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FEATURE: fix time monitoring for gbm #69

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Merged
chemardes merged 1 commit into from
Apr 26, 2025
Merged

FEATURE: fix time monitoring for gbm #69

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3 changes: 2 additions & 1 deletion GPUSolver/gpu/gbm_parallel.cuh
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Original file line number Diff line number Diff line change
Expand Up @@ -130,11 +130,12 @@ public:
template<typename T = DEFAULT_FPX>
SimulationResults<T> simulate(T initial_stock_price, T mu, T sigma, T time, int num_of_simulations, int time_steps)
{
auto start = std::chrono::high_resolution_clock::now();

size_t grid_size = num_of_simulations * time_steps;

T *dev_grid;
gpuErrChk(cudaMalloc(&dev_grid, grid_size * sizeof(T)));
auto start = std::chrono::high_resolution_clock::now();

simulate_gbm<<<numBlocks(num_of_simulations), THREADS_PER_BLOCK>>>(dev_grid, initial_stock_price, mu, sigma, time, time_steps, num_of_simulations);
gpuErrChk(cudaDeviceSynchronize());
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