PriceGenerator

Reproducible synthetic OHLCV scenarios for trading-system tests and quantitative research. The v2 API separates generation, validation, diagnostics, CSV, replay and charts. It produces synthetic test data; it does not forecast markets or establish that a strategy is profitable.

Install

CPython 3.10–3.13 is the supported runtime window. Once version 2.0.0 has been published on PyPI, install that exact release with:

python -m pip install 'pricegenerator==2.0.0'
python -m pip install 'pricegenerator[export]==2.0.0'  # Optional PNG/JPEG.

For a source checkout, use python -m pip install . or python -m pip install '.[export]'. Release preparation does not itself upload files; check release instructions and the actual PyPI project before assuming publication is complete. Documentation links target the v2.0.0 tag.

Generate and save

from pricegenerator import Generate, GenerationConfig, ReadCSV, WriteCSV

config = GenerationConfig(seed=0, horizon=240, volatility=0.01)
prices = Generate(config)
WriteCSV(prices, "prices.csv")
restored = ReadCSV("prices.csv")

GenerationConfig is immutable. Defaults include a fixed UTC start and the versioned regime_v2 model; seed zero is valid. Generation owns a private RNG and leaves process-global random state alone. See model semantics for drift, regimes, independent shocks/wicks, volume, reflection and bounds.

Canonical data has exactly datetime, open, high, low, close, volume: UTC nanosecond timestamps and finite float64 values. Imported naive timestamps need an explicit timezone. ValidateOHLCV returns detached canonical data and can check cadence/gaps. Structural validity is separate from empirical market fit.

Replay, diagnose and chart

import json
from pricegenerator import Analyze, Chart, CreateManifest, Indicators, Replay

manifest = CreateManifest(config, prices)
with open("scenario.json", "w", encoding="utf-8") as stream:
    json.dump(manifest, stream, allow_nan=False, indent=2)
replayed = Replay(manifest)
statistics = Analyze(prices).ToDict()
indicators = Indicators(prices).ToDict()
chart_path = Chart(prices, "chart.html", view=False)

A manifest records full configuration, model/RNG/library identity, environment and separate scenario-identity and canonical-output fingerprints. Replay requires a matching environment by default; strict_environment=False still requires exact fingerprint equality. Diagnostics and indicators do not mutate source data. Missing/domain-limited estimates include reasons, rather than fabricated finite values.

Chart(prices) creates offline interactive HTML and opens it in the browser. Use view=False in batch jobs. SVG needs an explicit .svg destination; PNG and JPEG additionally need [export]. analysis=True explicitly attaches financial overlays and diagnostics. DisplayChart(prices) embeds HTML in a notebook; install .[notebook] if the host lacks notebook tooling. Charts contain one translucent corporate wordmark in the price panel. See chart guide.

Command line

pricegenerator generate --seed 0 --horizon 240 --output prices.csv --manifest scenario.json
pricegenerator replay scenario.json --output replay.csv
pricegenerator validate prices.csv --timeframe-seconds 3600 --no-gaps
pricegenerator analyze prices.csv --output statistics.json
pricegenerator chart prices.csv --output chart.html --no-view --analysis

python -m pricegenerator exposes the same commands. A JSON --config supplies all generation parameters; explicit common CLI flags override those fields. Unknown fields, nonfinite values, ambiguous times and aliased input/output paths fail early. The old mutable class, rendering methods and old CLI flags are removed; migration and ADR-0010 record the deliberate break. Historical evidence remains archived.

Develop and extend

python -m pip install -r requirements.txt
python -m pytest -q tests

Start with development commands, packaging and the ADRs. AI contributors: read AGENTS.md before changing code, then follow the linked protocol and style contract. Research helpers remain experimental and module-qualified under pricegenerator.calibration, pricegenerator.evaluation, pricegenerator.extended_models and pricegenerator.registry; they are outside the compact root API and do not imply validation against every real market. Large-data adapters are GenerateChunks and WriteCSVChunks.

Repository · Issues · Apache-2.0 license · Русский