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test tolerances updated

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Miha Kralj
2025-12-22 12:50:41 -08:00
parent a7b7207801
commit d2a622bff9
46 changed files with 448694 additions and 82 deletions
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lib/feeds/gbm/ValidationTestData.cs
+1 -1
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@@ -12,7 +12,7 @@ public class ValidationTestData : IDisposable
public IReadOnlyList<Quote> SkenderQuotes { get; }
public ReadOnlyMemory<double> RawData { get; }
public ValidationTestData(int count = 5000, double startPrice = 1000000.0, double mu = 0.05, double sigma = 2.0, int seed = 123)
public ValidationTestData(int count = 5000, double startPrice = 1000.0, double mu = 0.05, double sigma = 2.0, int seed = 123)
{
var gbm = new GBM(startPrice, mu, sigma, seed: seed);
Bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));