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fix code quality issues #48

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7d2bdbb
Add .deepsource.toml
withshubh Mar 25, 2021
bf4a1e8
Remove unnecessary use of comprehension
withshubh Mar 25, 2021
c3a52e5
Use literal syntax instead of function calls to create data structure
withshubh Mar 25, 2021
ce17bd5
Use `callable()` to check if the object is calllable
withshubh Mar 25, 2021
6cbb6a7
Refactor unnecessary `else` / `elif` when `if` block has a `break` st…
withshubh Mar 25, 2021
813be32
Remove implicit `object` from the base class
withshubh Mar 25, 2021
53cff5e
Delete .deepsource.toml
withshubh Mar 29, 2021
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Refactor unnecessary else / elif when if block has a break st… 
…atement

Signed-off-by: shubhendra <[email protected]>
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@withshubh
withshubh committed Mar 25, 2021
commit 6cbb6a7e113abe67bbbcf49425913140a67021c6
11 changes: 5 additions & 6 deletions tf_quant_finance/models/hjm/gaussian_hjm_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -37,12 +37,11 @@ def _true_std_time_dep(t, intervals, vol, k):
var = 0.0
for j in range(len(intervals) - 1):
if tt >= intervals[j] and tt < intervals[j + 1]:
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * tt) - np.exp(2 * k * intervals[j]))
break
else:
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * intervals[j + 1]) - np.exp(2 * k * intervals[j]))
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * tt) - np.exp(2 * k * intervals[j]))
break
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * intervals[j + 1]) - np.exp(2 * k * intervals[j]))
else:
var = var + vol[-1]**2/2/k *(np.exp(2*k*tt)-np.exp(2*k*intervals[-1]))
res[i] = np.exp(-k*tt) * np.sqrt(var)
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11 changes: 5 additions & 6 deletions tf_quant_finance/models/hjm/quasi_gaussian_hjm_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -61,12 +61,11 @@ def _true_std_time_dep(t, intervals, vol, k):
var = 0.0
for j in range(len(intervals) - 1):
if tt >= intervals[j] and tt < intervals[j + 1]:
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * tt) - np.exp(2 * k * intervals[j]))
break
else:
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * intervals[j + 1]) - np.exp(2 * k * intervals[j]))
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * tt) - np.exp(2 * k * intervals[j]))
break
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * intervals[j + 1]) - np.exp(2 * k * intervals[j]))
else:
var = var + vol[-1]**2/2/k *(np.exp(2*k*tt)-np.exp(2*k*intervals[-1]))
res[i] = np.exp(-k*tt) * np.sqrt(var)
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11 changes: 5 additions & 6 deletions tf_quant_finance/models/hull_white/hull_white_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -60,12 +60,11 @@ def _true_std_time_dep(t, intervals, vol, k):
var = 0.0
for j in range(len(intervals) - 1):
if tt >= intervals[j] and tt < intervals[j + 1]:
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * tt) - np.exp(2 * k * intervals[j]))
break
else:
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * intervals[j + 1]) - np.exp(2 * k * intervals[j]))
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * tt) - np.exp(2 * k * intervals[j]))
break
var = var + vol[j]**2 / 2 / k * (
np.exp(2 * k * intervals[j + 1]) - np.exp(2 * k * intervals[j]))
else:
var = var + vol[-1]**2/2/k *(np.exp(2*k*tt)-np.exp(2*k*intervals[-1]))
res[i] = np.exp(-k*tt) * np.sqrt(var)
Expand Down