不断获得 "only length-1 arrays can be converted to Python scalars"

Question

我一直收到错误 only length-1 arrays can be converted to Python scalars。大多数人建议有时 numpy 与其他现有数学函数不兼容。但我将每个数学函数都更改为 np 函数。

错误状态：

Traceback (most recent call last):   File "/Users/jimmy/Documents/2.py", line 20, in <module>
    eu = mc_simulation(89,102,0.5,0.03,0.3,1000)   File "/Users/jimmy/Documents/2.py", line 12, in mc_simulation
    ST = s0 * exp((r - 0.5 * sigma ** 2) * T + sigma * a * z) TypeError: only length-1 arrays can be converted to Python scalars

我的代码：

from numpy import *
import numpy as np
from math import exp

def mc_simulation(s0, K, T, r, sigma, no_t):

    random.seed(1000)
    z = random.standard_normal(no_t)

    ST = s0 * exp((r - 0.5 * sigma ** 2) * T + sigma * np.sqrt(T) * z)

    payoff = maximum(ST - K, 0)

    eu_call = exp(-r * T) * sum(payoff) / no_t

    return eu_call


eu = mc_simulation(89,102,0.5,0.03,0.3,1000)

Answer 1

这里不需要math。使用 numpy.exp。此外，考虑养成不对导入使用 * 运算符的习惯。

import numpy as np
np.random.seed(1000)

def mc_simulation(s0, K, T, r, sigma, no_t):
    z = np.random.standard_normal(no_t)
    ST = s0 * np.exp((r - 0.5 * sigma ** 2) * T + sigma * np.sqrt(T) * z)
    payoff = np.maximum(ST - K, 0)
    eu_call = np.exp(-r * T) * np.sum(payoff) / no_t
    return eu_call

print(mc_simulation(89,102,0.5,0.03,0.3,1000))
3.4054951916465099

关于您对 "why shouldn't I use the * operator" 的评论：关于为什么这会造成麻烦，有很多很好的讨论。但这里是官方 documentation 不得不说的：当你使用 from numpy import *:

This imports all names except those beginning with an underscore (_). In most cases Python programmers do not use this facility since it introduces an unknown set of names into the interpreter, possibly hiding some things you have already defined.

你自己的例子说明了这一点。如果您要使用：

from numpy import *
from math import *

两者都有一个 exp 函数，该函数作为 exp 导入到命名空间中。 Python 可能会不知道您要使用哪个 exp，正如您在此处看到的，它们是完全不同的。如果您已经自己定义了一个 exp 函数，或者与这两个包中的任何函数共享一个名称的任何其他函数，这同样适用。

一般来说，要警惕您运行始终使用 from x import * 的任何教程。

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