聖彼得堡悖論之破解

import numpy as np

import pandas as pd
'''聖彼得堡悖論：[1,2,4,8,16,...]'''
class stpetresburg(object):
def __init__(self, beitou=2, peilv=1.97):
self.peilv = peilv # 賠率
self.beitou = beitou   # 倍投倍數
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) # 期數（從0開始）
touzhu = self.beitou**period # 當期投注 = 倍投倍數 ^ 期數
prize =  touzhu * self.peilv # 當期獎金 = 當期投注 × 賠率
earn =  prize - np.cumsum(touzhu) # 累積收益 = 當期獎金 - 累積投注
yields = earn / np.cumsum(touzhu) # 收益率 = 累積收益 / 累積投注
#print(np.column_stack((period, touzhu, prize, np.cumsum(touzhu), earn, yields)))
df = pd.dataframe()
df = df.reindex(columns=['期數','當期投注','當期獎金','累積投注','累積收益','收益率'])
return df
sp = stpetresburg()
print(sp.df)
sp.set_option(beitou=3)
print(sp.df)

聖彼得堡悖論

usr bin env python3 coding utf 8 created on fri jun 22 15 15 13 2018 author yunjinqi email yunjinqi qq.com sigature it takes significant discipline,re...