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IRONORE Ignoring mean_price Value #154

@Grochocinski

Description

@Grochocinski

Describe the Bug

mkt_price is initialized as 0s, with the exception of mkt_price[0] which is set to the mean price. However, the simulation loop starts accessing the mkt_price array at idx 1, meaning that the value at mkt_price[0] is never used and instead the market price is always assumed to start at 0

Relevant Code

        mkt_price = np.zeros(self.factors["n_days"])
        mkt_price[0] = self.factors["mean_price"]
        ...
        # Run simulation over time horizon.
        for day in range(1, self.factors["n_days"]):
            mean_val = sqrt(
                sqrt(abs(self.factors["mean_price"] - mkt_price[day]))
            )
            mean_dir = copysign(1, self.factors["mean_price"] - mkt_price[day])

Expected Behavior

The initial market price for the simulation should be mean_price, not 0

Screenshots

Image
image of the VS Code watch window showing that on day 1, the market price being accessed was 0 despite the mean price being set to 100

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