getHistoricalData method

@override Future<List<Candle>> getHistoricalData({ required String symbol, required Timeframe timeframe, int count = 500, })

Fetches historical OHLCV bars for the specified symbol and timeframe.

Implementation

@override
Future<List<Candle>> getHistoricalData({
  required String symbol,
  required Timeframe timeframe,
  int count = 500,
}) async {
  final candles = <Candle>[];
  final now = DateTime.now();
  final alignedNow = timeframe.alignTimestamp(now);

  final symbolBasePrice = defaultPrices[symbol] ?? initialPrice;
  initialPrice = symbolBasePrice;

  // Generate historical backwards from now
  var price = symbolBasePrice;
  final tempList = <Candle>[];

  var currentTimestamp = alignedNow.subtract(timeframe.duration * count);

  for (int i = 0; i < count; i++) {
    // Geometric Brownian motion step with slight mean reversion
    final drift = 0.00005;
    final shock = (_random.nextDouble() - 0.49) * 2.0; // [-0.98, 1.02]
    final deltaPercent = drift + (volatility * shock);

    final open = price;
    final close = price * (1.0 + deltaPercent);

    // Intra-candle high and low
    final maxOC = math.max(open, close);
    final minOC = math.min(open, close);

    final highExtension = (_random.nextDouble() * volatility * 1.2) * price;
    final lowExtension = (_random.nextDouble() * volatility * 1.2) * price;

    final high = maxOC + highExtension;
    final low = math.max(0.01, minOC - lowExtension);

    // Volume with occasional spikes
    final isSpike = _random.nextDouble() < 0.08;
    final baseVolume = 1500.0 + (_random.nextDouble() * 4000.0);
    final volume = isSpike ? baseVolume * 3.5 : baseVolume;

    tempList.add(
      Candle(
        timestamp: currentTimestamp,
        open: double.parse(open.toStringAsFixed(2)),
        high: double.parse(high.toStringAsFixed(2)),
        low: double.parse(low.toStringAsFixed(2)),
        close: double.parse(close.toStringAsFixed(2)),
        volume: double.parse(volume.toStringAsFixed(0)),
      ),
    );

    price = close;
    currentTimestamp = currentTimestamp.add(timeframe.duration);
  }

  _currentPrice = price;
  candles.addAll(tempList);
  return candles;
}