#include <stdio.h>
#include <stdlib.h>
#include <time.h>
#include <windows.h>

int FlipCoins(double dStartingBankroll, double dEdge)
{
    double dBankroll(dStartingBankroll);

    int iHeads = 0;
    int iTails = 0;
    while (true)
    {
        int iFlip = (rand() % 2);
        if (iFlip == 0)
        {
            dBankroll += 1.0 + dEdge;
            ++iHeads;
        }
        else
        {
            dBankroll -= 1.0;
            ++iTails;
        }

        //if ((iHeads + iTails) % 10 == 0 && (iHeads + iTails) > 0)
        //  printf("Flipped %d coins - bankroll $%.2f\n", iHeads + iTails, dBankroll);

        if (dBankroll <= 0.0)
        {
            //printf("Broke after %d flips\n", iHeads + iTails);
            return iHeads + iTails;
        }
    }
}

void main()
{
    const int iTotalRuns = 10000;
    const double dStartingBankroll = 5;
    const double dEdge = 0.01;

    srand((unsigned int)time(NULL));

    unsigned long long ullFlips(0);
    for (int i = 0 ; i < iTotalRuns ; ++i)
    {
        ullFlips += FlipCoins(dStartingBankroll, dEdge);
        if (/*(i % 10) == 0 && */i > 0)
            printf("After %d runs - Averaged %.3f flips to go broke from $%.3f with %.3f edge\n", i, static_cast<double>(ullFlips) / static_cast<double>(i), dStartingBankroll, dEdge);
    }

    printf("Total - Averaged %.3f flips to go broke from $%.3f with %.3f edge\n", static_cast<double>(ullFlips) / static_cast<double>(iTotalRuns), dStartingBankroll, dEdge);
}