in CHECKS:
+        try:
+            fn()
+        except Exception as exc:
+            print(f"[FAIL] {name}: {exc}")
+            traceback.print_exc()
+            failed.append(name)
+    print()
+    if failed:
+        print(f"smoke test FAILED ({len(failed)}/{len(CHECKS)}): {', '.join(failed)}")
+        return 1
+    print(f"stochastic-rs Python smoke test: ALL {len(CHECKS)} CHECKS PASSED")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

stochastic-rs-quant/src/pricing/rainbow.rs

@@ -297,6 +297,9 @@ impl McRainbowPricer {
 
 #[cfg(test)]
 mod tests {
+  #[cfg(feature = "openblas")]
+  use ndarray::array;
+
   use super::*;
 
   /// Stulz: $C_{\min} + C_{\max} = C_1 + C_2$ (vanilla call sum).