Skip to content

random module

Module with RandomData.

RandomData class

RandomData(
    wrapper,
    data,
    single_key=True,
    classes=None,
    level_name=None,
    fetch_kwargs=None,
    returned_kwargs=None,
    last_index=None,
    delisted=None,
    tz_localize=None,
    tz_convert=None,
    missing_index=None,
    missing_columns=None,
    **kwargs
)

SyntheticData for data generated using generate_random_data_nb.

Superclasses

Inherited members

generate_key class method

RandomData.generate_key(
    key,
    index,
    columns=None,
    start_value=None,
    mean=None,
    std=None,
    symmetric=None,
    seed=None,
    jitted=None,
    **kwargs
)

Generate a feature or symbol.

Args

key : hashable
Feature or symbol.
index : pd.Index
Pandas index.
columns : hashable or index_like

Column names.

Provide a single value (hashable) to make a Series.

start_value : float

Value at time 0.

Does not appear as the first value in the output data.

mean : float
Drift, or mean of the percentage change.
std : float
Standard deviation of the percentage change.
symmetric : bool
Whether to diminish negative returns and make them symmetric to positive ones.
seed : int
Seed to make output deterministic.
jitted : any
See resolve_jitted_option.

For defaults, see custom.random in data.

Note

When setting a seed, remember to pass a seed per feature/symbol using feature_dict/symbol_dict or generally key_dict.