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How to use bounds method in hypothesis
Best Python code snippet using hypothesis
test_util.py
Source:test_util.py 
1from sympy import (Symbol, S, exp, log, sqrt, oo, E, zoo, pi, tan, sin, cos,2 cot, sec, csc, Abs, symbols, I, re, simplify,3 expint, Rational)4from sympy.calculus.util import (function_range, continuous_domain, not_empty_in,5 periodicity, lcim, AccumBounds, is_convex,6 stationary_points, minimum, maximum)7from sympy.core import Add, Mul, Pow8from sympy.sets.sets import (Interval, FiniteSet, EmptySet, Complement,9 Union)10from sympy.testing.pytest import raises11from sympy.abc import x12a = Symbol('a', real=True)13def test_function_range():14 x, y, a, b = symbols('x y a b')15 assert function_range(sin(x), x, Interval(-pi/2, pi/2)16 ) == Interval(-1, 1)17 assert function_range(sin(x), x, Interval(0, pi)18 ) == Interval(0, 1)19 assert function_range(tan(x), x, Interval(0, pi)20 ) == Interval(-oo, oo)21 assert function_range(tan(x), x, Interval(pi/2, pi)22 ) == Interval(-oo, 0)23 assert function_range((x + 3)/(x - 2), x, Interval(-5, 5)24 ) == Union(Interval(-oo, Rational(2, 7)), Interval(Rational(8, 3), oo))25 assert function_range(1/(x**2), x, Interval(-1, 1)26 ) == Interval(1, oo)27 assert function_range(exp(x), x, Interval(-1, 1)28 ) == Interval(exp(-1), exp(1))29 assert function_range(log(x) - x, x, S.Reals30 ) == Interval(-oo, -1)31 assert function_range(sqrt(3*x - 1), x, Interval(0, 2)32 ) == Interval(0, sqrt(5))33 assert function_range(x*(x - 1) - (x**2 - x), x, S.Reals34 ) == FiniteSet(0)35 assert function_range(x*(x - 1) - (x**2 - x) + y, x, S.Reals36 ) == FiniteSet(y)37 assert function_range(sin(x), x, Union(Interval(-5, -3), FiniteSet(4))38 ) == Union(Interval(-sin(3), 1), FiniteSet(sin(4)))39 assert function_range(cos(x), x, Interval(-oo, -4)40 ) == Interval(-1, 1)41 assert function_range(cos(x), x, S.EmptySet) == S.EmptySet42 raises(NotImplementedError, lambda : function_range(43 exp(x)*(sin(x) - cos(x))/2 - x, x, S.Reals))44 raises(NotImplementedError, lambda : function_range(45 sin(x) + x, x, S.Reals)) # issue 1327346 raises(NotImplementedError, lambda : function_range(47 log(x), x, S.Integers))48 raises(NotImplementedError, lambda : function_range(49 sin(x)/2, x, S.Naturals))50def test_continuous_domain():51 x = Symbol('x')52 assert continuous_domain(sin(x), x, Interval(0, 2*pi)) == Interval(0, 2*pi)53 assert continuous_domain(tan(x), x, Interval(0, 2*pi)) == \54 Union(Interval(0, pi/2, False, True), Interval(pi/2, pi*Rational(3, 2), True, True),55 Interval(pi*Rational(3, 2), 2*pi, True, False))56 assert continuous_domain((x - 1)/((x - 1)**2), x, S.Reals) == \57 Union(Interval(-oo, 1, True, True), Interval(1, oo, True, True))58 assert continuous_domain(log(x) + log(4*x - 1), x, S.Reals) == \59 Interval(Rational(1, 4), oo, True, True)60 assert continuous_domain(1/sqrt(x - 3), x, S.Reals) == Interval(3, oo, True, True)61 assert continuous_domain(1/x - 2, x, S.Reals) == \62 Union(Interval.open(-oo, 0), Interval.open(0, oo))63 assert continuous_domain(1/(x**2 - 4) + 2, x, S.Reals) == \64 Union(Interval.open(-oo, -2), Interval.open(-2, 2), Interval.open(2, oo))65 domain = continuous_domain(log(tan(x)**2 + 1), x, S.Reals)66 assert not domain.contains(3*pi/2)67 assert domain.contains(5)68def test_not_empty_in():69 assert not_empty_in(FiniteSet(x, 2*x).intersect(Interval(1, 2, True, False)), x) == \70 Interval(S.Half, 2, True, False)71 assert not_empty_in(FiniteSet(x, x**2).intersect(Interval(1, 2)), x) == \72 Union(Interval(-sqrt(2), -1), Interval(1, 2))73 assert not_empty_in(FiniteSet(x**2 + x, x).intersect(Interval(2, 4)), x) == \74 Union(Interval(-sqrt(17)/2 - S.Half, -2),75 Interval(1, Rational(-1, 2) + sqrt(17)/2), Interval(2, 4))76 assert not_empty_in(FiniteSet(x/(x - 1)).intersect(S.Reals), x) == \77 Complement(S.Reals, FiniteSet(1))78 assert not_empty_in(FiniteSet(a/(a - 1)).intersect(S.Reals), a) == \79 Complement(S.Reals, FiniteSet(1))80 assert not_empty_in(FiniteSet((x**2 - 3*x + 2)/(x - 1)).intersect(S.Reals), x) == \81 Complement(S.Reals, FiniteSet(1))82 assert not_empty_in(FiniteSet(3, 4, x/(x - 1)).intersect(Interval(2, 3)), x) == \83 Interval(-oo, oo)84 assert not_empty_in(FiniteSet(4, x/(x - 1)).intersect(Interval(2, 3)), x) == \85 Interval(S(3)/2, 2)86 assert not_empty_in(FiniteSet(x/(x**2 - 1)).intersect(S.Reals), x) == \87 Complement(S.Reals, FiniteSet(-1, 1))88 assert not_empty_in(FiniteSet(x, x**2).intersect(Union(Interval(1, 3, True, True),89 Interval(4, 5))), x) == \90 Union(Interval(-sqrt(5), -2), Interval(-sqrt(3), -1, True, True),91 Interval(1, 3, True, True), Interval(4, 5))92 assert not_empty_in(FiniteSet(1).intersect(Interval(3, 4)), x) == S.EmptySet93 assert not_empty_in(FiniteSet(x**2/(x + 2)).intersect(Interval(1, oo)), x) == \94 Union(Interval(-2, -1, True, False), Interval(2, oo))95 raises(ValueError, lambda: not_empty_in(x))96 raises(ValueError, lambda: not_empty_in(Interval(0, 1), x))97 raises(NotImplementedError,98 lambda: not_empty_in(FiniteSet(x).intersect(S.Reals), x, a))99def test_periodicity():100 x = Symbol('x')101 y = Symbol('y')102 z = Symbol('z', real=True)103 assert periodicity(sin(2*x), x) == pi104 assert periodicity((-2)*tan(4*x), x) == pi/4105 assert periodicity(sin(x)**2, x) == 2*pi106 assert periodicity(3**tan(3*x), x) == pi/3107 assert periodicity(tan(x)*cos(x), x) == 2*pi108 assert periodicity(sin(x)**(tan(x)), x) == 2*pi109 assert periodicity(tan(x)*sec(x), x) == 2*pi110 assert periodicity(sin(2*x)*cos(2*x) - y, x) == pi/2111 assert periodicity(tan(x) + cot(x), x) == pi112 assert periodicity(sin(x) - cos(2*x), x) == 2*pi113 assert periodicity(sin(x) - 1, x) == 2*pi114 assert periodicity(sin(4*x) + sin(x)*cos(x), x) == pi115 assert periodicity(exp(sin(x)), x) == 2*pi116 assert periodicity(log(cot(2*x)) - sin(cos(2*x)), x) == pi117 assert periodicity(sin(2*x)*exp(tan(x) - csc(2*x)), x) == pi118 assert periodicity(cos(sec(x) - csc(2*x)), x) == 2*pi119 assert periodicity(tan(sin(2*x)), x) == pi120 assert periodicity(2*tan(x)**2, x) == pi121 assert periodicity(sin(x%4), x) == 4122 assert periodicity(sin(x)%4, x) == 2*pi123 assert periodicity(tan((3*x-2)%4), x) == Rational(4, 3)124 assert periodicity((sqrt(2)*(x+1)+x) % 3, x) == 3 / (sqrt(2)+1)125 assert periodicity((x**2+1) % x, x) is None126 assert periodicity(sin(re(x)), x) == 2*pi127 assert periodicity(sin(x)**2 + cos(x)**2, x) is S.Zero128 assert periodicity(tan(x), y) is S.Zero129 assert periodicity(sin(x) + I*cos(x), x) == 2*pi130 assert periodicity(x - sin(2*y), y) == pi131 assert periodicity(exp(x), x) is None132 assert periodicity(exp(I*x), x) == 2*pi133 assert periodicity(exp(I*z), z) == 2*pi134 assert periodicity(exp(z), z) is None135 assert periodicity(exp(log(sin(z) + I*cos(2*z)), evaluate=False), z) == 2*pi136 assert periodicity(exp(log(sin(2*z) + I*cos(z)), evaluate=False), z) == 2*pi137 assert periodicity(exp(sin(z)), z) == 2*pi138 assert periodicity(exp(2*I*z), z) == pi139 assert periodicity(exp(z + I*sin(z)), z) is None140 assert periodicity(exp(cos(z/2) + sin(z)), z) == 4*pi141 assert periodicity(log(x), x) is None142 assert periodicity(exp(x)**sin(x), x) is None143 assert periodicity(sin(x)**y, y) is None144 assert periodicity(Abs(sin(Abs(sin(x)))), x) == pi145 assert all(periodicity(Abs(f(x)), x) == pi for f in (146 cos, sin, sec, csc, tan, cot))147 assert periodicity(Abs(sin(tan(x))), x) == pi148 assert periodicity(Abs(sin(sin(x) + tan(x))), x) == 2*pi149 assert periodicity(sin(x) > S.Half, x) == 2*pi150 assert periodicity(x > 2, x) is None151 assert periodicity(x**3 - x**2 + 1, x) is None152 assert periodicity(Abs(x), x) is None153 assert periodicity(Abs(x**2 - 1), x) is None154 assert periodicity((x**2 + 4)%2, x) is None155 assert periodicity((E**x)%3, x) is None156 assert periodicity(sin(expint(1, x))/expint(1, x), x) is None157def test_periodicity_check():158 x = Symbol('x')159 y = Symbol('y')160 assert periodicity(tan(x), x, check=True) == pi161 assert periodicity(sin(x) + cos(x), x, check=True) == 2*pi162 assert periodicity(sec(x), x) == 2*pi163 assert periodicity(sin(x*y), x) == 2*pi/abs(y)164 assert periodicity(Abs(sec(sec(x))), x) == pi165def test_lcim():166 from sympy import pi167 assert lcim([S.Half, S(2), S(3)]) == 6168 assert lcim([pi/2, pi/4, pi]) == pi169 assert lcim([2*pi, pi/2]) == 2*pi170 assert lcim([S.One, 2*pi]) is None171 assert lcim([S(2) + 2*E, E/3 + Rational(1, 3), S.One + E]) == S(2) + 2*E172def test_is_convex():173 assert is_convex(1/x, x, domain=Interval(0, oo)) == True174 assert is_convex(1/x, x, domain=Interval(-oo, 0)) == False175 assert is_convex(x**2, x, domain=Interval(0, oo)) == True176 assert is_convex(log(x), x) == False177 raises(NotImplementedError, lambda: is_convex(log(x), x, a))178def test_stationary_points():179 x, y = symbols('x y')180 assert stationary_points(sin(x), x, Interval(-pi/2, pi/2)181 ) == {-pi/2, pi/2}182 assert stationary_points(sin(x), x, Interval.Ropen(0, pi/4)183 ) == EmptySet()184 assert stationary_points(tan(x), x,185 ) == EmptySet()186 assert stationary_points(sin(x)*cos(x), x, Interval(0, pi)187 ) == {pi/4, pi*Rational(3, 4)}188 assert stationary_points(sec(x), x, Interval(0, pi)189 ) == {0, pi}190 assert stationary_points((x+3)*(x-2), x191 ) == FiniteSet(Rational(-1, 2))192 assert stationary_points((x + 3)/(x - 2), x, Interval(-5, 5)193 ) == EmptySet()194 assert stationary_points((x**2+3)/(x-2), x195 ) == {2 - sqrt(7), 2 + sqrt(7)}196 assert stationary_points((x**2+3)/(x-2), x, Interval(0, 5)197 ) == {2 + sqrt(7)}198 assert stationary_points(x**4 + x**3 - 5*x**2, x, S.Reals199 ) == FiniteSet(-2, 0, Rational(5, 4))200 assert stationary_points(exp(x), x201 ) == EmptySet()202 assert stationary_points(log(x) - x, x, S.Reals203 ) == {1}204 assert stationary_points(cos(x), x, Union(Interval(0, 5), Interval(-6, -3))205 ) == {0, -pi, pi}206 assert stationary_points(y, x, S.Reals207 ) == S.Reals208 assert stationary_points(y, x, S.EmptySet) == S.EmptySet209def test_maximum():210 x, y = symbols('x y')211 assert maximum(sin(x), x) is S.One212 assert maximum(sin(x), x, Interval(0, 1)) == sin(1)213 assert maximum(tan(x), x) is oo214 assert maximum(tan(x), x, Interval(-pi/4, pi/4)) is S.One215 assert maximum(sin(x)*cos(x), x, S.Reals) == S.Half216 assert simplify(maximum(sin(x)*cos(x), x, Interval(pi*Rational(3, 8), pi*Rational(5, 8)))217 ) == sqrt(2)/4218 assert maximum((x+3)*(x-2), x) is oo219 assert maximum((x+3)*(x-2), x, Interval(-5, 0)) == S(14)220 assert maximum((x+3)/(x-2), x, Interval(-5, 0)) == Rational(2, 7)221 assert simplify(maximum(-x**4-x**3+x**2+10, x)222 ) == 41*sqrt(41)/512 + Rational(5419, 512)223 assert maximum(exp(x), x, Interval(-oo, 2)) == exp(2)224 assert maximum(log(x) - x, x, S.Reals) is S.NegativeOne225 assert maximum(cos(x), x, Union(Interval(0, 5), Interval(-6, -3))226 ) is S.One227 assert maximum(cos(x)-sin(x), x, S.Reals) == sqrt(2)228 assert maximum(y, x, S.Reals) == y229 raises(ValueError, lambda : maximum(sin(x), x, S.EmptySet))230 raises(ValueError, lambda : maximum(log(cos(x)), x, S.EmptySet))231 raises(ValueError, lambda : maximum(1/(x**2 + y**2 + 1), x, S.EmptySet))232 raises(ValueError, lambda : maximum(sin(x), sin(x)))233 raises(ValueError, lambda : maximum(sin(x), x*y, S.EmptySet))234 raises(ValueError, lambda : maximum(sin(x), S.One))235def test_minimum():236 x, y = symbols('x y')237 assert minimum(sin(x), x) is S.NegativeOne238 assert minimum(sin(x), x, Interval(1, 4)) == sin(4)239 assert minimum(tan(x), x) is -oo240 assert minimum(tan(x), x, Interval(-pi/4, pi/4)) is S.NegativeOne241 assert minimum(sin(x)*cos(x), x, S.Reals) == Rational(-1, 2)242 assert simplify(minimum(sin(x)*cos(x), x, Interval(pi*Rational(3, 8), pi*Rational(5, 8)))243 ) == -sqrt(2)/4244 assert minimum((x+3)*(x-2), x) == Rational(-25, 4)245 assert minimum((x+3)/(x-2), x, Interval(-5, 0)) == Rational(-3, 2)246 assert minimum(x**4-x**3+x**2+10, x) == S(10)247 assert minimum(exp(x), x, Interval(-2, oo)) == exp(-2)248 assert minimum(log(x) - x, x, S.Reals) is -oo249 assert minimum(cos(x), x, Union(Interval(0, 5), Interval(-6, -3))250 ) is S.NegativeOne251 assert minimum(cos(x)-sin(x), x, S.Reals) == -sqrt(2)252 assert minimum(y, x, S.Reals) == y253 raises(ValueError, lambda : minimum(sin(x), x, S.EmptySet))254 raises(ValueError, lambda : minimum(log(cos(x)), x, S.EmptySet))255 raises(ValueError, lambda : minimum(1/(x**2 + y**2 + 1), x, S.EmptySet))256 raises(ValueError, lambda : minimum(sin(x), sin(x)))257 raises(ValueError, lambda : minimum(sin(x), x*y, S.EmptySet))258 raises(ValueError, lambda : minimum(sin(x), S.One))259def test_AccumBounds():260 assert AccumBounds(1, 2).args == (1, 2)261 assert AccumBounds(1, 2).delta is S.One262 assert AccumBounds(1, 2).mid == Rational(3, 2)263 assert AccumBounds(1, 3).is_real == True264 assert AccumBounds(1, 1) is S.One265 assert AccumBounds(1, 2) + 1 == AccumBounds(2, 3)266 assert 1 + AccumBounds(1, 2) == AccumBounds(2, 3)267 assert AccumBounds(1, 2) + AccumBounds(2, 3) == AccumBounds(3, 5)268 assert -AccumBounds(1, 2) == AccumBounds(-2, -1)269 assert AccumBounds(1, 2) - 1 == AccumBounds(0, 1)270 assert 1 - AccumBounds(1, 2) == AccumBounds(-1, 0)271 assert AccumBounds(2, 3) - AccumBounds(1, 2) == AccumBounds(0, 2)272 assert x + AccumBounds(1, 2) == Add(AccumBounds(1, 2), x)273 assert a + AccumBounds(1, 2) == AccumBounds(1 + a, 2 + a)274 assert AccumBounds(1, 2) - x == Add(AccumBounds(1, 2), -x)275 assert AccumBounds(-oo, 1) + oo == AccumBounds(-oo, oo)276 assert AccumBounds(1, oo) + oo is oo277 assert AccumBounds(1, oo) - oo == AccumBounds(-oo, oo)278 assert (-oo - AccumBounds(-1, oo)) is -oo279 assert AccumBounds(-oo, 1) - oo is -oo280 assert AccumBounds(1, oo) - oo == AccumBounds(-oo, oo)281 assert AccumBounds(-oo, 1) - (-oo) == AccumBounds(-oo, oo)282 assert (oo - AccumBounds(1, oo)) == AccumBounds(-oo, oo)283 assert (-oo - AccumBounds(1, oo)) is -oo284 assert AccumBounds(1, 2)/2 == AccumBounds(S.Half, 1)285 assert 2/AccumBounds(2, 3) == AccumBounds(Rational(2, 3), 1)286 assert 1/AccumBounds(-1, 1) == AccumBounds(-oo, oo)287 assert abs(AccumBounds(1, 2)) == AccumBounds(1, 2)288 assert abs(AccumBounds(-2, -1)) == AccumBounds(1, 2)289 assert abs(AccumBounds(-2, 1)) == AccumBounds(0, 2)290 assert abs(AccumBounds(-1, 2)) == AccumBounds(0, 2)291 c = Symbol('c')292 raises(ValueError, lambda: AccumBounds(0, c))293 raises(ValueError, lambda: AccumBounds(1, -1))294def test_AccumBounds_mul():295 assert AccumBounds(1, 2)*2 == AccumBounds(2, 4)296 assert 2*AccumBounds(1, 2) == AccumBounds(2, 4)297 assert AccumBounds(1, 2)*AccumBounds(2, 3) == AccumBounds(2, 6)298 assert AccumBounds(1, 2)*0 == 0299 assert AccumBounds(1, oo)*0 == AccumBounds(0, oo)300 assert AccumBounds(-oo, 1)*0 == AccumBounds(-oo, 0)301 assert AccumBounds(-oo, oo)*0 == AccumBounds(-oo, oo)302 assert AccumBounds(1, 2)*x == Mul(AccumBounds(1, 2), x, evaluate=False)303 assert AccumBounds(0, 2)*oo == AccumBounds(0, oo)304 assert AccumBounds(-2, 0)*oo == AccumBounds(-oo, 0)305 assert AccumBounds(0, 2)*(-oo) == AccumBounds(-oo, 0)306 assert AccumBounds(-2, 0)*(-oo) == AccumBounds(0, oo)307 assert AccumBounds(-1, 1)*oo == AccumBounds(-oo, oo)308 assert AccumBounds(-1, 1)*(-oo) == AccumBounds(-oo, oo)309 assert AccumBounds(-oo, oo)*oo == AccumBounds(-oo, oo)310def test_AccumBounds_div():311 assert AccumBounds(-1, 3)/AccumBounds(3, 4) == AccumBounds(Rational(-1, 3), 1)312 assert AccumBounds(-2, 4)/AccumBounds(-3, 4) == AccumBounds(-oo, oo)313 assert AccumBounds(-3, -2)/AccumBounds(-4, 0) == AccumBounds(S.Half, oo)314 # these two tests can have a better answer315 # after Union of AccumBounds is improved316 assert AccumBounds(-3, -2)/AccumBounds(-2, 1) == AccumBounds(-oo, oo)317 assert AccumBounds(2, 3)/AccumBounds(-2, 2) == AccumBounds(-oo, oo)318 assert AccumBounds(-3, -2)/AccumBounds(0, 4) == AccumBounds(-oo, Rational(-1, 2))319 assert AccumBounds(2, 4)/AccumBounds(-3, 0) == AccumBounds(-oo, Rational(-2, 3))320 assert AccumBounds(2, 4)/AccumBounds(0, 3) == AccumBounds(Rational(2, 3), oo)321 assert AccumBounds(0, 1)/AccumBounds(0, 1) == AccumBounds(0, oo)322 assert AccumBounds(-1, 0)/AccumBounds(0, 1) == AccumBounds(-oo, 0)323 assert AccumBounds(-1, 2)/AccumBounds(-2, 2) == AccumBounds(-oo, oo)324 assert 1/AccumBounds(-1, 2) == AccumBounds(-oo, oo)325 assert 1/AccumBounds(0, 2) == AccumBounds(S.Half, oo)326 assert (-1)/AccumBounds(0, 2) == AccumBounds(-oo, Rational(-1, 2))327 assert 1/AccumBounds(-oo, 0) == AccumBounds(-oo, 0)328 assert 1/AccumBounds(-1, 0) == AccumBounds(-oo, -1)329 assert (-2)/AccumBounds(-oo, 0) == AccumBounds(0, oo)330 assert 1/AccumBounds(-oo, -1) == AccumBounds(-1, 0)331 assert AccumBounds(1, 2)/a == Mul(AccumBounds(1, 2), 1/a, evaluate=False)332 assert AccumBounds(1, 2)/0 == AccumBounds(1, 2)*zoo333 assert AccumBounds(1, oo)/oo == AccumBounds(0, oo)334 assert AccumBounds(1, oo)/(-oo) == AccumBounds(-oo, 0)335 assert AccumBounds(-oo, -1)/oo == AccumBounds(-oo, 0)336 assert AccumBounds(-oo, -1)/(-oo) == AccumBounds(0, oo)337 assert AccumBounds(-oo, oo)/oo == AccumBounds(-oo, oo)338 assert AccumBounds(-oo, oo)/(-oo) == AccumBounds(-oo, oo)339 assert AccumBounds(-1, oo)/oo == AccumBounds(0, oo)340 assert AccumBounds(-1, oo)/(-oo) == AccumBounds(-oo, 0)341 assert AccumBounds(-oo, 1)/oo == AccumBounds(-oo, 0)342 assert AccumBounds(-oo, 1)/(-oo) == AccumBounds(0, oo)343def test_issue_18795():344 r = Symbol('r', real=True)345 a = AccumBounds(-1,1)346 c = AccumBounds(7, oo)347 b = AccumBounds(-oo, oo)348 assert c - tan(r) == AccumBounds(7-tan(r), oo)349 assert b + tan(r) == AccumBounds(-oo, oo)350 assert (a + r)/a == AccumBounds(-oo, oo)*AccumBounds(r - 1, r + 1)351 assert (b + a)/a == AccumBounds(-oo, oo)352def test_AccumBounds_func():353 assert (x**2 + 2*x + 1).subs(x, AccumBounds(-1, 1)) == AccumBounds(-1, 4)354 assert exp(AccumBounds(0, 1)) == AccumBounds(1, E)355 assert exp(AccumBounds(-oo, oo)) == AccumBounds(0, oo)356 assert log(AccumBounds(3, 6)) == AccumBounds(log(3), log(6))357def test_AccumBounds_pow():358 assert AccumBounds(0, 2)**2 == AccumBounds(0, 4)359 assert AccumBounds(-1, 1)**2 == AccumBounds(0, 1)360 assert AccumBounds(1, 2)**2 == AccumBounds(1, 4)361 assert AccumBounds(-1, 2)**3 == AccumBounds(-1, 8)362 assert AccumBounds(-1, 1)**0 == 1363 assert AccumBounds(1, 2)**Rational(5, 2) == AccumBounds(1, 4*sqrt(2))364 assert AccumBounds(-1, 2)**Rational(1, 3) == AccumBounds(-1, 2**Rational(1, 3))365 assert AccumBounds(0, 2)**S.Half == AccumBounds(0, sqrt(2))366 assert AccumBounds(-4, 2)**Rational(2, 3) == AccumBounds(0, 2*2**Rational(1, 3))367 assert AccumBounds(-1, 5)**S.Half == AccumBounds(0, sqrt(5))368 assert AccumBounds(-oo, 2)**S.Half == AccumBounds(0, sqrt(2))369 assert AccumBounds(-2, 3)**Rational(-1, 4) == AccumBounds(0, oo)370 assert AccumBounds(1, 5)**(-2) == AccumBounds(Rational(1, 25), 1)371 assert AccumBounds(-1, 3)**(-2) == AccumBounds(0, oo)372 assert AccumBounds(0, 2)**(-2) == AccumBounds(Rational(1, 4), oo)373 assert AccumBounds(-1, 2)**(-3) == AccumBounds(-oo, oo)374 assert AccumBounds(-3, -2)**(-3) == AccumBounds(Rational(-1, 8), Rational(-1, 27))375 assert AccumBounds(-3, -2)**(-2) == AccumBounds(Rational(1, 9), Rational(1, 4))376 assert AccumBounds(0, oo)**S.Half == AccumBounds(0, oo)377 assert AccumBounds(-oo, -1)**Rational(1, 3) == AccumBounds(-oo, -1)378 assert AccumBounds(-2, 3)**(Rational(-1, 3)) == AccumBounds(-oo, oo)379 assert AccumBounds(-oo, 0)**(-2) == AccumBounds(0, oo)380 assert AccumBounds(-2, 0)**(-2) == AccumBounds(Rational(1, 4), oo)381 assert AccumBounds(Rational(1, 3), S.Half)**oo is S.Zero382 assert AccumBounds(0, S.Half)**oo is S.Zero383 assert AccumBounds(S.Half, 1)**oo == AccumBounds(0, oo)384 assert AccumBounds(0, 1)**oo == AccumBounds(0, oo)385 assert AccumBounds(2, 3)**oo is oo386 assert AccumBounds(1, 2)**oo == AccumBounds(0, oo)387 assert AccumBounds(S.Half, 3)**oo == AccumBounds(0, oo)388 assert AccumBounds(Rational(-1, 3), Rational(-1, 4))**oo is S.Zero389 assert AccumBounds(-1, Rational(-1, 2))**oo == AccumBounds(-oo, oo)390 assert AccumBounds(-3, -2)**oo == FiniteSet(-oo, oo)391 assert AccumBounds(-2, -1)**oo == AccumBounds(-oo, oo)392 assert AccumBounds(-2, Rational(-1, 2))**oo == AccumBounds(-oo, oo)393 assert AccumBounds(Rational(-1, 2), S.Half)**oo is S.Zero394 assert AccumBounds(Rational(-1, 2), 1)**oo == AccumBounds(0, oo)395 assert AccumBounds(Rational(-2, 3), 2)**oo == AccumBounds(0, oo)396 assert AccumBounds(-1, 1)**oo == AccumBounds(-oo, oo)397 assert AccumBounds(-1, S.Half)**oo == AccumBounds(-oo, oo)398 assert AccumBounds(-1, 2)**oo == AccumBounds(-oo, oo)399 assert AccumBounds(-2, S.Half)**oo == AccumBounds(-oo, oo)400 assert AccumBounds(1, 2)**x == Pow(AccumBounds(1, 2), x)401 assert AccumBounds(2, 3)**(-oo) is S.Zero402 assert AccumBounds(0, 2)**(-oo) == AccumBounds(0, oo)403 assert AccumBounds(-1, 2)**(-oo) == AccumBounds(-oo, oo)404 assert (tan(x)**sin(2*x)).subs(x, AccumBounds(0, pi/2)) == \405 Pow(AccumBounds(-oo, oo), AccumBounds(0, 1))406def test_comparison_AccumBounds():407 assert (AccumBounds(1, 3) < 4) == S.true408 assert (AccumBounds(1, 3) < -1) == S.false409 assert (AccumBounds(1, 3) < 2).rel_op == '<'410 assert (AccumBounds(1, 3) <= 2).rel_op == '<='411 assert (AccumBounds(1, 3) > 4) == S.false412 assert (AccumBounds(1, 3) > -1) == S.true413 assert (AccumBounds(1, 3) > 2).rel_op == '>'414 assert (AccumBounds(1, 3) >= 2).rel_op == '>='415 assert (AccumBounds(1, 3) < AccumBounds(4, 6)) == S.true416 assert (AccumBounds(1, 3) < AccumBounds(2, 4)).rel_op == '<'417 assert (AccumBounds(1, 3) < AccumBounds(-2, 0)) == S.false418 assert (AccumBounds(1, 3) <= AccumBounds(4, 6)) == S.true419 assert (AccumBounds(1, 3) <= AccumBounds(-2, 0)) == S.false420 assert (AccumBounds(1, 3) > AccumBounds(4, 6)) == S.false421 assert (AccumBounds(1, 3) > AccumBounds(-2, 0)) == S.true422 assert (AccumBounds(1, 3) >= AccumBounds(4, 6)) == S.false423 assert (AccumBounds(1, 3) >= AccumBounds(-2, 0)) == S.true424 # issue 13499425 assert (cos(x) > 0).subs(x, oo) == (AccumBounds(-1, 1) > 0)426 c = Symbol('c')427 raises(TypeError, lambda: (AccumBounds(0, 1) < c))428 raises(TypeError, lambda: (AccumBounds(0, 1) <= c))429 raises(TypeError, lambda: (AccumBounds(0, 1) > c))430 raises(TypeError, lambda: (AccumBounds(0, 1) >= c))431def test_contains_AccumBounds():432 assert (1 in AccumBounds(1, 2)) == S.true433 raises(TypeError, lambda: a in AccumBounds(1, 2))434 assert 0 in AccumBounds(-1, 0)435 raises(TypeError, lambda:436 (cos(1)**2 + sin(1)**2 - 1) in AccumBounds(-1, 0))437 assert (-oo in AccumBounds(1, oo)) == S.true438 assert (oo in AccumBounds(-oo, 0)) == S.true439 # issue 13159440 assert Mul(0, AccumBounds(-1, 1)) == Mul(AccumBounds(-1, 1), 0) == 0441 import itertools442 for perm in itertools.permutations([0, AccumBounds(-1, 1), x]):443 assert Mul(*perm) == 0444def test_intersection_AccumBounds():445 assert AccumBounds(0, 3).intersection(AccumBounds(1, 2)) == AccumBounds(1, 2)446 assert AccumBounds(0, 3).intersection(AccumBounds(1, 4)) == AccumBounds(1, 3)447 assert AccumBounds(0, 3).intersection(AccumBounds(-1, 2)) == AccumBounds(0, 2)448 assert AccumBounds(0, 3).intersection(AccumBounds(-1, 4)) == AccumBounds(0, 3)449 assert AccumBounds(0, 1).intersection(AccumBounds(2, 3)) == S.EmptySet450 raises(TypeError, lambda: AccumBounds(0, 3).intersection(1))451def test_union_AccumBounds():452 assert AccumBounds(0, 3).union(AccumBounds(1, 2)) == AccumBounds(0, 3)453 assert AccumBounds(0, 3).union(AccumBounds(1, 4)) == AccumBounds(0, 4)454 assert AccumBounds(0, 3).union(AccumBounds(-1, 2)) == AccumBounds(-1, 3)455 assert AccumBounds(0, 3).union(AccumBounds(-1, 4)) == AccumBounds(-1, 4)456 raises(TypeError, lambda: AccumBounds(0, 3).union(1))457def test_issue_16469():458 x = Symbol("x", real=True)459 f = abs(x)460 assert function_range(f, x, S.Reals) == Interval(0, oo, False, True)461def test_issue_18747():...
rtree.py
Source:rtree.py
...33 index of node's parent34 """35 return (node - 1) // 236@ngjit37def _distances_from_bounds(bounds, total_bounds, p):38 n = bounds.shape[1] // 239 dim_ranges = [(total_bounds[d], total_bounds[d + n]) for d in range(n)]40 # Avoid degenerate case where there is a single unique rectangle that is a41 # single point. Increase the range by 1.0 to prevent divide by zero error42 for d in range(n):43 if dim_ranges[d][0] == dim_ranges[d][1]:44 dim_ranges[d] = (dim_ranges[d][0], dim_ranges[d][1] + 1)45 # Compute hilbert distance of the middle of each bounding box46 dim_mids = [(bounds[:, d] + bounds[:, d + n]) / 2.0 for d in range(n)]47 side_length = 2 ** p48 coords = np.zeros((bounds.shape[0], n), dtype=np.int64)49 for d in range(n):50 coords[:, d] = _data2coord(dim_mids[d], dim_ranges[d], side_length)51 hilbert_distances = distances_from_coordinates(p, coords)52 return hilbert_distances53class HilbertRtree:54 """55 This class provides a numba implementation of a read-only Hilbert R-tree56 spatial index57 See https://en.wikipedia.org/wiki/Hilbert_R-tree for more info on the Hilbert R-tree58 This implementation stores the R-tree as an array representation of a binary tree.59 See https://en.wikipedia.org/wiki/Binary_tree#Arrays for more info on the array60 representation of a binary tree.61 """62 @staticmethod63 @ngjit64 def _build_hilbert_rtree(bounds, p, page_size):65 """66 numba function to construct a Hilbert Rtree67 See HilbertRtree.__init__ for parameter descriptions68 """69 # Handle empty bounds array70 if bounds.size == 0:71 return bounds, np.zeros(0, dtype=np.int64), bounds72 # Init bounds_tree array for storing the binary tree representation73 input_size = bounds.shape[0]74 n = bounds.shape[1] // 275 num_pages = int(np.ceil(input_size / page_size))76 tree_depth = int(np.ceil(np.log2(num_pages)))77 next_pow2 = 2 ** tree_depth78 tree_length = next_pow2 * 2 - 179 bounds_tree = np.full((tree_length, 2 * n), np.nan)80 leaf_start = tree_length - next_pow281 # Compute Hilbert distances for inputs82 total_bounds = ([bounds[:, d].min() for d in range(n)] +83 [bounds[:, d + n].max() for d in range(n)])84 hilbert_distances = _distances_from_bounds(bounds, total_bounds, p)85 # Calculate indices needed to sort bounds by hilbert distance86 keys = np.argsort(hilbert_distances)87 # Populate leaves of the tree, one leaf per page. This is layer = tree_depth88 sorted_bounds = bounds[keys, :]89 for page in range(num_pages):90 start = page * page_size91 stop = start + page_size92 page_bounds = sorted_bounds[start:stop, :]93 d_mins = [np.min(page_bounds[:, d]) for d in range(n)]94 d_maxes = [np.max(page_bounds[:, d + n]) for d in range(n)]95 d_ranges = d_mins + d_maxes96 bounds_tree[leaf_start + page, :] = d_ranges97 # Populate internal layers of tree98 layer = tree_depth - 199 start = _parent(tree_length - next_pow2)100 stop = _parent(tree_length - 1)101 while layer >= 0:102 for node in range(start, stop + 1):103 left_bounds = bounds_tree[_left_child(node), :]104 left_valid = not np.isnan(left_bounds[0])105 right_bounds = bounds_tree[_right_child(node), :]106 right_valid = not np.isnan(right_bounds[0])107 if left_valid:108 if right_valid:109 d_mins = [min(left_bounds[d], right_bounds[d]) for d in range(n)]110 d_maxes = [max(left_bounds[d + n], right_bounds[d + n]) for d in range(n)]111 d_ranges = d_mins + d_maxes112 bounds_tree[node, :] = d_ranges113 else:114 bounds_tree[node, :] = left_bounds115 elif right_valid:116 bounds_tree[node, :] = right_bounds117 # update layer, start/stop118 start = _parent(start)119 stop = _parent(stop)120 layer -= 1121 return sorted_bounds, keys, bounds_tree122 def __init__(self, bounds, p=10, page_size=512):123 """124 Construct a new HilbertRtree125 Args:126 bounds: A 2-dimensional numpy array representing a collection of127 n-dimensional bounding boxes. One row per bounding box with128 2*n columns containing the coordinates of each bounding box as follows:129 - bounds[:, 0:n] contains the min values of the bounding boxes,130 one column for each of the n dimensions131 - bounds[:, n+1:2n] contains the max values of the bounding boxes,132 one column for each of the n dimensions133 p: The Hilbert curve order parameter that determines the resolution134 of the 2D grid that data points are rounded to before computing135 their Hilbert distance. Points will be discretized into 2 ** p136 bins in both the x and y dimensions.137 page_size: Number of elements per leaf of the tree.138 """139 # Validate/coerce inputs140 if len(bounds.shape) != 2:141 raise ValueError("bounds must be a 2D array")142 if bounds.shape[1] < 2 or bounds.shape[1] % 2 != 0:143 raise ValueError(144 "The second dimension of bounds must be a multiple of 2 and at least 2"145 )146 self._page_size = max(1, page_size) # 1 is smallest valid page size147 self._numba_rtree = None148 self._sorted_bounds, self._keys, self._bounds_tree = \149 HilbertRtree._build_hilbert_rtree(bounds.astype('float64'), p, self._page_size)150 def __getstate__(self):151 # Remove _NumbaRtree instance during serialization since jitclass instances152 # don't support it.153 state = self.__dict__154 state['_numba_rtree'] = None155 return state156 @property157 def numba_rtree(self):158 """159 Returns:160 _NumbaRtree jitclass instance that is suitable for use inside numba161 functions162 """163 if self._numba_rtree is None:164 self._numba_rtree = _NumbaRtree(165 self._sorted_bounds, self._keys, self._page_size, self._bounds_tree166 )167 return self._numba_rtree168 def intersects(self, bounds):169 """170 Compute the indices of the input bounding boxes that intersect with the171 supplied query bounds172 Args:173 bounds: An array of the form [min0, min1, ..., max0, max1, ...]174 representing the bounds to calculate intersections against175 Returns:176 1d numpy array of the indices of all of the rows in the input bounds array177 that intersect with the query bounds178 """179 bounds = tuple(float(b) for b in bounds)180 return self.numba_rtree.intersects(bounds)181 def covers_overlaps(self, bounds):182 """183 Simultaneously compute the indices of the input bounding boxes that are covered184 by the query bounds and those that overlap with the query bounds185 Args:186 bounds: An array of the form [min0, min1, ..., max0, max1, ...]187 representing the bounds to calculate intersections against188 Returns:189 Tuple of two 1d numpy arrays of indices into the input bounds array.190 * The first array contains indices of all bounding boxes that are fully191 covered by the query bounds.192 * The second array contains the indices of all bounding boxes that193 overlap with one or more edges of the query bounds.194 """195 bounds = tuple(float(b) for b in bounds)196 return self.numba_rtree.covers_overlaps(bounds)197 @property198 def empty(self):199 """200 True if the RTree was created with zero bounding boxes201 """202 return self.numba_rtree._bounds_tree.shape[0] == 0203 @property204 def total_bounds(self):205 """206 Tuple of the total bounds of all bounding boxes207 """208 if not self.empty:209 return tuple(self.numba_rtree._bounds_tree[0, :])210 else:211 return tuple((np.nan,) * self.numba_rtree._bounds_tree.shape[1])212_numbartree_spec = [213 ('_bounds', float64[:, :]),214 ('_keys', int64[:]),215 ('_page_size', int64),216 ('_bounds_tree', float64[:, :]),217]218@jitclass(_numbartree_spec)...
arbitrage.py
Source:arbitrage.py
...18 bid = linprog(np.array([ 1, 0]), A_ub, b_ub).x19 ask = linprog(np.array([-1, 0]), A_ub, b_ub).x20 coords = [('side', ['ask', 'bid']), ('asset', ['forward', 'bond'])]21 return xr.DataArray([bid, ask], coords)22def compute_no_arb_bounds(parity, time):23 parity_slice = parity.sel(time=time)24 no_arb_bounds = parity_slice.groupby('expiry', restore_coord_dims=True).map(25 lambda e: compute_no_arb_bounds_map(e.bid, e.ask, e.strike))26 return no_arb_bounds.to_dataset(name='bounds')27def plot_parity_bounds(no_arb_bounds, parity, time, n_expiries):28 no_arb_bounds = no_arb_bounds.bounds29 parity = parity.set_index({'option_id': ['expiry', 'strike']})30 expiries = np.unique(parity.expiry)31 parity_slice = parity.sel(time=time)32 strike_max = np.max(parity_slice.strike.values)33 parity_bid = parity_slice.bid.reset_coords(drop=True34 ).to_series().dropna().unstack('expiry')35 parity_ask = parity_slice.ask.reset_coords(drop=True36 ).to_series().dropna().unstack('expiry')37 parity_bid += parity_bid.index.values[:, None]38 parity_ask += parity_ask.index.values[:, None]39 forward_bounds = no_arb_bounds.sel(asset='forward').to_dataset('side'40 ).reset_coords(drop=True).to_dataframe()41 bond_bounds = no_arb_bounds.sel(asset='bond').to_dataset('side'42 ).reset_coords(drop=True).to_dataframe()43 parity_bounds = pd.concat([forward_bounds,44 forward_bounds - (bond_bounds - 1)*strike_max],45 keys=[0, strike_max], names=['strike'])46 colours = cm.coolwarm(np.linspace(0., 1., len(expiries)))47 fig, axes = plt.subplots(2, 1, sharex=True, figsize=(A4_WIDTH, A4_HEIGHT))48 for ax in axes:49 parity_bid.plot(marker='^', linewidth=0, ax=ax, color=colours,50 markersize=3)51 parity_ask.plot(marker='v', linewidth=0, ax=ax, color=colours,52 markersize=3, legend=False)53 ylim = ax.get_ylim()54 for (_, g), c in zip(parity_bounds.groupby('expiry'), colours):55 g = g.droplevel('expiry')56 ax.fill_between(g.index, g.bid, g.ask, color=c, alpha=.2)57 ax.set_ylim(ylim)58 ax.set_ylabel(r'price minus strike')59 axes[0].get_legend().remove()60 axes[0].set_ylim((parity_bid[expiries[n_expiries - 1]].min(), None))61 return fig62def plot_forward_bounds(no_arb_bounds):63 no_arb_bounds = no_arb_bounds.bounds64 forward_bounds = no_arb_bounds.sel(asset='forward').to_dataset('side'65 ).reset_coords(drop=True).to_dataframe()66 fig, ax = plt.subplots(figsize=(A4_WIDTH, A4_HEIGHT/2))67 ax.fill_between(forward_bounds.index, forward_bounds.bid,68 forward_bounds.ask, step='mid')69 ax.set_xlabel('expiry')70 ax.set_xlabel('forward price')71 return fig72def plot_no_arb_yield_curve(no_arb_bounds, parity):73 no_arb_bounds = no_arb_bounds.bounds74 bond_bounds = no_arb_bounds.sel(asset='bond').to_dataset('side'75 ).reset_coords(drop=True).to_dataframe()76 years_to_expiry = parity.years_to_expiry.groupby('expiry').first(...
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