计算盈利预期

Max

1. import numpy as np
   
2. import  matplotlib.pyplot as plt
   
3. 
   
4. def experiment():
   
5.     money = 10000 #初始资金10000
   
6.     for i in range(0, 200):#交易N笔
   
7.         earning = np.random.choice([200, -100], 1, p=[0.4, 0.6])#每次赚200or亏100出场，胜率40%
   
8.         money = money + earning
   
9.     return money
   
10. 
    
11. data = []
    
12. for i in range(0, 100):#100个人同时做这个测试
    
13.     datapoint = experiment()
    
14.     data.append(datapoint)
    
15. plt.plot(np.array(data))
    
16. plt.hlines(np.array(data).mean(), 0, 100, colors="red")
    
17. plt.show()

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