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