Python 挥发性表面的三维绘图

我试图绘制一个隐含波动率的三维表面。但我一直收到BS函数的错误消息：

 line 29, in _amin
return umr_minimum(a, axis, None, out, keepdims)

---

TypeError:“@Mr.T很抱歉，我现在编辑了完整的回溯。好吧，因为这一行单独使用numpy数组-也许X或Y不是numpy数组？你检查过这个了吗？或者您必须使用np.min和np.max作为您给定的输入？感谢这解决了问题：）直接导致我在BS公式第29行中遇到一个新问题，in _aminreturn umr_minimum（a，axis，None，out，keepdims）TypeError:“'在评论中，没有人能听到您的提问”-您应该就此提出一个新问题。

def CND(X):
   return float(norm.cdf(X))


def BlackScholes(v=0.8,CallPutFlag = 'c',S = 110.,X = 100.,T = 1.,r = 0.01):

   try:
      d1 = (log(S/X)+(r+v*v/2.)*T)/(v*sqrt(T))
      d2 = d1-v*sqrt(T)

      if CallPutFlag=='c':
         return S*CND(d1)-X*exp(-r*T)*CND(d2)

      else:
         return X*exp(-r*T)*CND(-d2)-S*CND(-d1)

   except: return 0

def calc_impl_vol(price = 5., right = 'c', underlying = 110., strike = 100., time = 1., rf = 0.005, inc = 0.001):

   f = lambda x: BlackScholes(x,CallPutFlag=right,S=underlying,X=strike,T=time,r=rf)-price

   return optimize.brentq(f,0.,5.) 

def mesh_plot2(X,Y,Z):
   fig = plt.figure()
   ax = Axes3D(fig, azim = -29, elev = 50)
   XX,YY,ZZ = make_surf(X,Y,Z)
   ax.plot_surface(XX,YY,ZZ, color = 'white')
   ax.contour(XX,YY,ZZ)
   plt.xlabel("expiry")
   plt.ylabel("strike")  

def make_surf(X,Y,Z):
   XX,YY = np.meshgrid(np.linspace(min(X),max(X),230),np.linspace(min(Y),max(Y),230))
   ZZ = griddata(np.array([X,Y]).T,np.array(Z),(XX,YY), method='linear')
   return XX,YY,ZZ   

F=pd.read_excel('test_data.xlsx')

def get_surf(F):

   q=F
   q.reset_index(inplace=True)

   vals = []


   for index, row in q.iterrows():
       if row['Type'] == 'c':
           underlying = float(row['Underlying_Price'])
           price = (float(row['ask'])+float(row['bid']))/2.0
           expd = (row['exp'])       
           exp1 = (expd) / (365)
           try:
               impl = calc_impl_vol(price, 'c', underlying, float(row['Strike']), exp1)
               vals.append([exp,float(row['Strike']),impl]) 
           except:
                   pass
   vals = np.array(vals).T
   mesh_plot2(vals[0],vals[1],vals[2])



surf=get_surf(F)