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

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MathisWellmann/go_timeseries_generator

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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

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

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