I need to find the best way to generate an array that contains all possible combinations of the values 0 to 1.0 with a 0.1 increment, where the sum of each combination is exactly equal to 1.
I have done this for array of length 3 with this code:
portfolios = []
for i in np.arange(0,1.1,0.1):
for j in np.arange(0,1-i,0.1):
k = 1 - i - j
x = [i,j,k]
portfolios.append(x)
portfolios = np.array(portfolios)
Which gives me the following
print(portfolios)
#Output:
array([[0. , 0. , 1. ],
[0. , 0.1, 0.9],
[0. , 0.2, 0.8],
[0. , 0.3, 0.7],
[0. , 0.4, 0.6],
[0. , 0.5, 0.5],
[0. , 0.6, 0.4],
[0. , 0.7, 0.3],
[0. , 0.8, 0.2],
[0. , 0.9, 0.1],
[0.1, 0. , 0.9],
[0.1, 0.1, 0.8],
[0.1, 0.2, 0.7],
[0.1, 0.3, 0.6],
[0.1, 0.4, 0.5],
[0.1, 0.5, 0.4],
[0.1, 0.6, 0.3],
[0.1, 0.7, 0.2],
[0.1, 0.8, 0.1],
[0.2, 0. , 0.8],
[0.2, 0.1, 0.7],
[0.2, 0.2, 0.6],
[0.2, 0.3, 0.5],
[0.2, 0.4, 0.4],
[0.2, 0.5, 0.3],
...
[0.7, 0. , 0.3],
[0.7, 0.1, 0.2],
[0.7, 0.2, 0.1],
[0.8, 0. , 0.2],
[0.8, 0.1, 0.1],
[0.9, 0. , 0.1]])
However, I want to do this for an array of length 7. That is, my desired output should look something like this:
#Desired output
array([[0. , 0., 0., 0., 0., 0., 1.],
[0. , 0., 0., 0., 0., 0.1, 0.9],
[0. , 0., 0., 0., 0., 0.2, 0.8],
...
[0.2, 0.8, 0., 0., 0., 0., 0.],
[0.1, 0.9, 0., 0., 0., 0., 0.],
[.1, 0., 0., 0., 0., 0., 0.]])
Is there a smart way to extend my previous code? Open to all suggestions and alternative approaches.
Here is my attempt.
I have added comments throughout the code to help explain sections.
Further, a text file is output at the end for your inspection of the results.
from collections import deque
import numpy as np
import itertools, sys
#We use a recursive approach to get all unique sums to 1.0
def combinations_of_sum(n):
result = []
build_combinations(n, deque(), result)
return result
def build_combinations(sum, combinations, result):
for i in range(sum, 0, -1):
combinations.append(i)
if i == sum:
#print(list(combinations))
adjusted_arr = [n/10 for n in list(combinations)]
result.append(adjusted_arr)
#print(result)
else:
build_combinations(sum-i, combinations, result)
combinations.pop()
#First, we get all the unique lists of sums,
# ...with possibility of repeating numberes
uniques = combinations_of_sum(10)
#Then we filter out based on the array length you want.
#We specify 7 here:
array_length_limit = 7
filtered = []
for unique in uniques:
if len(unique)<=array_length_limit:
filtered.append(unique)
#Now, we fill the filtered arrays with 0s and calculate all
#... permutations, like [0.7,0.3,0.0],[0.7,0.0,0.3], etc.
final = []
for arr in filtered:
padding_length = array_length_limit - len(arr)
arr = arr + [0]*padding_length
permutations = list(set(itertools.permutations(arr,array_length_limit)))
#This is just to show you what's going on
#...You can see the permutations added to the final array.
#print(permutations)
for permutation in permutations:
if list(permutation) not in final:
final.append(list(permutation))
#finally, convert it into a numpy array.
final = np.array(final)
print(final)
np.savetxt('test.out', final, delimiter=',', fmt='%g')
I changed the output method because there are a lot of items, so it is not convenient to view directly. Output in text file looks like:
And it goes on for a long time because of all the different permutations you wanted.
Let me know if there are any issues and if this is what you wanted.