Brent函数调用中的参数太多

时间:2016-12-12 23:34:13

标签: python scipy

我的代码:

class ImpliedVol:

    def __init__(self, flag, mkt_price, spot_price, strike, time_to_maturity,
                 lower_bound, upper_bound, risk_free_rate=0, maxiter=1000, 
                 method='f'):

        self.flag = flag
        self.mkt_price = mkt_price
        self.S = spot_price
        self.K = strike
        self.T = time_to_maturity
        self.r = risk_free_rate
        self.a = lower_bound
        self.b = upper_bound
        self.n = maxiter
        self.method = method

    def func(self, vol):

        p = Pricer(self.flag, self.S, self.K, self.T, vol, self.r, self.method)

        return p.get_price() - self.mkt_price

    def get(self):

        implied_vol = brentq(self.func, self.a, self.b, self.n)

        return implied_vol

使用某些参数创建类的实例工作正常,同时调用方法func可以根据需要完美地工作:

obj.func(0.54)
Out[11]:
4.0457814868958174e-05

但是在我的实例上调用方法get会返回以下错误:

/Users/~/miniconda3/lib/python3.5/site-packages/scipy/optimize/zeros.py in brentq(f, a, b, args, xtol, rtol, maxiter, full_output, disp)
    436     if rtol < _rtol:
    437         raise ValueError("rtol too small (%g < %g)" % (rtol, _rtol))
--> 438     r = _zeros._brentq(f,a,b,xtol,rtol,maxiter,args,full_output,disp)
    439     return results_c(full_output, r)
    440 

TypeError: func() takes 2 positional arguments but 3 were given

1 个答案:

答案 0 :(得分:1)

您正在定义:self.n = maxiter,并将其作为第4个arg调用brentq。但是,brentq的签名是:scipy.optimize.brentq(f, a, b, args=(), xtol=1e-12, rtol=4.4408920985006262e-16, maxiter=100, full_output=False, disp=True)

因此,请为其提供所需的位置参数(fab),并将maxiter作为关键字arg传递。像这样:

brentq(self.func, self.a, self.b, maxiter=self.n)

(另外,帮自己一个忙,不要使用那些单字母变量名)