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/************************************************* | |
* This is a simple Monte Carlo simulation to see | |
* whether we should | |
* go for X BIG deal and/or Y SMALL deals. | |
* | |
* What is the best blend? | |
* | |
* Author: Ido Green | plus.google.com/+greenido | |
* Date: 16 July 2013 | |
* | |
* **********************************************/ | |
// fun with files - so we could have CSV with our results | |
fs = require("fs"); | |
// Few Important assumptions that drive the outcome | |
// | |
// Number of times to run the simulation | |
var senarios = 1000; | |
// % chance of making big deal | |
var bigDealPerc = 0.3; | |
// % chance of making a small deal | |
var smallDealPerc = 0.5; | |
// Amount of deal const. you can make in X days. | |
// We gave 'big' deal twice the effort of a small deal. | |
var amountOfDealsExecution = 50; | |
var amountBigDeals = 25; | |
var amountSmallDeals = 50; | |
// values per deal in $ | |
var bigDeal = 27000; | |
var smallDeal = 15000; | |
// This is the heart of the simulation | |
// We run X senarios and see what is the best 'blend' of deals | |
function findMaxAmount() { | |
var outData = "Amount,Big wins, Big Losses\n"; | |
var maxAmount = 0; | |
var maxDeals = 0; | |
for (var i=0; i < senarios; i++) { | |
var maxSenario = runSenarioBlending(); | |
console.log(i + ") Amount: " + maxSenario.moneyWeMade + | |
" Big Deals: " + | |
(maxSenario.winsBig + maxSenario.lossBig) ); | |
if (maxAmount < maxSenario.moneyWeMade) { | |
maxAmount = maxSenario.moneyWeMade; | |
maxDeals = maxSenario.winsBig + maxSenario.lossBig; | |
} | |
outData += maxSenario.moneyWeMade + "," | |
+ maxSenario.winsBig + "," + maxSenario.lossBig + "\n"; | |
} | |
console.log ("== max amount: " + maxAmount + | |
" deals: "+ maxDeals); | |
fs.writeFile("x-decisions-node-results.csv", outData); | |
} | |
// Running on all the deals' comninations and find the best blend | |
function runSenarioBlending() { | |
var maxSenario = new Object(); | |
var maxAmount = 0; | |
for (var i=0; i < amountBigDeals; i++) { | |
var statsObj = runDealsBlending(i+3); | |
if (statsObj.moneyWeMade > maxAmount) { | |
maxSenario = statsObj; | |
maxAmount = statsObj.moneyWeMade; | |
} | |
} | |
return maxSenario; | |
} | |
// | |
// | |
// | |
function runDealsBlending(curLine) { | |
var winsBig = 0; | |
var lossBig = 0; | |
var winSmall = 0; | |
var lossSmall = 0; | |
var curTrial = 0; | |
var moneyWeMade = 0; | |
var retObj = new Object(); | |
for (var b=0; b < curLine-2; b++) { | |
if (winBigDeal()) { | |
// We won this big deal | |
moneyWeMade += bigDeal; | |
winsBig++; | |
} | |
else { | |
lossBig++; | |
} | |
} | |
for (var s=0; s < amountSmallDeals && | |
((b*2)+s) < amountOfDealsExecution; s++) { | |
if (winSmallDeal()) { | |
// won small deal | |
moneyWeMade += smallDeal; | |
winSmall++; | |
} | |
else { | |
lossSmall++; | |
} | |
} | |
retObj.winsBig = winsBig; | |
retObj.winSmall = winSmall; | |
retObj.lossBig = lossBig; | |
retObj.lossSmall = lossSmall; | |
retObj.moneyWeMade = moneyWeMade; | |
//console.log(winsBig + " , " + winSmall + " , " + lossBig + " , " + lossSmall + " , "+ moneyWeMade + " \n"); | |
return retObj; | |
}; | |
// determines if we win in a given trial when we aim for BIG deal | |
function winBigDeal() { | |
if (Math.random() < bigDealPerc) { | |
return true; | |
} | |
return false; | |
}; | |
// determines if we win in a given trials when we aim for small deal | |
function winSmallDeal() { | |
if (Math.random() < smallDealPerc) { | |
return true; | |
} | |
return false; | |
}; | |
/***************************** | |
* | |
* Start the Simulation | |
* | |
******************************/ | |
var startTime = Date.now(); | |
findMaxAmount(); | |
var endTime = Date.now(); | |
console.log("\n===== Took us: " + (endTime - startTime) + " milliseconds"); |
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