Hi,
in the current algo trading landscape the use of synthetic market data is becoming more and more common. Strategies can be made more robust by validating against a distribution of price curves rather than using a single occurence (the actual asset price curve).
Wondering whether there is a way within Zorro to generate it and use it in an efficient way...?

For instance, if I want to generate 100 synthetic price curves from a given asset (using TimeGAN / Tail-GAN / Sig-CWGAN techniques) do I need to generate 100 different t6 files (times each year of data) via custom script and call them individually, or is there a better way? Is there a native/embedded way to do this with Zorro?

If not, it would be great as a future feature to allow easy synthetic data generation and its use for testing strategies.


Thanks