Create comparison chart for mean trade price with error bars

DrPaulBrewer / single-market-robot-simulator-viz-plotly

middleware for generating charts with plotly from single-market-robot-simulator simulation logs

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Create comparison chart for mean trade price with error bars #16

Closed DrPaulBrewer closed 4 years ago

DrPaulBrewer commented 4 years ago

Although charts exist for the entire trade distribution, it is often too much information.

The summary element for each simulation is a point and an error bar.
- The point should have a y coordinate equal to the mean trade price
- The error bars should represent standard-error-of-the-mean for the number of points in each mean.

DrPaulBrewer commented 4 years ago

Working draft complete.

DrPaulBrewer commented 4 years ago

The Standard Error of the Mean often estimated and also estimated here as SAMPLESTDEV/SQRT(N) is correct for data that are independent and identically distributed and clearly invalid for time series data with serial correlation. Market prices are not iid, so we should not try to estimate the standard error of the mean.