如何将 for 循环内的 for 循环的 output 添加到列表列表中？ Python

Question

I am trying to output the result of (Monte Carlo paths) calculations done in a for loop inside a for loop to a list of lists. However, I only get one list. I have indicated below several things I tried.

The result I get is: [path1]

What I expect is: [[path1], [path2], ..., [path100]] Where every path should be a list of steps values starting at s0 .

Any suggestions?

num_reps = 100
s0 = 10
steps = 6

def func(num_reps, s0, steps):
    for j in range(num_reps):
        paths = [s0]
        st = s0
        for i in range(int(steps)):
            st = st*np.random.normal(0, 1)
#            paths.append(st)
#            paths.append([st])
#            paths = steps[steps.index(i):]
        return paths
    return ''
a = func(num_reps, s0, steps)

Answer 1

What you need to do is generate a single path in the inner loop, and then append that to the list of paths in the outer loop, returning that list at the end of the function:

import numpy as np

num_reps = 100
s0 = 10
steps = 6

def func(num_reps, s0, steps):
    paths = []
    for j in range(num_reps):
        path = [s0]
        st = s0
        for i in range(int(steps)):
            st = st*np.random.normal(0, 1)
            path.append(st)
        paths.append(path)
    return paths

a = func(num_reps, s0, steps)
print(a)

Sample output:

[
 [10, -16.032722636966014, 3.7409928347961676, 2.627699221438861, 0.028916747229045144, 0.018945060221139155, 0.012497699758698825],
 [10, 10.900456668192026, 10.821821167576429, 11.673219600653663, 8.739058453116968, 11.597769227413888, 5.365291250490312],
 ... 98 more ...
]

Answer 2

You can use 'yield' and write a generator

def path_generator(num_reps, s0, steps):
    for j in range(num_reps):
        path = [s0]
        st = s0
        for i in range(int(steps)):
            st = st*np.random.normal(0, 1)
            path.append(st)
        yield path

for path in path_generator(num_reps, s0, steps):
    print path