Asked at Two Sigma, D.E. Shaw
Theory: Quant Python That Survives ReviewRead the problem, hints and solution here. The editor needs a bigger screen: open this page on a laptop to write and run your code.
xxxxxxxxx xxxxxxxxxxxx_xxx(xxxxx, xxxxxxxx, xxxxxxx), xxxxx xxxxxxxx
xxxxxxxxxxxx xxxx xx x xxxxxxxx.
x xxxxxxxx xxxx xxxx xxxxx'x xxxx xx xxxxx xxx xxxxxxxxx xxxxx xxxxx xxx xxxxx xxxx xxxx xxxxxxxx xx xxxx xxxxxxxx. xxx xxxxxxxx xxxxxxxx xxxx xxx xxxxx xxxx xxxx xx, xx xxx xxxxxxxx xxxxx xxxxxx xxxx xxxx xxxxxxx.
xxxxx: xxx xxxxxxxx xxxxxxx xxxxx xx xxx xxxxxx, xx xxx xxxxx. xxx xxxx
xxxx xx xxx xxxxxxx.xxxxxxxx: xxx (xxxxxx, xxxxxx_xx, xxxxxxxx_xx) xxx xxxxxx, xxxx
xxxxxxxx_xx xxxxx xx xxxx xxx x xxxxxx xxxxx xxxxxx. x xxxxxx xx
xxxxxx xx xxxx ( x ) xxxx xxxxxx_xx <= x xxx (xxxxxxxx_xx xx xxxx
xx x < xxxxxxxx_xx): xxx xxxxxxx xxx xxxxxx, xxx xxxxxxxxx xxx xxxx xxx.xxxxxxx: xxxx (xxxxxx, xxxx, xxxxxx_xx) xx xxxxxxx xxxxx xxxxxx, xx
xxxx xxx xxx xxx xxxxxx xxx xxxx.x xxx xxxxxx xxxx xxxx xxx xxxx xx xx xxxxx xxx xxx xxxxxx xx xxxxxx xx
xxxx xxxx. xxxxx xxxxx xxx xx xxxxxxx: xx xxxxxxx xxxxxx, x xxxx xxxxxxx xxx
xxxxxx, x xxxxxx xxxxxxx xxx xxxxxx'x xxxxxx xxxx.
xxx xxxxx-xx-xxxx xxxxxxx xx x xxxx xx xxx xxxx xxxxxx xxxx xxx xxxx xxxx xxxxx xx xxxx xxxx. xxx xxxxxxxx xxxxxxx xx x xxxx xx xxx xxxx xxxx xxxxxxxxxx xx xxx xxxxxxxxx, xxx xxxxxxx xxxxxx xx xxx xxxx xxxx. x xxxx xxxx xx xxxxxxxx xxx xxxxxxxxxxx xxxxxxx xx x xxxx xxx xx xxxx xxx xx xxx xxxxxxxxxxx.
xxxxxx (xxxxx_xx_xxxx_xx, xxxxxxxx_xx, xxx_xx): xxx xxxx xxxx xxx
xxxxxxxxxxxx xxxxx xx xxxx xxxxx xxxxxxx, xxxxxxx xxxx xxxx xxxx xxxx xx xx
xxxxxxx (x.x xxxxxxx x xxx -x.x xxxxxxx -x; xxxxxx'x xxxxx xxxx xxxxxxx),
xxx xxx_xx = xxxxxxxx_xx - xxxxx_xx_xxxx_xx xxxx xxx xxx xxxxxxx xxxxxxx.
x xxxx xxxx xx xxxxxxxxxxxx xxxx xx xxx xx x, xx xxxx xxxxx xxxxxx xx
xxxxxxxx xxxxxx xxx xxxx xxxx xxxxxxxx_xx xx x.
xxxxxxxxxxxx_xxx([x, x, x],
[("xxx", x, xxxx), ("xxx", x, x), ("xxx", x, xxxx)],
[("xxx", x, xx), ("xxx", x, -xx), ("xxx", x, xx), ("xxx", x, -xx),
("xxx", x, xx), ("xxx", x, xx), ("xxx", x, -xx), ("xxx", x, xx)])
# (x, xx, xx)
xxxxxxxxxxxx_xxx([x, x],
[("xxx", x, xxxx), ("xxx", x, xxxx)],
[("xxx", x, xx), ("xxx", x, xx), ("xxx", x, -xx), ("xxx", x, xx)])
# (xx, xx, x)
xx xxx xxxxx, xxx xxxxx xxxxx xxx xx xxxxxxxx xx xxx x, xx xxx xxx x xxx
xx xxxxxxx xxx xx xx xxx x xxxxxxxx. xxx xxxxx-xx-xxxx xxxxxxxx xxx -xx,
-xx/x xxx xx, x xxxx xx x.x; xxx xxxxxxxxx xxx xxx xxx xxxxxxx xx, xx
xxx xx, x xxxx xx xx.x. x xxxxxxxx xx xxx xxxxxxxxx xxxxx xxxxxxxxx xxx
xxxxxxxx xx xx xxxxx xxxxxx x xxx.
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