#![feature(test)]

use rand::Rng;

extern crate test;

use implied_vol::implied_black_volatility;
use test::Bencher;

#[bench]
fn call_atm(b: &mut Bencher) {
    let price = 0.01;
    let f = 100.0;
    let k = f;
    let t = 1.0;
    let q = true;
    b.iter(|| implied_black_volatility(price, f, k, t, q));
}

#[bench]
fn call_itm(b: &mut Bencher) {
    let seed: [u8; 32] = [13; 32];
    let mut rng: rand::rngs::StdRng = rand::SeedableRng::from_seed(seed);
    let (r, r2, r3): (f64, f64, f64) = rng.gen();
    let price = 1.0 * (1.0 - r) + 1.0 * r * r2;
    let f = 1.0;
    let k = 1.0 * r;
    let t = 1e5 * r3;
    let q = true;
    b.iter(|| implied_black_volatility(price, f, k, t, q));
}

#[bench]
fn call_otm(b: &mut Bencher) {
    let seed: [u8; 32] = [13; 32];
    let mut rng: rand::rngs::StdRng = rand::SeedableRng::from_seed(seed);
    let (r, r2, r3): (f64, f64, f64) = rng.gen();
    let price = 1.0 * r * r2;
    let f = 1.0 * r;
    let k = 1.0;
    let t = 1e5 * r3;
    let q = true;
    b.iter(|| implied_black_volatility(price, f, k, t, q));
}

#[bench]
fn put_atm(b: &mut Bencher) {
    let price = 0.01;
    let f = 100.0;
    let k = f;
    let t = 1.0;
    let q = false;
    b.iter(|| implied_black_volatility(price, f, k, t, q));
}
#[bench]
fn put_itm(b: &mut Bencher) {
    let seed: [u8; 32] = [13; 32];
    let mut rng: rand::rngs::StdRng = rand::SeedableRng::from_seed(seed);
    let (r, r2, r3): (f64, f64, f64) = rng.gen();
    let price = 1.0 * r * r2;
    let f = 1.0;
    let k = 1.0 * r;
    let t = 1e5 * r3;
    let q = false;
    b.iter(|| implied_black_volatility(price, f, k, t, q));
}

#[bench]
fn put_otm(b: &mut Bencher) {
    let seed: [u8; 32] = [13; 32];
    let mut rng: rand::rngs::StdRng = rand::SeedableRng::from_seed(seed);
    let (r, r2, r3): (f64, f64, f64) = rng.gen();
    let price = 1.0 * (1.0 - r) + 1.0 * r * r2;
    let f = 1.0 * r;
    let k = 1.0;
    let t = 1e5 * r3;
    let q = false;
    b.iter(|| implied_black_volatility(price, f, k, t, q));
}