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Merge pull request #69 from chemardes/feature/fixing-time-tracking
FEATURE: fix time monitoring for gbm
2 parents edf035e + 3bbbaf2 commit 26c0bde

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Lines changed: 2 additions & 1 deletion

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GPUSolver/gpu/gbm_parallel.cuh

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -130,11 +130,12 @@ public:
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template<typename T = DEFAULT_FPX>
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SimulationResults<T> simulate(T initial_stock_price, T mu, T sigma, T time, int num_of_simulations, int time_steps)
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{
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auto start = std::chrono::high_resolution_clock::now();
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size_t grid_size = num_of_simulations * time_steps;
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T *dev_grid;
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gpuErrChk(cudaMalloc(&dev_grid, grid_size * sizeof(T)));
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auto start = std::chrono::high_resolution_clock::now();
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simulate_gbm<<<numBlocks(num_of_simulations), THREADS_PER_BLOCK>>>(dev_grid, initial_stock_price, mu, sigma, time, time_steps, num_of_simulations);
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gpuErrChk(cudaDeviceSynchronize());

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