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[add] Move test_data module from main project
Browse files- test_data.py +23 -0
test_data.py
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import numpy as np
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import pandas as pd
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# Generate 150 days test data
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days = 150
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base_price = 100
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# Generate price changes with realistic volatility
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price_changes = np.random.normal(0.001, 0.02, days).cumsum()
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base_prices = base_price * (1 + price_changes)
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# Create DataFrame with all OHLCV components
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test_data = pd.DataFrame({
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'open': base_prices * (1 + np.random.normal(0, 0.005, days)), # Opening prices
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'high': base_prices * (1 + np.random.normal(0.01, 0.008, days)), # Day's high prices
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'low': base_prices * (1 + np.random.normal(-0.01, 0.008, days)), # Day's low prices
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'close': base_prices * (1 + np.random.normal(0, 0.005, days)), # Closing prices
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'volume': np.random.normal(1000000, 200000, days).astype(int) # Daily volume
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})
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# Ensure high is always highest and low is always lowest
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test_data['high'] = test_data[['open', 'high', 'close']].max(axis=1)
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test_data['low'] = test_data[['open', 'low', 'close']].min(axis=1)
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