#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Fri Oct 29 17:10:53 2021

@author: turinici
"""

import numpy as np
p=0.75
gain=1#en pourcengages
q=1-p
perte=0.75#en pourcentages

pi=1.
nb=200

wt=1000
w=[wt]

for ii in range(nb):
    if np.random.uniform()<p:
        wt = (1-pi)*wt+ wt*pi*(1+gain)
    else:
        wt= (1-pi)*wt + wt*pi*(1-perte)

    if (wt<0):
        wt=0
    w.append(wt)
    
print(w)