用Python做投资-python仿真等价鞅下的收益曲线

有一个赌局，抛一枚硬币，正面朝上赢，反面朝上输。然后每次自由下注。

如果我们按照这样的次序下注：1,2,4,8,16，......,2^n.只要有一次获胜，那么我们就从头再来。这里我们可以看出，每次获胜都可以赢得1元钱。因为2^n次方的数列前n-1次项和为2^n-1。这里我们就能看出，只要你有足够多的钱，那么你总能赚钱。这一游戏，就叫做等价鞅。

# -*- coding: utf-8 -*-
"""
Created on Mon Oct 24 16:05:03 2016

@author: Luyixiao
"""

import numpy as np  
import matplotlib.pyplot as plt  
import pandas as pd
# true = win;false = loss
def winOrLossGenerator(p,size):
    randomNumber = np.random.uniform(0,1,size)
    WL = randomNumber < p
    return WL

def player(WL_list):
    amount = 100#1$ as initial money 
    moneyList=[]#use this list to record the lost of the money amount
    gain = 0
    margin = 100   
    lossNumber = 0
    for i in range(0,len(WL_lis