def data_input(filename, i):
with open(filename) as json_file:
data = json.load(json_file)
pv, yy, dd, cc = integration(data[i]['coupon_rate'], data[i]['face_value'],
data[i]['time_start'], data[i]['year'],
data[i]['time_cur'], data[i]['frequency'])
re = {'Pv': pv, 'Yield': yy, 'Duration': dd, 'Convexity': cc}
return re
def integration_determinant_test ( ): #*****************************************************************************80 # ## INTEGRATION_DETERMINANT_TEST tests INTEGRATION_DETERMINANT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 16 February 2015 # # Author: # # John Burkardt # from integration import integration from r8mat_print import r8mat_print from r8_uniform_ab import r8_uniform_ab print '' print 'INTEGRATION_DETERMINANT_TEST' print ' INTEGRATION_DETERMINANT computes the determinant of the INTEGRATION matrix.' print '' m = 4 n = m r8_lo = -5.0 r8_hi = +5.0 seed = 123456789 alpha, seed = r8_uniform_ab ( r8_lo, r8_hi, seed ) a = integration ( alpha, n ) r8mat_print ( m, n, a, ' INTEGRATION matrix:' ) value = integration_determinant ( alpha, n ) print '' print ' Value = %g' % ( value ) print '' print 'INTEGRATION_DETERMINANT_TEST' print ' Normal end of execution.' return
def integration_determinant_test():
#*****************************************************************************80
#
## INTEGRATION_DETERMINANT_TEST tests INTEGRATION_DETERMINANT.
#
# Licensing:
#
# This code is distributed under the GNU LGPL license.
#
# Modified:
#
# 16 February 2015
#
# Author:
#
# John Burkardt
#
from integration import integration
from r8mat_print import r8mat_print
from r8_uniform_ab import r8_uniform_ab
print ''
print 'INTEGRATION_DETERMINANT_TEST'
print ' INTEGRATION_DETERMINANT computes the determinant of the INTEGRATION matrix.'
print ''
m = 4
n = m
r8_lo = -5.0
r8_hi = +5.0
seed = 123456789
alpha, seed = r8_uniform_ab(r8_lo, r8_hi, seed)
a = integration(alpha, n)
r8mat_print(m, n, a, ' INTEGRATION matrix:')
value = integration_determinant(alpha, n)
print ''
print ' Value = %g' % (value)
print ''
print 'INTEGRATION_DETERMINANT_TEST'
print ' Normal end of execution.'
return
def main(acceleration, timeInterval):
velocity = intg.integration(timeInterval, acceleration)
# plt.plot(velocity[:,[0]],'g',velocity[:,[1]],'r',velocity[:,[2]],'b')
# plt.plot(velocity[:,[0]],'b')
normMatrix = l2Norm(acceleration)
# plt.plot(normMatrix)
absoluteData = absolute(filt.butterWorthFilter(normMatrix, 0.02, 5, 'low'))
# plt.plot(absoluteData,'g')
smoothenedData = filt.butterWorthFilter(absoluteData, 0.01, 5, 'low')
smoothenedData = smoothenedData - 0.6
# plt.plot(smoothenedData,'r')
# count = 0
# while count < len(acceleration):
# if
# print zeroVRegion(smoothenedData)
basicIntegrate(timeInterval, acceleration, smoothenedData)
def data_input(filename):
with open(filename) as json_file:
data = json.load(json_file)
cnt = len(data)
result = []
for i in range(cnt):
pv, yy, dd, cc = integration(data[i]['coupon_rate'],
data[i]['face_value'],
data[i]['time_start'], data[i]['year'],
data[i]['time_cur'], data[i]['frequency'])
re = {'Pv': pv, 'Yield': yy, 'Duration': dd, 'Convexity': cc}
result.append(re)
#if(i%1000 == 0):
#print "PV：%f" % pv
#print "yield：%f" % yy
#print "Duration：%f" % dd
#print "Convexity：%f" % cc
#print "==============%d============="%i
with open('result.json', 'w') as json_file:
json_file.write(json.dumps(result))
def integration_test ( ): #*****************************************************************************80 # ## INTEGRATION_TEST tests INTEGRATION. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 16 February 2015 # # Author: # # John Burkardt # from r8mat_print import r8mat_print from r8_uniform_ab import r8_uniform_ab print '' print 'INTEGRATION_TEST' print ' INTEGRATION computes the INTEGRATION matrix.' m = 6 n = m r8_lo = -5.0 r8_hi = +5.0 seed = 123456789 alpha, seed = r8_uniform_ab ( r8_lo, r8_hi, seed ) a = integration ( alpha, n ) r8mat_print ( m, n, a, ' INTEGRATION matrix:' ) print '' print 'INTEGRATION_TEST' print ' Normal end of execution.' return
def integration_test():
#*****************************************************************************80
#
## INTEGRATION_TEST tests INTEGRATION.
#
# Licensing:
#
# This code is distributed under the GNU LGPL license.
#
# Modified:
#
# 16 February 2015
#
# Author:
#
# John Burkardt
#
from r8mat_print import r8mat_print
from r8_uniform_ab import r8_uniform_ab
print ''
print 'INTEGRATION_TEST'
print ' INTEGRATION computes the INTEGRATION matrix.'
m = 6
n = m
r8_lo = -5.0
r8_hi = +5.0
seed = 123456789
alpha, seed = r8_uniform_ab(r8_lo, r8_hi, seed)
a = integration(alpha, n)
r8mat_print(m, n, a, ' INTEGRATION matrix:')
print ''
print 'INTEGRATION_TEST'
print ' Normal end of execution.'
return