#!/usr/bin/env python #Author: Shriphani Palakodety #Mail: spalakod@purdue.edu #Testing Arbitrage #import graph import bellman_ford from math import log #in the format cur1_cur2 = no. of units of cur2 for 1 unit of cur1 usd_euro = 0.8 euro_gbp = 0.8 gbp_usd = 1.7 #Nodes List nodes = ["usd", "euro", "gbp"] edge_dict = { ("usd", "euro") : log(1/usd_euro), ("euro", "gbp") : log(1/euro_gbp), ("gbp", "usd") : log(1/gbp_usd), ("euro", "usd") : log(usd_euro), ("gbp", "euro") : log(euro_gbp), ("usd", "gbp") : log(gbp_usd)} #make a small graph to represent the currency network. cur_graph = bellman_ford.Graph(nodes, edge_dict) print bellman_ford.Bellman_Ford(cur_graph, "usd")