2021年2月7日星期日

Iteration with constants and other variables with Arrays Numpy Python

I am trying to modify the function below so that it gives the expected output below. For the first calculation it go like 100+ 100*-87/100 = 13 with the equation NonC_Amount + Int_amount * np.cumprod(PnL / 100). Since -87 is the first element in the PnL, for the second calculation it will go as 13 + 100*--4/100 = 9. the NonC_Amounts value is updated.

PnL = np.array([-87., -4., -34.1, 8.5])  Int_amount = 100  NonC_Amount = 100  PnL.prod(initial=Int_amount)  NonCompounding =NonC_Amount  + Int_amount  * np.cumprod(PnL / 100)  

Current Output:

[ 13, 103.48 , 98.81332,  99.8991322]  

Expected Output:

[ 13,  9,  -25.1,  -16.6]  
https://stackoverflow.com/questions/66094316/iteration-with-constants-and-other-variables-with-arrays-numpy-python February 08, 2021 at 07:48AM

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