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import random | |
def dummy_returns(n=67): | |
#a return can vary between 100% and -100% i.e 2 and -1 | |
#we will generate a random number between -100 and 200 and divide by hundred to get the dummy %return | |
return [random.randint(-100,200)/100 for _ in range(n)] | |
def randomise_returns(returns_list): | |
return random.sample(returns_list,len(returns_list)) | |
def returns_set(original_returns_list,n=10000): | |
collected_returns=[] | |
while len(collected_returns)<n: | |
new_list=randomise_returns(original_returns_list) | |
if new_list not in collected_returns: | |
collected_returns.append(new_list) | |
return collected_returns | |
def dummy_sims(): | |
return returns_set(dummy_returns()) | |
if __name__=='__main__': | |
dum_rets=dummy_returns() | |
paths=returns_set(dum_rets) | |
for p in paths: | |
print(p,sum(p)) |