my question is so similar to this one with a different specs. Actually I wanna mimic what TradingView Ghost Feed does, but I didn't know how to do this. this is an answer from that link for that particular requirement that was defined:
def genMockDataFrame(days,startPrice,colName,startDate,seed=None):
periods = days*24
np.random.seed(seed)
steps = np.random.normal(loc=0, scale=0.0018, size=periods)
steps[0]=0
P = startPrice+np.cumsum(steps)
P = [round(i,4) for i in P]
fxDF = pd.DataFrame({
'ticker':np.repeat( [colName], periods ),
'date':np.tile( pd.date_range(startDate, periods=periods, freq='H'), 1 ),
'price':(P)})
fxDF.index = pd.to_datetime(fxDF.date)
fxDF = fxDF.price.resample('D').ohlc()
return fxDF
df = genMockDataFrame(100,1.1904,'eurusd','19/3/2020',seed=1)
So is it possible to have a control over the endPrice too? or where should be changed so the variance could be added to the soup? Many thanks