i python beginner , have following problem:
i need calculate 2 interdependent values @ same time. have far ist this:
asset_a = close_spx asset_b = close_iboxx x = df.x # list containing randomly 1 , 0 df['a']=100 # 100 starting value , b , shall overwritten while loop df['b']=100 i=1 while i<len(df.index): df.a[i] = x*((df.a.shift(1)*0.5)*(df.b.shift(1)*0.5))+abs(1-x)*(df.a.shift(1)*asset_a) df.b[i] = x*((df.b.shift(1)*0.5)*(df.a.shift(1)*0.5))+abs(1-x)*(df.b.shift(1)*asset_b) i+1 currently error: valueerror: setting array element sequence. know why getting this problem, see: numpy valueerror: setting array element sequence. message may appear without existing of sequence?
the question how can solve this?
the problem , b depend on previous value of , b. need calculate them simultaniously while referring last calculated values of loop. it's kind of hen , egg problem... , there more efficient solution while function...
this short example of dataframe = df used:
close_spx close_iboxx a_returns b_returns a_vola b_vola 2014-05-15 1870.85 234.3017 -0.009362 0.003412 0.170535 0.075468 2014-05-16 1877.86 234.0216 0.003747 -0.001195 0.170153 0.075378 2014-05-19 1885.08 233.7717 0.003845 -0.001068 0.170059 0.075384 2014-05-20 1872.83 234.2596 -0.006498 0.002087 0.170135 0.075410 2014-05-21 1888.03 233.9101 0.008116 -0.001492 0.169560 0.075326 2014-05-22 1892.49 233.5429 0.002362 -0.001570 0.169370 0.075341 2014-05-23 1900.53 233.8605 0.004248 0.001360 0.168716 0.075333 2014-05-27 1911.91 234.0368 0.005988 0.000754 0.168797 0.075294 2014-05-28 1909.78 235.4454 -0.001114 0.006019 0.168805 0.075474 2014-05-29 1920.03 235.1813 0.005367 -0.001122 0.168866 0.075451 2014-05-30 1923.57 235.2161 0.001844 0.000148 0.168844 0.075430 2014-06-02 1924.97 233.8868 0.000728 -0.005651 0.168528 0.075641 2014-06-03 1924.24 232.9049 -0.000379 -0.004198 0.167852 0.075267
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