Add Market Price Generator for Exchanges

[busiing]

• Historial Data DA
• Historial Data ID
• Average Price DA
• Average Price ID
• Profile DA
• Profile ID
• Volatility DA
• Volatility ID

[Fernando3161]

I would need to know the formulations behind the "predictions" for the generation of market data.

• Formulation
• Function building
• Integration for future years as case, i.e, use the function for 2021 onwards where there is no data.

[Fernando3161]

@busiing #iss8 has now included the required functions under
/src/market_price generator.py

• For years 2015-2017: Uses artificial DA and ID profiles, and FB and FP market data
  

• For years 2018-2021: Uses market data for DA, ID, FB, and FP
  

• For years 2021-2025:  Uses artificial DA and ID profiles, and FB and FP market data
  

• For years 2025-:  Uses artificial data for DA, ID, FB, and FP
  

[Fernando3161]

Need to discuss what you mean with volatility and how can it be formulated

[busiing]

@Fernando3161 please check if the price pattern generated provide the same results as the excel price pattern generator.
The data is provided here on branch iss8.

[Fernando3161]

Prices diverge only on 1 h on Autumn when the clock changes. This is due to a different standard used for the DA/ID Index prices:
Pandas/Standard is to make switch at 2am.
Data is making switch at 3am.

A suggestion would be to replace the "3am" standard timestamps with a 2am generated timestamps. The difference would be only those two hours in the summer / winter daylight saving time switch.