timeseries-julia-python
random julia and python scripts analyzing stock timeseries data
sample2.jl
(575B)
1 #!/usr/bin/julia
2
3 using Plots
4 using Random
5 using Dates
6
7 function run_sample()
8 theme(:dark)
9
10 # Generate some toy sample data
11 Random.seed!(1)
12 n = 250
13 Open = 100.0 .+ cumsum(randn(n))
14 High = Open .+ rand(n)
15 Low = Open .- rand(n)
16 Close = 100.0 .+ cumsum(randn(n))
17 for i = 1:n
18 if Close[i] > High[i]
19 Close[i] = High[i]
20 elseif Close[i] < Low[i]
21 Close[i] = Low[i]
22 end
23 end
24 OHLC = [Open High Low Close]
25 HLC = [High Low Close]
26 HL = [High Low]
27 t = collect(today():Day(1):today()+Day(n-1))
28 println("Plotting...?")
29 plot(t, Close, lw=2, label="Random Walk")
30 end