Skip to content

nb module

Numba-compiled functions for generating data.

Provides an arsenal of Numba-compiled functions that are used to generate data. These only accept NumPy arrays and other Numba-compatible types.

generate_gbm_data_1d_nb function

generate_gbm_data_1d_nb(
    n_rows,
    start_value=100.0,
    mean=0.0,
    std=0.01,
    dt=1.0
)

Generate data using Geometric Brownian Motion (GBM).

generate_gbm_data_nb function

generate_gbm_data_nb(
    shape,
    start_value=100.0,
    mean=0.0,
    std=0.01,
    dt=1.0
)

2-dim version of generate_gbm_data_1d_nb().

Each argument can be provided per column thanks to flexible indexing.

generate_random_data_1d_nb function

generate_random_data_1d_nb(
    n_rows,
    start_value=100.0,
    mean=0.0,
    std=0.01,
    symmetric=False
)

Generate data using cumulative product of returns drawn from normal (Gaussian) distribution.

Turn on symmetric to diminish negative returns and make them symmetric to positive ones. Otherwise, the majority of generated paths will go downward.

generate_random_data_nb function

generate_random_data_nb(
    shape,
    start_value=100.0,
    mean=0.0,
    std=0.01,
    symmetric=False
)

2-dim version of generate_random_data_1d_nb().

Each argument can be provided per column thanks to flexible indexing.