I have created a class which takes a distribution, and fits it. The method has the option for choosing between a few predefined functions.
As part of printing the class, I print the result of the fit in the form of an equation, where the fit-results and subsequent errors are displayed on the over the figure.
My question is is there a tidy way to handle when a number is negative, such that the string for printing is formed as: "y = mx - c", and not "y = mx + -c".
I developed this with a linear fit, where I simply assess the sign of the constant, and form the string in one of two ways:
def fit_result_string(self, results, errors):
if self.fit_model is utl.linear:
if results[1] > 0:
fit_str = r"y = {:.3}($\pm${:.3})x + {:.3}($\pm${:.3})".format(
results[0],
errors[0],
results[1],
errors[1])
else:
fit_str = r"y = {:.3}($\pm${:.3})x - {:.3}($\pm${:.3})".format(
results[0],
errors[0],
abs(results[1]),
errors[1])
return fit_str
I now want to build this up to also be able to form a string containing the results if the fit model is changed to a 2nd, 3rd, or 4th degree polynomial, while handling the sign of each coefficient.
Is there a better way to do this than using a whole bunch of if-else statements?
Thanks in advance!
Define a function which returns '+' or '-' according to the given number, and call it inside a f-string.
def plus_minus_string(n):
return '+' if n >= 0 else '-'
print(f"y = {m}x {plus_minus_string(c)} {abs(c)}")
Examples:
>>> m = 2
>>> c = 5
>>> print(f"y = {m}x {plus_minus_string(c)} {abs(c)}")
y = 2x + 5
>>> c = -4
>>> print(f"y = {m}x {plus_minus_string(c)} {abs(c)}")
y = 2x - 4
You will need to change it a bit to fit to your code, but it's quite straight-forward I hope.
I'm new to sympy and I'm trying to use it to get the values of higher order Greeks of options (basically higher order derivatives). My goal is to do a Taylor series expansion. The function in question is the first derivative.
f(x) = N(d1)
N(d1) is the P(X <= d1) of a standard normal distribution. d1 in turn is another function of x (x in this case is the price of the stock to anybody who's interested).
d1 = (np.log(x/100) + (0.01 + 0.5*0.11**2)*0.5)/(0.11*np.sqrt(0.5))
As you can see, d1 is a function of only x. This is what I have tried so far.
import sympy as sp
from math import pi
from sympy.stats import Normal,P
x = sp.symbols('x')
u = (sp.log(x/100) + (0.01 + 0.5*0.11**2)*0.5)/(0.11*np.sqrt(0.5))
N = Normal('N',0,1)
f = sp.simplify(P(N <= u))
print(f.evalf(subs={x:100})) # This should be 0.5155
f1 = sp.simplify(sp.diff(f,x))
f1.evalf(subs={x:100}) # This should also return a float value
The last line of code however returns an expression, not a float value as I expected like in the case with f. I feel like I'm making a very simple mistake but I can't find out why. I'd appreciate any help.
Thanks.
If you define x with positive=True (which is implied by the log in the definition of u assuming u is real which is implied by the definition of f) it looks like you get almost the expected result (also using f1.subs({x:100}) in the version without the positive x assumption shows the trouble is with unevaluated polar_lift(0) terms):
import sympy as sp
from sympy.stats import Normal, P
x = sp.symbols('x', positive=True)
u = (sp.log(x/100) + (0.01 + 0.5*0.11**2)*0.5)/(0.11*sp.sqrt(0.5)) # changed np to sp
N = Normal('N',0,1)
f = sp.simplify(P(N <= u))
print(f.evalf(subs={x:100})) # 0.541087287864516
f1 = sp.simplify(sp.diff(f,x))
print(f1.evalf(subs={x:100})) # 0.0510177033783834
i'm trying to simplify a huge expression of powers of n , and one of the results of sympy throws a (n+1)^1.0 , i noticed that
f=n*((n+1)**1.0)
sympy.expand(f)
doesn't work it stays the same instead of giving n^2+n, so i was wondering if there's any way to perform something like this
Sympy will expand your expression as expected when the power is an integer number. If the power is stored as a rational or a float, it won't work. Your options are either to rewrite your expression using integers, or write some code that will automatically check if a float stores an integer number (up to numerical precision error) and act accordingly.
Here's a starting point for that:
def rewrite_polynomial(p):
args_list = []
if not p.is_Mul:
return None
for m in p.args:
if not m.is_Pow:
args_list.append(m)
else:
pow_val = m.args[1]
if pow_val.is_Float:
pow_val_int = int(pow_val)
if pow_val.epsilon_eq(pow_val_int):
args_list.append(Pow(m.args[0],Integer(pow_val_int)))
else:
args_list.append(m)
else:
args_list.append(m)
return Mul(*args_list)
n = Symbol('n')
f= n*((n+1)**1.0)
g = rewrite_polynomial(f)
print(g)
Based on Yakovs answer, I made a rewrite rule that makes a DFS traversal of the expression tree and replaces powers to integers in float type.
The code is probably not very efficient, but it worked for my use cases.
Since I'm not a sympy expert, I guess there are some edge cases where this code will break.
Anyways, here you go!
import sympy as s
def recurse_replace(expr,pred,func):
if len(expr.args) == 0:
return expr
else:
new_args = tuple(recurse_replace(a,pred,func) for a in expr.args)
if pred(expr):
return func(expr,new_args)
else:
return type(expr)(*new_args)
def rewrite(expr,new_args):
new_args = list(new_args)
pow_val = new_args[1]
pow_val_int = int(new_args[1])
if pow_val.epsilon_eq(pow_val_int):
new_args[1] = s.Integer(pow_val_int)
new_node = type(expr)(*new_args)
return new_node
def isfloatpow(expr):
out = expr.is_Pow and expr.args[1].is_Float
return out
def clean_exponents(expr):
return recurse_replace(expr,isfloatpow,rewrite)
x=s.symbols('x')
expr = (1+x) ** 1.0
s.pprint(expr)
expr2 = recurse_replace(expr,isfloatpow,rewrite)
s.pprint(expr2)
With output
1.0
(x + 1)
x + 1
I have a very long math formula (just to put you in context: it has 293095 characters) which in practice will be the body of a python function. This function has 15 input parameters as in:
def math_func(t,X,P,n1,n2,R,r):
x,y,z = X
a,b,c = P
u1,v1,w1 = n1
u2,v2,w2 = n2
return <long math formula>
The formula uses simple math operations + - * ** / and one function call to arctan. Here an extract of it:
r*((-16*(r**6*t*u1**6 - 6*r**6*u1**5*u2 - 15*r**6*t*u1**4*u2**2 +
20*r**6*u1**3*u2**3 + 15*r**6*t*u1**2*u2**4 - 6*r**6*u1*u2**5 -
r**6*t*u2**6 + 3*r**6*t*u1**4*v1**2 - 12*r**6*u1**3*u2*v1**2 -
18*r**6*t*u1**2*u2**2*v1**2 + 12*r**6*u1*u2**3*v1**2 +
3*r**6*t*u2**4*v1**2 + 3*r**6*t*u1**2*v1**4 - 6*r**6*u1*u2*v1**4 -
3*r**6*t*u2**2*v1**4 + r**6*t*v1**6 - 6*r**6*u1**4*v1*v2 -
24*r**6*t*u1**3*u2*v1*v2 + 36*r**6*u1**2*u2**2*v1*v2 +
24*r**6*t*u1*u2**3*v1*v2 - 6*r**6*u2**4*v1*v2 -
12*r**6*u1**2*v1**3*v2 - 24*r**6*t*u1*u2*v1**3*v2 +
12*r**6*u2**2*v1**3*v2 - 6*r**6*v1**5*v2 - 3*r**6*t*u1**4*v2**2 + ...
Now the point is that in practice the bulk evaluation of this function will be done for fixed values of P,n1,n2,R and r which reduces the set of free variables to only four, and "in theory" the formula with less parameters should be faster.
So the question is: How can I implement this optimization in Python?
I know I can put everything in a string and do some sort of replace,compile and eval like in
formula = formula.replace('r','1').replace('R','2')....
code = compile(formula,'formula-name','eval')
math_func = lambda t,x,y,z: eval(code)
It would be good if some operations (like power) are substituted by their value, for example 18*r**6*t*u1**2*u2**2*v1**2 should become 18*t for r=u1=u2=v1=1. I think compile should do so but in any case I'm not sure. Does compile actually perform this optimization?
My solution speeds up the computation but if I can squeeze it more it will be great. Note: preferable within standard Python (I could try Cython later).
In general I'm interesting in a pythonic way to accomplish my goal maybe with some extra libraries: what is a reasonably good way of doing this? Is my solution a good approach?
EDIT: (To give more context)
The huge expression is the output of a symbolic line integral over an arc of circle. The arc is given in space by the radius r, two ortho-normal vectors (like the x and y axis in a 2D version) n1=(u1,v1,w1),n2=(u2,v2,w2) and the center P=(a,b,c). The rest is the point over which I'm performing the integration X=(x,y,z) and a parameter R for the function I'm integrating.
Sympy and Maple just take ages to compute this, the actual output is from Mathematica.
If you are curious about the formula here it is (pseudo-pseudo-code):
G(u) = P + r*(1-u**2)/(1+u**2)*n1 + r*2*u/(1+u**2)*n2
integral of (1-|X-G(t)|^2/R^2)^3 over t
You could use Sympy:
>>> from sympy import symbols
>>> x,y,z,a,b,c,u1,v1,w1,u2,v2,w2,t,r = symbols("x,y,z,a,b,c,u1,v1,w1,u2,v2,w2,t,r")
>>> r=u1=u2=v1=1
>>> a = 18*r**6*t*u1**2*u2**2*v1**2
>>> a
18*t
Then you can create a Python function like this:
>>> from sympy import lambdify
>>> f = lambdify(t, a)
>>> f(1)
18
And that f function is indeed simply 18*t:
>>> import dis
>>> dis.dis(f)
1 0 LOAD_CONST 1 (18)
3 LOAD_FAST 0 (_Dummy_18)
6 BINARY_MULTIPLY
7 RETURN_VALUE
If you want to compile the resulting code into machine code, you can try a JIT compiler such as Numba, Theano, or Parakeet.
Here's how I would approach this problem:
compile() your function to an AST (Abstract Syntax Tree) instead of a normal bytecode function - see the standard ast module for details.
Traverse the AST, replacing all references to the fixed parameters with their fixed value. There are libraries such as macropy that may be useful for this, I don't have any specific recommendation.
Traverse the AST again, performing whatever optimizations this might enable, such as Mult(1, X) => X. You don't have to worry about operations between two constants, as Python (since 2.6) optimizes that already.
compile() the AST into a normal function. Call it, and hope that the speed was increased by a sufficient amount to justify all the pre-optimization.
Note that Python will never optimize things like 1*X on its own, as it cannot know what type X will be at runtime - it could be an instance of a class that implements the multiplication operation in an arbitrary way, so the result is not necessarily X. Only your knowledge that all the variables are ordinary numbers, obeying the usual rules of arithmetic, makes this optimization valid.
The "right way" to solve a problem like this is one or more of:
Find a more efficient formulation
Symbolically simplify and reduce terms
Use vectorization (e.g. NumPy)
Punt to low-level libraries that are already optimized (e.g. in languages like C or Fortran that implicitly do strong expression optimization, rather than Python, which does nada).
Let's say for a moment, though, that approaches 1, 3, and 4 are not available, and you have to do this in Python. Then simplifying and "hoisting" common subexpressions is your primary tool.
The good news is, there are a lot of opportunities. The expression r**6, for example, is repeated 26 times. You could save 25 computations by simply assigning r_6 = r ** 6 once, then replacing r**6 every time it occurs.
When you start looking for common expressions here, you'll find them everywhere. It'd be nice to mechanize that process, right? In general, that requires a full expression parser (e.g. from the ast module) and is an exponential-time optimization problem. But your expression is a bit of a special case. While long and varied, it's not especially complicated. It has few internal parenthetical groupings, so we can get away with a quicker and dirtier approach.
Before the how, the resulting code is:
sa = r**6 # 26 occurrences
sb = u1**2 # 5 occurrences
sc = u2**2 # 5 occurrences
sd = v1**2 # 5 occurrences
se = u1**4 # 4 occurrences
sf = u2**3 # 3 occurrences
sg = u1**3 # 3 occurrences
sh = v1**4 # 3 occurrences
si = u2**4 # 3 occurrences
sj = v1**3 # 3 occurrences
sk = v2**2 # 1 occurrence
sl = v1**6 # 1 occurrence
sm = v1**5 # 1 occurrence
sn = u1**6 # 1 occurrence
so = u1**5 # 1 occurrence
sp = u2**6 # 1 occurrence
sq = u2**5 # 1 occurrence
sr = 6*sa # 6 occurrences
ss = 3*sa # 5 occurrences
st = ss*t # 5 occurrences
su = 12*sa # 4 occurrences
sv = sa*t # 3 occurrences
sw = v1*v2 # 5 occurrences
sx = sj*v2 # 3 occurrences
sy = 24*sv # 3 occurrences
sz = 15*sv # 2 occurrences
sA = sr*u1 # 2 occurrences
sB = sy*u1 # 2 occurrences
sC = sb*sc # 2 occurrences
sD = st*se # 2 occurrences
# revised formula
sv*sn - sr*so*u2 - sz*se*sc +
20*sa*sg*sf + sz*sb*si - sA*sq -
sv*sp + sD*sd - su*sg*u2*sd -
18*sv*sC*sd + su*u1*sf*sd +
st*si*sd + st*sb*sh - sA*u2*sh -
st*sc*sh + sv*sl - sr*se*sw -
sy*sg*u2*sw + 36*sa*sC*sw +
sB*sf*sw - sr*si*sw -
su*sb*sx - sB*u2*sx +
su*sc*sx - sr*sm*v2 - sD*sk
That avoids 81 computations. It's just a rough cut. Even the result could be further improved. The subexpressions sr*sw and su*sd for example, could be pre-computed as well. But we'll leave that next level for another day.
Note that this doesn't include the starting r*((-16*(. The majority of the simplification can be (and needs to be) done on the core of the expression, not on its outer terms. So I stripped those away for now; they can be added back once the common core is computed.
How do you do this?
f = """
r**6*t*u1**6 - 6*r**6*u1**5*u2 - 15*r**6*t*u1**4*u2**2 +
20*r**6*u1**3*u2**3 + 15*r**6*t*u1**2*u2**4 - 6*r**6*u1*u2**5 -
r**6*t*u2**6 + 3*r**6*t*u1**4*v1**2 - 12*r**6*u1**3*u2*v1**2 -
18*r**6*t*u1**2*u2**2*v1**2 + 12*r**6*u1*u2**3*v1**2 +
3*r**6*t*u2**4*v1**2 + 3*r**6*t*u1**2*v1**4 - 6*r**6*u1*u2*v1**4 -
3*r**6*t*u2**2*v1**4 + r**6*t*v1**6 - 6*r**6*u1**4*v1*v2 -
24*r**6*t*u1**3*u2*v1*v2 + 36*r**6*u1**2*u2**2*v1*v2 +
24*r**6*t*u1*u2**3*v1*v2 - 6*r**6*u2**4*v1*v2 -
12*r**6*u1**2*v1**3*v2 - 24*r**6*t*u1*u2*v1**3*v2 +
12*r**6*u2**2*v1**3*v2 - 6*r**6*v1**5*v2 - 3*r**6*t*u1**4*v2**2
""".strip()
from collections import Counter
import re
expre = re.compile('(?<!\w)\w+\*\*\d+')
multre = re.compile('(?<!\w)\w+\*\w+')
expr_saved = 0
stmts = []
secache = {}
seindex = 0
def subexpr(e):
global seindex
cached = secache.get(e)
if cached:
return cached
base = ord('a') if seindex < 26 else ord('A') - 26
name = 's' + chr(seindex + base)
seindex += 1
secache[e] = name
return name
def hoist(e, flat, c):
"""
Hoist the expression e into name defined by flat.
c is the count of how many times seen in incoming
formula.
"""
global expr_saved
assign = "{} = {}".format(flat, e)
s = "{:30} # {} occurrence{}".format(assign, c, '' if c == 1 else 's')
stmts.append(s)
print "{} needless computations quashed with {}".format(c-1, flat)
expr_saved += c - 1
def common_exp(form):
"""
Replace ALL exponentiation operations with a hoisted
sub-expression.
"""
# find the exponentiation operations
exponents = re.findall(expre, form)
# find and count exponentiation operations
expcount = Counter(re.findall(expre, form))
# for each exponentiation, create a hoisted sub-expression
for e, c in expcount.most_common():
hoist(e, subexpr(e), c)
# replace all exponentiation operations with their sub-expressions
form = re.sub(expre, lambda x: subexpr(x.group(0)), form)
return form
def common_mult(f):
"""
Replace multiplication operations with a hoisted
sub-expression if they occur > 1 time. Also, only
replaces one sub-expression at a time (the most common)
because it may affect further expressions
"""
mults = re.findall(multre, f)
for e, c in Counter(mults).most_common():
# unlike exponents, only replace if >1 occurrence
if c == 1:
return f
# occurs >1 time, so hoist
hoist(e, subexpr(e), c)
# replace in loop and return
return re.sub('(?<!\w)' + re.escape(e), subexpr(e), f)
# return f.replace(e, flat(e))
return f
# fix all exponents
form = common_exp(f)
# fix selected multiplies
prev = form
while True:
form = common_mult(form)
if form == prev:
# have converged; no more replacements possible
break
prev = form
print "--"
mults = re.split(r'\s*[+-]\s*', form)
smults = ['*'.join(sorted(terms.split('*'))) for terms in mults]
print smults
# print the hoisted statements and the revised expression
print '\n'.join(stmts)
print
print "# revised formula"
print form
Parsing with regular expressions is dicey business. That journey is prone to error, sorrow, and regret. I guarded against bad outcomes by hoisting some exponentiations that didn't strictly need to be, and by plugging random values into both the before and after formulas to make sure they both give the same results. I recommend the "punt to C" strategy if this is production code. But if you can't...
I was using this question to help me create a Scientific Notation function, however instead of 4.08E+10 I wanted this: 4.08 x 10^10. So I made a working function like so:
def SciNotation(num,sig):
x='%.2e' %num #<-- Instead of 2, input sig here
x= x.split('e')
if (x[1])[0] == "-":
return x[0]+" x 10^"+ x[1].lstrip('0')
else:
return x[0]+" x 10^"+ (x[1])[1:].lstrip('0')
num = float(raw_input("Enter number: "))
sig = raw_input("Enter significant figures: ")
print SciNotation(num,2)
This function, when given an input of 99999 will print an output of 1.00 x 10^5 (2 significant figures). However, I need to make use of my sig variable (# of significant figures inputted by user). I know I have to input the sig variable into Line 2 of my code but I can't seem to get to work.
So far I have tried (with inputs num=99999, sig=2):
x='%.%de' %(num,sig)
TypeError: not all arguments converted during string formatting
x='%d.%de' %(num,sig)
x = 99999.2e (incorrect output)
x='{0}.{1}e'.format(num,sig)
x = 99999.0.2e (incorrect output)
Any help would be appreciated!
If you must do this, then the easiest way will be to just use the built in formating, and then just replace the e+05 or e-12 with whatever you'd rather have:
def sci_notation(number, sig_fig=2):
ret_string = "{0:.{1:d}e}".format(number, sig_fig)
a, b = ret_string.split("e")
# remove leading "+" and strip leading zeros
b = int(b)
return a + " * 10^" + str(b)
print sci_notation(10000, sig_fig=4)
# 1.0000 * 10^4
Use the new string formatting. The old style you're using is deprecated anyway:
In [1]: "{0:.{1}e}".format(3.0, 5)
Out[1]: '3.00000e+00'