修改plt 中文 -> 英文

app.py

@@ -131,7 +131,7 @@ with gr.Blocks(theme=gr.themes.Soft(), title="債券利率蒙地卡羅模擬") a
                     kappa_cir = gr.Slider(0.01, 1.0, value=0.2, step=0.01, label="均值回歸速度 (kappa_cir)")
                     theta_cir = gr.Slider(1.0, 5.0, value=2.5, step=0.1, label="長期平均利率 (%)")
                     sigma_cir = gr.Slider(0.1, 2.0, value=0.4, step=0.1, label="波動率 (%)")
-            n_simulations = gr.Slider(50, 100000, value=100, step=50, label="模擬次數 (n_simulations)")
+            n_simulations = gr.Slider(50, 100000, value=50, step=50, label="模擬次數 (n_simulations)")
             dt = gr.Number(value=1/252, label="時間步長 (dt)", info="以年為單位，預設為一個交易日(1/252年)。")
 
     # --- 步驟 3: 執行 ---

bond.py

@@ -303,31 +303,31 @@ def run_simulation(bond_data, n_simulations, dt, params):
     plt.rcParams['font.sans-serif'] = ['Microsoft JhengHei']
     plt.rcParams['axes.unicode_minus'] = False
     
-    # 繪製利率模擬路徑圖
+   # 繪製利率模擬路徑圖
     fig_rate_paths = plt.figure(figsize=(12, 10))
-    plt.suptitle('利率模擬路徑 (前50條)', fontsize=16)
+    plt.suptitle('Simulated Interest Rate Paths (First 50)', fontsize=16)
     
     ax1 = fig_rate_paths.add_subplot(2, 2, 1)
     ax1.plot(time_points, rf_paths[:50, :].T * 100, lw=0.5)
-    ax1.set_title('債券風險利率 (drf) - Vasicek')
-    ax1.set_ylabel('利率 (%)')
+    ax1.set_title('Risk-Free Rate (drf) - Vasicek')
+    ax1.set_ylabel('Interest Rate (%)')
     
     ax2 = fig_rate_paths.add_subplot(2, 2, 2)
     ax2.plot(time_points, drs_paths[:50, :].T * 100, lw=0.5)
-    ax2.set_title('有風險利率 (drs) - Vasicek + Spread')
-    ax2.set_ylabel('利率 (%)')
+    ax2.set_title('Risky Rate (drs) - Vasicek + Spread')
+    ax2.set_ylabel('Interest Rate (%)')
 
     ax3 = fig_rate_paths.add_subplot(2, 2, 3)
     ax3.plot(time_points, dr_paths[:50, :].T * 100, lw=0.5)
-    ax3.set_title('綜合利率 (dr) - GBM')
-    ax3.set_xlabel('時間 (年)')
-    ax3.set_ylabel('利率 (%)')
+    ax3.set_title('Composite Rate (dr) - GBM')
+    ax3.set_xlabel('Time (Years)')
+    ax3.set_ylabel('Interest Rate (%)')
 
     ax4 = fig_rate_paths.add_subplot(2, 2, 4)
     ax4.plot(time_points, cir_paths[:50, :].T * 100, lw=0.5)
-    ax4.set_title('CIR 利率 (dr_cir) - Cox-Ingersoll-Ross')
-    ax4.set_xlabel('時間 (年)')
-    ax4.set_ylabel('利率 (%)')
+    ax4.set_title('CIR Rate (dr_cir) - Cox-Ingersoll-Ross')
+    ax4.set_xlabel('Time (Years)')
+    ax4.set_ylabel('Interest Rate (%)')
     
     fig_rate_paths.tight_layout(rect=[0, 0, 1, 0.96])
 
@@ -337,49 +337,49 @@ def run_simulation(bond_data, n_simulations, dt, params):
     plt.hist(drs_changes * 100, bins=100, alpha=0.6, label='drs (Risky)', density=True)
     plt.hist(dr_changes * 100, bins=100, alpha=0.6, label='dr (GBM)', density=True)
     plt.hist(cir_changes * 100, bins=100, alpha=0.6, label='dr_cir (CIR)', density=True)
-    plt.title('每日利率變化分佈')
-    plt.xlabel('利率變化 (%)')
-    plt.ylabel('機率密度')
+    plt.title('Distribution of Daily Rate Changes')
+    plt.xlabel('Rate Change (%)')
+    plt.ylabel('Probability Density')
     plt.legend()
     plt.grid(True, linestyle='--', alpha=0.6)
 
     # 繪製價格模擬路徑圖
     fig_price_paths = plt.figure(figsize=(12, 10))
-    plt.suptitle('債券價格模擬路徑 (前50條)', fontsize=16)
+    plt.suptitle('Simulated Bond Price Paths (First 50)', fontsize=16)
 
     ax_p1 = fig_price_paths.add_subplot(2, 2, 1)
     ax_p1.plot(time_points, price_rf_paths[:50, :].T, lw=0.5)
-    ax_p1.set_title('基於 drf (Vasicek) 的價格')
-    ax_p1.set_ylabel('價格')
+    ax_p1.set_title('Prices based on drf (Vasicek)')
+    ax_p1.set_ylabel('Price')
 
     ax_p2 = fig_price_paths.add_subplot(2, 2, 2)
     ax_p2.plot(time_points, price_drs_paths[:50, :].T, lw=0.5)
-    ax_p2.set_title('基於 drs (Risky) 的價格')
-    ax_p2.set_ylabel('價格')
+    ax_p2.set_title('Prices based on drs (Risky)')
+    ax_p2.set_ylabel('Price')
 
     ax_p3 = fig_price_paths.add_subplot(2, 2, 3)
     ax_p3.plot(time_points, price_dr_paths[:50, :].T, lw=0.5)
-    ax_p3.set_title('基於 dr (GBM) 的價格')
-    ax_p3.set_xlabel('時間 (年)')
-    ax_p3.set_ylabel('價格')
+    ax_p3.set_title('Prices based on dr (GBM)')
+    ax_p3.set_xlabel('Time (Years)')
+    ax_p3.set_ylabel('Price')
 
     ax_p4 = fig_price_paths.add_subplot(2, 2, 4)
     ax_p4.plot(time_points, price_cir_paths[:50, :].T, lw=0.5)
-    ax_p4.set_title('基於 dr_cir (CIR) 的價格')
-    ax_p4.set_xlabel('時間 (年)')
-    ax_p4.set_ylabel('價格')
+    ax_p4.set_title('Prices based on dr_cir (CIR)')
+    ax_p4.set_xlabel('Time (Years)')
+    ax_p4.set_ylabel('Price')
     
     fig_price_paths.tight_layout(rect=[0, 0, 1, 0.96])
 
     # 繪製最終價格分佈圖
     fig_price_dist = plt.figure(figsize=(12, 5))
-    plt.hist(final_prices_rf, bins=100, alpha=0.6, label='基於 drf (Vasicek)', density=True)
-    plt.hist(final_prices_drs, bins=100, alpha=0.6, label='基於 drs (Risky)', density=True)
-    plt.hist(final_prices_dr, bins=100, alpha=0.6, label='基於 dr (GBM)', density=True)
-    plt.hist(final_prices_cir, bins=100, alpha=0.6, label='基於 dr_cir (CIR)', density=True)
-    plt.title('最終債券價格分佈')
-    plt.xlabel('價格')
-    plt.ylabel('機率密度')
+    plt.hist(final_prices_rf, bins=100, alpha=0.6, label='Based on drf (Vasicek)', density=True)
+    plt.hist(final_prices_drs, bins=100, alpha=0.6, label='Based on drs (Risky)', density=True)
+    plt.hist(final_prices_dr, bins=100, alpha=0.6, label='Based on dr (GBM)', density=True)
+    plt.hist(final_prices_cir, bins=100, alpha=0.6, label='Based on dr_cir (CIR)', density=True)
+    plt.title('Distribution of Final Bond Prices')
+    plt.xlabel('Price')
+    plt.ylabel('Probability Density')
     plt.legend()
     plt.grid(True, linestyle='--', alpha=0.6)