/go_timeseries_generator

Generate common timeseries using Go. Used mostly for testing filter functions or other technical analysis indicators

Primary LanguageGo

timeseries generator

Generate common uniformly sampled timeseries using Go. Used mostly for testing filter functions or other technical analysis indicators

Requirements

  • Gonum for plotting in tests: go get -u gonum.org/v1/gonum/...

Installation:

go get github.com/MathisWellmann/timeseries-generator

Functions include:

  • Geometric Brownian Motion
  • SineWave
  • StepFunction
  • UniformProcess
  • GaussianProcess
  • OHLCV generator

Tests which generate images are available to get an idea of the function behaviour.

Images:

geometric_brownian_motion gaussian_process sinewave step_function uniform_process