Adaptive.ReactiveTrader.Server.Pricing.MeanReversionRandomWalkPriceGenerator.Sequence C# (CSharp) Метод

        public IEnumerable<SpotPriceDto> Sequence()
        {
            var previousMid = _initial;

            while (true)
            {
                var random = (decimal) Random.Value.NextNormal();
                previousMid += _reversion*(_initial - previousMid) + random*_vol;

                yield return new SpotPriceDto
                {
                    Symbol = Symbol,
                    ValueDate = DateTime.UtcNow.AddDays(2).Date,
                    Mid = Format(previousMid),
                    Ask = Format(previousMid*(1 + _halfSpreadPercentage)),
                    Bid = Format(previousMid*(1 - _halfSpreadPercentage)),
                    CreationTimestamp = Stopwatch.GetTimestamp()
                };
            }
        }