public Publisher()
{
Random random = new Random();
Dictionary <long, string> symbols = new Dictionary <long, string>();
symbols.Add(1, "VOD LN");
symbols.Add(2, "IBIC LN");
symbols.Add(3, "SEM FP");
symbols.Add(4, "KAR GY");
symbols.Add(5, "EO9F GY");
DateTime mkdtDate = DateTime.UtcNow;
PriceBar pBar = new PriceBar();
pBar.Close = 99;
pBar.High = 102;
pBar.Low = 98;
pBar.Open = 100;
pBar.Volume = 50;
pBar.Date = mkdtDate;
_pub = Observable.Interval(TimeSpan.FromMilliseconds(250))
.Select(t => {
GeneratePrices.GenerateRandomBar(pBar);
return(pBar);
});
}
public static void GenerateRandomBar(PriceBar newBar)
{
double fluct = 0.025;
double volFluct = 0.40;
//Open is equal to the previous close
newBar.Open = newBar.Close;
newBar.Close = GetRandomNumber(newBar.Close - newBar.Close * fluct, newBar.Close + newBar.Close * fluct);
newBar.High = GetRandomNumber(Math.Max(newBar.Close, newBar.Open), Math.Max(newBar.Close, newBar.Open) + Math.Abs(newBar.Close - newBar.Open) * fluct);
newBar.Low = GetRandomNumber(Math.Min(newBar.Close, newBar.Open), Math.Min(newBar.Close, newBar.Open) - Math.Abs(newBar.Close - newBar.Open) * fluct);
newBar.Volume = (long)GetRandomNumber(newBar.Volume - newBar.Volume * volFluct, newBar.Volume + newBar.Volume * volFluct);
}
private void OnNext(PriceBar priceBar)
{
PriceQueue.Add(priceBar);
}