Fitting a closed curve to a set of points

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Actually, you were not far from the solution in your question.

Using scipy.interpolate.splprep for parametric B-spline interpolation would be the simplest approach. It also natively supports closed curves, if you provide the per=1 parameter,

import numpy as np
from scipy.interpolate import splprep, splev
import matplotlib.pyplot as plt

# define pts from the question

tck, u = splprep(pts.T, u=None, s=0.0, per=1) 
u_new = np.linspace(u.min(), u.max(), 1000)
x_new, y_new = splev(u_new, tck, der=0)

plt.plot(pts[:,0], pts[:,1], 'ro')
plt.plot(x_new, y_new, 'b--')
plt.show()

enter image description here

Fundamentally, this approach not very different from the one in @Joe Kington’s answer. Although, it will probably be a bit more robust, because the equivalent of the i vector is chosen, by default, based on the distances between points and not simply their index (see splprep documentation for the u parameter).

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