timeseries-julia-python
random julia and python scripts analyzing stock timeseries data
randomwalk.py
(523B)
1 import numpy as np
2 import matplotlib.pyplot as plt
3
4 # Probability to move up or down
5 prob = [0.05, 0.95]
6
7 # statically defining the starting position
8 start = 2
9 positions = [start]
10
11 # creating the random points
12 rr = np.random.random(1000)
13 downp = rr < prob[0]
14 upp = rr > prob[1]
15
16
17 for idownp, iupp in zip(downp, upp):
18 down = idownp and positions[-1] > 1
19 up = iupp and positions[-1] < 4
20 positions.append(positions[-1] - down + up)
21
22 # plotting down the graph of the random walk in 1D
23 plt.plot(positions)
24 plt.show()