jeff7522553 commited on
Commit
424ed87
·
1 Parent(s): b857270

app 不產生模擬資料

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Files changed (1) hide show
  1. bond.py +12 -11
bond.py CHANGED
@@ -283,17 +283,18 @@ def run_simulation(bond_data, n_simulations, dt, params):
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  pd.DataFrame(price_cir_paths.T, index=time_points).to_excel(writer, sheet_name='dr_cir_price_paths')
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  else:
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  # 如果模擬次數過多,為避免 Excel 檔案過大,改為生成多個 CSV 檔案
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- print(f"模擬次數過多 ({n_simulations}),僅生成 CSV 格式的詳細路徑報告以節省空間。")
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- report_dir = os.path.dirname(report_filepath)
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- base_name = os.path.splitext(os.path.basename(report_filepath))[0]
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- pd.DataFrame(rf_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drf_rate_paths.csv'))
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- pd.DataFrame(drs_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drs_rate_paths.csv'))
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- pd.DataFrame(dr_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_rate_paths.csv'))
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- pd.DataFrame(cir_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_cir_rate_paths.csv'))
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- pd.DataFrame(price_rf_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drf_price_paths.csv'))
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- pd.DataFrame(price_drs_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drs_price_paths.csv'))
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- pd.DataFrame(price_dr_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_price_paths.csv'))
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- pd.DataFrame(price_cir_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_cir_price_paths.csv'))
 
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  print("report_filepath:", report_filepath)
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  pd.DataFrame(price_cir_paths.T, index=time_points).to_excel(writer, sheet_name='dr_cir_price_paths')
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  else:
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  # 如果模擬次數過多,為避免 Excel 檔案過大,改為生成多個 CSV 檔案
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+ # print(f"模擬次數過多 ({n_simulations}),僅生成 CSV 格式的詳細路徑報告以節省空間。")
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+ # report_dir = os.path.dirname(report_filepath)
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+ # base_name = os.path.splitext(os.path.basename(report_filepath))[0]
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+ # pd.DataFrame(rf_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drf_rate_paths.csv'))
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+ # pd.DataFrame(drs_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drs_rate_paths.csv'))
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+ # pd.DataFrame(dr_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_rate_paths.csv'))
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+ # pd.DataFrame(cir_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_cir_rate_paths.csv'))
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+ # pd.DataFrame(price_rf_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drf_price_paths.csv'))
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+ # pd.DataFrame(price_drs_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_drs_price_paths.csv'))
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+ # pd.DataFrame(price_dr_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_price_paths.csv'))
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+ # pd.DataFrame(price_cir_paths.T, index=time_points).to_csv(os.path.join(report_dir, f'{base_name}_dr_cir_price_paths.csv'))
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+ print(f"模擬次數過多 ({n_simulations}),未將詳細路徑寫入 Excel。")
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  print("report_filepath:", report_filepath)
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