def test_simulate_trials(self):
self.assertTrue(len(v.simulate_trials(self.test_investment, self.num_trials))==self.num_trials)
self.assertTrue(-1 not in v.simulate_trials(self.test_investment, self.num_trials)) #make sure that all initial -1 values were replaced
print("Must be an integer")
elif str(trials) == "quit":
sys.exit("Quit")
# invest requested investment positions for the requested number of trials
results = pd.DataFrame(
index=positions, columns=["Mean", "Standard Deviation"]
) # makes empty dataframe to store results
results.index.name = "Position"
for investment in Investments:
cumu_ret = np.array([])
daily_ret = np.array([])
cumu_ret = v.simulate_trials(investment, num_trials)
daily_ret = [x / 1000 - 1 for x in cumu_ret]
results.loc[investment.position, "Mean"] = np.mean(daily_ret) # should we format this as a percentage?
results.loc[investment.position, "Standard Deviation"] = np.std(daily_ret)
plt.hist(daily_ret, 100, range=[-1, 1])
# I found "zfill" here: http://stackoverflow.com/questions/134934/display-number-with-leading-zeros
plt.savefig("histogram_" + str(investment.position).zfill(4) + "_pos.pdf")
plt.clf()
plt.cla()
results.to_csv("results.txt", sep="\t", na_rep="NaN", float_format="%.4f")
cwd = os.getcwd()
print("all files exported to " + str(cwd))
print('Must be an integer')
elif str(trials) == 'quit':
sys.exit('Quit')
#invest requested investment positions for the requested number of trials
results = pd.DataFrame(index=positions,
columns=['Mean', 'Standard Deviation'
]) #makes empty dataframe to store results
results.index.name = 'Position'
for investment in Investments:
cumu_ret = np.array([])
daily_ret = np.array([])
cumu_ret = v.simulate_trials(investment, num_trials)
daily_ret = [x / 1000 - 1 for x in cumu_ret]
results.loc[investment.position, 'Mean'] = np.mean(
daily_ret) #should we format this as a percentage?
results.loc[investment.position, 'Standard Deviation'] = np.std(daily_ret)
plt.hist(daily_ret, 100, range=[-1, 1])
#I found "zfill" here: http://stackoverflow.com/questions/134934/display-number-with-leading-zeros
plt.savefig('histogram_' + str(investment.position).zfill(4) + '_pos.pdf')
plt.clf()
plt.cla()
results.to_csv('results.txt', sep='\t', na_rep='NaN', float_format='%.4f')
cwd = os.getcwd()
def test_simulate_trials(self):
self.assertTrue(len(v.simulate_trials(self.test_investment, self.num_trials))==self.num_trials)
self.assertTrue(-1 not in v.simulate_trials(self.test_investment, self.num_trials)) #make sure that all initial -1 values were replaced
