Esempi in Python per product

Esempio n. 1

def monte_carlo_options(N,
                        K,
                        t,
                        vol,
                        r,
                        strike,
                        steps,
                        use_barrier=True,
                        B=None,
                        ty=af.Dtype.f32):
    payoff = af.constant(0, N, 1, dtype=ty)

    dt = t / float(steps - 1)
    s = af.constant(strike, N, 1, dtype=ty)

    randmat = af.randn(N, steps - 1, dtype=ty)
    randmat = af.exp((r - (vol * vol * 0.5)) * dt +
                     vol * math.sqrt(dt) * randmat)

    S = af.product(af.join(1, s, randmat), 1)

    if (use_barrier):
        S = S * af.all_true(S < B, 1)

    payoff = af.maxof(0, S - K)
    return af.mean(payoff) * math.exp(-r * t)

Esempio n. 2

File: _array.py Progetto: eeeedgar/model_1

def prod(a: ndarray,
         axis: tp.Optional[int] = None) -> tp.Union[float, ndarray]:
    """
    Return the product of array elements over a given axis.
    """

    return _wrap_af_array(af.product(a._af_array, dim=axis))

Esempio n. 3

File: monte_carlo_options.py Progetto: Brainiarc7/arrayfire-python

def monte_carlo_options(N, K, t, vol, r, strike, steps, use_barrier = True, B = None, ty = af.Dtype.f32):
    payoff = af.constant(0, N, 1, dtype = ty)

    dt = t / float(steps - 1)
    s = af.constant(strike, N, 1, dtype = ty)

    randmat = af.randn(N, steps - 1, dtype = ty)
    randmat = af.exp((r - (vol * vol * 0.5)) * dt + vol * math.sqrt(dt) * randmat);

    S = af.product(af.join(1, s, randmat), 1)

    if (use_barrier):
        S = S * af.all_true(S < B, 1)

    payoff = af.maxof(0, S - K)
    return af.mean(payoff) * math.exp(-r * t)

Esempio n. 4

File: multiarray.py Progetto: Brainiarc7/afnumpy

 def prod(self, s, axis):
     if self.dtype == numpy.bool:
         s = s.astype(pu.typemap(numpy.int64))
     return arrayfire.product(s, dim=axis)

Esempio n. 5

def simple_algorithm(verbose = False):
    display_func = _util.display_func(verbose)
    print_func   = _util.print_func(verbose)

    a = af.randu(3, 3)

    print_func(af.sum(a), af.product(a), af.min(a), af.max(a),
               af.count(a), af.any_true(a), af.all_true(a))

    display_func(af.sum(a, 0))
    display_func(af.sum(a, 1))

    display_func(af.product(a, 0))
    display_func(af.product(a, 1))

    display_func(af.min(a, 0))
    display_func(af.min(a, 1))

    display_func(af.max(a, 0))
    display_func(af.max(a, 1))

    display_func(af.count(a, 0))
    display_func(af.count(a, 1))

    display_func(af.any_true(a, 0))
    display_func(af.any_true(a, 1))

    display_func(af.all_true(a, 0))
    display_func(af.all_true(a, 1))

    display_func(af.accum(a, 0))
    display_func(af.accum(a, 1))

    display_func(af.sort(a, is_ascending=True))
    display_func(af.sort(a, is_ascending=False))

    b = (a > 0.1) * a
    c = (a > 0.4) * a
    d = b / c
    print_func(af.sum(d));
    print_func(af.sum(d, nan_val=0.0));
    display_func(af.sum(d, dim=0, nan_val=0.0));

    val,idx = af.sort_index(a, is_ascending=True)
    display_func(val)
    display_func(idx)
    val,idx = af.sort_index(a, is_ascending=False)
    display_func(val)
    display_func(idx)

    b = af.randu(3,3)
    keys,vals = af.sort_by_key(a, b, is_ascending=True)
    display_func(keys)
    display_func(vals)
    keys,vals = af.sort_by_key(a, b, is_ascending=False)
    display_func(keys)
    display_func(vals)

    c = af.randu(5,1)
    d = af.randu(5,1)
    cc = af.set_unique(c, is_sorted=False)
    dd = af.set_unique(af.sort(d), is_sorted=True)
    display_func(cc)
    display_func(dd)

    display_func(af.set_union(cc, dd, is_unique=True))
    display_func(af.set_union(cc, dd, is_unique=False))

    display_func(af.set_intersect(cc, cc, is_unique=True))
    display_func(af.set_intersect(cc, cc, is_unique=False))

Esempio n. 6

File: multiarray.py Progetto: connectthefuture/afnumpy

 def prod(self, s, axis):
     if self.dtype == numpy.bool:
         s = s.astype(pu.typemap(numpy.int64))
     return arrayfire.product(s, dim=axis)

Esempio n. 7

File: simple_algorithm.py Progetto: maxssage/arrayfire-python

#!/usr/bin/python
#######################################################
# Copyright (c) 2015, ArrayFire
# All rights reserved.
#
# This file is distributed under 3-clause BSD license.
# The complete license agreement can be obtained at:
# http://arrayfire.com/licenses/BSD-3-Clause
########################################################

import arrayfire as af

a = af.randu(3, 3)

print(af.sum(a), af.product(a), af.min(a), af.max(a), af.count(a),
      af.any_true(a), af.all_true(a))

af.display(af.sum(a, 0))
af.display(af.sum(a, 1))

af.display(af.product(a, 0))
af.display(af.product(a, 1))

af.display(af.min(a, 0))
af.display(af.min(a, 1))

af.display(af.max(a, 0))
af.display(af.max(a, 1))

af.display(af.count(a, 0))
af.display(af.count(a, 1))

Esempio n. 8

File: simple_algorithm.py Progetto: nagyistoce/arrayfire_python

#!/usr/bin/python
import arrayfire as af

a = af.randu(3, 3)

print(af.sum(a), af.product(a), af.min(a), af.max(a), af.count(a), af.any_true(a), af.all_true(a))

af.print_array(af.sum(a, 0))
af.print_array(af.sum(a, 1))

af.print_array(af.product(a, 0))
af.print_array(af.product(a, 1))

af.print_array(af.min(a, 0))
af.print_array(af.min(a, 1))

af.print_array(af.max(a, 0))
af.print_array(af.max(a, 1))

af.print_array(af.count(a, 0))
af.print_array(af.count(a, 1))

af.print_array(af.any_true(a, 0))
af.print_array(af.any_true(a, 1))

af.print_array(af.all_true(a, 0))
af.print_array(af.all_true(a, 1))

af.print_array(af.accum(a, 0))
af.print_array(af.accum(a, 1))

Esempio n. 9

File: algorithm.py Progetto: roaffix/arrayfire-python

def simple_algorithm(verbose=False):
    display_func = _util.display_func(verbose)
    print_func = _util.print_func(verbose)

    a = af.randu(3, 3)
    k = af.constant(1, 3, 3, dtype=af.Dtype.u32)
    af.eval(k)

    print_func(af.sum(a), af.product(a), af.min(a), af.max(a), af.count(a),
               af.any_true(a), af.all_true(a))

    display_func(af.sum(a, 0))
    display_func(af.sum(a, 1))

    rk = af.constant(1, 3, dtype=af.Dtype.u32)
    rk[2] = 0
    af.eval(rk)
    display_func(af.sumByKey(rk, a, dim=0))
    display_func(af.sumByKey(rk, a, dim=1))

    display_func(af.productByKey(rk, a, dim=0))
    display_func(af.productByKey(rk, a, dim=1))

    display_func(af.minByKey(rk, a, dim=0))
    display_func(af.minByKey(rk, a, dim=1))

    display_func(af.maxByKey(rk, a, dim=0))
    display_func(af.maxByKey(rk, a, dim=1))

    display_func(af.anyTrueByKey(rk, a, dim=0))
    display_func(af.anyTrueByKey(rk, a, dim=1))

    display_func(af.allTrueByKey(rk, a, dim=0))
    display_func(af.allTrueByKey(rk, a, dim=1))

    display_func(af.countByKey(rk, a, dim=0))
    display_func(af.countByKey(rk, a, dim=1))

    display_func(af.product(a, 0))
    display_func(af.product(a, 1))

    display_func(af.min(a, 0))
    display_func(af.min(a, 1))

    display_func(af.max(a, 0))
    display_func(af.max(a, 1))

    display_func(af.count(a, 0))
    display_func(af.count(a, 1))

    display_func(af.any_true(a, 0))
    display_func(af.any_true(a, 1))

    display_func(af.all_true(a, 0))
    display_func(af.all_true(a, 1))

    display_func(af.accum(a, 0))
    display_func(af.accum(a, 1))

    display_func(af.scan(a, 0, af.BINARYOP.ADD))
    display_func(af.scan(a, 1, af.BINARYOP.MAX))

    display_func(af.scan_by_key(k, a, 0, af.BINARYOP.ADD))
    display_func(af.scan_by_key(k, a, 1, af.BINARYOP.MAX))

    display_func(af.sort(a, is_ascending=True))
    display_func(af.sort(a, is_ascending=False))

    b = (a > 0.1) * a
    c = (a > 0.4) * a
    d = b / c
    print_func(af.sum(d))
    print_func(af.sum(d, nan_val=0.0))
    display_func(af.sum(d, dim=0, nan_val=0.0))

    val, idx = af.sort_index(a, is_ascending=True)
    display_func(val)
    display_func(idx)
    val, idx = af.sort_index(a, is_ascending=False)
    display_func(val)
    display_func(idx)

    b = af.randu(3, 3)
    keys, vals = af.sort_by_key(a, b, is_ascending=True)
    display_func(keys)
    display_func(vals)
    keys, vals = af.sort_by_key(a, b, is_ascending=False)
    display_func(keys)
    display_func(vals)

    c = af.randu(5, 1)
    d = af.randu(5, 1)
    cc = af.set_unique(c, is_sorted=False)
    dd = af.set_unique(af.sort(d), is_sorted=True)
    display_func(cc)
    display_func(dd)

    display_func(af.set_union(cc, dd, is_unique=True))
    display_func(af.set_union(cc, dd, is_unique=False))

    display_func(af.set_intersect(cc, cc, is_unique=True))
    display_func(af.set_intersect(cc, cc, is_unique=False))