stochastic_control: include qmax in trading example; allow variable a…

…lpha
jflatow · May 10, 2013 · 2f95ea7 · 2f95ea7
1 parent 9098fcc
commit 2f95ea7
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/stochastic_control/query.py b/stochastic_control/query.py
@@ -39,13 +39,13 @@ def cost(self, t, n, k, n_):
             return self.tests[k][2]
         return self.tests[k][2] + self.r * min(n_, self.N - n_)
 
-def plot(policy, T=0):
+def plot(policy, T=0, alpha=.1):
     import mpl_toolkits.mplot3d
     import pylab
     f = pylab.figure()
     o = policy[T]
     a = f.add_subplot(111, projection='3d')
-    a.scatter([n for n in o], [u for v, u in o.values()], [v for v, u in o.values()], alpha=.1)
+    a.scatter([n for n in o], [u for v, u in o.values()], [v for v, u in o.values()], alpha=alpha)
     a.set_title('T = %s' % T)
     a.set_xlabel('State')
     a.set_ylabel('Test')

diff --git a/stochastic_control/trading.py b/stochastic_control/trading.py
@@ -16,7 +16,7 @@ def transition(n):
             return {n + 1: a, n - 1: b, n: 1 - a - b}
         prices = self.prices = dict((n, (1 + gamma) ** n) for n in range(-N, N + 1))
         ptrans = self.ptrans = dict((n, transition(n)) for n in range(-N, N + 1))
-        states = [(q, n) for q in range(qmin, qmax) for n in range(-N, N + 1)]
+        states = [(q, n) for q in range(qmin, qmax + 1) for n in range(-N, N + 1)]
         self.T = T
         self.X = lambda t: states
         self.U = lambda t, (q, n): range(qmin - q, qmax - q + 1)