问题遇到的现象和发生背景
在后面调用这个类时出现了keyerror错误,但是类单独运行时是不报错的
问题相关代码,请勿粘贴截图class derivatives_portfolio(object):
def __init__(self, name, positions, val_env, assets,
correlations=None, fixed_seed=False):
self.name = name
self.positions = positions
self.val_env = val_env
self.assets = assets
self.underlyings = set()
self.correlations = correlations
self.time_grid = None
self.underlying_objects = {}
self.valuation_objects = {}
self.fixed_seed = fixed_seed
self.special_dates = []
for pos in self.positions:
self.val_env.constants['starting_date'] =\
min(self.val_env.constants['starting_date'],
positions[pos].mar_env.pricing_date)
self.val_env.constants['final_date'] = \
max(self.val_env.constants['final_date'],
positions[pos].mar_env.constants['maturity'])
self.underlyings.add(positions[pos].underlying)
start = self.val_env.constants['starting_date']
end = self.val_env.constants['final_date']
time_grid = pd.date_range(start=start, end=end,
freq=self.val_env.constants['frequency']
).to_pydatetime()
time_grid = list(time_grid)
运行结果及报错内容
positions[pos].mar_env.constants['maturity'])
KeyError: 'maturity'
我的解答思路和尝试过的方法
我想要达到的结果
运行成功