tensortrade.stochastic.processes.brownian_motion module¶
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tensortrade.stochastic.processes.brownian_motion.brownian_motion_levels(params: tensortrade.stochastic.utils.parameters.ModelParameters) → numpy.array[source]¶ Constructs a price sequence whose returns evolve according to brownian motion.
- Parameters
params (ModelParameters) – The parameters for the stochastic model.
- Returns
np.array – A price sequence which follows brownian motion.
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tensortrade.stochastic.processes.brownian_motion.brownian_motion_log_returns(params: tensortrade.stochastic.utils.parameters.ModelParameters) → numpy.array[source]¶ Constructs a Wiener process (Brownian Motion).
- Parameters
params (ModelParameters) – The parameters for the stochastic model.
- Returns
np.array – Brownian motion log returns.
References