private List <Bar> GenerateTickHistory(int interval, int maxBars, double lastPrice)
{
List <Bar> bars = new List <Bar>();
DateTime barTime = DateTime.UtcNow;
barTime = new DateTime(barTime.Year, barTime.Month, barTime.Day, barTime.Hour, barTime.Minute, 0);
var tick = new HistoryTickItem(barTime, lastPrice, 0);
for (int i = 0; i < maxBars; i++)
{
tick = GenerateHistoryTick(tick);
Bar aBar = new Bar
{
Date = tick.Time,
Open = tick.Price,
Close = tick.Price,
High = tick.Price,
Low = tick.Price,
Volume = tick.Volume
};
for (int t = 1; t < interval; t++)
{
tick = GenerateHistoryTick(tick);
aBar.Open = tick.Price;
aBar.High = Math.Max(aBar.High, aBar.Open);
aBar.Low = Math.Min(aBar.Low, aBar.Open);
aBar.Volume += tick.Volume;
}
bars.Add(aBar);
}
return(bars);
}
private HistoryTickItem GenerateHistoryTick(HistoryTickItem tick)
{
DateTime date = tick.Time.AddSeconds(-m_Random.NextDouble());
double priceShift = (m_Random.NextDouble() > 0.5 ? 1 : -1) * (double)m_Random.Next(1000) / 100;
int volume = m_Random.Next(1000000);
return(new HistoryTickItem(date, tick.Price + priceShift, volume));
}
private List <Bar> GenerateRangeHistory(int interval, int maxBars, double lastPrice)
{
int maxTickGenerateCount = 50;
double range = _tickSize * interval;
List <Bar> bars = new List <Bar>();
DateTime barTime = DateTime.UtcNow;
barTime = new DateTime(barTime.Year, barTime.Month, barTime.Day, barTime.Hour, barTime.Minute, 0);
var tick = new HistoryTickItem(barTime, lastPrice, 0);
for (int i = 0; i < maxBars; i++)
{
tick = GenerateHistoryTick(tick);
Bar aBar = new Bar
{
Date = tick.Time,
Open = tick.Price,
Close = tick.Price,
High = tick.Price,
Low = tick.Price,
Volume = tick.Volume
};
bool created = false;
for (int t = 0; t < maxTickGenerateCount; t++)
{
tick = GenerateHistoryTick(tick);
aBar.Close = tick.Price;
aBar.High = Math.Max(aBar.High, aBar.Close);
aBar.Low = Math.Min(aBar.Low, aBar.Close);
aBar.Volume += tick.Volume;
if (aBar.High - aBar.Low > range)
{
created = true;
break;
}
}
if (!created)
{
if (aBar.Close - aBar.Low < aBar.High - aBar.Close)
{
aBar.Close = aBar.Low = aBar.High - range - (double)m_Random.Next(1000) / 1000;
}
else
{
aBar.Close = aBar.High = aBar.Low + range + (double)m_Random.Next(1000) / 1000;
}
}
bars.Add(aBar);
}
return(bars);
}
