v3.8.6

CHANGELOG.md

@@ -498,3 +498,7 @@ CHANGELOG
 
 3.8.5 (13/06/2022)
 - requirements upgrade.
+
+3.8.6 (20/07/2022)
+- MonteCarlo logic redefined.
+- limits of MonteCarlo exponential increase removed.

_testenv/FUTURE

@@ -1,5 +1,3 @@
 Upcoming features regarding duality package implementation to run the package as a CLI app.
 
-Import of kundih package particles.
-
-MonteCarlo  x * (1 + x.std) change to x + (x * x.std). 
+Import of kundih package particles.

_testenv/F_montecarlo.py

@@ -9,7 +9,7 @@
 
 
 # stores menu options over functions and class methods for listing.
-class Record(metaclass = Meta):
+class DualityRecord(metaclass = Meta):
 
     # initializes the object and function it is decorating.
     def __init__(
@@ -461,7 +461,7 @@ def queue_handler(
 # imports all data types.
 from logistics.plugins.types import *
 
-app = Record()
+app = DualityRecord()
 
 # object that contains the simulation data.
 class MonteCarlo:

requirements.txt

@@ -1,4 +1,4 @@
-duality >= 4.7.2
+duality >= 4.8.1
 logistics >= 0.0.7
 colorama
 pandas >= 1.2.3

setup.py

@@ -53,7 +53,7 @@
   keywords = 'data science, machine learning, data manipulation, artificial intelligence, AI, unin, duality, duality-py, duality.py, vandal, vandal-py, vandal.py',
   packages = find_packages(),
   install_requires = [
-    'duality >= 4.7.2',
+    'duality >= 4.8.1',
     'logistics >= 0.0.7', 
     'colorama',
     'pandas >= 1.2.3',

vandal/misc/_meta.py

@@ -13,8 +13,8 @@
 
 ]
 __license__ = 'Copyright © 2021-2022 David Kundih. All rights reserved. Licensed under the Apache License, Version 2.0 | For more details about the license and terms of use visit the official vandal documentation linked at https://github.com/dkundih/vandal and https://pypi.org/project/vandal'
-__version__ = '3.8.5'
+__version__ = '3.8.6'
 __documentation__ = 'https://github.com/dkundih/vandal | https://pypi.org/project/vandal'
 __contact__ = 'dakundih@unin.hr | kundihdavid@gmail.com'
 __donate__ = 'https://patreon.com/dkundih | https://buymeacoffee.com/dkundih'
-__APPversion__ = 'v 1.4.3'
+__APPversion__ = 'v 1.4.4'

vandal/objects/montecarlo.py

@@ -147,7 +147,7 @@ def execute(
             print(Fore.GREEN + f'Monte Carlo has been set up for {self.num_sims} simulations in a period of {self.time_seq} time measurement units and executed.' + Fore.RESET)
             print(Fore.RED + 'NOTE: Use data with reasonable standard deviation in order to prevent exponential growth of the function that cannot be plotted properly, recognize such abnormal values by a + sign anywhere in the data executed below.' + Fore.RESET)
 
-        from vandal.hub.toolkit import random_value
+        import numpy as np
         import pandas as pd
 
         # this removes pandas warning of highly fragmented DataFrame for newer pandas versions.
@@ -166,24 +166,18 @@ def execute(
         loading = 0
 
         for num_sim in range(self.num_sims):
-            rand_change = random_value(self.list_of_values.pct_change().mean(), self.list_of_values.pct_change().std())
+            rand_change = self.list_of_values.pct_change().std()
             count = 0
             index_array = []
-            index_array += [today_value * (1 + rand_change)]
-
-            if index_array[count] > (index_array[-1] * 3):
-                raise Exception('Variation between data is too big, due to detection of exponentional increase of values or non-sequential data Monte Carlo simulation cannot be executed properly.')
+            index_array += [today_value + (today_value * np.random.normal(0, rand_change))]
 
             for num_day in range(self.time_seq):
-                rand_change = random_value(self.list_of_values.pct_change().mean(), self.list_of_values.pct_change().std())
+                rand_change = self.list_of_values.pct_change().std()
                 if count == self.time_seq:
                     break
-                index_array += [index_array[count] * (1 + rand_change)]
+                index_array += [index_array[count] + (today_value * np.random.normal(0, rand_change))]
                 count += 1
 
-                if index_array[count] > (index_array[-1] * 3):
-                    raise Exception('Variation between data is too big, due to detection of exponentional increase of values or non-sequential data Monte Carlo simulation function cannot be executed properly.')
-
             loading += 1
             print(end = '\r')
             print(loading, 'iterations out of', self.num_sims, 'executed so far', end = '')