# i05nagai/mafipy

mafipy/function/tests/test_black_scholes.py

### Summary

F
6 days

#### File `test_black_scholes.py` has 483 lines of code (exceeds 250 allowed). Consider refactoring. Open

``````#!/bin/python
# -*- coding: utf-8 -*-

from __future__ import absolute_import
from __future__ import division``````
Found in mafipy/function/tests/test_black_scholes.py - About 7 hrs to fix

#### Cyclomatic complexity is too high in method test_black_scholes_call_value. (24) Open

``````    @pytest.mark.parametrize(
"underlying, strike, rate, maturity, vol, today",
[
# maturity < 0
(1.0, 1.0, 1.0, -1.0, 1.0, 0.0),``````

## 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.

#### Cyclomatic complexity is too high in method test_black_scholes_put_value. (12) Open

``    @pytest.mark.parametrize(``

## 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.

#### `TestBlackScholes` has 24 functions (exceeds 20 allowed). Consider refactoring. Open

``````class TestBlackScholes(object):

# before all tests starts
@classmethod
def setup_class(cls):``````
Found in mafipy/function/tests/test_black_scholes.py - About 2 hrs to fix

#### 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),``````

## 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.

#### 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),``````

## 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.

#### 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),``````

## 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.

#### 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),``````

## 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.

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

``````    @pytest.mark.parametrize(
"underlying, strike, rate, maturity, vol, today",
[
# vol < 0 raise AssertionError
(1.1, 1.2, 0.2, 1.3, -0.1, 0.0),``````

## 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.

#### 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),``````

## 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 `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):``````
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"

#### Consider simplifying this complex logical expression. Open

``````            if maturity < 0 or np.isclose(maturity, 0.0):
expect = 0.0
assert expect == approx(actual)
# never below strike
elif underlying > 0.0 and strike < 0.0:``````
Found in mafipy/function/tests/test_black_scholes.py - About 1 hr to fix

#### Function `test_black_scholes_call_gamma` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_gamma(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_rho` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_rho(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_put_value` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_put_value(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_value_third_by_strike` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_value_third_by_strike(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_value_fhess_by_strike` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_value_fhess_by_strike(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_theta` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_theta(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_vega` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_vega(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_formula` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_formula(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_value` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_value(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_delta` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_delta(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Function `test_black_scholes_call_value_fprime_by_strike` has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_value_fprime_by_strike(``
Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

#### Consider simplifying this complex logical expression. Open

``````        if time < 0.0 or np.isclose(time, 0.0):
expect = 0.0
elif np.isclose(strike, 0.0) and underlying > 0.0:
# max(-|S|, 0)
expect = 0.0``````
Found in mafipy/function/tests/test_black_scholes.py - About 40 mins to fix

#### Function `test_func_d2` has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_func_d2(self, underlying, strike, rate, maturity, vol):``
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins to fix

#### Function `test_d_fhess_by_strike` has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_d_fhess_by_strike(``
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins to fix

#### Function `test_func_d1` has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_func_d1(self, underlying, strike, rate, maturity, vol):``
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins to fix

#### Function `test_black_scholes_call_vega_fprime_by_strike` has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_vega_fprime_by_strike(``
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins to fix

#### Function `test_black_scholes_put_formula` has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_put_formula(``
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins to fix

#### Function `test_black_scholes_call_volga` has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_call_volga(``
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins to fix

#### Function `test_black_scholes_cdf` has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

``    def test_black_scholes_cdf(``
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins to fix

#### Function `test_black_scholes_put_value` has a Cognitive Complexity of 7 (exceeds 5 allowed). Consider refactoring. Open

``````    def test_black_scholes_put_value(
self, underlying, strike, rate, maturity, vol, today):
time = maturity - today
call_value = target.black_scholes_call_value(
underlying, strike, rate, maturity, vol, today)``````
Found in mafipy/function/tests/test_black_scholes.py - About 35 mins 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"

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````        elif maturity < 0.0:
actual = target.black_scholes_call_delta(
underlying, strike, rate, maturity, vol)
assert 0.0 == approx(actual)
else:``````
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 6 hrs to fix
mafipy/function/tests/test_black.py on lines 337..362
mafipy/function/tests/test_black_scholes.py on lines 436..450

## 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 99.

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

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````        if vol < 0.0:
with pytest.raises(AssertionError):
actual = target.black_scholes_call_gamma(
underlying, strike, rate, maturity, vol)
else:``````
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 6 hrs to fix
mafipy/function/tests/test_black.py on lines 337..362
mafipy/function/tests/test_black_scholes.py on lines 406..420

## 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 99.

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

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

``````        elif maturity <= 0.0:
expect = 0
actual = target.black_scholes_call_vega_fprime_by_strike(
underlying, strike, rate, maturity, vol)
assert expect == approx(actual)``````
Found in mafipy/function/tests/test_black_scholes.py and 1 other location - About 6 hrs to fix
mafipy/function/tests/test_black.py on lines 493..518

## 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 99.

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

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````    @pytest.mark.parametrize(
"underlying, strike, rate, maturity, vol, today",
[
# underlying > strike
(2.0, 1.0, 1.0, 1.0, 0.1, 0.0),``````
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 293..305
mafipy/function/tests/test_black_scholes.py on lines 335..347

## 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 51.

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

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````    @pytest.mark.parametrize(
"underlying, strike, rate, maturity, vol, today",
[
# underlying > strike
(2.0, 1.0, 1.0, 1.0, 0.1, 0.0),``````
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 253..265
mafipy/function/tests/test_black_scholes.py on lines 293..305

## 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 51.

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

#### Similar blocks of code found in 3 locations. Consider refactoring. 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),``````
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 253..265
mafipy/function/tests/test_black_scholes.py on lines 335..347

## 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 51.

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

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

``````        expect_numerator = (math.log(underlying / strike)
+ (rate + vol * vol * 0.5) * maturity)``````
Found in mafipy/function/tests/test_black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 42..43

## 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 47.

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

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

``````        expect_numerator = (math.log(underlying / strike)
+ (rate - vol * vol * 0.5) * maturity)``````
Found in mafipy/function/tests/test_black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 64..65

## 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 47.

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`.