Package Exports
- stock-data-generator
- stock-data-generator/index.js
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 (stock-data-generator) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.
Readme
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
// },
// ...
// ]