46 lines
1 KiB
C++
46 lines
1 KiB
C++
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#include "common.hpp"
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#include <taskflow/taskflow.hpp>
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#include <taskflow/algorithm/for_each.hpp>
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void bs_taskflow(unsigned num_threads) {
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tf::Executor executor(num_threads);
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tf::Taskflow taskflow;
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auto init = taskflow.placeholder();
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auto loop = taskflow.for_each_index(
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0, numOptions, 1, [&](int i) {
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auto price = BlkSchlsEqEuroNoDiv(
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sptprice[i], strike[i],
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rate[i], volatility[i], otime[i],
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otype[i], 0
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);
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prices[i] = price;
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#ifdef ERR_CHK
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check_error(i, price);
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#endif
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}, tf::StaticPartitioner());
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auto cond = taskflow.emplace([i=0] () mutable{
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return ++i == NUM_RUNS ? -1 : 0;
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});
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init.precede(loop);
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loop.precede(cond);
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cond.precede(loop);
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executor.run(taskflow).wait();
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}
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std::chrono::microseconds measure_time_taskflow(unsigned num_threads) {
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auto beg = std::chrono::high_resolution_clock::now();
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bs_taskflow(num_threads);
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auto end = std::chrono::high_resolution_clock::now();
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return std::chrono::duration_cast<std::chrono::microseconds>(end - beg);
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}
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