Validation for the Casino problem

casino_problem.py

import random
import math
p = 0.00
trapped = 0
p = float(raw_input("Please enter the value of p (e.g. 0.49): "))
# print "Initializing with with fund: ${}.".format(money)
for i in range(1000000):
    print i
    investment = 0.00
    failure = 0
    identical_money = 0
    money = 200
    while money<500:
#        print money
#        print math.log(1-(2*p))/math.log(0.5)
        last_money = money
        if identical_money > 10000000:
            trapped = trapped + 1
            print "TRAPPED"
            break
        if money<=0:
            trapped = trapped + 1
            print "TRAPPED"
            break
#        print failure
#        if failure <= (math.log(1-(2*p))/math.log(0.5)):
        if failure <= 2:
#            print failure
            investment = 0
        else:
            if money < 1:
                print "TRAPPED"
                break
            elif money == 1:
                investment = 1
            else:
                investment = money/2
#            print investment
        result = random.random()
#        print "The result is {}".format(result)
        if result < 2*p: # IF WIN
#            print "WOULD WON"
            money += investment
            failure = 0
        if result > 0.5**(failure+1): # IF LOSE
#            print "WOULD LOSE"
            money = money - investment
            failure += 1
        if last_money == money:
            identical_money += 1
        else:
            identical_money = 0
#        print "Investment: {}".format(investment)
#        print "Money: {}".format(money)
print "FAILURE NUM:{}".format(trapped)
# print ""