pylint

.pylintrc

@@ -1,6 +1,6 @@
 [MAIN]
 
-disable=duplicate-code
+disable=duplicate-code, consider-using-f-string, line-too-long, import-error, too-many-arguments
 
 # Analyse import fallback blocks. This can be used to support both Python 2 and
 # 3 compatible code, which means that the block might have code that exists
@@ -41,7 +41,7 @@ extension-pkg-whitelist=
 fail-on=
 
 # Specify a score threshold under which the program will exit with error.
-fail-under=10
+fail-under=6
 
 # Interpret the stdin as a python script, whose filename needs to be passed as
 # the module_or_package argument.
@@ -181,22 +181,7 @@ function-naming-style=snake_case
 #function-rgx=
 
 # Good variable names which should always be accepted, separated by a comma.
-good-names=i,
-           j,
-           k,
-           p,
-           q,
-           r,
-           s,
-           t,
-           K,
-           Q,
-           P,
-           X,
-           S,
-           N,
-           M
-           _
+good-names=i,j,k,p,q,r,s,f,t,K,Q,P,X,S,N,M
 
 # Good variable names regexes, separated by a comma. If names match any regex,
 # they will always be accepted

financepy/market/curves/discount_curve.py

@@ -85,7 +85,7 @@ def __init__(self,
     ###########################################################################
 
     def _zero_to_df(self,
-                    value_dt: Date,       #TODO: why is value_date not used ?
+                    value_dt: Date,    #TODO: why is value_date not used ?
                     rates: (float, np.ndarray),
                     times: (float, np.ndarray),
                     freq_type: FrequencyTypes,

financepy/market/curves/interpolator.py

@@ -224,8 +224,8 @@ def fit(self,
 
         elif self._interp_type == InterpTypes.PCHIP_ZERO_RATES:
 
-            gSmallVector = np.ones(len(self._times)) * gSmall
-            zero_rates = -np.log(self._dfs) / (self._times + gSmallVector)
+            g_small_vector = np.ones(len(self._times)) * gSmall
+            zero_rates = -np.log(self._dfs) / (self._times + g_small_vector)
 
             if self._times[0] == 0.0:
                 zero_rates[0] = zero_rates[1]
@@ -244,8 +244,8 @@ def fit(self,
 
             """ Second derivatives at left is zero and first derivative at
             right is clamped to zero. """
-            gSmallVector = np.ones(len(self._times)) * gSmall
-            zero_rates = -np.log(self._dfs) / (self._times + gSmallVector)
+            g_small_vector = np.ones(len(self._times)) * gSmall
+            zero_rates = -np.log(self._dfs) / (self._times + g_small_vector)
 
             if self._times[0] == 0.0:
                 zero_rates[0] = zero_rates[1]
@@ -263,8 +263,8 @@ def fit(self,
         elif self._interp_type == InterpTypes.NATCUBIC_ZERO_RATES:
 
             """ Second derivatives are clamped to zero at end points """
-            gSmallVector = np.ones(len(self._times)) * gSmall
-            zero_rates = -np.log(self._dfs) / (self._times + gSmallVector)
+            g_small_vector = np.ones(len(self._times)) * gSmall
+            zero_rates = -np.log(self._dfs) / (self._times + g_small_vector)
 
             if self._times[0] == 0.0:
                 zero_rates[0] = zero_rates[1]

financepy/market/volatility/equity_vol_surface.py

@@ -72,9 +72,9 @@ def _obj(params, *args):
     tot = 0.0
 
     for i in range(0, num_strikes):
-        fittedVol = vol_function(vol_type_value, params, f, strikes[i], t)
+        fitted_vol = vol_function(vol_type_value, params, f, strikes[i], t)
         mkt_vol = volatility_grid[index][i]
-        diff = fittedVol - mkt_vol
+        diff = fitted_vol - mkt_vol
         tot += diff**2
 
     return tot
@@ -762,8 +762,8 @@ def plot_vol_curves(self):
             for i in range(0, numIntervals):
 
                 ks.append(K)
-                fittedVol = self.vol_from_strike_dt(K, expiry_dt) * 100.
-                fitted_vols.append(fittedVol)
+                fitted_vol = self.vol_from_strike_dt(K, expiry_dt) * 100.
+                fitted_vols.append(fitted_vol)
                 K = K + dK
 
             label_str = "FITTED AT " + str(self._expiry_dts[tenor_index])