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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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2 changes: 1 addition & 1 deletion tf_quant_finance/math/optimizer/conjugate_gradient.py
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Expand Up @@ -108,7 +108,7 @@


@attr.s
class ConjugateGradientParams(object):
class ConjugateGradientParams:
"""Adjustable parameters of conjugate gradient algorithm."""
# Real number. Sufficient decrease parameter for Wolfe conditions.
# Corresponds to `delta` in [HZ2006].
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2 changes: 1 addition & 1 deletion tf_quant_finance/math/pde/fd_solvers.py
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Expand Up @@ -691,7 +691,7 @@ def _is_callable(var_or_fn):
"""Returns whether an object is callable or not."""
# Python 2.7 as well as Python 3.x with x > 2 support 'callable'.
# In between, callable was removed hence we need to do a more expansive check
if hasattr(var_or_fn, '__call__'):
if callable(var_or_fn):
Comment on lines 692 to +694
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this is a legacy part to deal with Python 2.7. Since we now require Python >= 3.7, we can replace '_is_callable' with the in-built method 'callable'. Please do so or leave it as it is now

return True
try:
return callable(var_or_fn)
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2 changes: 1 addition & 1 deletion tf_quant_finance/math/piecewise.py
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Expand Up @@ -17,7 +17,7 @@
import tensorflow.compat.v2 as tf


class PiecewiseConstantFunc(object):
class PiecewiseConstantFunc:
"""Creates a piecewise constant function."""

def __init__(self, jump_locations, values, dtype=None, name=None):
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11 changes: 5 additions & 6 deletions tf_quant_finance/models/hjm/gaussian_hjm_test.py
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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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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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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)
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4 changes: 2 additions & 2 deletions tf_quant_finance/models/hull_white/swaption.py
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Expand Up @@ -209,7 +209,7 @@ def _map_payoff_to_sim_times(indices, payoff, num_samples):
"""
indices = tf.expand_dims(indices, axis=0)
indices = tf.repeat(indices, num_samples, axis=0)
index_list = list()
index_list = []
tensor_shape = np.array(indices.shape.as_list())
output_shape = indices.shape.as_list()[:-1] + [
tf.math.reduce_max(indices) + 1
Expand Down Expand Up @@ -272,7 +272,7 @@ def _analytic_valuation(expiries, floating_leg_start_times,
name=name + '_jamshidian_decomposition')

bond_strike_rank = breakeven_bond_option_strikes.shape.rank
perm = [bond_strike_rank-1] + [x for x in range(0, bond_strike_rank - 1)]
perm = [bond_strike_rank-1] + list(range(0, bond_strike_rank - 1))
breakeven_bond_option_strikes = tf.transpose(
breakeven_bond_option_strikes, perm=perm)
bond_option_prices = zcb.bond_option_price(
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2 changes: 1 addition & 1 deletion tf_quant_finance/models/hull_white/zero_coupon_bond_option.py
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Expand Up @@ -240,7 +240,7 @@ def _analytic_valuation(discount_rate_fn, model, strikes, expiries, maturities,
# Make `dim` as the last dimension and return.
return tf.transpose(
option_value,
perm=[i for i in range(1, len(option_value.shape.as_list()))] + [0])
perm=list(range(1, len(option_value.shape.as_list()))) + [0])


# TODO(b/158501671): Clean-up this implementation.
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2 changes: 1 addition & 1 deletion tf_quant_finance/models/ito_process.py
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Expand Up @@ -38,7 +38,7 @@


@six.add_metaclass(abc.ABCMeta)
class ItoProcess(object):
class ItoProcess:
"""Interface for specifying Ito processes.

Interface for defining stochastic process defined by the Ito SDE:
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2 changes: 1 addition & 1 deletion tf_quant_finance/models/legacy/brownian_motion_utils.py
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Expand Up @@ -22,7 +22,7 @@ def is_callable(var_or_fn):
"""Returns whether an object is callable or not."""
# Python 2.7 as well as Python 3.x with x > 2 support 'callable'.
# In between, callable was removed hence we need to do a more expansive check
if hasattr(var_or_fn, '__call__'):
if callable(var_or_fn):
return True
try:
return callable(var_or_fn)
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2 changes: 1 addition & 1 deletion tf_quant_finance/models/legacy/ito_process.py
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Expand Up @@ -41,7 +41,7 @@


@six.add_metaclass(abc.ABCMeta)
class ItoProcess(object):
class ItoProcess:
"""Base class for Ito processes.

Represents a general Ito process:
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2 changes: 1 addition & 1 deletion tf_quant_finance/models/sabr/sabr_model.py
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Expand Up @@ -518,7 +518,7 @@ def _is_callable(var_or_fn):
"""Returns whether an object is callable or not."""
# Python 2.7 as well as Python 3.x with x > 2 support 'callable'.
# In between, callable was removed hence we need to do a more expansive check
if hasattr(var_or_fn, '__call__'):
if callable(var_or_fn):
return True
try:
return callable(var_or_fn)
Expand Down