Controlled Price Generator (Based on expected volatility & mean/ DO NOT use it for tail risk test or asset that are highly volatility)

gistfile1.txt

from numpy import around, random, append;

#Generates within expected range/ boundaries
#Good for simple backtest to understand strategy performance within volatility level
#This is very simplified version so don't expect any entropy or stuff

class Price_Gen:
    def __init__(self, periodInterval0 = 100, dev0=0.7, mean0=7):
        self.priceArr0 = []

        for x in range(0, periodInterval0):

            def volCtrl0(dev0, mean0):
                oldPrice0 = mean0*dev0
                upperPrice0 = oldPrice0
                lowerPrice0 = -1.0 * oldPrice0
                newPrice0 = random.uniform(lowerPrice0+ mean0, upperPrice0+ mean0)
                oldPrice0 = newPrice0
                return around(newPrice0, 3)
            #function for dev
            self.priceArr0.append(volCtrl0(dev0, mean0))