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Eddie Hebert
bf1fc42acc
The use of np.allclose introduced a severe performance penalty, caused by the creation of two `np.array`s for each check. Instead create and use a similar check which maintains tolerance to floating point rounding, but operates only on scalars.
21 lines
708 B
Python
21 lines
708 B
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import math
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def tolerant_equals(a, b, atol=10e-7, rtol=10e-7):
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return math.fabs(a - b) <= (atol + rtol * math.fabs(b))
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