CSA changes.

Author: DrTodd13

examples/blackscholes/HOW_TO_RUN_CSA

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+The following command will enable access to the simulator.
+
+source ~/csa/sdk_install/csasetup.bash

examples/blackscholes/blackscholes_csa.py

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+#
+# Copyright (c) 2017 Intel Corporation
+# SPDX-License-Identifier: BSD-2-Clause
+#
+
+import numba
+import numpy as np
+import math
+import argparse
+import time
+
+@numba.vectorize(nopython=True)
+def cndf2(inp):
+    #out = 0.5 + 0.5 * math.erf((math.sqrt(2.0)/2.0) * inp)
+    out = 0.5 + 0.5 * ((math.sqrt(2.0)/2.0) * inp)
+    return out
+
+def blackscholes_slow(sptprice, strike, rate, volatility, timev):
+    logterm = np.log(sptprice / strike)
+    powterm = 0.5 * volatility * volatility
+    den = volatility * np.sqrt(timev)
+    d1 = (((rate + powterm) * timev) + logterm) / den
+    d2 = d1 - den
+    NofXd1 = cndf2(d1)
+    NofXd2 = cndf2(d2)
+    futureValue = strike * np.exp(- rate * timev)
+    c1 = futureValue * NofXd2
+    call = sptprice * NofXd1 - c1
+    put  = call - futureValue + sptprice
+    return put
+
+@numba.njit(parallel={'csa':True})
+def blackscholes(sptprice, strike, rate, volatility, timev):
+    logterm = np.log(sptprice / strike)
+    powterm = 0.5 * volatility * volatility
+    den = volatility * np.sqrt(timev)
+    d1 = (((rate + powterm) * timev) + logterm) / den
+    d2 = d1 - den
+    NofXd1 = cndf2(d1)
+    NofXd2 = cndf2(d2)
+    futureValue = strike * np.exp(- rate * timev)
+    c1 = futureValue * NofXd2
+    call = sptprice * NofXd1 - c1
+    put  = call - futureValue + sptprice
+    return put
+
+
+def run(OPT_N, iterations):
+    sptprice   = np.full((OPT_N,), 42.0)
+    initStrike = 40 + (np.arange(OPT_N) + 1.0) / OPT_N
+    rate       = np.full((OPT_N,), 0.5)
+    volatility = np.full((OPT_N,), 0.2)
+    timev      = np.full((OPT_N,), 0.5)
+
+    spt1 = sptprice.__array_interface__['data']
+    print("spt1", spt1)
+    put = blackscholes(sptprice, initStrike, rate, volatility, timev)
+    print("compare", np.sum(put), np.sum(blackscholes_slow(sptprice, initStrike, rate, volatility, timev)))
+
+#    t1 = time.time()
+#    for i in range(iterations):
+#        put = blackscholes(sptprice, initStrike, rate, volatility, timev)
+#    t = time.time()-t1
+#    return 1000 * (t / iterations)
+
+def main(*args):
+#    OPT_N = 4000000
+#    iterations = 10
+    OPT_N = 4000
+    iterations = 1
+    if len(args) >= 2:
+        iterations = int(args[0])
+    
+#    run(1, 1)
+    run(OPT_N, iterations)
+#    t = run(OPT_N, iterations)
+#    print("SELFTIMED ", t)
+
+if __name__ == '__main__':
+    main()