private PriceQuote GetNextRandomPriceQuote()
{
double close = _lastPrice.BidPx;
double num = (_random.NextDouble() - 0.9) * _initialPriceBar.Price / 30.0;
double num2 = _random.NextDouble();
double num3 = _initialPriceBar.Price +
_initialPriceBar.Price / 2.0 * Math.Sin(7.27220521664304E-06 * _currentTime) +
_initialPriceBar.Price / 16.0 * Math.Cos(7.27220521664304E-05 * _currentTime) +
_initialPriceBar.Price / 32.0 * Math.Sin(7.27220521664304E-05 * (10.0 + num2) * _currentTime) +
_initialPriceBar.Price / 64.0 * Math.Cos(7.27220521664304E-05 * (20.0 + num2) * _currentTime) +
num;
double num4 = Math.Max(close, num3);
double num5 = _random.NextDouble() * _initialPriceBar.Price / 100.0;
double high = num4 + num5;
double num6 = Math.Min(close, num3);
double num7 = _random.NextDouble() * _initialPriceBar.Price / 100.0;
double low = num6 - num7;
long volume = (long)(_random.NextDouble() * 30000 + 20000);
DateTime openTime = _simulateDateGap ? EmulateDateGap(_lastPrice.TimeStampLocal) : _lastPrice.TimeStampLocal;
DateTime closeTime = openTime.AddMilliseconds(_candleIntervalMs);
var candle = new PriceQuote(closeTime, low, (uint)_random.Next(10, 30), high, (uint)_random.Next(10, 30), (uint)volume);
_lastPrice = candle;
_currentTime += _candleIntervalMs * 60;
return(candle);
}
public RandomPriceQuotesDataSource(
int candleIntervalMs,
bool simulateDateGap,
double timerInterval,
int updatesPerPrice,
int randomSeed,
double startingPrice,
DateTime startDate
)
{
_candleIntervalMs = candleIntervalMs;
_simulateDateGap = simulateDateGap;
_timer = new Timer(timerInterval)
{
Enabled = false,
AutoReset = true
};
_timer.Elapsed += TimerElapsed;
_initialPriceBar = new PriceQuoteInfo
{
Price = startingPrice,
DateTime = startDate
};
_lastPrice = new PriceQuote(
_initialPriceBar.DateTime,
startingPrice,
STARTING_QTY,
Math.Max(startingPrice * 1.01, startingPrice + 0.01),
STARTING_QTY,
0);
_random = new Random(randomSeed);
}
public PriceQuote GetNextData()
{
PriceQuote nextRandomPriceBar = GetNextRandomPriceQuote();
return(nextRandomPriceBar);
}
private void OnTimerElapsed()
{
PriceQuote nextData = GetNextData();
NewData?.Invoke(nextData);
}
