boyboi86
/ gist:2fbe269f963b4bb0635fae2298ed92a0
Created
December 7, 2024 07:09
Controlled Price Generator (Based on expected volatility & mean/ DO NOT use it for tail risk test or asset that are highly volatility)
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| from numpy import around, random, append; | |
| #Generates within expected range/ boundaries | |
| #Good for simple backtest to understand strategy performance within volatility level | |
| #This is very simplified version so don't expect any entropy or stuff | |
| class Price_Gen: | |
| def __init__(self, periodInterval0 = 100, dev0=0.7, mean0=7): | |
| self.priceArr0 = [] |
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