stock_price_imitation 0.0.3 → 0.0.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/README.md

@@ -24,16 +24,15 @@ Or install it yourself as:
 require 'stock_price_imitation'
 
 step = 100
-first_step_price_range = 10..10000
-volatility = 0.2
+first_seed_price = 10000
 
-StockPriceImitation::Generator.new(step, first_step_price_range, volatility).execute
+StockPriceImitation::Generator.new(step, first_seed_price).execute
 #=>
 # [
-#   {opening_price: 5558, closing_price: 5191, low_price: 4483, high_price: 6725},
-#   {opening_price: 5404, closing_price: 7439, low_price: 5170, high_price: 7756},
-#   {opening_price: 5260, closing_price: 5581, low_price: 4463, high_price: 6695},
-#   {opening_price: 6840, closing_price: 6310, low_price: 4632, high_price: 6948},
-#   ....
+#   {:opening_price=>4159.493944357897,  :closing_price=>4569.307745093309,  :low_price=>3505.808433389255,  :high_price=>5912.357228503945},
+#   {:opening_price=>3541.7376008768974, :closing_price=>3887.9262834566866, :low_price=>3328.361828447127,  :high_price=>5535.742136147374},
+#   {:opening_price=>9048.18367848711,   :closing_price=>8573.694158336206,  :low_price=>8082.212918461541,  :high_price=>9735.473910738032},
+#   {:opening_price=>5117.8471523358085, :closing_price=>7558.560742729045,  :low_price=>3466.6265172827384, :high_price=>8218.548256191063},
+#   ...
 # ]
 ```

data/lib/stock_price_imitation/generator.rb

@@ -4,7 +4,7 @@ class StockPriceImitation::Generator
   def initialize(step_count, first_seed_price=1000)
     @step_count = step_count
     @first_seed_price = first_seed_price
-    @bell = RandomBell.new(mu: 1.0, range: 0.0..2.0)
+    @bell = RandomBell.new(mu: 0.0, range: 0.0..2.0)
 
     @steps = []
   end
@@ -23,7 +23,7 @@ class StockPriceImitation::Generator
         @seeds << @first_seed_price
       else
         previous = @seeds[i-1]
-        @seeds << previous * @bell.rand
+        @seeds << previous + (@first_seed_price * @bell.rand * [-1,1].sample)
       end
     end
 
@@ -47,19 +47,27 @@ class StockPriceImitation::Generator
     end
 
     def low_price
-      @low_price
+      to_zero_if_negative @low_price
     end
 
     def high_price
-      @high_price
+      to_zero_if_negative @high_price
     end
 
     def opening_price
-      (rand low_price..high_price)
+      to_zero_if_negative (rand low_price..high_price)
     end
 
     def closing_price
-      (rand low_price..high_price)
+      to_zero_if_negative (rand low_price..high_price)
+    end
+
+    def to_zero_if_negative(number)
+      if number < 0
+        return 0
+      end
+
+      number
     end
 
     def to_hash

data/lib/stock_price_imitation/version.rb

@@ -1,3 +1,3 @@
 module StockPriceImitation
-  VERSION = "0.0.3"
+  VERSION = "0.0.4"
 end

data/test/test_generator.rb

@@ -50,5 +50,14 @@ describe StockPriceImitation::Generator do
         assert (price[:low_price]..price[:high_price]).include? price[:closing_price]
       end
     end
+
+    it 'price is not negative number' do
+      generator = StockPriceImitation::Generator.new(1000, 10)
+      price_movement = generator.execute
+
+      price_movement.each do |price|
+        assert price.values.all?{|v| v >= 0 }
+      end
+    end
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: stock_price_imitation
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.0.4
 platform: ruby
 authors:
 - Shinya131
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-03-11 00:00:00.000000000 Z
+date: 2015-03-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler