integrator.py

Created by asness
Created on May 11, 2019
1013 Bytes
def wrap_1_var_func(funcOrConstant):
    if callable(funcOrConstant):
        # it's a function: leave it alone
        return funcOrConstant
    else:
        # it's a constant: wrap it
        return lambda x: funcOrConstant

def quad2(func, yBounds, xBounds, steps):
    '''approximates
    integrate(f, (y, cFunc, dFunc), (x, a, b)),
    where
    * func must be a 2-variable function,
    * (cFunc, dFunc) = yBounds,
    * (a, b) = xBounds,
    * (j, i) = steps.
    '''
    j, i = steps
    a, b = xBounds
    cFunc, dFunc = [wrap_1_var_func(f_i) for f_i in yBounds]
    dx = float(b - a) / i
    I = 0
    for _i in range(i):
        for _j in range(j):
            x_i = a + dx*_i
            c_i = cFunc(x_i)
            d_i = dFunc(x_i)
            dy_i = float(d_i - c_i) / j
            y_j = c_i + dy_i*_j
            I += func(x_i, y_j)*dx*dy_i
    return I

def quad(func, xBounds, step):
    func2Var = lambda x, y: func(x)
    return quad2(func2Var, (0, 1), xBounds, (1, step))