/// <summary>
/// Generate random ticks
/// </summary>
public static IEnumerable<Tick> GenerateRandom(ulong count)
{
//Some symbols
string[] symbols = new string[] { "EURUSD", "GBPCHF", "EURGBP", "JPYUSD", "GBPCAD" };
string[] exchanges = new string[] { "NYSE", "TSE", "NASDAQ", "Euronext", "LSE", "SSE", "ASE", "SE", "NSEI" };
providers = new string[] { "eSignal", "Gain", "NYSE", "TSE", "NASDAQ", "Euronext", "LSE", "SSE", "ASE", "SE", "NSEI" };
double[] prices = new double[symbols.Length];
double[] pipsizes = new double[symbols.Length];
int[] digits = new int[symbols.Length];
//Initialize startup data
for (int i = 0; i < symbols.Length; i++)
{
prices[i] = 1.5;
pipsizes[i] = 0.0001;
digits[i] = 4;
}
DateTime timestamp = DateTime.Now;
//Generate ticks
for (ulong i = 0; i < count; i++)
{
int id = random.Next(symbols.Length);
//generate random movement
int pips = random.Next(0, 10);
int direction = random.Next() % 2 == 0 ? 1 : -1;
int spread = random.Next(2, 30);
int seconds = random.Next(1, 30);
//generate values
string symbol = symbols[id];
timestamp = timestamp.AddSeconds(seconds);
double bid = prices[id];
bid += direction * pips * pipsizes[id];
bid = Math.Round(bid, digits[id]);
double ask = bid + spread * pipsizes[id];
ask = Math.Round(ask, digits[id]);
//create tick
Tick tick = new Tick();
tick.Symbol = symbol;
tick.Timestamp = timestamp;
tick.Bid = bid;
tick.Ask = ask;
int bidSize = random.Next(0, 10000);
int askSize = random.Next(0, 10000);
string provider = providers[random.Next(providers.Length)];
yield return tick;
}
}
public TickOptimized(Tick tick)
{
symbol = tick.Symbol;
timestamp = tick.Timestamp;
bid = tick.Bid;
ask = tick.Ask;
askSize = tick.AskSize;
bidSize = tick.BidSize;
provider = tick.Provider;
}
