You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
Bill
50740fe6ac
|
2 years ago | |
---|---|---|
.. | ||
README | 2 years ago | |
RandGen.hpp | 2 years ago | |
Time.cpp | 2 years ago | |
Time.hpp | 2 years ago | |
cal.cpp | 2 years ago | |
cal.hpp | 2 years ago | |
gen.cpp | 2 years ago | |
histgen.cpp | 2 years ago | |
makefile | 2 years ago | |
tickgen.cpp | 2 years ago |
README
There are 2 programs included in this package:
1. histgen - generation program for historical data
2. tickgen - generation program for tick data
histgen takes 2 parameters
a) Scale-factor: Number of securities for which data is to be generated
b) Depth of history: The number of days for which data is to be generated
and genertes 2 files
a) hist-base-file: contains all the static data
b) hist-price-file: contains the pricing info
c) hist-split-file: contains the split info
tickgen also takes 2 parameters
a) Scale-factor: Number of securities for which data is to be generated
b) Ticks per day: A measure of the activity on a per security basis. e.g 100 would mean
that each security ticks about 100 time in a trading day
and generates 2 files
a) tick-base-file
b) tick-price-file
run the programs without args to see the parameters required.
------------------
Make of programs:
run the make program. It requires the C++ compiler (CC) to be in your path.