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Generate a stream of trend-oriented random numbers using a Box Muller transform. Useful for generating sample stock or crypto prices for analysis and testing algo trading applications, or any other application that needs a stream of trend-oriented random numbers.

Package Exports

  • random-walk

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (random-walk) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

random-walk

Generate a stream of normalized random numbers using a Box Müller transform to create a true random walk.

The source of true random numbers is derived from measurements of quantum fluctions in a vacuum, provided by the ANU Quantum Number generator. They come in as Uint16 (1024 every 1 second), which are then paired as Uint32 and converted to floating point numbes for use in the Box Müller transform to create a normalized random walk.

If you prefer fake random numbers as the foundation, you may also use pseudo-random numbers by adjusting the params object.

Please report any issues, questions or comments here

Example

alt text

Install

npm i random-walk

Usage

const Walk = require('random-walk')
const walk = new Walk

Example

const Walk = require('random-walk')
const walk = new Walk

let params = {
    pseudo: false,   // Boolean: false = real random numbers (default), or true = psuedo random numbers
    rate: {min:50, max:100},      // Desired rate in milliseconds: 100 (default) or {min: 50, max: 100} to randomly vary the rate
    type: "normal", // "normal" (default), "positive", "negative"
    base: 100,      // 0 (default). Starting value. Can be any number.
    scale: 100      // 100 is normal (default), > 100 is less volatile, < 100 is more volatile
}

walk.on("result", result => {
    console.log(result)
})

walk.get("walk", params)
Params

The params variable is an optional object that can be passed in to change the numbers returned and how quickly they are returned.

If params is not passed, defaults will be used.

let params = {
    pseudo: false,   // Boolean: false = real random numbers (default), or true = psuedo random numbers
    rate: {min:50, max:100},      // Desired rate in milliseconds: 100 (default) or {min: 50, max: 100} to randomly vary the rate
    type: "normal", // "normal" (default), "positive", "negative"
    base: 100,      // 0 (default). Starting value. Can be any number.
    scale: 100      // 100 is normal (default), > 100 is less volatile, < 100 is more volatile
}

TODO

  • Add browser support