public DoubleSeries GetDampedSinewave(int pad, double amplitude, double phase, double dampingFactor, int pointCount, int freq = 10)
{
var doubleSeries = new DoubleSeries();
for (int i = 0; i < pad; i++)
{
double time = 10 * i / (double)pointCount;
doubleSeries.Add(new XYPoint()
{
X = time
});
}
for (int i = pad, j = 0; i < pointCount; i++, j++)
{
var xyPoint = new XYPoint();
double time = 10 * i / (double)pointCount;
double wn = 2 * Math.PI / (pointCount / (double)freq);
xyPoint.X = time;
xyPoint.Y = amplitude * Math.Sin(j * wn + phase);
doubleSeries.Add(xyPoint);
amplitude *= (1.0 - dampingFactor);
}
return(doubleSeries);
}
public DoubleSeries GetClusteredPoints(double xCentre, double yCentre, double deviation, int count)
{
var doubleSeries = new DoubleSeries();
for (int i = 0; i < count; i++)
{
double x = GetGaussianRandomNumber(xCentre, deviation);
double y = GetGaussianRandomNumber(yCentre, deviation);
doubleSeries.Add(new XYPoint()
{
X = x, Y = y
});
}
return(doubleSeries);
}
public DoubleSeries GetStraightLine(double gradient, double yIntercept, int pointCount)
{
var doubleSeries = new DoubleSeries(pointCount);
for (int i = 0; i <= pointCount; i++)
{
double x = i + 1;
double y = gradient * x + yIntercept;
doubleSeries.Add(new XYPoint()
{
X = x, Y = y
});
}
return(doubleSeries);
}
public DoubleSeries GetRandomDoubleSeries(int pointCount)
{
var doubleSeries = new DoubleSeries();
double amplitude = _random.NextDouble() + 0.5;
double freq = Math.PI * (_random.NextDouble() + 0.5) * 10;
double offset = _random.NextDouble() - 0.5;
for (int i = 0; i < pointCount; i++)
{
doubleSeries.Add(new XYPoint()
{
X = i, Y = offset + amplitude * Math.Sin(freq * i)
});
}
return(doubleSeries);
}
public DoubleSeries GetLissajousCurve(double alpha, double beta, double delta, int count = 200)
{
// From http://en.wikipedia.org/wiki/Lissajous_curve
// x = Asin(at + d), y = Bsin(bt)
var doubleSeries = new DoubleSeries(count);
for (int i = 0; i < count; i++)
{
double x = Math.Sin(alpha * i * 0.1 + delta);
double y = Math.Sin(beta * i * 0.1);
doubleSeries.Add(new XYPoint()
{
X = x, Y = y
});
}
return(doubleSeries);
}
public DoubleSeries GetExponentialCurve(double power, int pointCount)
{
var doubleSeries = new DoubleSeries(pointCount);
double x = 0.00001;
const double fudgeFactor = 1.4;
for (int i = 0; i < pointCount; i++)
{
x *= fudgeFactor;
double y = Math.Pow((double)i + 1, power);
doubleSeries.Add(new XYPoint()
{
X = x, Y = y
});
}
return(doubleSeries);
}
/*
* public PriceSeries GetRandomTrades(out List<Trade> trades, out List<NewsEvent> news)
* {
* var priceSeries = new PriceSeries();
* trades = new List<Trade>();
* news = new List<NewsEvent>();
*
* var startDate = new DateTime(2012, 01, 01);
*
* double randomWalk = 0.0;
*
* // Note: Change the value below to increase or decrease the point count and trade frequency
* const int Count = 1000;
* const uint TradeFrequency = 14;
*
* // Generate the X,Y data with sequential dates on the X-Axis and slightly positively biased random walk on the Y-Axis
* for (int i = 0; i < Count; i++)
* {
* randomWalk += (_random.NextDouble() - 0.498);
* priceSeries.Add(new PriceBar(startDate.AddMinutes(i*10), randomWalk, randomWalk, randomWalk, randomWalk, 0));
* }
*
* // The random walk is a truly random series, so it may contain negative values. Here we find the minimum and offset it
* // so it is always positive.
* double yOffset = -priceSeries.CloseData.Min() + _random.NextDouble();
*
* for (int i = 0; i < Count; i++)
* {
* // Now update with the offset so it is never negative
* priceSeries[i].Close += yOffset;
*
* // Every N'th tick create a random trade
* if (i % TradeFrequency == 0)
* {
* var trade = new Trade();
*
* // randomize buy or sell
* trade.BuySell = _random.NextDouble() > 0.48 ? BuySell.Buy : BuySell.Sell;
*
* // Set dealprice and date
* trade.DealPrice = priceSeries[i].Close;
* trade.TradeDate = priceSeries[i].DateTime;
*
* // Set instrument and quantity
* trade.Instrument = Instrument.CrudeOil;
* trade.Quantity = _random.Next(100, 500);
* trades.Add(trade);
* }
*
* // Every N'th tick create a random news event
* if (_random.Next(0, 99) > 95)
* {
* var newsEvent = new NewsEvent();
*
* newsEvent.EventDate = priceSeries[i].DateTime;
* newsEvent.Headline = "OPEC meeting minutes";
* newsEvent.Body = "The Organization of the Petroleum Exporting Countries voted today to increase production of Crude oil from its member states";
*
* news.Add(newsEvent);
* }
* }
*
* return priceSeries;
* }
*/
public DoubleSeries GenerateSpiral(double xCentre, double yCentre, double maxRadius, int count)
{
var doubleSeries = new DoubleSeries();
double radius = 0;
double x, y;
double deltaRadius = maxRadius / count;
for (int i = 0; i < count; i++)
{
double sinX = Math.Sin(2 * Math.PI * i * 0.05);
double cosX = Math.Cos(2 * Math.PI * i * 0.05);
x = xCentre + radius * sinX;
y = yCentre + radius * cosX;
doubleSeries.Add(new XYPoint()
{
X = x, Y = y
});
radius += deltaRadius;
}
return(doubleSeries);
}
public DoubleSeries GenerateEEG(int count, ref double startPhase, double phaseStep)
{
var doubleSeries = new DoubleSeries();
var rand = new Random((int)DateTime.Now.Ticks);
for (int i = 0; i < count; i++)
{
var xyPoint = new XYPoint();
var time = i / (double)count;
xyPoint.X = time;
//double mod = 0.2 * Math.Sin(startPhase);
xyPoint.Y = //mod * Math.Sin(startPhase / 4.9) +
0.05 * (rand.NextDouble() - 0.5) +
1.0;
doubleSeries.Add(xyPoint);
startPhase += phaseStep;
}
return(doubleSeries);
}
public DoubleSeries GetSquirlyWave()
{
var doubleSeries = new DoubleSeries();
var rand = new Random((int)DateTime.Now.Ticks);
const int COUNT = 1000;
for (int i = 0; i < COUNT; i++)
{
var xyPoint = new XYPoint();
var time = i / (double)COUNT;
xyPoint.X = time;
xyPoint.Y = time * Math.Sin(2 * Math.PI * i / (double)COUNT) +
0.2 * Math.Sin(2 * Math.PI * i / (COUNT / 7.9)) +
0.05 * (rand.NextDouble() - 0.5) +
1.0;
doubleSeries.Add(xyPoint);
}
return(doubleSeries);
}
public DoubleSeries GetFourierSeriesZoomed(double amplitude, double phaseShift, double xStart, double xEnd, int count = 5000)
{
var data = GetFourierSeries(amplitude, phaseShift, count);
int index0 = 0;
int index1 = 0;
for (int i = 0; i < count; i++)
{
if (data.XData[i] > xStart && index0 == 0)
{
index0 = i;
}
if (data.XData[i] > xEnd && index1 == 0)
{
index1 = i;
break;
}
}
var result = new DoubleSeries();
var xData = data.XData.Skip(index0).Take(index1 - index0).ToArray();
var yData = data.YData.Skip(index0).Take(index1 - index0).ToArray();
for (int i = 0; i < xData.Length; i++)
{
result.Add(new XYPoint()
{
X = xData[i], Y = yData[i]
});
}
return(result);
}
public DoubleSeries GetFourierSeries(double amplitude, double phaseShift, int count = 5000)
{
var doubleSeries = new DoubleSeries();
for (int i = 0; i < count; i++)
{
var xyPoint = new XYPoint();
double time = 10 * i / (double)count;
double wn = 2 * Math.PI / (count / 10);
xyPoint.X = time;
xyPoint.Y = Math.PI * amplitude *
(Math.Sin(i * wn + phaseShift) +
0.33 * Math.Sin(i * 3 * wn + phaseShift) +
0.20 * Math.Sin(i * 5 * wn + phaseShift) +
0.14 * Math.Sin(i * 7 * wn + phaseShift) +
0.11 * Math.Sin(i * 9 * wn + phaseShift) +
0.09 * Math.Sin(i * 11 * wn + phaseShift));
doubleSeries.Add(xyPoint);
}
return(doubleSeries);
}
