Cyclomatic complexity is too high in function sabr_caibration_simple. (10) Open
def sabr_caibration_simple(market_vols,
market_strikes,
option_maturity,
beta,
init_alpha=None,- Read upRead up
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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. |
Function sabr_caibration_simple has 9 arguments (exceeds 4 allowed). Consider refactoring. Open
def sabr_caibration_simple(market_vols,Function _find_alpha has 6 arguments (exceeds 4 allowed). Consider refactoring. Open
def _find_alpha(underlying, option_maturity, vol_atm, beta, rho, nu):Function sabr_caibration_west has 6 arguments (exceeds 4 allowed). Consider refactoring. Open
def sabr_caibration_west(market_vols,Invalid escape sequence '\m' Open
- \sigma_{\mathrm{atm}} F^{1-\\beta}- Read upRead up
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Invalid escape sequences are deprecated in Python 3.6.
Okay: regex = r'\.png$'
W605: regex = '\.png$'Invalid escape sequence '\l' Open
\\approx \ln \\alpha - (1 - \\beta) \ln F- Read upRead up
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Invalid escape sequences are deprecated in Python 3.6.
Okay: regex = r'\.png$'
W605: regex = '\.png$'Invalid escape sequence '\s' Open
\ln\sigma(F, F)- Read upRead up
- Exclude checks
Invalid escape sequences are deprecated in Python 3.6.
Okay: regex = r'\.png$'
W605: regex = '\.png$'Invalid escape sequence '\l' Open
\\approx \ln \\alpha - (1 - \\beta) \ln F- Read upRead up
- Exclude checks
Invalid escape sequences are deprecated in Python 3.6.
Okay: regex = r'\.png$'
W605: regex = '\.png$'Invalid escape sequence '\s' Open
- \sigma_{\mathrm{atm}} F^{1-\\beta}- Read upRead up
- Exclude checks
Invalid escape sequences are deprecated in Python 3.6.
Okay: regex = r'\.png$'
W605: regex = '\.png$'Invalid escape sequence '\l' Open
\ln\sigma(F, F)- Read upRead up
- Exclude checks
Invalid escape sequences are deprecated in Python 3.6.
Okay: regex = r'\.png$'
W605: regex = '\.png$'Invalid escape sequence '\l' Open
\left(- Read upRead up
- Exclude checks
Invalid escape sequences are deprecated in Python 3.6.
Okay: regex = r'\.png$'
W605: regex = '\.png$'