Market Mimic: Synthetic Tick Data Generation with GANs

Overview

Market Mimic is an innovative project that uses Generative Adversarial Networks (GANs) to generate synthetic tick data emulating financial markets. This tool aims to assist financial analysts, quantitative researchers, and algorithmic traders by providing them with high-fidelity data for backtesting and market simulation purposes.

Features

• Synthetic Tick Data Generation: Generate realistic tick-level market data.
• Customizable GAN Models: Flexibility to adjust models according to specific market conditions or data types.
• Evaluation Tools: Includes tools to evaluate the realism and quality of the generated data against actual market data.

Installation

Setting Up the Environment

Clone the repository and set up a virtual environment:

git clone https://github.com/joaquinbejar/MarketMimic.git
cd MarketMimic
make create-venv
source venv/bin/activate

Installing Dependencies

Install all necessary dependencies using the make command:

make install-dep

Usage

Building the Project

To build the project and prepare it for distribution:

make build

Running Tests

You can run different types of tests with these commands:

• Unit Tests:

  make run-unit-tests

• Extended Tests:

  make run-extended-tests

• Unit Test Coverage:

  make run-unit-test-coverage

Contributing

Please read CONTRIBUTING.md for details on our code of conduct, and the process for submitting pull requests to us.

Versioning

We use SemVer for versioning. This approach allows us to maintain a clear, predictable system for version management. Under this scheme, version numbers are given in the format of MAJOR.MINOR.PATCH, where:

• MAJOR versions indicate incompatible API changes,
• MINOR versions add functionality in a backwards-compatible manner, and
• PATCH versions include backwards-compatible bug fixes.

This standard helps users and developers to understand the impact of new updates at a glance. For the versions available, see the tags on this repository.

License

This project is licensed under the MIT License - see the LICENSE.md file for details.

Acknowledgments

• Thanks to all the contributors who spend time to help improve this project.
• Special thanks to financial market data providers for making their data available for analysis.

Support

For support, email [email protected]

Authors

Joaquín Béjar García - Initial work - joaquinbejar

See also the list of contributors who participated in this project.