Function __init__ has a Cognitive Complexity of 43 (exceeds 5 allowed). Consider refactoring.

Open

    def __init__(self, producers, correlation=None, diffusion_driver=None):
        """

        :param list(GaussEvolutionProducer) producers: list of producers to evolve
        :param list(list(float)) or dict((StochasticProcess, StochasticProcess): float) or None correlation:

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Function __init__ has a Cognitive Complexity of 18 (exceeds 5 allowed). Consider refactoring.

Open

    def __init__(self, *consumers):
        super(StackedConsumer, self).__init__()
        self.consumers = list()
        for c in consumers:
            if isinstance(c, (tuple, list)):

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Function __init__ has a Cognitive Complexity of 18 (exceeds 5 allowed). Consider refactoring.

Open

    def __init__(self, *consumers):
        """
        initializer

        :param list(Consumer):

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Function __init__ has a Cognitive Complexity of 18 (exceeds 5 allowed). Consider refactoring.

Open

    def __init__(self, *producers):
        """
        initializer

        :param list(Producer) or produces: list of producers to be used one after another

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Function _fill_sparse_correlation has a Cognitive Complexity of 17 (exceeds 5 allowed). Consider refactoring.

Open

def _fill_sparse_correlation(risk_factor_list, correlation):
    _correlation = dict() if correlation is None else dict(correlation)
    # fill sparse correlation matrix
    for rf_1 in risk_factor_list:
        for rf_2 in risk_factor_list:

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Function run has a Cognitive Complexity of 17 (exceeds 5 allowed). Consider refactoring.

Open

    def run(self, grid=None, num_of_paths=2000, seed=0, num_of_workers=CPU_COUNT, profiling=False):
        """
        implements simulation

        :param list(date) grid: list of Monte Carlo grid dates

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Function evolve has a Cognitive Complexity of 15 (exceeds 5 allowed). Consider refactoring.

Open

    def evolve(self, new_date):
        """
        evolve to the new process state at the next date

        :param date new_date: date or point in time of the new state

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Function __str__ has a Cognitive Complexity of 12 (exceeds 5 allowed). Consider refactoring.

Open

    def __str__(self):
        f = (lambda v: '%0.8f' % v if isinstance(v, (int, float)) else '')
        keys, values = list(self.keys()), list(map(f, list(self.values())))
        mk, mv = max(list(map(len, keys))), max(list(map(len, values)))
        res = [a.ljust(mk) + ' : ' + v.rjust(mv) for a, v in zip(keys, values)]

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Function finalize has a Cognitive Complexity of 10 (exceeds 5 allowed). Consider refactoring.

Open

    def finalize(self):
        """finalize for StochasticProcessStatisticsConsumer"""
        super(StochasticProcessStatisticsConsumer, self).finalize()

        class StochasticProcessStatistics(self.statistics):

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Function __init__ has a Cognitive Complexity of 10 (exceeds 5 allowed). Consider refactoring.

Open

    def __init__(self, transition=None, r_squared=1., start=None):
        """

        :param list transition: stochastic matrix of transition probabilities,
                                i.e. np.ndarray with shape=2 and sum of each line equal to 1

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Avoid deeply nested control flow statements.

Open

                        if (rf_2, rf_1) in correlation:
                            if not correlation[rf_1, rf_2] == correlation[rf_2, rf_1]:
                                _ = rf_1, rf_2
                                raise ValueError("Correlation data must be symmetric. Input at [%d, %d] is not." % _)
                        i, j = drivers.index(rf_1), drivers.index(rf_2)

Function covariance has a Cognitive Complexity of 8 (exceeds 5 allowed). Consider refactoring.

Open

    def covariance(self, t):
        def _e_xy(prop_x, cum_prop_x, prop_y, cum_prop_y):
            b = list()
            for p, c in zip(prop_x, cum_prop_x):
                b.append([max(0., min(c, d) - max(c - p, d - q)) for q, d in zip(prop_y, cum_prop_y)])

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

Open

    def __init__(self, data, statistics=None, sample_len=0.5, sample_num=100, **expected):

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

Open

    def __init__(self, alpha=.1, beta=.2, nu=.3, rho=-.2, start=.05):

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

Open

    def run(self, grid=None, num_of_paths=2000, seed=0, num_of_workers=CPU_COUNT, profiling=False):

Function mop has a Cognitive Complexity of 7 (exceeds 5 allowed). Consider refactoring.

Open

def mop(A, B, op):
    C = [[0.0] * len(B[0]) for _ in range(len(A))]
    for i in range(len(A)):
        for j in range(len(A[0])):
            if op == '+':

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Function cholesky has a Cognitive Complexity of 6 (exceeds 5 allowed). Consider refactoring.

Open

def cholesky(A):
    L = [[0.0] * len(A) for _ in range(len(A))]
    for i in range(len(A)):
        for j in range(i + 1):
            s = sum(L[i][k] * L[j][k] for k in range(j))

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