version bump to 0.1.14

Source/Feeds/RND_Feed.cs

@@ -0,0 +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);
+        }
+    }
+}