tensortrade.stochastic.processes.ornstein_uhlenbeck module¶

tensortrade.stochastic.processes.ornstein_uhlenbeck.ornstein(base_price=1, base_volume=1, start_date='2010-01-01', start_date_format='%Y-%m-%d', times_to_generate=1000, time_frame='1h', params=None)[source]¶

tensortrade.stochastic.processes.ornstein_uhlenbeck.ornstein_uhlenbeck_levels(params)[source]¶

Constructs the rate levels of a mean-reverting ornstein uhlenbeck process.

Parameters:	params – ModelParameters The parameters for the stochastic model.
Returns:	The interest rate levels for the Ornstein Uhlenbeck process