Sign upLogin

i05nagai/mafipy

View on GitHub
Star

Showing 245 of 1,119 total issues

Cyclomatic complexity is too high in method test_forward_fx_diffusion_true. (6)
Open

    @pytest.mark.parametrize(
        "swap_rate, time, vol, corr", [
            # vol < 0.0 raise AssertionError
            (2.1, 1.2, -1.3, 0.1),
            # corr < -1.0 raise AssertionError
Severity: Minor
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_black_scholes_call_value_third_by_strike. (6)
Open

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol, today",
        [
            # underlying > strike
            (2.0, 1.0, 1.0, 1.0, 0.1, 0.0),
Severity: Minor
Found in mafipy/function/tests/test_black_scholes.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_replication_bull_spread. (6)
Open

    def test_replication_bull_spread(self):
Severity: Minor
Found in mafipy/replication/tests/test_replication_method.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_forward_fx_diffusion_fprime_true. (6)
Open

    @pytest.mark.parametrize(
        "swap_rate, time, vol, corr", [
            # vol < 0.0 raise AssertionError
            (2.0, 1.0, -1.0, 0.1),
            # corr < -1.0 raise AssertionError
Severity: Minor
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_black_payers_swaption_value_third_by_strike. (6)
Open

    @pytest.mark.parametrize(
Severity: Minor
Found in mafipy/function/tests/test_black.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_black_scholes_call_volga. (6)
Open

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.1, 1.2, 0.3, 1.4, -0.1),
Severity: Minor
Found in mafipy/function/tests/test_black_scholes.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test__make_numerator_call_integrands. (6)
Open

    def test__make_numerator_call_integrands(self):
Severity: Minor
Found in mafipy/replication/tests/test_pricer_quanto_cms.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_black_scholes_call_vega. (6)
Open

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol, today",
        [
            # vol < 0 raise AssertionError
            (1.1, 1.2, 0.3, 1.4, -0.1, 0.0),
Severity: Minor
Found in mafipy/function/tests/test_black_scholes.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_black_scholes_call_vega_fprime_by_strike. (6)
Open

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.1, 1.2, 0.3, 1.4, -0.1),
Severity: Minor
Found in mafipy/function/tests/test_black_scholes.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_black_scholes_call_value_fhess_by_strike. (6)
Open

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol, today",
        [
            # vol <= 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1, 0.0),
Severity: Minor
Found in mafipy/function/tests/test_black_scholes.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test_black_payers_swaption_value_fprime_by_strike. (6)
Open

    @pytest.mark.parametrize(
Severity: Minor
Found in mafipy/function/tests/test_black.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Cyclomatic complexity is too high in method test__make_numerator_call_integrands. (6)
Open

    def test__make_numerator_call_integrands(self):
Severity: Minor
Found in mafipy/replication/tests/test_pricer_quanto_cms.py by radon

Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

Source: http://radon.readthedocs.org/en/latest/intro.html

Function test_black_scholes_call_value has a Cognitive Complexity of 14 (exceeds 5 allowed). Consider refactoring.
Open

    def test_black_scholes_call_value(
            self, underlying, strike, rate, maturity, vol, today):
        time = maturity - today
        if vol <= 0.0:
            with pytest.raises(AssertionError):
Severity: Minor
Found in mafipy/function/tests/test_black_scholes.py - About 1 hr to fix

Cognitive Complexity

Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

A method's cognitive complexity is based on a few simple rules:

  • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
  • Code is considered more complex for each "break in the linear flow of the code"
  • Code is considered more complex when "flow breaking structures are nested"

Further reading

Function sabr_implied_vol_hagan has a Cognitive Complexity of 14 (exceeds 5 allowed). Consider refactoring.
Open

def sabr_implied_vol_hagan(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan
    calculate implied volatility under SABR model.
Severity: Minor
Found in mafipy/function/sabr.py - About 1 hr to fix

Cognitive Complexity

Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

A method's cognitive complexity is based on a few simple rules:

  • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
  • Code is considered more complex for each "break in the linear flow of the code"
  • Code is considered more complex when "flow breaking structures are nested"

Further reading

Function __init__ has 12 arguments (exceeds 4 allowed). Consider refactoring.
Open

    def __init__(self,
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py - About 1 hr to fix

    Function sabr_implied_vol_hagan_fhess_by_strike has 35 lines of code (exceeds 25 allowed). Consider refactoring.
    Open

    def sabr_implied_vol_hagan_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fhess_by_strike
    second derivative of Hagan's SABR implied volatility formula
    with respect to strike.
    Severity: Minor
    Found in mafipy/function/sabr.py - About 1 hr to fix

      Function sabr_implied_vol_hagan_fhess_by_underlying has 35 lines of code (exceeds 25 allowed). Consider refactoring.
      Open

      def sabr_implied_vol_hagan_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fhess_by_underlying
    second derivative of Hagan's SABR implied volatility formula
    with respect to underlying.
      Severity: Minor
      Found in mafipy/function/sabr.py - About 1 hr to fix

        Function linear_annuity_bull_spread_pricer has 11 arguments (exceeds 4 allowed). Consider refactoring.
        Open

        def linear_annuity_bull_spread_pricer(
        Severity: Major
        Found in benchmarks/benchmarks/bull_spread_qunato_cms.py - About 1 hr to fix

          Function replicate has 11 arguments (exceeds 4 allowed). Consider refactoring.
          Open

          def replicate(init_swap_rate,
          Severity: Major
          Found in mafipy/replication/pricer_quanto_cms.py - About 1 hr to fix

            Function __init__ has 11 arguments (exceeds 4 allowed). Consider refactoring.
            Open

                def __init__(self,
            Severity: Major
            Found in mafipy/replication/pricer_quanto_cms.py - About 1 hr to fix
              Severity
              Category
              Status
              Source
              Language