def sse_theo_event(self, para): """ Returns the Sum Squared Error """ from Event import Event evnt = Event(self.data) evnt.e4_mean_rev1 = para[0] evnt.e4_resp1 = para[1] evnt.e4_mean_rev2 = para[2] evnt.e4_resp2 = para[3] evnt.e4_mean_rev3 = para[4] evnt.e4_resp3 = para[5] evnt.e4_mean_rev4 = para[6] evnt.e4_resp4 = para[7] evnt.e4_spread = False evnt.e4_voladj = False evnt.event_type = 'e4' evnt.decay_type = 'exp' error = 0.0 for i in range(int(len(self.data.events))): if self.data.events[i] == 'E': est = self.cmpt_theo_event(i, evnt) error += (self.data.prices[i] - est)**2 if self.verbose: print( str(error) + ' ' + str(para[0]) + ' ' + str(para[1]) + ' ' + str(para[2]) + ' ' + str(para[3]) + ' ' + str(para[4]) + ' ' + str(para[5]) + ' ' + str(para[6]) + ' ' + str(para[7])) return error