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