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20 lines
721 B
C#
20 lines
721 B
C#
using System;
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using QuantLib;
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public class RND_Feed : TBars
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{
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public RND_Feed(int days, double volatility = 0.05, double startvalue = 100.0)
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{
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Random rnd = new();
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double c = startvalue;
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for (int i = 0; i < days; i++)
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{
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double o = Math.Round(c + c * (volatility * 0.1 * rnd.NextDouble() - 0.005), 2);
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double h = Math.Round(o + c * volatility * rnd.NextDouble(), 2);
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double l = Math.Round(o - c * volatility * rnd.NextDouble(), 2);
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c = Math.Round(l + (h - l) * rnd.NextDouble(), 2);
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double v = Math.Round(1000 * rnd.NextDouble(), 2);
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this.Add(DateTime.Today.AddDays(i - days), o, h, l, c, v);
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}
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}
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} |