79 lines
2.7 KiB
C#
79 lines
2.7 KiB
C#
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namespace Wickra.Examples;
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/// <summary>One OHLCV bar with a millisecond timestamp.</summary>
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public readonly record struct Bar(double Open, double High, double Low, double Close, double Volume, long Timestamp);
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/// <summary>
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/// Deterministic synthetic market data plus a small OHLCV CSV loader, shared by
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/// the offline examples so they run without network access.
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/// </summary>
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public static class MarketData
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{
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/// <summary>A reproducible price path (trend + two cycles), no randomness.</summary>
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public static double[] SyntheticPrices(int count, double start = 100.0)
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{
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var prices = new double[count];
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for (var i = 0; i < count; i++)
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{
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prices[i] = start + 12.0 * Math.Sin(i * 0.05) + 5.0 * Math.Sin(i * 0.013) + i * 0.01;
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}
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return prices;
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}
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/// <summary>A reproducible OHLCV series derived from <see cref="SyntheticPrices"/>.</summary>
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public static Bar[] SyntheticCandles(int count, long startTimestamp = 0, long stepMs = 3_600_000)
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{
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var prices = SyntheticPrices(count + 1);
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var bars = new Bar[count];
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for (var i = 0; i < count; i++)
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{
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var open = prices[i];
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var close = prices[i + 1];
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var high = Math.Max(open, close) + 0.5 + Math.Abs(Math.Sin(i * 0.7));
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var low = Math.Min(open, close) - 0.5 - Math.Abs(Math.Cos(i * 0.7));
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var volume = 1_000.0 + 500.0 * (1.0 + Math.Sin(i * 0.1));
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bars[i] = new Bar(open, high, low, close, volume, startTimestamp + i * stepMs);
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}
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return bars;
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}
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/// <summary>
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/// Loads an OHLCV CSV. Accepts rows of <c>timestamp,open,high,low,close,volume</c>
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/// or <c>open,high,low,close,volume</c>; a non-numeric first row is treated as a header.
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/// </summary>
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public static Bar[] LoadOhlcvCsv(string path)
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{
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var bars = new List<Bar>();
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foreach (var rawLine in File.ReadLines(path))
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{
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var line = rawLine.Trim();
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if (line.Length == 0)
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{
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continue;
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}
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var cols = line.Split(',');
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if (!double.TryParse(cols[0], System.Globalization.CultureInfo.InvariantCulture, out _) &&
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!long.TryParse(cols[0], out _))
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{
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continue; // header row
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}
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double F(int i) => double.Parse(cols[i], System.Globalization.CultureInfo.InvariantCulture);
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if (cols.Length >= 6)
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{
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bars.Add(new Bar(F(1), F(2), F(3), F(4), F(5), long.Parse(cols[0])));
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}
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else
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{
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bars.Add(new Bar(F(0), F(1), F(2), F(3), F(4), bars.Count));
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}
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}
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return bars.ToArray();
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}
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}
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