我在我最初使用平分在相当长的脚本这是它的一部分(工作完全正常,并为意):为什么在无限循环上这个自定义平分函数? 。
portfolios = [[1], [0.9], [0.8], [0.7], [0.6]] #Fills up list to avoid "index out of range" error later on in code
add_sharpe = [sharpe, name_a, weight_a, exchange_a, name_b, weight_b, exchange_b, name_c, weight_c, exchange_c]
for x in portfolios:
if sharpe > x[0]:
sharpes = [i[0] for i in portfolios]
if name_a not in x and name_b not in x and name_c not in x:
print sharpe
print sharpes
print portfolios
print add_sharpe
position = reverse_bisect(sharpes, sharpe)
print position
portfolios.insert(position, add_sharpe)
不过,现在我需要一个反向对开(降序)。谢天谢地,我发现了a really good solution to this。
的代码创建反向对开如下:
def reverse_bisect(a, x, lo=0, hi=None):
if lo < 0:
raise ValueError('lo must be non-negative')
if hi is None:
hi = len(a)
while lo < hi:
mid = (lo+hi)//2
if x > a[mid]: hi = mid
else: lo = mid+1
return lo
它非常好,当我在外面用简单的计算测试它。但是,当我将它插入到脚本中时,它会在运行时导致脚本冻结。我不知道为什么会发生这种情况,因为我使用的工作原理与bisect.bisect
完全一样。
这是什么现在不工作:
if name_a not in x and name_b not in x and name_c not in x:
position = reverse_bisect(sharpes, sharpe)
portfolios.insert(position, add_sharpe)
出于某种原因,使用功能似乎遍历portfolios.insert(position, add_sharpe)
没有结束。
输出:
[1, 0.9, 0.8, 0.7, 0.6] #print portfolios
[[1], [0.9], [0.8], [0.7], [0.6]] #print sharpes
[1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE '] #print portfolios
0 #print position
1.62759369021 #print sharpe
[1.6275936902107178, 1, 0.9, 0.8, 0.7, 0.6] #print portfolios
[[1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE '], [1], [0.9], [0.8], [0.7], [0.6]]
[1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE ']
1
1.62759369021
[1.6275936902107178, 1.6275936902107178, 1, 0.9, 0.8, 0.7, 0.6]
[[1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE '], [1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE '], [1], [0.9], [0.8], [0.7], [0.6]]
[1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE ']
2
1.62759369021
[1.6275936902107178, 1.6275936902107178, 1.6275936902107178, 1, 0.9, 0.8, 0.7, 0.6]
[[1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE '], [1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE '], [1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE '], [1], [0.9], [0.8], [0.7], [0.6]]
[1.6275936902107178, "CARR'S GROUP (CARR.L)", 0.9, 'LSE ', 'Church & Dwight Co. Inc. (CHD)', 0.05, 'NYSE ', 'NCC Group plc. (NCC.L)', 0.05, 'LSE ']
3
“sharpes”和“sharpe”是什么类型? –
请创建一个显示问题的[MCVE](http://stackoverflow.com/help/mcve)。由于我们完全不知道“sharpe”,“sharpe”,“portfolio”或“add_sharpe”是什么,我们无法为您提供帮助。 – MattDMo
@BurhanKhalid补充道,我的歉意...... – thefoxrocks