예제 #1
0
        public void setUp()
        {
            Random      r    = new Random();
            List <IBar> bars = new List <IBar>();

            for (int i = 0; i < 1000; i++)
            {
                double   open     = r.NextDouble();
                double   close    = r.NextDouble();
                double   max      = Math.Max(close + r.NextDouble(), open + r.NextDouble());
                double   min      = Math.Min(0, Math.Min(close - r.NextDouble(), open - r.NextDouble()));
                DateTime dateTime = DateTime.Now;
                IBar     bar      = new BaseBar(dateTime, (decimal)open, (decimal)close, (decimal)max, (decimal)min, i);
                bars.Add(bar);
            }
            this.series = new BaseTimeSeries("test", bars);

            this.openPriceIndicator = new OpenPriceIndicator(this.series);
            this.minPriceIndicator  = new MinPriceIndicator(this.series);
            this.maxPriceIndicator  = new MaxPriceIndicator(this.series);
            this.volumeIndicator    = new VolumeIndicator(this.series);
            ClosePriceIndicator closePriceIndicator = new ClosePriceIndicator(this.series);

            this.emaIndicator = new EMAIndicator(closePriceIndicator, 20);
        }
예제 #2
0
 public void SetUp()
 {
     _timeSeries         = GenerateTimeSeries.WithArbitraryTicks();
     _openPriceIndicator = new OpenPriceIndicator(_timeSeries);
 }
예제 #3
0
 public void setUp()
 {
     timeSeries         = new MockTimeSeries();
     openPriceIndicator = new OpenPriceIndicator(timeSeries);
 }