gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-15 09:08:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

Auto stash before merge of "dev" and "main"

Browse Source
This commit is contained in:
Miha Kralj
2022-11-06 16:41:57 -08:00
parent b6454030f8
commit 6465e79fc6
24 changed files with 3358 additions and 2157 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Source/Feeds/RND_Feed.cs
+27 -27
View File
@@ -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);
}
}
}