[Suggestion] Synthetic series for first "games" and / or testing

[cryptocoinserver]

A great repo and paper: https://github.com/golsun/deep-RL-trading

This could be useful for FinRL maybe as helper / environment function. Training first on rather simple idealized synthetic prices before feeding real data might be beneficial to learn the agent the "basics". Also it's great for testing.

• Sine wave
• Trend curves
• Random walk
• Different types of autocorrelation
• Adding different degrees of noise/trend
• Reoccurring patterns (Source: https://youtu.be/c0gpgCyjTM8?t=1372)

There are existing libraries / examples available like

• https://github.com/Nike-Inc/timeseries-generator
• https://github.com/TimeSynth/TimeSynth
• https://github.com/stefan-jansen/synthetic-data-for-finance
• https://towardsdatascience.com/time-series-analysis-creating-synthetic-datasets-cf008208e014