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@Vayel Vayel/asset.py
Created Aug 21, 2018

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import random
import json
Y0 = 100
noise = lambda: random.gauss(0, 0.01)
def run(steps):
y = [Y0] * steps
for t in range(1, steps):
y[t] = y[t-1] * (1 + noise())
return y
if __name__ == '__main__':
steps = 60
runs = 10000
data = [run(steps) for _ in range(runs)]
with open("asset.json", "w") as f:
json.dump(data, f)
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