in 5-appinfra/modules/hpc-monte-carlo-infra/mc_run.py [0:0]
def run_simulation(self):
returns = (
numpy.random.normal(
self.cagr / self.trading_days, self.volatility, self.trading_days
)
+ 1
)
returns = numpy.insert(returns, 0, 1.0)
self.simulation_results = self.last * returns.cumprod()
return self.simulation_results