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.
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 eitherdb.Reader
orAnalyticalDistribution
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 theBeta
experiment config as an example and generalize.