Monte-Carlo-Simulator/montecarlo16.py at master · PythonProgramming/Monte-Carlo-Simulator · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183

import random
import matplotlib
import matplotlib.pyplot as plt
import time

#lower_bust = 19.00
#higher_profit = 69.00

# back to 1,000
sampleSize = 10000
startingFunds = 100000
wagerSize = 100
wagerCount = 1000


def rollDice():
    roll = random.randint(1,100)

    if roll <= 50:
        return False
    elif roll >= 51:
        return True


def dAlembert(funds,initial_wager,wager_count):#,color):
    global ROI
    global da_busts
    global da_profits

    value = funds
    wager = initial_wager
    wX = []
    vY = []
    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
                wX.append(currentWager)
                vY.append(value)
            else:
                value -= wager
                previousWager = 'loss'
                #print 'we lost, current value',value
                previousWagerAmount = wager
                wX.append(currentWager)
                vY.append(value)
                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
                previousWager = 'win'
                wX.append(currentWager)
                vY.append(value)
            else:
                value -= wager
                previousWager = 'loss'
                #print 'we lost, current value',value
                previousWagerAmount = wager
                wX.append(currentWager)
                vY.append(value)

                if value <= 0:
                    da_busts += 1
                    break

        currentWager += 1

    #plt.plot(wX,vY)

    if value > funds:
        da_profits+=1

    ROI += value


def multiple_bettor2(funds,initial_wager,wager_count,multiple):#,color):
    global ROI
    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':
            if rollDice():
                value += wager
                wX.append(currentWager)
                vY.append(value)
            else:
                value -= wager
                previousWager = 'loss'
                previousWagerAmount = wager
                wX.append(currentWager)
                vY.append(value)
                if value <= 0:
                    multiple_busts += 1
                    break
        elif previousWager == 'loss':
            if rollDice():
                wager = previousWagerAmount * multiple
                if (value - wager) <= 0:
                    wager = value

                value += wager
                wager = initial_wager
                previousWager = 'win'
                wX.append(currentWager)
                vY.append(value)
            else:
                wager = previousWagerAmount * multiple
                if (value - wager) <= 0:
                    wager = value
                value -= wager
                previousWager = 'loss'
                previousWagerAmount = wager
                wX.append(currentWager)
                vY.append(value)

                if value <= 0:
                    multiple_busts += 1
                    break


        currentWager += 1
    #print 'ending Value:',value
    ROI += value

    #plt.plot(wX,vY)

    if value > funds:
        multiple_profits+=1


daSampSize = 100000
da_busts = 0.0
da_profits = 0.0
ROI = 0

counter = 1
while counter <= daSampSize:
    #multiple_bettor2(startingFunds,wagerSize,wagerCount,2)
    dAlembert(startingFunds,wagerSize,wagerCount)
    counter += 1

print 'Total Amount Invested:', daSampSize * startingFunds
print 'Total Return:',ROI
print 'Difference:',ROI-(daSampSize * startingFunds)
print 'Bust Rate:',(da_busts/daSampSize)*100.00
print 'Profit Rate:',(da_profits/daSampSize)*100.00