I am trying to run the function obtainingparams
recursively for 5 times. However, currently the output from my program is as follows, and I am actually unable to understand why the line 32323232
in the while
loop at the end of the code is not being printed out after every set of MATRIX
,PARAMS
,VALUES
output.
MATRIX [[ 1. 7.53869055 7.10409234 -0.2867544 ]
[ 1. 7.53869055 7.10409234 -0.2867544 ]
[ 1. 7.53869055 7.10409234 -0.2867544 ]
...,
[ 1. 0.43010753 0.43010753 0.09642396]]
PARAMS [ 5.12077446 8.89859946 -10.26880411 -9.58965259]
VALUES [(0.5, 1.5, 206.59958540866882, array([ 5.12077446, 8.89859946, -10.26880411, -9.58965259]))]
MATRIX [[ 1. 3.14775472 2.54122406 -0.43709966]
[ 1. 3.14775472 2.54122406 -0.43709966]
[ 1. 3.14775472 2.54122406 -0.43709966]
...,
[ 1. 0.25806447 0.25806428 0.07982733]]
PARAMS [ 4.90731466 4.41623398 -7.65250737 -6.01128351]
VALUES [(0.5, 1.5, 206.59958540866882, array([ 5.12077446, 8.89859946, -10.26880411, -9.58965259])), (0.7, 1.7, 206.46228694927203, array([ 4.90731466, 4.41623398, -7.65250737, -6.01128351]))]
And so on. df
is a Dataframe.
values = []
def counted(fn):
def wrapper(*args, **kwargs):
wrapper.called+= 1
return fn(*args, **kwargs)
wrapper.called= 0
wrapper.__name__= fn.__name__
return wrapper
@counted
def obtainingparams(self, df, tau_1, tau_2, residuals):
global values
no_of_bonds = df.shape[0]
yields = df['coupon'].values
matrix_of_params = np.empty(shape=[1, 4])
months_to_maturity_matrix = df.months_to_maturity.values
count = 0
for x, value in np.ndenumerate(months_to_maturity_matrix):
if count < months_to_maturity_matrix.shape[0]:
months_to_maturity_array = months_to_maturity_matrix[count]
years_to_maturity_array = months_to_maturity_array/12
newrow = [1, ((1-np.exp(-years_to_maturity_array/tau_1))/years_to_maturity_array/tau_1), ((1-np.exp(-years_to_maturity_array/tau_1))/years_to_maturity_array/tau_1)-np.exp(-years_to_maturity_array/tau_1), ((1-np.exp(-years_to_maturity_array/tau_2))/years_to_maturity_array/tau_2)-np.exp(-years_to_maturity_array/tau_2)]
count = count + 1
matrix_of_params = np.vstack([matrix_of_params, newrow])
matrix_of_params = np.delete(matrix_of_params, (0), axis=0)
print('MATRIX', matrix_of_params)
params = np.linalg.lstsq(matrix_of_params,yields)[0]
print('PARAMS', params)
residuals = np.sqrt(((yields - matrix_of_params.dot(params))**2).sum())
tau_1 = tau_1 + 0.2
tau_2 = tau_2 + 0.2
values.append((tau_1, tau_2, residuals, params))
print('VALUES', values)
while self.obtainingparams(df, tau_1, tau_2, residuals).called < 5:
print('32323232')
self.obtainingparams(df, tau_1, tau_2, residuals)
Edit: Calling obtainingparams
which is a function within the BondClass
Class:
tau_1 = 0.3
tau_2 = 1.3
BOND_OBJECT = BondClass.GeneralBondClass(price, coupon, coupon_frequecy, face_value, monthstomaturity, issue_date)
residuals = [0, 0, 0, 0, 0]
df1 = Exc.ExcelFileReader() #Read the Dataframe in from an Excel File
BOND_OBJECT.obtainingparams(df1, tau_1, tau_2, residuals)
The problem is that you never enter the while loop because in order to enter it you make the recursive call. So before the test on called
can be evaluated you are already recursing. This code is not what you want:
while self.obtainingparams(df, tau_1, tau_2, residuals).called < 5:
It looks up called
in the result of the function call rather than in the function itself. Just replace it with:
while self.obtainingparams.called < 5:
and you should be just about there.
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With