无套利原理

def solve(prices, payoffs):
    import numpy as np
    P = np.array(prices)
    X = np.array(payoffs).T
    try:
        state_prices = np.linalg.lstsq(X, P, rcond=None)[0]
        arbitrage = any(sp < 0 for sp in state_prices)
        return {"状态价格": [round(sp, 4) for sp in state_prices], "存在套利": arbitrage}
    except:
        return {"状态价格": "无法计算", "存在套利": True}