Cython: TypeError: an integer is required

Question

I 运行 Anaconda 2.1.0 与 Python 2.7.8 和 Cython 0.2.1。 在文件 Implied_Vola.pyx 中我定义了

def Implied_Vola(underlyingPrice,strikePrice,interestRate,daysToExpiration,price,optiontype):

    underlyingPrice = float(underlyingPrice)
    strikePrice = float(strikePrice)
    interestRate = float(interestRate) / 100
    daysToExpiration = float(daysToExpiration) / 365
    price = round(float(price), 6)


    implied_Volatility = calc_implied_volatility(underlyingPrice,strikePrice,interestRate,daysToExpiration, price, optiontype)
        return implied_Volatility

和

cdef float calc_implied_volatility(float underlyingPrice, float strikePrice, float interestRate, float daysToExpiration, float price, char optiontype):
    '''Returns the estimated implied volatility'''

    cdef float target, high, low, mid, volatility, estimate
    cdef int decimals

    target = price
    high=500.0 
    low=0.0
    decimals = len(str(target).split('.')[1])       # Count decimals
    for i in range(10000):  # To avoid infinite loops
        mid = (high + low) / 2
        if mid < 0.00001:
            mid = 0.00001
        if optiontype=='Call':
            volatility=mid 
            estimate = callPrice(underlyingPrice,strikePrice,interestRate,daysToExpiration, volatility)
        if optiontype=='Put':
            volatility=mid
            estimate = putPrice(underlyingPrice,strikePrice,interestRate,daysToExpiration, volatility)
        if round(estimate, decimals) == target: 
            break   
        elif estimate > target: 
            high = mid
        elif estimate < target: 
            low = mid
    return mid

当我通过

编译并运行它时

import Implied_Vola

underlyingPrice=5047
strikePrice=4600
interestRate=3
daysToExpiration=218
price=724.5
optiontype='Call'
start=time.time()
vola= Implied_Vola.Implied_Vola(underlyingPrice,strikePrice,interestRate,daysToExpiration,price,optiontype)
end=time.time()

我得到 "TypeError: an integer is required." 它在

时被抛出

implied_Volatility = calc_implied_volatility(underlyingPrice,strikePrice,interestRate,daysToExpiration, price, optiontype) 

被称为 这是为什么？我找不到任何错误。

Answer 1

这是 optiontype 参数。奇怪的是，Cython char 类型需要一个整数。您应该将 cython 类型更改为 str 或 char*，或者从 python.

传递 ord(string[0])

小例子：

# file: cdef.pyx
cpdef f(char c):
  print c

然后，在 python shell:

>>> import pyximport; pyximport.install(); import cdef
>>> cdef.f('hello')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "cdef.pyx", line 1, in cdef.f (.../cdef.c:598)
    cpdef f(char c):
TypeError: an integer is required
>>> cdef.f('h')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "cdef.pyx", line 1, in cdef.f (.../cdef.c:598)
    cpdef f(char c):
TypeError: an integer is required
>>> cdef.f(5)
5