Python: maximization of function

Question

Suppose I have the following simple function and inputs:

dates = pd.date_range('20170101',periods=20)
a1 = np.ones(3)
b1 = pd.DataFrame(np.random.randint(10,size=(20,3)),index=dates,columns=['foo','bar','see'])
def test_func(a,b):
        c = (a*b).sum(axis=1)
        d = c.std()*np.sqrt(3)
        e = c.mean()/d
        return -np.array(e) 

I would like to solve this function for a that minimizes the output (maximizes e).

scipy.optimize.fmin(test_func,a1,args=(b1))

But this throws a type error

TypeError: test_func() takes 2 positional arguments but 4 were given

My quesiton is i) is this a good way to solve for the max of such a function and ii) what the devil is the problem?

Answer 1

You are missing a comma after the b1 in the extra argument:

scipy.optimize.fmin(test_func,a1,args=(b1,))

seems to work.