Total cumsum
Iyamoto opened this issue · 1 comments
Iyamoto commented
Hi. As I see it "total = cumsum[-1:].T" always has the same value for all simulations (because all of them end in the same point). Which messes stats based on total.
The same issue is with "nobust = cumsum[cumsum.min()[cumsum.min() > -abs(bust)].index][-1:]"
Iyamoto commented
Made the changes here - https://github.com/Iyamoto/pandas-montecarlo/blob/master/pandas_montecarlo/__init__.py