private void GenerateOHLCData(NStockSeries stock, double dPrevClose)
{
double dGrowProbability = 0.0;
double open, high, low, close;
stock.ClearDataPoints();
Random random = new Random();
for (int nIndex = 0; nIndex < 200; nIndex++)
{
open = dPrevClose;
if (dPrevClose < 25)
{
dGrowProbability = 1.0;
}
else
{
if (((nIndex >= 20) && (nIndex <= 80)) || ((nIndex >= 120) && (nIndex <= 180)))
{
dGrowProbability = 0.75;
}
else
{
dGrowProbability = 0.25;
}
}
if (Random.NextDouble() < dGrowProbability)
{
// upward price change
close = open + (2 + (Random.NextDouble() * 20));
high = close + (Random.NextDouble() * 10);
low = open - (Random.NextDouble() * 10);
}
else
{
// downward price change
close = open - (2 + (Random.NextDouble() * 20));
high = open + (Random.NextDouble() * 10);
low = close - (Random.NextDouble() * 10);
}
if (low < 1)
{
low = 1;
}
dPrevClose = close;
stock.OpenValues.Add(open);
stock.HighValues.Add(high);
stock.LowValues.Add(low);
stock.CloseValues.Add(close);
}
}
internal void GenerateOHLCData(NStockSeries s, double dPrevClose, int historicalDays)
{
DateTime now = DateTime.Now;
NTimeline timeline = m_Calendar.CreateTimeline(new NDateTimeRange(now, now + new TimeSpan(360, 0, 0, 0, 0)));
double open, high, low, close;
s.ClearDataPoints();
int numberOfWorkingDays = historicalDays;
if (ZoomModeDropDownList.SelectedIndex == 0)
{
numberOfWorkingDays += 7;
}
else
{
numberOfWorkingDays += 31;
}
for (; numberOfWorkingDays > 0; numberOfWorkingDays--)
{
open = dPrevClose;
if (dPrevClose < 25 || Random.NextDouble() > 0.5)
{
// upward price change
close = open + (2 + (Random.NextDouble() * 20));
high = close + (Random.NextDouble() * 10);
low = open - (Random.NextDouble() * 10);
}
else
{
// downward price change
close = open - (2 + (Random.NextDouble() * 20));
high = open + (Random.NextDouble() * 10);
low = close - (Random.NextDouble() * 10);
}
if (low < 1)
{
low = 1;
}
dPrevClose = close;
s.OpenValues.Add(open);
s.HighValues.Add(high);
s.LowValues.Add(low);
s.CloseValues.Add(close);
s.XValues.Add(now.ToOADate());
// advance to next working day
now = timeline.AddTimeSpan(now, new NDateTimeSpan(1, NDateTimeUnit.Day));
}
}
private void GenerateStockData(NStockSeries stock, int count, double dPrevClose)
{
DateTime dt = new DateTime(2006, 5, 15);
double dGrowProbability = 0.0;
double open, high, low, close;
stock.ClearDataPoints();
for (int nIndex = 0; nIndex < count; nIndex++)
{
open = dPrevClose;
if ((nIndex % 100) <= 20)
{
// downtrend
dGrowProbability = 0.20;
}
else
{
// uptrend
dGrowProbability = 0.75;
}
if (Random.NextDouble() < dGrowProbability)
{
// upward price change
close = open + 2 + (Random.NextDouble() * 20);
high = close + (Random.NextDouble() * 10);
low = open - (Random.NextDouble() * 10);
}
else
{
// downward price change
close = open - (2 + (Random.NextDouble() * 20));
high = open + (Random.NextDouble() * 10);
low = close - (Random.NextDouble() * 10);
}
if (low < 1)
{
low = 1;
}
dPrevClose = close;
stock.OpenValues.Add(open);
stock.HighValues.Add(high);
stock.LowValues.Add(low);
stock.CloseValues.Add(close);
stock.XValues.Add(dt.ToOADate());
dt += new TimeSpan(1, 0, 0, 0);
}
}
internal void GenerateOHLCData(NStockSeries s, double dPrevClose, int nCount, NRange1DD range)
{
double open, high, low, close;
s.ClearDataPoints();
for (int nIndex = 0; nIndex < nCount; nIndex++)
{
open = dPrevClose;
bool upward = false;
if (range.Begin > dPrevClose)
{
upward = true;
}
else if (range.End < dPrevClose)
{
upward = false;
}
else
{
upward = Random.NextDouble() > 0.5;
}
if (upward)
{
// upward price change
close = open + (2 + (Random.NextDouble() * 20));
high = close + (Random.NextDouble() * 10);
low = open - (Random.NextDouble() * 10);
}
else
{
// downward price change
close = open - (2 + (Random.NextDouble() * 20));
high = open + (Random.NextDouble() * 10);
low = close - (Random.NextDouble() * 10);
}
if (low < 1)
{
low = 1;
}
dPrevClose = close;
s.OpenValues.Add(open);
s.HighValues.Add(high);
s.LowValues.Add(low);
s.CloseValues.Add(close);
}
}
private void GenerateData(NStockSeries s, NWorkCalendar calendar, double dPrevClose, int nCount)
{
DateTime now = DateTime.Now;
NTimeline timeline = calendar.CreateTimeline(new NDateTimeRange(now, now + new TimeSpan(730, 0, 0, 0, 0)));
double open, high, low, close;
s.ClearDataPoints();
Random random = new Random();
for (int nIndex = 0; nIndex < nCount; nIndex++)
{
open = dPrevClose;
if (dPrevClose < 25 || random.NextDouble() > 0.5)
{
// upward price change
close = open + (2 + (random.NextDouble() * 20));
high = close + (random.NextDouble() * 10);
low = open - (random.NextDouble() * 10);
}
else
{
// downward price change
close = open - (2 + (random.NextDouble() * 20));
high = open + (random.NextDouble() * 10);
low = close - (random.NextDouble() * 10);
}
if (low < 1)
{
low = 1;
}
dPrevClose = close;
s.OpenValues.Add(open);
s.HighValues.Add(high);
s.LowValues.Add(low);
s.CloseValues.Add(close);
s.XValues.Add(now.ToOADate());
// advance to next working day
now = timeline.AddTimeSpan(now, new NDateTimeSpan(1, NDateTimeUnit.Day));
}
}
public static void GenerateOHLCData(NStockSeries s, double dPrevClose, int nCount, NRange1DD range)
{
double open, high, low, close;
s.ClearDataPoints();
for (int nIndex = 0; nIndex < nCount; nIndex++)
{
GenerateOHLCDataPoint(dPrevClose, range, out open, out high, out low, out close);
dPrevClose = close;
s.OpenValues.Add(open);
s.HighValues.Add(high);
s.LowValues.Add(low);
s.CloseValues.Add(close);
}
}
private void GenerateOHLCData(NStockSeries s, int nCount)
{
double prevclose = 300;
double open, high, low, close;
s.ClearDataPoints();
for (int nIndex = 0; nIndex < nCount; nIndex++)
{
open = prevclose;
if (prevclose < 25 || Random.NextDouble() > 0.5)
{
// upward price change
close = open + (2 + (Random.NextDouble() * 20));
high = close + (Random.NextDouble() * 10);
low = open - (Random.NextDouble() * 10);
}
else
{
// downward price change
close = open - (2 + (Random.NextDouble() * 20));
high = open + (Random.NextDouble() * 10);
low = close - (Random.NextDouble() * 10);
}
if (low < 1)
{
low = 1;
}
prevclose = close;
s.OpenValues.Add(open);
s.HighValues.Add(high);
s.LowValues.Add(low);
s.CloseValues.Add(close);
}
}
public static void GenerateOHLCData(NStockSeries s, double dPrevClose, int nCount)
{
double open, high, low, close;
s.ClearDataPoints();
for (int nIndex = 0; nIndex < nCount; nIndex++)
{
open = dPrevClose;
if (dPrevClose < 25 || rand.NextDouble() > 0.5)
{
// upward price change
close = open + (2 + (rand.NextDouble() * 20));
high = close + (rand.NextDouble() * 10);
low = open - (rand.NextDouble() * 10);
}
else
{
// downward price change
close = open - (2 + (rand.NextDouble() * 20));
high = open + (rand.NextDouble() * 10);
low = close - (rand.NextDouble() * 10);
}
if (low < 1)
{
low = 1;
}
dPrevClose = close;
s.OpenValues.Add(open);
s.HighValues.Add(high);
s.LowValues.Add(low);
s.CloseValues.Add(close);
}
}
public void Reset( )
{
m_Stock.ClearDataPoints();
}
