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i05nagai/mafipy

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mafipy/function/payoff.py

Summary

Maintainability
B
5 hrs
Test Coverage

Similar blocks of code found in 2 locations. Consider refactoring.
Open

    def make_fprime(self):
        return lambda strike: payoff_call_fprime(
            self.params["underlying"], strike, self.params["gearing"])
Severity: Minor
Found in mafipy/function/payoff.py and 1 other location - About 55 mins to fix
mafipy/function/payoff.py on lines 222..224

Duplicated Code

Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

Tuning

This issue has a mass of 37.

We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

Refactorings

Further Reading

Similar blocks of code found in 2 locations. Consider refactoring.
Open

    def make_func(self):
        return lambda strike: payoff_call(
            self.params["underlying"], strike, self.params["gearing"])
Severity: Minor
Found in mafipy/function/payoff.py and 1 other location - About 55 mins to fix
mafipy/function/payoff.py on lines 226..228

Duplicated Code

Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

Tuning

This issue has a mass of 37.

We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

Refactorings

Further Reading

Similar blocks of code found in 2 locations. Consider refactoring.
Open

    def __init__(self, **params):
        """__init__

        :param **params: underlying and gearing is required as key.
        """
Severity: Minor
Found in mafipy/function/payoff.py and 1 other location - About 40 mins to fix
mafipy/function/payoff.py on lines 239..245

Duplicated Code

Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

Tuning

This issue has a mass of 34.

We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

Refactorings

Further Reading

Similar blocks of code found in 2 locations. Consider refactoring.
Open

    def __init__(self, **params):
        """__init__

        :param **params: strike and gearing is required as key.
        """
Severity: Minor
Found in mafipy/function/payoff.py and 1 other location - About 40 mins to fix
mafipy/function/payoff.py on lines 214..220

Duplicated Code

Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

Tuning

This issue has a mass of 34.

We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

Refactorings

Further Reading

Similar blocks of code found in 2 locations. Consider refactoring.
Open

class PayoffHelper(object):
    """PayoffFactory
    generate payoff function as a single variable.
    derivative is with respect to the variable.
    """
Severity: Minor
Found in mafipy/function/payoff.py and 1 other location - About 40 mins to fix
mafipy/replication/replication_method.py on lines 77..90

Duplicated Code

Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

Tuning

This issue has a mass of 34.

We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

Refactorings

Further Reading

Similar blocks of code found in 2 locations. Consider refactoring.
Open

def payoff_call(underlying, strike, gearing=1.0):
    """payoff_call
    Payoff of call option.

    :param float underlying:
Severity: Minor
Found in mafipy/function/payoff.py and 1 other location - About 35 mins to fix
mafipy/function/payoff.py on lines 41..49

Duplicated Code

Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

Tuning

This issue has a mass of 33.

We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

Refactorings

Further Reading

Similar blocks of code found in 2 locations. Consider refactoring.
Open

def payoff_put(underlying, strike, gearing=1.0):
    """payoff_put
    Payoff of put option.

    :param float underlying:
Severity: Minor
Found in mafipy/function/payoff.py and 1 other location - About 35 mins to fix
mafipy/function/payoff.py on lines 12..22

Duplicated Code

Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

Tuning

This issue has a mass of 33.

We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

Refactorings

Further Reading

Invalid escape sequence '\m'
Open

        g(\max(S - K_{\mathrm{lower}}, 0) - \min(S - K_{\mathrm{upper}}, 0))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

        = g\min(K_{\mathrm{upper}}, \max(S - K_{\mathrm{lower}}))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

        g(\max(S - K_{\mathrm{lower}}, 0) - \min(S - K_{\mathrm{upper}}, 0))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

    Buy call option with lower_strike :math:`K_{\mathrm{lower}}`
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

        = g\min(K_{\mathrm{upper}}, \max(S - K_{\mathrm{lower}}))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

        = g\min(K_{\mathrm{upper}}, \max(S - K_{\mathrm{lower}}))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

    and sell put option with upper_strike :math:`K_{\mathrm{upper}}`.
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

        g(\max(S - K_{\mathrm{lower}}, 0) - \min(S - K_{\mathrm{upper}}, 0))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

        g(\max(S - K_{\mathrm{lower}}, 0) - \min(S - K_{\mathrm{upper}}, 0))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\m'
Open

        = g\min(K_{\mathrm{upper}}, \max(S - K_{\mathrm{lower}}))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

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