# Automated Stock Market Trading Simulation
# FB - 20140515
import random
initialMoneyOwned = 1000.0
initialStocksOwned = 0.1
initialStockPrice = 10000.0
tradingDays = 1000
tp = 5.0 # buy/sell percentage threshold of the investor
maxVolatilityPercent = 5.0 # of the stock
numTrials = 1000
initialInvestment = initialMoneyOwned + initialStocksOwned * initialStockPrice
def SimulateTrading(moneyOwned, stocksOwned, stockPrice, days):
stockBuySellPrice = stockPrice
for day in range(days):
volatility = random.random() * stockPrice * maxVolatilityPercent / 100.0
stockPrice += (random.random() * 2.0 - 1.0) * volatility
# trading
if stocksOwned > 0.0:
if stockPrice >= stockBuySellPrice * (100.0 + tp) / 100.0:
# sell
moneyOwned += stocksOwned * stockPrice
stocksOwned = 0.0
stockBuySellPrice = stockPrice
if moneyOwned > 0.0:
if stockPrice <= stockBuySellPrice * (100.0 - tp) / 100.0:
# buy
stocksOwned += moneyOwned / stockPrice
moneyOwned = 0.0
stockBuySellPrice = stockPrice
return (moneyOwned, stocksOwned, stockPrice)
numWins = 0
numLosses = 0
totalWins = 0.0
totalLosses = 0.0
for i in range(numTrials):
(moneyOwned, stocksOwned, stockPrice) = \
SimulateTrading(initialMoneyOwned, initialStocksOwned, initialStockPrice, tradingDays)
finalReturn = moneyOwned + stocksOwned * stockPrice - initialInvestment
if finalReturn > 0.0:
numWins += 1
totalWins += finalReturn
elif finalReturn < 0.0:
numLosses += 1
totalLosses += finalReturn
print "Initial Investment = " + str(initialInvestment)
print "Trading Days = " + str(tradingDays)
print "Number of Trials = " + str(numTrials)
print "Number of Wins = " + str(numWins)
print "Average Win Amt = " + str(totalWins / numWins)
print "Number of Losses = " + str(numLosses)
print "Average Loss Amt = " + str(abs(totalLosses / numLosses))
