0.0.8 • Published 3 months ago
stock-data-generator v0.0.8
Note - This is just a program which generates random price data based on the parameters provided. Real-world stock market data is much more complex and involves many more factors than just random fluctuations. Use it at your own discretion
This library exposes Two methods
| Method |
|---|
| generateRandomFlatData(config) |
| generateCandleStickData(config, interval, flatData (optional)) |
Config
| Key | sample value | value | required |
|---|---|---|---|
| startDateTime | "2000-01-01T09:15:00.000Z" | Date string | required |
| startPrice | 180 | start price of the stock | required |
| noOfDays | 8 | Number of days | required |
| tradeHoursPerDay | 6 | Number of trading hours | required |
| changeBy | 0.05 | Share's minimum price change (per day) | required |
| maxDailyChangePercent | {min: 1.5, max: 3.5} | Expects a range, between which, a day's change would be picked by random, with sample value a day's change would be something like 1.6%, 2.4%, 3.1% etc., | optional (when skipped range becomes random) |
| volumeRange | {min: 10000, max:10000} | Expects a range, between which, a day's change would be picked by random | optional (when skipped results will not include volume) |
More Description
| Key | sample value | value |
|---|---|---|
| changeBy | 0.05 | This is kind of minimum step change, lets say if price is $10 considering 0.05 sample value $10.05, $10.10 are valid increments and decrements |
| maxDailyChangePercent | { min: 1.5, max: 3.5} | Expects a range, between which day's change would be picked by random |
| volumeRange | {min: 10000, max:10000} | A random value will be picked in the provided range, and it is a daily volume. i.e., summation of volume by date in the candle stick data will fall with in the range |
Interval param for generateCandleStickData(config, interval)
| Interval | Description |
|---|---|
| 1m | 1 minute |
| 5m | 5 minute |
| 15m | 15 minute |
| 30m | 30 minute |
| 1h | 1 hour |
| 1d | 1 day |
Example:
const { generateRandomFlatData, generateCandleStickData } = require("stock-data-generator")
// sample config object
const config = {
startDateTime: "2000-01-01T09:15:00.000Z",
startPrice: 180, // start price of the stock
noOfDays: 3, // Number of days
tradeHoursPerDay: 6,
changeBy: 0.05, // share's minimum price change
maxDailyChangePercent: {
min: 1.5,
max: 3.5,
}, // Daily percentage of stock, in this case share price can vary from 1.5% to 3.5%
volumeRange: {
min: 30000,
max: 31000
}, // VolumeRange is optional, if range is not provided then volume will be skipped from candle stick results
}
const randomFlatData = generateRandomFlatData(config)
// prints seconds wise price change
console.log(randomFlatData)
// Sample output
// [
// { date: 2000-01-01T09:15:00.000Z, price: 180 },
// { date: 2000-01-01T09:15:01.000Z, price: 179.95 },
// { date: 2000-01-01T09:15:02.000Z, price: 179.9 },
// { date: 2000-01-01T09:15:03.000Z, price: 179.9 },
// { date: 2000-01-01T09:15:04.000Z, price: 179.9 },
// { date: 2000-01-01T09:15:05.000Z, price: 179.95 },
// ...
// ]
// accepted interval = 1m, 5m 15m 30m 1h 1d
const result = generateCandleStickData(config, "5m")
or
const result = generateCandleStickData(config, "5m", randomFlatData)
// prints the candle stick data with given interval
console.log(result)
// sample output
// [
// {
// dateTime: '2000-01-01T11:14:59.000Z',
// open: 180.1,
// close: 180.15,
// high: 182.15,
// low: 179.65,
// change: 1.37
// },
// ...
// ]