My Data keeps trending downwards even though it's equal probabilities

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So I would just like to ask for a bit of help with this. Please be aware that I am fairly new to python so my following code will not be the cleanest, I will gladly and would love your tips and advice for how to make it better, BUT my main question is regarding the code below.

If you were to run it, you can run it every "minute" for a year (this is what I have been doing), and generate a "value" every minute based on probabilities.

But for some reason, it keeps trending downwards towards the end, and I have no idea why. I ran 100 files whilst I was at work, and I just checked them, and AGAIN (I have tested this multiple times), most of the files trend downwards.

i.e. I start with 1000, and I end much lower. This doesn't make sense to me as the probability of either the value going up, down or staying the same is equal.

  • Note, I now have it as up_or_down_decision = random.choices(up_or_down, weights=(33,33,33), k=1) but before hand I had it as just up_or_down_decision = random.choice(up_or_down) and I don't have any difference

Please can someone help me here. I want it to generate a lot of files that look completely different and act completely different.

import random
import os
import time

def convert_time(total_run_time):
    return time.strftime('%H:%M:%S', time.gmtime(total_run_time))

def choice_years():
    f = open(f'./{folder}/Details.txt', 'a')
    f.write(f'You chose to run for: {range_years} Year(s)\n')
    f.write(f'You will generate data for: {str(iteration_total)} iterations\n')
    f.close()
    print(f'You will generate {str(iteration_total)} entries of data.')
def choice_months():
    f = open(f'./{folder}/Details.txt', 'a')
    f.write(f'You chose to run for: {range_months} Month(s)\n')
    f.write(f'You will generate data for: {str(iteration_total)} iterations\n')
    f.close()
    print(f'You will generate {str(iteration_total)} entries of data.')
def choice_days():
    f = open(f'./{folder}/Details.txt', 'a')
    f.write(f'You chose to run for: {range_days} Day(s)\n')
    f.write(f'You will generate data for: {str(iteration_total)} iterations\n')
    f.close()
    print(f'You will generate {str(iteration_total)} entries of data.')
def choice_hours():
    f = open(f'./{folder}/Details.txt', 'a')
    f.write(f'You chose to run for: {range_hours} Hour(s)\n')
    f.write(f'You will generate data for: {str(iteration_total)} iterations\n')
    f.close()
    print(f'You will generate {str(iteration_total)} entries of data.')

# Name_Number of Files_Time Geration_Number of Y/M/D/H_Every how many minutes 
folder = 'Dummy_Data_4.csv'
os.mkdir(folder)

FILE_INPUT = input('Please choose the name of the .txt file you want to write to:\n')
FILE_NUMBER = int(input('\nHow many files do you want to generate?:\n'))
f = open(f'./{folder}/Details.txt', 'w')
f.write(f'You chose to generate {str(FILE_NUMBER)} file(s)\n')
f.close()

iteration = input('\nEvery how many minutes do you want data?:\n')
f = open(f'./{folder}/Details.txt', 'a')
f.write(f'You chose to generate data every: {iteration} minute(s)\n')
f.close()

if iteration.isdigit():
    time_duration = input('\nDo you want to run it for Years, Months, Days, or Hours?:\n1. Years\n2. Months\n3. Days\n4. Hours\n')
    if time_duration == '1' or time_duration == 'Years' or time_duration == '1. Years' or time_duration == 'Y' or time_duration == 'years' or time_duration == '1. years' or time_duration == 'y':
        print('\nYou chose Years') 
        range_years = input('How many Years? Please input an integer:\n')
        iteration_total = int((int(range_years) * 525600)/int(iteration))
        choice_years()
    elif time_duration == '2' or time_duration == 'Months' or time_duration == '2. Months' or time_duration == 'M' or time_duration == 'months' or time_duration == '2. months' or time_duration == 'm':
        print('\nYou chose Months')
        range_months = input('How many Months? Please input an integer (Note: The average number of days for a month will be taken as 30):\n')
        iteration_total = int((int(range_months) * 43200)/int(iteration))
        choice_months()
    elif time_duration == '3' or time_duration == 'Days' or time_duration == '3. Days' or time_duration == 'D' or time_duration == 'days' or time_duration == '3. days' or time_duration == 'd':
        print('\nYou chose Days')
        range_days = input('How many Days? Please input an integer:\n')
        iteration_total = int((int(range_days) * 1440)/int(iteration))
        choice_days()
    elif time_duration == '4' or time_duration == 'Hours' or time_duration == '4. Hours' or time_duration == 'H' or time_duration == 'hours' or time_duration == '4. hours' or time_duration == 'h':
        print('\nYou chose Hours')
        range_hours = input('How many Hours? Please input an integer:\n')
        iteration_total = int((int(range_hours) * 60)/int(iteration))
        choice_hours()
    else:
        print('Your choice is invalid, goodbye')
        exit()
else:
    print('Your input was incorrect, goodbye')
    exit()

starting_price = float(input('\nWhat is your starting price?:\n'))
new_price = float('%.2f' % starting_price)
print('Your starting price is ' + 'R%.2f' % starting_price)
f = open(f'./{folder}/Details.txt', 'a')
f.write('Your starting price is: ' + 'R%.2f' % starting_price + '\n' + '\n')
f.close()

i = 1
j = 1
kick_off_time = time.time()
while j <= FILE_NUMBER:
    NAME_WITHOUT_EXTENSION = FILE_INPUT + '_' + str(j)
    CSV_FILE_WRITE = FILE_INPUT + '_' + str(j) + '.csv'
    print(CSV_FILE_WRITE)
    i = 1
    j += 1
    new_price = float('%.2f' % starting_price)
    start_time = time.time()
    while i <= iteration_total:
        up_or_down = ['up', 'down', 'none']
        up_or_down_decision = random.choices(up_or_down, weights=(33,33,33), k=1)
        if up_or_down_decision[0] == 'up':
            change_list = [0.001, 0.002, 0.00005, 0.01, 0.003]
            change_decision = random.choice(change_list)
            added_price = new_price * change_decision
            new_price = new_price + added_price
            formatted_new_price = float('%.2f' % new_price)
            f = open(f'./{folder}/' + CSV_FILE_WRITE, 'a')
            f.write(f'{str(i)},{str(formatted_new_price)} \n')
            f.close()
            i += 1
        elif up_or_down_decision[0] == 'down':
            change_list = [0.001, 0.002, 0.00005, 0.01, 0.003]
            change_decision = random.choice(change_list)
            subtracted_price = new_price * change_decision
            new_price = new_price - subtracted_price
            formatted_new_price = float('%.2f' % new_price)
            f = open(f'./{folder}/' + CSV_FILE_WRITE, 'a')
            f.write(f'{str(i)},{str(formatted_new_price)} \n')
            f.close()
            i += 1
        elif up_or_down_decision[0] == 'none':
            formatted_new_price = float('%.2f' % new_price)
            end_time = time.time()
            iteration_time = float('%.2f' % (end_time - start_time))
            f = open(f'./{folder}/' + CSV_FILE_WRITE, 'a')
            f.write(f'{str(i)},{str(formatted_new_price)} \n')
            f.close()
            i += 1
    end_time = time.time()
    iteration_time = '%.5f' % float(end_time - start_time)
    f = open(f'./{folder}/Details.txt', 'a')
    f.write(f'{CSV_FILE_WRITE}: {iteration_time} seconds \n')
    f.close()
termination_time = time.time()
total_run_time = termination_time - kick_off_time
f = open(f'./{folder}/Details.txt', 'a')
f.write(f'Total Run Time: {convert_time(total_run_time)} seconds')
f.close()
probability while-loop random python
1 Answers

You add or subtract persentage from your previous sum. Each persentage are equally possible and adding or subtracting are equally possible.

Think what happens here. You first add 1% to 1000 and then substract 1% from the result and repeat a few times over and over again. Your end result will be less than 1000. Try yourself:

def tryit():
    print("Ten rounds, substracting first")
    price = 1000
    for x in range(10):
        if x%2 == 0: 
            price -= price*0.01
        else:
            price += price*0.01
        print(price)
    
    print("Ten rounds, adding first")
    price = 1000
    for x in range(10):
        if x%2 == 0: 
            price += price*0.01
        else:
            price -= price*0.01
        print(price)
        
        
tryit()

Your end price less than 1000 even if you add and then substract same persentage over and over again.

Why is this?

  • First round: 1000 * 0.01 -> add 10 -> new price = 1010
  • Second round: 1010 * 0.01 -> substract 10.1 -> new price = 999.90

If we start by substracting, we end to the same effect:

  • Frist round: 1000 * 0.01 -> substract 10 -> new price = 990
  • Second round: 990 * 0.01 -> add 9.9 -> new price = 999.9

This behaviour is happening there, even if you add some random elements there.

So how to keep this balanced? Do not add or substract, multiply and divide instead.

def thisworks():
    print("Ten rounds, substracting first")
    price = 1000
    for x in range(10):
        if x%2 == 0: 
            price = price*1.01
        else:
            price = price/1.01
        print(price)
    print("Ten rounds, adding first")
    price = 1000
    for x in range(10):
        if x%2 == 0: 
            price = price/1.01
        else:
            price = price*1.01
        print(price)
        
        
thisworks()

And putting it to your code (just a part of it):

 while i <= iteration_total:
        up_or_down = ['up', 'down', 'none']
        up_or_down_decision = random.choices(up_or_down, weights=(33,33,33), k=1)
        if up_or_down_decision[0] == 'up':
            change_list = [0.001, 0.002, 0.00005, 0.01, 0.003]
            change_decision = random.choice(change_list)
            # XXX Change here
            # added_price = new_price * change_decision
            # new_price = new_price + added_price
            new_price = new_price * (1+change_decision)
            formatted_new_price = float('%.2f' % new_price)
            f = open(f'./{folder}/' + CSV_FILE_WRITE, 'a')
            f.write(f'{str(i)},{str(formatted_new_price)} \n')
            f.close()
            i += 1
        elif up_or_down_decision[0] == 'down':
            change_list = [0.001, 0.002, 0.00005, 0.01, 0.003]
            change_decision = random.choice(change_list)
            # XXX Change here
            # subtracted_price = new_price * change_decision
            # new_price = new_price - subtracted_price
            new_price = new_price / (1+change_decision)
            formatted_new_price = float('%.2f' % new_price)
            f = open(f'./{folder}/' + CSV_FILE_WRITE, 'a')
            f.write(f'{str(i)},{str(formatted_new_price)} \n')
            f.close()
            i += 1
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