TypeError: ufunc 'bs_delta' not supported for the input types

[zednotz]

Hi, I'm trying to create a greeks pricer.

I'm facing an Error and I'm not figuring it out.

here's a part of my code :

import numpy as np
from financepy.models.black_scholes_analytic import bs_delta, bs_gamma, bs_vega, bs_theta, bs_rho, bs_vanna, bs_implied_volatility
from financepy.utils.global_types import OptionTypes, FinLongShort, FinExerciseTypes

def calculate_greeks():
  s = np.float64(entry_S.get())  
  k = np.float64(entry_K.get())  
  t = np.float64(entry_T.get())  
  r = np.float64(entry_r.get())  
  v = np.float64(entry_sigma.get())  
  q = np.float64(entry_q.get())
  q_str = entry_q.get()
  if q_str == "":
      q = 0.0  # Si le champ est vide, traitez-le comme zéro
  else:
      q = np.float64(q_str)
  option_type_str = option_type_var.get()
  option_direction_str = option_direction_var.get()
  option_style_str = option_style_var.get()

# Accédez à l'énumération OptionTypes, FinLongShort et FinExerciseTypes
option_type_value = OptionTypes[option_type_str]
option_direction = FinLongShort[option_direction_str]
exercise_type = FinExerciseTypes.AMERICAN if option_style_str == "AMERICAN" else FinExerciseTypes.EUROPEAN

delta = bs_delta(s, t, k, r, 0, v, option_type_value)
gamma = bs_gamma(s, t, k, r, 0, v, option_type_value)
vega = bs_vega(s, t, k, r, 0, v, option_type_value)
theta = bs_theta(s, t, k, r, 0, v, option_type_value)
rho = bs_rho(s, t, k, r, 0, v, option_type_value)
vanna = bs_vanna(s, t, k, r, 0, v, option_type_value)
implied_volatility = bs_implied_volatility(s, t, k, r, 0, option_type_value)

label_result.config(text=f"Delta: {delta:.4f}\nGamma: {gamma:.4f}\nVega: {vega:.4f}\nTheta: {theta:.4f}\nRho: {rho:.4f}\nVanna: {vanna:.4f}\nVolatilité implicite: {implied_volatility:.4f}")

Here's the error :

Exception in Tkinter callback
Traceback (most recent call last):
File "/Users/BUSINESS/anaconda3/lib/python3.10/tkinter/init.py", line 1921, in call
return self.func(*args)
File "/Users/BUSINESS/Desktop/PRICER GREC.py", line 34, in calculate_greeks
delta = bs_delta(s, t, k, r, 0, v, option_type_value)
TypeError: ufunc 'bs_delta' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''

I've tried a lot, convert with np.float64 etc.. chatgpt doesn't seem to wanna help me xD

[zednotz]

I figured it out ! Thanks

[domokane]

You need to convert option type to integer value ?

[domokane]

What was your fix ?

[zednotz]

instead of :

option_type_value = OptionTypes[option_type_str]
option_direction = FinLongShort[option_direction_str]

I added '.value' at the end :

option_type_value = OptionTypes[option_type_str.upper()].value
option_direction = FinLongShort[option_direction_str.upper()].value

[domokane]

Yes. As I thought. Tell me how it goes. Happy to get feedback and to know who is using financepy and why.