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  • 圣彼得堡悖论之破解

    import numpy as np
    import pandas as pd
    
    '''圣彼得堡悖论:[1,2,4,8,16,...]'''
    
    class StPetresburg(object):
        def __init__(self, beitou=2, peilv=1.97):
            self.peilv = peilv # 赔率
            self.beitou = beitou   # 倍投倍数
    
        def set_option(self, *args, **kwargs):
            self.__dict__.update(dict(zip(['beitou', 'peilv'][:len(args)], args)))
            self.__dict__.update(kwargs)
        
        @property
        def df(self):
            period = np.arange(10) # 期数(从0开始)
            touzhu = self.beitou**period # 当期投注 = 倍投倍数 ^ 期数
            prize =  touzhu * self.peilv # 当期奖金 = 当期投注 × 赔率
    
            earn =  prize - np.cumsum(touzhu) # 累积收益 = 当期奖金 - 累积投注
            yields = earn / np.cumsum(touzhu) # 收益率 = 累积收益 / 累积投注
    
            #print(np.column_stack((period, touzhu, prize, np.cumsum(touzhu), earn, yields)))
            
            df = pd.DataFrame({
                '期数': pd.Series(period, dtype=int),
                '当期投注': pd.Series(touzhu, dtype=int),
                '当期奖金': pd.Series(prize, dtype=float),
                '累积投注': pd.Series(np.cumsum(touzhu), dtype=int),
                '累积收益': pd.Series(earn, dtype=float),
                '收益率': pd.Series(yields, dtype=float)
            })
            df = df.reindex(columns=['期数','当期投注','当期奖金','累积投注','累积收益','收益率'])
            return df
    
    sp = StPetresburg()
    print(sp.df)
    sp.set_option(beitou=3)
    print(sp.df)
    
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  • 原文地址:https://www.cnblogs.com/hhh5460/p/5634515.html
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