Files
QuanTAlib/Quantower/RND_Feed.cs
T
2022-04-19 15:46:34 -07:00

20 lines
721 B
C#

using System;
using QuantLib;
public class RND_Feed : TBars
{
public RND_Feed(int days, double volatility = 0.05, double startvalue = 100.0)
{
Random rnd = new();
double c = startvalue;
for (int i = 0; i < days; 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 - days), o, h, l, c, v);
}
}
}