File indexing completed on 2024-04-28 15:14:08

 #!/usr/bin/python
 
 import time
 from scipy.stats import norm
 import numpy as np
 
 LIVE_DATA = True
 LIVE_DATA_DEBUG = True
 
 fileName = "out.txt" # name of the output file
 sleepInterval = 1 # sleep interval in seconds
 itersTotal = 100000 # total number of iterations to compute
 iters = 1000 # number of iterations done before the results are written out to the file
 pathes = 2 # Number of pathes to compute
 delta = 0.25
 dt = 0.1
 
 
 # trajectories
 x = np.zeros(pathes)
 
 # Iterate to compute the steps of the Brownian motion.
 i = 0
 out = ""
 for k in range(itersTotal):
     if out != "":
         out += "\n"
 
     out += str(k*dt)
     for p in range(pathes):
         x[p] += norm.rvs(scale=delta**2*dt)
         out += "\t" + str(x[p])
 
     i += 1
 
     if LIVE_DATA and i >= iters:
         if LIVE_DATA_DEBUG:
             print (out)
         # generate header
         outh = "t"
         for p in range(pathes):
             outh += "\tx" + str(p+1)
 
         datafile = open(fileName, "w")
 
         datafile.write(outh)
         datafile.write('\n')
         datafile.write(out)
         datafile.close()
 
         out = ""
         i = 0
         time.sleep(sleepInterval)
 
 if LIVE_DATA and out != "":
     datafile = open(fileName, "a")
     datafile.write(out)
     datafile.close()
     if LIVE_DATA_DEBUG:
         print (out)
 
 if not LIVE_DATA:
     datafile = open(fileName, "a")
     datafile.write(out)