R translation to Python

Question

I have some code that I wrote in R that I would like to have translated into Python, but am new to python so need a bit of help The R code basically simulates 250 random normals, and then calculated a geometric mean return of sorts and then a max drawdown, it does this 10000 times and then combines the results, as shown below. ``` mu <- 0.06 sigma <- 0.20 days <- 250 n <- 10000 v <- do.call(rbind,lapply(seq(n),function(y){ rtns <- rnorm(days,mu/days,sqrt(1/days)*sigma) p.rtns <- cumprod(rtns+1) p.rtns.md <- min((p.rtns/cummax(c(1,p.rtns))[-1])-1) tot.rtn <- p.rtns[days]-1 c(tot.rtn,p.rtns.md) })) ``` This is my attempt in Python, (if you can make it shorter/more eloquent/more efficient please suggest as answer) ``` import numpy as np import pandas as pd mu = float(0.06) sigma = float(0.2) days = float(250) n = 10000 rtns = np.random.normal(loc=mu/days,scale=(((1/days)**0.5)*sigma),size=days) rtns1 = rtns+1 prtns = rtns1.cumprod() totrtn = prtns[len(prtns)-1] -1 h = prtns.tolist() h.in…

Accepted Answer

I'm unfamiliar with R, but I see some general improvements that could be made to your Python code:

- Use `0.06` without `float()` around, since Python will infer that a numeric value with a decimal point is a `float`

- The last line, `h.insert(0,float(1))` can be replaced with `h.insert(0,1.0)`

- You can reference the last item in an iterable using `[-1]`, the second-last using `[-2]`, etc.:

- `totrtn = prtns[-1] -1`

Python developers usually choose underscores between words or camelcase. In addition, it is normally preferable to use the full words in your variable names for readability over economy on-screen. For example, some variables here could be renamed to `returns` and `total_returns` or `totalReturns`.

To run your simulation 10000 times, you should use a `for` loop:

```
for i in range(10000):
    # code to be repeated 10000 goes in an indented block here
    # more lines in the loop should be indented at same level as previous line
# to mark what code runs after the for loop finishes, just un-indent again
h - prtns.tolist()
...
```

R translation to Python

Solution

Problem