I have a table with timestamp / symbol where each row has an incremental timestamp and a random symbol.
q)sym:`aapl`tsla`aapl`msft`tsla`qcom`msft`tsla`aapl`qcom
::
q)t:([] ts:.z.p+til count sym;sym)
::
q)t
ts sym
----------------------------------
2025.02.09D14:43:43.054056807 aapl
2025.02.09D14:43:43.054056808 tsla
2025.02.09D14:43:43.054056809 aapl
2025.02.09D14:43:43.054056810 msft
2025.02.09D14:43:43.054056811 tsla
2025.02.09D14:43:43.054056812 qcom
2025.02.09D14:43:43.054056813 msft
2025.02.09D14:43:43.054056814 tsla
2025.02.09D14:43:43.054056815 aapl
2025.02.09D14:43:43.054056816 qcom
I want to add a column with random prices whereby each row is within +/-(N*delta_unit) from the last price for that symbol. For example, suppose the starting price for aapl is $200.00 and delta_unit is 0.01. If N is 2, each subsequent price for aapl should be within $0.02 of the last price:
ts sym
----------------------------------
2025.02.09D14:43:43.054056807 aapl $200.00
2025.02.09D14:43:43.054056808 tsla
2025.02.09D14:43:43.054056809 aapl $199.98
2025.02.09D14:43:43.054056810 msft
2025.02.09D14:43:43.054056811 tsla
2025.02.09D14:43:43.054056812 qcom
2025.02.09D14:43:43.054056813 msft
2025.02.09D14:43:43.054056814 tsla
2025.02.09D14:43:43.054056815 aapl $199.99
How can I generate random prices like this (maybe given a map from symbol to starting price)?
You may want to tweak this to your liking but here's a starting point.
genpx below takes delta_unit, N and sym. Starting price from the dictionary is the first value which is then joined with a list of n-1 of price changes. n?-1 1 generates +/- values multiplied by a random N value (e.g. 5). This is multiplied by the delta_unit input (e.g. 0.01) and finally sums to get the final result of up/down moving prices.
/ starting prices
sp:distinct[sym]!count[distinct sym]?300f
/ gen price function
genpx:{[delta_unit;N;s] n:-1+count s; sums sp[last s],delta_unit*(n?-1 1)*n?N}
q)update px:genpx[0.01;5;sym] by sym from t
ts sym px
-------------------------------------------
2025.02.09D15:58:46.787418000 aapl 117.8257
2025.02.09D15:58:46.787418001 tsla 155.1273
2025.02.09D15:58:46.787418002 aapl 117.8057
2025.02.09D15:58:46.787418003 msft 154.7939
2025.02.09D15:58:46.787418004 tsla 155.1473
2025.02.09D15:58:46.787418005 qcom 121.9993
2025.02.09D15:58:46.787418006 msft 154.7839
2025.02.09D15:58:46.787418007 tsla 155.1873
2025.02.09D15:58:46.787418008 aapl 117.8157
2025.02.09D15:58:46.787418009 qcom 121.9793
q)update px:genpx[0.01;5;sym] by sym from t
ts sym px
-------------------------------------------
2025.02.09D15:58:46.787418000 aapl 117.8257
2025.02.09D15:58:46.787418001 tsla 155.1273
2025.02.09D15:58:46.787418002 aapl 117.8357
2025.02.09D15:58:46.787418003 msft 154.7939
2025.02.09D15:58:46.787418004 tsla 155.1173
2025.02.09D15:58:46.787418005 qcom 121.9993
2025.02.09D15:58:46.787418006 msft 154.7939
2025.02.09D15:58:46.787418007 tsla 155.1273
2025.02.09D15:58:46.787418008 aapl 117.8157
2025.02.09D15:58:46.787418009 qcom 121.9893