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GitHub - google/tf-quant-finance: High-performance TensorFlow library for quantitative finance.


bazel test command. For example,
bazel test tf quant finance/math/random ops/sobol:sobol test
will run tests in
sobol test.py
.
Tests run using Python version 3. Please make sure that you can
run
import tensorflow in the Python 3 shell. Otherwise, tests might fail.
Building a custom pip package
The following commands will build custom pip package from source and install it:
# sudo apt-get install bazel git python python-pip rsync # For Ubuntu.
git clone https://github.com/google/tf-quant-finance.git
cd tf-quant-finance
bazel build :build pip pkg
./bazel-bin/build pip pkg artifacts
pip install user upgrade artifacts/ .whl
Community ....

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