Results not being produced

[wijdan225]

Hi Jason - this is a newbie question. I'm trying to run the following code in Jupyter notebook but I'm not getting any output...it just sits there like I never pressed run.

---

import pyesg

model = pyesg.GeometricBrownianMotion(mu = 0.05, sigma = 0.2)

x0 = 100
dt = 1
n_scenarios = 1000
n_steps = 60
random_state = 123

results = model.scenarios(x0, dt, n_scenarios, n_steps, random_state)

---

I've tried other code to test there's nothing else wrong but I don't think there is. For example, when I run...

import pyesg

mu = 0.05
sigma = 0.2
x0 = 100
dt = 10

pyesg.GeometricBrownianMotion(mu, sigma).expectation(x0, dt)

...I get:
array([134.98588076])

Can you help?!

Wijdan

[jason-ash]

Hi Wijdan, thanks for reaching out! I'm thinking the solution could be pretty easy. It looks like you saved the scenarios as a variable called results. If all you do it run your first cell, it won't display any results, but they have been created and saved into the results variable. To view the scenarios, you can just type results into a new cell and run it, or you could use them in future calculations. Here's another way to do it in a Python terminal.

Hope this helps! Thanks for using pyesg!

>>> import pyesg
>>> model = pyesg.GeometricBrownianMotion(mu=0.05, sigma=0.2)
>>> x0, dt, n_scenarios, n_steps, random_state = 100., 1., 1000, 60, 123
>>> results = model.scenarios(x0, dt, n_scenarios, n_steps, random_state)
>>> results
array([[ 100.        ,   82.9339133 ,   73.57303396, ..., 1211.59790042,
        1248.84917851, 1311.81842548],
       [ 100.        ,  125.79319831,  145.20669651, ..., 2884.74460192,
        2889.50398806, 2626.40753946],
       [ 100.        ,  109.04557189,  129.72229771, ..., 1999.63993254,
        2402.35984907, 2514.35338758],
       ...,
       [ 100.        ,   85.91039055,   82.38846502, ..., 1377.10559491,
        1069.92548345,  847.91925163],
       [ 100.        ,  113.20755859,   84.54499845, ..., 1264.9149978 ,
         847.60201606,  799.59775636],
       [ 100.        ,   82.50707906,   85.25085188, ...,  372.08216317,
         373.96921386,  424.49526126]])
>>>

[wijdan225]

Thanks very much Jason - that worked perfectly (knew it was a rookie error!)