mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
Yahoo & Alphavantage feeds
This commit is contained in:
@@ -20,10 +20,10 @@ GBM - Geometric Brownian Motion is a random simulator of market movement, return
|
||||
|
||||
public class GBM_Feed : TBars
|
||||
{
|
||||
static double seed;
|
||||
private double seed;
|
||||
readonly double drift, volatility;
|
||||
public GBM_Feed(int Bars = 252, double Volatility = 1.0, double Drift = 0.05, double Seed = 100.0) {
|
||||
seed = Seed;
|
||||
this.seed = Seed;
|
||||
volatility = Volatility*0.01;
|
||||
drift = Drift*0.01;
|
||||
for (int i = 0; i <Bars; i++) {
|
||||
|
||||
Reference in New Issue
Block a user