如何存储这些值？

Question

I'm learning how to code in Python and I have this problem: I want to store the output values of a function (function2) that depends on another function (Function1). I want to store them in order to compute its mean, variance, etc. So far I have made the code that I show below:

def Function1 (So,K,r,sigma,n):
    payoff = np.zeros(n)
    S = np.zeros(n)
    z = np.random.normal(0,1,n)
    S = So*np.exp((r-sigma**2/2)+sigma*z)
    payoff = np.maximum(S-K,0)
    return(np.exp(-r) * np.mean(payoff))

def Function2 (i, n): 
    for i in range (1,i+1):
        print (np.mean(Function1 (100, 100, 0.15, 0.1, n,)))

Function2(5, 100)
14.539482557181971 
15.231691857185726
14.694893237950245
15.258305904856567
15.502879596134308

I would like some help. Thank you in advance.

Answer 1

try this.

def Function2 (i, n): 
    results = [] # create an array to store stuff in
    for i in range (1,i+1):
        results.append(Function1 (100, 100, 0.15, 0.1, n,)) #add results to array
        print (np.mean(results[-1])) # print the mean of the last element in the array

It also looks as if you have a type on the for i in range(1,i+1) , I believe that should be for n in range

Answer 2

You can use a recursive function or a generator to do that. I'd personally prefer a generator function.

def function2(i, n):
    for i in range(1, i+1):
        yield (np.mean(Function1 (100, 100, 0.15, 0.1, n,)))

results = []
for val in function2(i, n):
    results.append(val)

I don't think you really need a func2 , as func2 is just being used to call func1 over a range of values. You can scratch func2 altogether.

You can store the return values in a list using list comprehension like below.

results = [np.mean(Function1 (100, 100, 0.15, 0.1, n,) for n in range(n, n+1)]