3 sheets tagged with "monte-carlo":

A small spreadsheet demonstrating Resolver One's NumPy integration. It calculates an approximation to Pi by applying Pythagoras' Theorem to a pool of random data; you can improve accuracy by making the pool larger, until you run out of memory.

This requires an instance of Resolver One v1.4 or later, launched with the environment variable RESOLVER_ONE_USE_NUMPY set to YES.

This spreadsheet can be used to evaluate a player's Texas Holdem hand and show which other hands would beat you using a Monte Carlo simulation. It can calculate odds on the flop, turn or river, and will display pre-calculated odds for pre-flop hands. It also includes a built in help system.

The spreadsheet uses a .NET library to evaluate and score a players hand and compute the hand value (ie.. Full house, 6s full of 2s). There is a grid of potential opponent pocket hands, which holds the 169 possible types of starting hands. Each cell in the grid contains a list of pocket hands for that group (stored as a list of 52 digit binary masks) and the Invalid/Win/Tie/Lose information for that group. Groups of hands with a high percent chance to win will appear as red cells, where as hands with a lower percent chance to win will appear in gray or white.

New Features:
-Built in help system to outline how the spreadsheet is used
-Support for partial hands using Monte Carlo simulation
-Displays High Win percentages as shades of red
-Displays Moderate Win percentages as shades of gray
-Displays low win percentages as white cells
-Uses cached worksheet to store initial hands and pre-flop win percentages that are pre-calculated
-Automatically recalculates odds after changing cards
-Uses separate files for each user code section, as well as a single CachedCodeModule file for cached code. This allows for use of a full IronPython IDE during development

Performance:
-Currently is set to run 300 tests per cell on the flop or 100 test per cell on the turn.
-Total hand evaluations on the flop: 350,000

I have had a few people ask about how to modify the last poker spreadsheet for different purposes, such as analyzing the outcome for specific hand groups or being able to include multiple hands in the player’s pocket card set. The original spreadsheet was designed to show the hands in a specific layout so it is not very easy to customize. Also the original was broken down into multiple files, which made it difficult to read through all the code.

Instead I made a new self-contained spreadsheet that uses a standard column layout and lets you enter hands using the Hand Query language that is integrated into the C# HandEvaluator library. This new spreadsheet lets you customize the opponent hands and allows you to define multiple hands for the player (ie: What would my odds be if I had AK offsuit or AQ offsuit?). It also lets you specify the number of trials to run for each Monte Carlo simulation and is smart enough to enumerate the cards if you specify more trials than it would take to go through all possible board cards.

This version uses a function to calculate the odds, but you could probably still use it in a external RunWorkbook call if you wanted. I would like to add multi-threading and a hand win-type breakdown table, but that will have to wait for another day. Click the link blow for more info and other poker related projects.