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cleaned-up GBM, removed Python tests

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Miha Kralj
2022-11-05 18:35:35 -07:00
parent c8ec1d1294
commit 4137ef22fd
7 changed files with 227 additions and 143 deletions
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Source/Feeds/GBM_Feed.cs
+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);