Stock Price Generator

Generates random number for synthetic stock price data using various random algorithm models. The generated data can be used for testing and simulation purposes.

Features

• Generate one-time stock price arrays
• Create continuous stock price generators with configurable intervals
• Support for various random algorithms (Random Walk, GBM, etc.)
• Configurable parameters for volatility, drift, and more
• Support for both ES Modules (import/export), CommonJS (require), and TypeScript

Installation

# Using npm
npm install stockprice-generator

Usage

Check github for more example usages

CommonJS

const { getStockPrices, getContStockPrices } = require('stockprice-generator');

// Generate an array of stock prices
const result = getContStockPrices({
    startPrice: 10000,
    length: 100,
    volatility: 0.1,
    drift: 0.05,
    algorithm: 'RandomWalk'
});

console.log(result.data); // Array of prices
console.log(result.price); // Current price (last price in the array)

ES Modules

import { getStockPrices, getContStockPrices } from 'stockprice-generator';

// Generate an array of stock prices
const result = getStockPrices({
    startPrice: 10000,
    length: 100,
    volatility: 0.1,
    drift: 0.05,
    algorithm: 'RandomWalk'
});

console.log(result.data); // Array of prices
console.log(result.price); // Current price (last price in the array)

Continuous Generation (CommonJS)

const { getContStockPrices } = require('stockprice-generator');

// Create a continuous generator that emits prices every 60 seconds
const generator = getContStockPrices({
    startPrice: 10000,
    volatility: 0.1,
    drift: 0.05,
    algorithm: 'RandomWalk',
    interval: 60000, // 60 seconds
    onPrice: (price) => {
        console.log(`New price: ${price}`);
    }
});

// Start the generator
generator.start();

// Get the current price
console.log(`Current price: ${generator.getCurrentPrice()}`);

// Stop the generator when done
// generator.stop();

Continuous Generation (ES Modules)

import { getStockPrices } from 'stockprice-generator';

// Create a continuous generator that emits prices every 60 seconds
const generator = getStockPrices({
    startPrice: 10000,
    volatility: 0.1,
    drift: 0.05,
    algorithm: 'RandomWalk',
    interval: 60000, // 60 seconds
    onPrice: (price: number) => {
        console.log(`New price: ${price}`);
    }
});

// Start the generator
generator.start();

// Get the current price
console.log(`Current price: ${generator.getCurrentPrice()}`);

// Stop the generator when done
// generator.stop();

Parameters

| Parameter | Required | Type | Default | Description | |--------------|----------|-----------------|--------|-------------------------------------------------------------------| | startPrice | Yes | number | - | Initial price of the stock | | length | No | number | 100 | Length of the output array | | volatility | No | number | 0.1 | Volatility of the stock price (standard deviation of the returns) | | drift | No | number | 0.05 | The drift of the stock price (mean of the returns) | | seed | No | number | DateTime | Seed for random number generation (for reproducibility) | | min | No | number | 0 | Minimum price for the stock (min >= 0) | | max | No | number | 10000 | Maximum price for the stock (max >= 0) | | delisting | No |boolean|false| Keep stock price to 0, if it reaches to 0 | | step | No | number | - | Step size for discretization | | dataType | No | float | int | float | Type of the output data type | | algorithm | No | RandomWalk | GBM | RandomWalk | Algorithm for generating the random number |

Handler Functions (only for continuous generation)

| Parameter | Required | Type | Default | Description | |-----------|----------|------|----------|--------------------------------------------------------------------------| | interval | Yes | number | 60000 | Interval in milliseconds between price updates in continuous generation | | onStart | No | function | - | Callback function to handle generator start event | | onPrice | No | function | - | Callback function to handle new prices in continuous generation | | onStop | No | function | - | Callback function to handle generator stop event | | onComplete | No | function | - | Callback function to handle generator completion event | | onError | No | function | - | Callback function to handle errors in continuous generation |

License

MIT