多参数函数不适用于数据帧

Question

我无法运行下面的代码。

我定义了一个接受多个参数的函数。当对数据进行硬编码时，该函数可以工作，但当将该函数应用于数据帧时-它不工作。我之前在dataframe中使用过不带参数的"apply“函数--它们工作得很好，但是一旦我使用这个带有多个参数的函数，它就会抛出一个错误。

import pandas as pd
import mibian

def IV(spot,strike,premium,cp):
    interest_rate = 10
    days_to_expiry = 11
    if cp == 'CE':
        c = mibian.BS([spot,strike,interest_rate,days_to_expiry],callPrice=premium)
        return c.impliedVolatility
    else:
        c = mibian.BS([spot,strike,interest_rate,days_to_expiry],putPrice=premium)
        return c.impliedVolatility

df = pd.DataFrame(
    {
        "Symbol": ['a','b','c','d'],
        "Spot":[100,200,300,400],
        "Strike":[105,205,305,405],
        "CP":['CE','PE','CE','PE'],
        "LTP":[2,3,4,5]
    }
)

df['IV'] = IV(df.Spot,df.Strike,df.LTP,df.CP)

**#df['IV'] = IV(100,105,5,'PE').round(decimals=2)**

df['IV'] = df['IV'].round(decimals=2)
print(df)

我得到下面的错误消息

Traceback (most recent call last):
  File "c:/Users/Arishka/Desktop/Python/iv_greeks.py", line 27, in <module>
    df['IV'] = IV(df.Spot,df.Strike,df.LTP,df.CP)
  File "c:/Users/Arishka/Desktop/Python/iv_greeks.py", line 10, in IV
    if cp == 'CE':
  File "C:\Users\AppData\Local\Programs\Python\Python38-32\lib\site-packages\pandas\core\generic.py", line 1552, in __nonzero__
    raise ValueError(
ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

Answer 1

import pandas as pd
import mibian

def IV(x):
    spot, strike, premium, cp = x
    interest_rate = 10
    days_to_expiry = 11
    if cp == 'CE':
        c = mibian.BS([spot, strike, interest_rate, days_to_expiry], callPrice=premium)
        return c.impliedVolatility
    elif cp == 'PE':
        c = mibian.BS([spot, strike, interest_rate, days_to_expiry], putPrice=premium)
        return c.impliedVolatility

df = pd.DataFrame(
    {
        "Symbol": ['a','b','c','d'],
        "Spot":[100,200,300,400],
        "Strike":[105,205,305,405],
        "CP":['CE','PE','CE','PE'],
        "LTP":[2,3,4,5]
    }
)

df['IV'] = df[['Spot', 'Strike', 'LTP', 'CP']].apply(IV, axis=1)

结果

    Symbol  Spot    Strike  CP  LTP IV
0   a       100     105     CE  2   54.687500
1   b       200     205     PE  3   0.000010
2   c       300     305     CE  4   27.832031
3   d       400     405     PE  5   9.765625