def simulation(positions, num_trials):
"""
Simulate a list of positions in num_trials times.
Then plot and write down the numerical results.
"""
num_result = open('result.txt', 'w')
for i in positions:
sim = investment(i, num_trials).simulation()
# Plot and print the mean and sd of its daily
plt.hist(sim,100,range=[-1,1])
plt.title("position = " + str(i))
plt.savefig("histogram_" + "{:04d}".format(i) + "_pos.pdf")
plt.clf()
num_result.write ("Numerical results when position = " + str(i) +"\n")
num_result.write ("Mean value: " + str(np.mean(sim)) + "\n" )
num_result.write ("standard deviation: " + str(np.std(sim)) + "\n" +"\n")
print("Position = " + str(i) + " finished.")
def test_position(self):
self.assertEqual(investment(10,100).position,10)
self.assertEqual(investment(100,100).position,100)
def test_simulation(self):
self.assertEqual(len(investment(10,100).simulation()), 100)
self.assertEqual(len(investment(10,1000).simulation()), 1000)
def test_daily_ret(self):
self.assertTrue(investment(10,100).daily_ret() <= 1)
self.assertTrue(investment(10,100).daily_ret() >= -1)
def test_cumu_ret(self):
self.assertTrue(investment(10,10).cumu_ret() >= 0)
self.assertTrue(investment(10,100).cumu_ret() >= 0)
def test_position_value(self):
self.assertEqual(investment(10,100).position_value(),100)
self.assertEqual(investment(100,100).position_value(),10)
def test_num_trials(self):
self.assertEqual(investment(10,10).num_trials,10)
self.assertEqual(investment(10,100).num_trials,100)
