Update: update develop branch

.github/PULL_REQUEST_TEMPLATE.md

@@ -1,11 +1,3 @@
----
-name: Pull Request 
-about: Pull request to merge into upper branch
-assignees:
-  - Ruthgyeul
-  - Copilot
----
-
 # Related Issue
 > #ISSUE_NUMBER
 

README.md

@@ -1,12 +1,12 @@
 # Stock Price Generator
-Generates synthetic stock price data using various random algorithm models. The generated data can be used for testing and simulation purposes.
+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)
+- Support for various random algorithms (Random Walk, GBM, etc.)
 - Configurable parameters for volatility, drift, and more
-- Support for both ES Modules (import/export) and CommonJS (require)
+- Support for both ES Modules (import/export), CommonJS (require), and TypeScript
 
 ## Installation
 
@@ -16,15 +16,15 @@ npm install stockprice-generator
 ```
 
 ## Usage
-
-### ES Modules
+> Check github for more example usages
+### CommonJS
 ```javascript
-import { getStockPrices, getContStockPrices } from 'stockprice-generator';
+const { getStockPrices, getContStockPrices } = require('stockprice-generator');
 
 // Generate an array of stock prices
-const result = getStockPrices({
+const result = getContStockPrices({
     startPrice: 10000,
-    days: 100,
+    length: 100,
     volatility: 0.1,
     drift: 0.05,
     algorithm: 'RandomWalk'
@@ -34,14 +34,14 @@ console.log(result.data); // Array of prices
 console.log(result.price); // Current price (last price in the array)
 ```
 
-### CommonJS
+### ES Modules
 ```javascript
-const { getStockPrices, getContStockPrices } = require('stockprice-generator');
+import { getStockPrices, getContStockPrices } from 'stockprice-generator';
 
 // Generate an array of stock prices
-const result = getContStockPrices({
+const result = getStockPrices({
     startPrice: 10000,
-    days: 100,
+    length: 100,
     volatility: 0.1,
     drift: 0.05,
     algorithm: 'RandomWalk'
@@ -51,18 +51,18 @@ console.log(result.data); // Array of prices
 console.log(result.price); // Current price (last price in the array)
 ```
 
-### Continuous Generation (ES Modules)
+### Continuous Generation (CommonJS)
 ```javascript
-import { getStockPrices } from 'stockprice-generator';
+const { getContStockPrices } = require('stockprice-generator');
 
 // Create a continuous generator that emits prices every 60 seconds
-const generator = getStockPrices({
+const generator = getContStockPrices({
     startPrice: 10000,
     volatility: 0.1,
     drift: 0.05,
     algorithm: 'RandomWalk',
     interval: 60000, // 60 seconds
-    onPrice: (price: number) => {
+    onPrice: (price) => {
         console.log(`New price: ${price}`);
     }
 });
@@ -77,18 +77,18 @@ console.log(`Current price: ${generator.getCurrentPrice()}`);
 // generator.stop();
 ```
 
-### Continuous Generation (CommonJS)
+### Continuous Generation (ES Modules)
 ```javascript
-const { getContStockPrices } = require('stockprice-generator');
+import { getStockPrices } from 'stockprice-generator';
 
 // Create a continuous generator that emits prices every 60 seconds
-const generator = getContStockPrices({
+const generator = getStockPrices({
     startPrice: 10000,
     volatility: 0.1,
     drift: 0.05,
     algorithm: 'RandomWalk',
     interval: 60000, // 60 seconds
-    onPrice: (price) => {
+    onPrice: (price: number) => {
         console.log(`New price: ${price}`);
     }
 });
@@ -105,26 +105,30 @@ console.log(`Current price: ${generator.getCurrentPrice()}`);
 
 ## Parameters
 
-| Parameter | Required | Type | Default  | Description |
-|-----------|----------|------|----------|-------------|
-| `startPrice` | Yes | number | -        | Initial price of the stock |
-| `days` | No | number | 100      | Number of days to generate prices for |
-| `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) |
-| `data` | No | number[] | []       | Pre-existing array of stock prices |
-| `min` | No | number | 0        | Minimum price for the stock |
-| `max` | No | number | 10000    | Maximum price for the stock |
-| `length` | No | number | -        | Length of the output array |
-| `step` | No | number | -        | Step size for discretization |
-| `type` | No | 'float' \| 'int' | 'float'  | Type of the data |
-| `algorithm` | No | 'GBM' \| 'RandomWalk' | 'GBM'    | Algorithm for generating the data |
-| `interval` | No | number | 60000    | For continuous generation, interval in milliseconds between price updates |
-| `onPrice` | No | function | -        | Callback function to handle new prices in continuous generation |
-| `onError` | No | function | -        | Callback function to handle errors in continuous generation |
-| `onStop` | No | function | -        | Callback function to handle generator stop event |
-| `onStart` | No | function | -        | Callback function to handle generator start event |
-| `onComplete` | No | function | -        | Callback function to handle generator completion event |
+| 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

package.json

@@ -1,7 +1,7 @@
 {
   "name": "stockprice-generator",
   "description": "A package for generating synthetic stock price data using various random algorithm models",
-  "version": "0.0.17",
+  "version": "0.0.20",
   "main": "./dist/index.js",
   "module": "./dist/index.mjs",
   "types": "./dist/index.d.ts",
@@ -27,9 +27,6 @@
     "test:w": "jest --watch",
     "prepare": "npm run build"
   },
-  "publishConfig": {
-    "registry": "https://npm.pkg.github.com"
-  },
   "repository": {
     "type": "git",
     "url": "git+https://github.com/Ruthgyeul/stockPriceGenerator.git"
@@ -41,12 +38,14 @@
   },
   "homepage": "https://github.com/Ruthgyeul/stockPriceGenerator.git#readme",
   "keywords": [
+    "random",
+    "number",
     "stock",
     "price",
     "generator",
     "simulation",
-    "GBM",
     "random-walk",
+    "GBM",
     "finance"
   ],
   "devDependencies": {

src/index.ts

@@ -22,19 +22,30 @@ class StockPriceGeneratorImpl implements StockPriceGenerator {
   }
 
   generateNextPrice(): number {
-    const { volatility = 0.1, drift = 0.05, algorithm = 'RandomWalk', seed } = this.options;
+    const { volatility = 0.1, drift = 0.05, algorithm = 'RandomWalk', seed, step } = this.options;
 
     if (volatility < 0) {
       throw new Error('Volatility must be a non-negative number');
     }
 
     const selectedAlgorithm = algorithms[algorithm as AlgorithmType];
-    return selectedAlgorithm({
+    let nextPrice = selectedAlgorithm({
       currentPrice: this.currentPrice,
       volatility,
       drift,
-      seed
+      seed,
+      min: this.options.min ?? 0,
+      max: this.options.max ?? 0,
+      delisting: this.options.delisting ?? false,
+      dataType: this.options.dataType ?? 'float'
     });
+
+    // Apply step size discretization if specified
+    if (step && step > 0) {
+      nextPrice = Math.round(nextPrice / step) * step;
+    }
+
+    return nextPrice;
   }
 
   start(): void {
@@ -52,11 +63,32 @@ class StockPriceGeneratorImpl implements StockPriceGenerator {
     }, this.interval);
   }
 
+  pause(): void {
+    if (this.timer) {
+      clearInterval(this.timer);
+      this.timer = null;
+    }
+  }
+
+  continue(): void {
+    if (this.timer) return;
+
+    this.timer = setInterval(() => {
+      try {
+        this.currentPrice = this.generateNextPrice();
+        this.options.onPrice?.(this.currentPrice);
+      } catch (error) {
+        this.options.onError?.(error as Error);
+      }
+    }, this.interval);
+  }
+
   stop(): void {
     if (this.timer) {
       clearInterval(this.timer);
       this.timer = null;
       this.options.onStop?.();
+      this.options.onComplete?.();
     }
   }
 
@@ -66,11 +98,11 @@ class StockPriceGeneratorImpl implements StockPriceGenerator {
 }
 
 export function getStockPrices(options: StockPriceOptions): StockPriceResult {
-  const { startPrice, days = 100, algorithm = 'RandomWalk' } = options;
+  const { startPrice, length = 100, step } = options;
   const data: number[] = [startPrice];
   let currentPrice = startPrice;
 
-  for (let i = 1; i < days; i++) {
+  for (let i = 1; i < length; i++) {
     const generator = new StockPriceGeneratorImpl({
       ...options,
       startPrice: currentPrice

src/types.ts

@@ -4,23 +4,22 @@ export type DataType = 'float' | 'int';
 
 export interface StockPriceOptions {
   startPrice: number; // Initial stock price
-  days?: number; // Number of days to generate prices for
+  length?: number; // Length of the generated data
   volatility?: number; // Volatility of the stock price
   drift?: number; // Drift of the stock price
   seed?: number; // Seed for random number generation
-  data?: number[]; // Array of stock prices
   min?: number; // Minimum stock price
   max?: number; // Maximum stock price
-  length?: number; // Length of the generated data
+  delisting?: boolean; // Keep stock price to 0 if it reaches 0
   step?: number; // Step size for the generated data
-  type?: DataType; // Type of data to generate (float or int)
+  dataType?: DataType; // Type of data to generate (float or int)
   algorithm?: Algorithm; // Algorithm to use for generating stock prices
   interval?: number; // Interval for generating stock prices (in milliseconds)
+  onStart?: () => void; // Callback for when the generator starts
   onPrice?: (price: number) => void; // Callback for each generated price
-  onError?: (error: Error) => void; // Callback for errors
   onStop?: () => void; // Callback for when the generator stops
-  onStart?: () => void; // Callback for when the generator starts
   onComplete?: () => void; // Callback for when the generator completes
+  onError?: (error: Error) => void; // Callback for errors
 }
 
 export interface StockPriceResult {
@@ -30,6 +29,8 @@ export interface StockPriceResult {
 
 export interface StockPriceGenerator {
   start: () => void; // Start generating stock prices
+  pause: () => void; // Pause generating stock prices
+  continue: () => void; // Continue generating stock prices
   stop: () => void; // Stop generating stock prices
   getCurrentPrice: () => number; // Get the current stock price
 }

src/utils/algorithm/algorithmParams.ts

@@ -1,6 +1,12 @@
+export type DataType = 'float' | 'int';
+
 export interface AlgorithmParams {
     currentPrice: number; // Current stock price
     volatility: number; // Volatility of the stock price
     drift: number; // Drift of the stock price
     seed?: number; // Seed for random number generation
+    min?: number; // Minimum stock price
+    max?: number; // Maximum stock price
+    delisting?: boolean; // Keep stock price to 0 if it reaches 0
+    dataType?: DataType; // Type of data to generate (float or int)
 }

src/utils/algorithm/useGBM.ts

@@ -1,7 +1,10 @@
 import type { AlgorithmParams } from './algorithmParams';
 import { seededRandom } from '../seed';
+import { minMaxCheck} from '../minMaxCheck';
+import { killStock } from "../killStock";
+import { outputType } from "../outputType";
 
-export function GBM({ currentPrice, volatility, drift, seed = (Date.now() + new Date().getMilliseconds()) }: AlgorithmParams): number {
+export function GBM({ currentPrice, volatility = 0.1, drift = 0.05, seed = (Date.now() + new Date().getMilliseconds()), min = 0, max = 0, delisting = false, dataType = 'float' }: AlgorithmParams): number {
     const dt = 1 / 365;
 
     const u1 = seededRandom(seed);
@@ -13,5 +16,17 @@ export function GBM({ currentPrice, volatility, drift, seed = (Date.now() + new
         volatility * Math.sqrt(dt) * z
     );
 
-    return currentPrice * change;
+    let nextPrice = currentPrice * change;
+
+    // Check if delisting is enabled
+    if (delisting) {
+        // Delisting logic
+        nextPrice = killStock(nextPrice);
+    } else {
+        // Check min and max limits
+        nextPrice = minMaxCheck(min, max, nextPrice);
+    }
+
+    // Output with specified data type
+    return outputType(nextPrice, dataType);
 }