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This commit is contained in:
Miha Kralj
2024-09-23 22:08:40 -07:00
parent 846429eccf
commit 58d72c06ca
244 changed files with 621 additions and 14397 deletions
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lib/feeds/GbmFeed.cs
+1 -4
View File
@@ -1,5 +1,3 @@
using System.CommandLine.Rendering.Views;
namespace QuanTAlib;
public class GbmFeed : TBarSeries
@@ -8,7 +6,7 @@ public class GbmFeed : TBarSeries
private readonly Random _random;
private double _lastClose, _lastHigh, _lastLow;
public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2) : base()
public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2)
{
_lastClose = _lastHigh = _lastLow = initialPrice;
_mu = mu;
@@ -22,7 +20,6 @@ public class GbmFeed : TBarSeries
public void Add(int count)
{
DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
TBar lastBar = new();
for (int i = 0; i < count; i++)
{
Add(startTime, true);