jackyu66gitandCursor
7f393b93ed
删除根目录旧 Chan 模块、策略、配置、文档及 wyckoff 相关代码；更新缠论 pipeline 与笔中枢计算；补充 research 研究与 web 测试。 Co-authored-by: Cursor <cursoragent@cursor.com>
29 lines
820 B
Python
29 lines
820 B
Python
"""测试辅助函数。"""
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from __future__ import annotations
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import numpy as np
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import pandas as pd
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def make_ohlcv(n: int = 400, seed: int = 42) -> pd.DataFrame:
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rng = np.random.default_rng(seed)
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dates = pd.date_range("2024-01-01", periods=n, freq="5min", tz="UTC")
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rets = rng.normal(0, 0.002, size=n)
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close = 100 * np.exp(np.cumsum(rets))
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open_ = np.roll(close, 1)
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open_[0] = close[0]
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spread = np.abs(rng.normal(0, 0.0015, size=n)) * close
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high = np.maximum(open_, close) + spread
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low = np.minimum(open_, close) - spread
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volume = rng.uniform(100, 1000, size=n)
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return pd.DataFrame(
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{
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"date": dates,
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"open": open_,
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"high": high,
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"low": low,
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"close": close,
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"volume": volume,
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}
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)
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