i05nagai/mafipy

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mafipy/function/tests/test_analytic_formula.py

Summary

Maintainability
D
2 days
Test Coverage

Function test_put_call_parity_black_scholes has 6 arguments (exceeds 4 allowed). Consider refactoring.
Open

    def test_put_call_parity_black_scholes(
Severity: Minor
Found in mafipy/function/tests/test_analytic_formula.py - About 45 mins to fix

    Function test_make_call_wrt_strike has 5 arguments (exceeds 4 allowed). Consider refactoring.
    Open

        def test_make_call_wrt_strike(
    Severity: Minor
    Found in mafipy/function/tests/test_analytic_formula.py - About 35 mins to fix

      Function test_make_put_wrt_strike has 5 arguments (exceeds 4 allowed). Consider refactoring.
      Open

          def test_make_put_wrt_strike(
      Severity: Minor
      Found in mafipy/function/tests/test_analytic_formula.py - About 35 mins to fix

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

            @pytest.mark.parametrize(
                "init_swap_rate, swap_annuity, option_maturity, vol", [
                    (1.0, 1.0, 0.1, 1.0)
                ])
            def test_make_receivers_swaption_wrt_strike(
        Severity: Major
        Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 5 hrs to fix
        mafipy/function/tests/test_analytic_formula.py on lines 186..201

        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 90.

        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

            @pytest.mark.parametrize(
                "init_swap_rate, swap_annuity, option_maturity, vol", [
                    (1.0, 1.0, 0.1, 1.0)
                ])
            def test_make_payers_swaption_strike(
        Severity: Major
        Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 5 hrs to fix
        mafipy/function/tests/test_analytic_formula.py on lines 203..218

        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 90.

        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 case_maturity_is_zero():
                    maturity = 0.0
                    expect = 0.0
                    actual = target.implied_vol_quadratic_approx(
                        underlying, strike, rate, maturity, option_value)
        Severity: Major
        Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 1 hr to fix
        mafipy/function/tests/test_analytic_formula.py on lines 92..97

        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 42.

        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 case_maturity_is_not_positive():
                    maturity = -1.0
                    expect = 0.0
                    actual = target.implied_vol_quadratic_approx(
                        underlying, strike, rate, maturity, option_value)
        Severity: Major
        Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 1 hr to fix
        mafipy/function/tests/test_analytic_formula.py on lines 100..105

        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 42.

        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

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

                    factor2 = (math.sqrt(2.0 * math.pi / maturity)
                               / (underlying + discount_strike))
        Severity: Minor
        Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 55 mins to fix
        mafipy/function/analytic_formula.py on lines 73..74

        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

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

                expect = math.sqrt(2.0 * math.pi / maturity) * option_value / strike
        Severity: Minor
        Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 35 mins to fix
        mafipy/function/analytic_formula.py on lines 41..41

        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

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