GitVersion

2026-08-18 18:48:05 +00:00 · 2022-11-12 20:06:54 -08:00
parent 97fb428147
commit 59ca5c2395
80 changed files with 4237 additions and 4257 deletions
@@ -1,28 +1,28 @@
-namespace QuanTAlib;
-using System;
-
-/* <summary>
-Random Bars generator - used for testing, validation and fun
-    Returns 'bars' number of candles that follow common market movement.
-    volatility defines how 'jumpy' is the series of
-    startvalue defines beginning closing price that then guides the rest of series
-    
-</summary> */
-
-public class RND_Feed : TBars
-{
-    public RND_Feed(int bars, double volatility = 0.05, double startvalue = 100.0)
-    {
-        Random rnd = new();
-        double c = startvalue;
-        for (int i = 0; i < bars; i++)
-        {
-            double o = Math.Round(c + (c * (((volatility * 0.1) * rnd.NextDouble()) - 0.005)), 2);
-            double h = Math.Round(o + (c * volatility * rnd.NextDouble()), 2);
-            double l = Math.Round(o - (c * volatility * rnd.NextDouble()), 2);
-            c = Math.Round(l + ((h - l) * rnd.NextDouble()), 2);
-            double v = Math.Round(1000 * rnd.NextDouble(), 2);
-            this.Add(DateTime.Today.AddDays(i - bars), o, h, l, c, v);
-        }
-    }
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+Random Bars generator - used for testing, validation and fun
+    Returns 'bars' number of candles that follow common market movement.
+    volatility defines how 'jumpy' is the series of
+    startvalue defines beginning closing price that then guides the rest of series
+    
+</summary> */
+
+public class RND_Feed : TBars
+{
+    public RND_Feed(int bars, double volatility = 0.05, double startvalue = 100.0)
+    {
+        Random rnd = new();
+        double c = startvalue;
+        for (int i = 0; i < bars; i++)
+        {
+            double o = Math.Round(c + (c * (((volatility * 0.1) * rnd.NextDouble()) - 0.005)), 2);
+            double h = Math.Round(o + (c * volatility * rnd.NextDouble()), 2);
+            double l = Math.Round(o - (c * volatility * rnd.NextDouble()), 2);
+            c = Math.Round(l + ((h - l) * rnd.NextDouble()), 2);
+            double v = Math.Round(1000 * rnd.NextDouble(), 2);
+            this.Add(DateTime.Today.AddDays(i - bars), o, h, l, c, v);
+        }
+    }
 }