From 2393945f57c5094eccbafeb11a991f2cb284a6c4 Mon Sep 17 00:00:00 2001 From: John Bywater Date: Fri, 20 Oct 2017 13:53:43 +0100 Subject: [PATCH] Added todos. --- quantdsl/__init__.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/quantdsl/__init__.py b/quantdsl/__init__.py index 182e64e..ac4cd9c 100644 --- a/quantdsl/__init__.py +++ b/quantdsl/__init__.py @@ -1,5 +1,6 @@ __version__ = '1.3.6dev0' +# Todo: Write test for import module that doesn't exist (currently fails with AttributeError cos spec is None). # Todo: Support things like "third Wednesday of contract month" e.g. for settlement of futures. # Todo: Multiprocessing of repeat simulations and valuations, with combination of results, to increase accuracy. # Todo: Something to show estimated memory usage. @@ -10,7 +11,8 @@ # Todo: More price processes (jumps, heston). # Todo: Better report object: separate out the delta hedging. # Todo: Better interface objects: separate out the print() statements. -# Todo: Better deltas (dx sometimes uses average of prices in month, when not all prices may be used in expression). +# Todo: Better deltas (dx sometimes uses average of prices in month, when not all prices may be used in expression, +# so identify which are involved and just use those). # Todo: Tidy up how args are passed into evaluate(), it seems correct, but also a bit ad hoc. # Todo: Support names in expressions being resolved by evaluation args (e.g. like 'observation_date' but more general). # Todo: StockMarket element.