stockparfait / experiments

Statistical experiments with financial data
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Implement generic data source #108

Closed sergey-a-berezin closed 1 year ago

sergey-a-berezin commented 1 year ago

I often need to compare real stock data with synthetic data, and it would be convenient if experiments get the data from both in a uniform way. Basically, a Source config should configure either db.Reader or AnalyticalDistribution with additional parameters such as the number of tickers, the number of samples per ticker, or even the list of lengths to generate each synthetic ticker's samples. Take the Beta experiment config as an example and generalize.