Trading System API  3.0
Library for Simulating and Deploying Trading and Investment Strategies
Random Functions (DSL)

Functions

sref< double > tsa::GAUSSIAN (double std_dev)
 Returns a 'gaussian' random value; A 'unit gaussian' multiplied by the given std_dev.
 
sref< double > tsa::RAND (double low=0.0, double high=1.0)
 Returns a (uniformly distributed) random value between low and high.
 
sref< bool > tsa::RAND_BOOL (double true_probability=0.5)
 Returns a random boolean value with a given true_probability.
 
sref< int > tsa::RAND_INT (int low, int high)
 Returns a (uniformly distributed) random integer between low and high.
 
sref< std::string > tsa::RAND_STRING (size_t min_len=15, size_t max_len=15)
 Returns a random string of random length between min_len and max_len.
 
sref< double > tsa::UNIT_GAUSSIAN (void)
 Returns a 'unit gaussian'; A random value with a standard deviation of 1.0 and a mean of 0.0.
 

Detailed Description