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mafipy/calibrator/tests/test_sabr.py

Summary

Maintainability
A
35 mins
Test Coverage

Cyclomatic complexity is too high in method test_sabr_calibration_simple. (15)
Open

    def test_sabr_calibration_simple(self):
Severity: Minor
Found in mafipy/calibrator/tests/test_sabr.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_sabr_calibration_west. (15)
Open

    def test_sabr_calibration_west(self):
Severity: Minor
Found in mafipy/calibrator/tests/test_sabr.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_swaption_implied_vol has 5 arguments (exceeds 4 allowed). Consider refactoring.
Open

    def test_black_swaption_implied_vol(self,
Severity: Minor
Found in mafipy/calibrator/tests/test_sabr.py - About 35 mins to fix

    Line too long (81 > 79 characters)
    Open

            # 0.84491343183536094 * -1.3471580952217899e-05 = -1.1382319694586305e-05
    Severity: Minor
    Found in mafipy/calibrator/tests/test_sabr.py by pep8

    Limit all lines to a maximum of 79 characters.

    There are still many devices around that are limited to 80 character
    lines; plus, limiting windows to 80 characters makes it possible to
    have several windows side-by-side.  The default wrapping on such
    devices looks ugly.  Therefore, please limit all lines to a maximum
    of 79 characters. For flowing long blocks of text (docstrings or
    comments), limiting the length to 72 characters is recommended.
    
    Reports error E501.

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