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AQuery/tests/datagen_jose
Bill 50740fe6ac
Added var(s), stddev(s). New ITC, stats. bugfix on aggregations.
2 years ago
..
README Bug fixes for alias&join. Add test in presentation. 2 years ago
RandGen.hpp updated documentation 2 years ago
Time.cpp Added var(s), stddev(s). New ITC, stats. bugfix on aggregations. 2 years ago
Time.hpp updated documentation 2 years ago
cal.cpp updated documentation 2 years ago
cal.hpp updated documentation 2 years ago
gen.cpp updated documentation 2 years ago
histgen.cpp updated documentation 2 years ago
makefile updated documentation 2 years ago
tickgen.cpp updated documentation 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.