cleaned-up GBM, removed Python tests

This commit is contained in:
Miha Kralj
2022-11-05 18:35:35 -07:00
parent c8ec1d1294
commit 4137ef22fd
7 changed files with 227 additions and 143 deletions
+1 -1
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@@ -51,7 +51,7 @@ public class GBM_Feed : TBars
}
private static double GBM_value (double Seed, double Volatility, double Drift) {
Random rnd = new((int)(DateTime.UtcNow.Ticks));
Random rnd = new();
double U1 = 1.0-rnd.NextDouble();
double U2 = 1.0-rnd.NextDouble();
double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);
+1 -1
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@@ -1,7 +1,7 @@
<?xml version="1.0" encoding="utf-8"?>
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<Version>0.1.14</Version>
<Version>0.1.15</Version>
<releaseNotes>
</releaseNotes>
<Title>QuanTAlib</Title>