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monteCarloTutorial.py
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import random
import matplotlib
import matplotlib.pyplot as plt
import time
'''
def rollDice():
roll = random.randint(1,100)
if roll == 100:
#print roll,'roll was 100, you lose. What are the odds?! Play again!'
return False
elif roll <= 50:
#print roll,'roll was 1-50, you lose. Play again!'
return False
elif 100 > roll > 50:
#print roll,'roll was 51-99, you win! *pretty lights flash* Play more!'
return True
'''
def rollDice():
roll = random.randint(1,100)
if roll <= 50:
#print roll,'roll was 1-50, you lose. Play again!'
return False
elif roll >= 51:
#print roll,'roll was 51-99, you win! *pretty lights flash* Play more!'
return True
def dAlembert(funds,initial_wager,wager_count):
global Ret
global da_busts
global da_profits
value = funds
wager = initial_wager
currentWager = 1
previousWager = 'win'
previousWagerAmount = initial_wager
while currentWager <= wager_count:
if previousWager == 'win':
if wager == initial_wager:
pass
else:
wager -= initial_wager
#print 'current wager:',wager,'value:',value
if rollDice():
value += wager
#print 'we won, current value:',value
previousWagerAmount = wager
else:
value -= wager
previousWager = 'loss'
#print 'we lost, current value',value
previousWagerAmount = wager
if value <= 0:
da_busts += 1
break
elif previousWager == 'loss':
wager = previousWagerAmount + initial_wager
if (value - wager) <= 0:
wager = value
#print 'lost the last wager, current wager:',wager,'value',value
if rollDice():
value += wager
#print 'we won, current value:',value
previousWagerAmount = wager
previousWager = 'win'
else:
value -= wager
#print 'we lost, current value:',value
previousWagerAmount = wager
if value <= 0:
da_busts += 1
break
currentWager += 1
if value > funds:
da_profits += 1
#print value
Ret += value
def multiple_bettor(funds, initial_wager, wager_count):
global multiple_busts
global multiple_profits
value = funds
wager = initial_wager
wX = []
vY = []
currentWager = 1
previousWager = 'win'
previousWagerAmount = initial_wager
while currentWager <= wager_count:
if previousWager == 'win':
#print 'we won the last wager, great'
if rollDice():
value+=wager
#print value
wX.append(currentWager)
vY.append(value)
else:
value -= wager
previousWager = 'loss'
#print value
previousWagerAmount = wager
wX.append(currentWager)
vY.append(value)
if value <= 0:
#print 'we went broke after'.currentWager,'bets'
multiple_busts += 1
break
elif previousWager == 'loss':
#print 'we lost the last one, so we will be smart and double'
if rollDice():
wager = previousWagerAmount * random_multiple
if (value - wager) < 0:
wager = value
#print 'we won',wager
value += wager
#print value
wager = initial_wager
previousWager = 'win'
wX.append(currentWager)
vY.append(value)
else:
wager = previousWagerAmount * random_multiple
if (value - wager) < 0:
wager = value
#print 'we lost',wager
value -= wager
previousWagerAmount = wager
wX.append(currentWager)
vY.append(value)
if value <= 0:
#print 'we went broke after',currentWager,'bets'
multiple_busts += 1
break
#print value
previousWager = 'loss'
currentWager += 1
#print value
#plt.plot(wX,vY,color)
if value > funds:
multiple_profits += 1
def doubler_bettor(funds, initial_wager, wager_count,color):
value = funds
wager = initial_wager
global doubler_busts
global doubler_profits
wX = []
vY = []
currentWager = 1
previousWager = 'win'
previousWagerAmount = initial_wager
while currentWager <= wager_count:
if previousWager == 'win':
#print 'we won the last wager, great'
if rollDice():
value+=wager
#print value
wX.append(currentWager)
vY.append(value)
else:
value -= wager
previousWager = 'loss'
#print value
previousWagerAmount = wager
wX.append(currentWager)
vY.append(value)
if value <= 0:
#print 'we went broke after'.currentWager,'bets'
doubler_busts += 1
break
elif previousWager == 'loss':
#print 'we lost the last one, so we will be smart and double'
if rollDice():
wager = previousWagerAmount * 2
if (value - wager) < 0:
wager = value
#print 'we won',wager
value += wager
#print value
wager = initial_wager
previousWager = 'win'
wX.append(currentWager)
vY.append(value)
else:
wager = previousWagerAmount * 2
if (value - wager) < 0:
wager = value
#print 'we lost',wager
value -= wager
previousWagerAmount = wager
wX.append(currentWager)
vY.append(value)
if value <= 0:
#print 'we went broke after',currentWager,'bets'
doubler_busts += 1
break
#print value
previousWager = 'loss'
currentWager += 1
#print value
plt.plot(wX,vY,color)
if value > funds:
doubler_profits += 1
def simple_bettor(funds, initial_wager, wager_count,color):
global simple_busts
global simple_profits
value = funds
wager = initial_wager
wX = []
vY = []
currentWager = 1
while currentWager <= wager_count:
if rollDice():
value += wager
wX.append(currentWager)
vY.append(value)
else:
value -= wager
wX.append(currentWager)
vY.append(value)
currentWager += 1
if value <= 0:
value = 0
simple_busts+=1
#print 'Funds:', value
plt.plot(wX,vY,color)
if value > funds:
value = 0
simple_profits+=1
lower_bust = 31.235
higher_profit = 63.208
sampleSize = 1000
startingFunds = 10000
while True:
#wagerSize = 100
#wagerCount = 100000
wagerSize = random.uniform(1.0,1000.00)
wagerCount = random.uniform(10.0,10000)
Ret = 0.0
da_profits = 0.0
da_busts = 0.0
daSampSize = 10000
counter = 1
while counter <= daSampSize:
dAlembert(startingFunds,wagerSize,wagerCount)
counter+=1
ROI = Ret - (daSampSize*startingFunds)
totalInvested = daSampSize*startingFunds
percentROI = (ROI/totalInvested)*100.00
if percentROI > 0.865:
print '___________________________________________'
print 'Total invested:',daSampSize*startingFunds
print 'Total Return:', Ret
print 'ROI',Ret - (daSampSize*startingFunds)
print 'Percent ROI:',percentROI
print 'Bust Rate:',(da_busts/daSampSize)*100.00
print 'Profit rate:',(da_profits/daSampSize)*100.00
print 'wager size:',wagerSize
print 'wager count:',wagerCount
print 'wager size percentage:', (wagerSize/startingFunds)*100.00