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sequence tweaks, removing market hours anything

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This commit is contained in:
Will Charczuk 2018-09-10 13:08:20 -07:00
parent 1a09989055
commit 0e849b11bb
17 changed files with 413 additions and 877 deletions
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0
seq/sequence.go → seq/seq.go
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0
seq/sequence_test.go → seq/seq_test.go
View file

127
seq/time.go
View file

@ -20,95 +20,6 @@ func (ts timeSequence) Days(days int) []time.Time {
return values
}
func (ts timeSequence) MarketHours(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
var times []time.Time
cursor := util.Date.On(marketOpen, from)
toClose := util.Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
todayOpen := util.Date.On(marketOpen, cursor)
todayClose := util.Date.On(marketClose, cursor)
isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
if (cursor.Equal(todayOpen) || cursor.After(todayOpen)) && (cursor.Equal(todayClose) || cursor.Before(todayClose)) && isValidTradingDay {
times = append(times, cursor)
}
if cursor.After(todayClose) {
cursor = util.Date.NextMarketOpen(cursor, marketOpen, isHoliday)
} else {
cursor = util.Date.NextHour(cursor)
}
}
return times
}
func (ts timeSequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
var times []time.Time
cursor := util.Date.On(marketOpen, from)
toClose := util.Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
todayOpen := util.Date.On(marketOpen, cursor)
todayNoon := util.Date.NoonOn(cursor)
today2pm := util.Date.On(util.Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
todayClose := util.Date.On(marketClose, cursor)
times = append(times, todayOpen, todayNoon, today2pm, todayClose)
}
cursor = util.Date.NextDay(cursor)
}
return times
}
func (ts timeSequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
var times []time.Time
cursor := util.Date.On(marketOpen, from)
toClose := util.Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
todayClose := util.Date.On(marketClose, cursor)
times = append(times, todayClose)
}
cursor = util.Date.NextDay(cursor)
}
return times
}
func (ts timeSequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
var times []time.Time
cursor := util.Date.On(marketOpen, from)
toClose := util.Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
todayClose := util.Date.On(marketClose, cursor)
times = append(times, todayClose)
}
cursor = cursor.AddDate(0, 0, 2)
}
return times
}
func (ts timeSequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
var times []time.Time
cursor := util.Date.On(marketClose, from)
toClose := util.Date.On(marketClose, to)
for cursor.Equal(toClose) || cursor.Before(toClose) {
isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
times = append(times, cursor)
}
cursor = util.Date.NextDayOfWeek(cursor, time.Monday)
}
return times
}
func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
times := make([]time.Time, totalHours)
@ -123,49 +34,17 @@ func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
// HoursFilled adds zero values for the data bounded by the start and end of the xdata array.
func (ts timeSequence) HoursFilled(xdata []time.Time, ydata []float64) ([]time.Time, []float64) {
start := Time.Start(xdata)
end := Time.End(xdata)
totalHours := util.Math.AbsInt(util.Date.DiffHours(start, end))
start, end := util.Time.StartAndEnd(xdata...)
totalHours := util.Time.DiffHours(start, end)
finalTimes := ts.Hours(start, totalHours+1)
finalValues := make([]float64, totalHours+1)
var hoursFromStart int
for i, xd := range xdata {
hoursFromStart = util.Date.DiffHours(start, xd)
hoursFromStart = util.Time.DiffHours(start, xd)
finalValues[hoursFromStart] = ydata[i]
}
return finalTimes, finalValues
}
// Start returns the earliest (min) time in a list of times.
func (ts timeSequence) Start(times []time.Time) time.Time {
if len(times) == 0 {
return time.Time{}
}
start := times[0]
for _, t := range times[1:] {
if t.Before(start) {
start = t
}
}
return start
}
// Start returns the earliest (min) time in a list of times.
func (ts timeSequence) End(times []time.Time) time.Time {
if len(times) == 0 {
return time.Time{}
}
end := times[0]
for _, t := range times[1:] {
if t.After(end) {
end = t
}
}
return end
}

35
seq/time_test.go
View file

@ -8,40 +8,13 @@ import (
"github.com/wcharczuk/go-chart/util"
)
func TestTimeMarketHours(t *testing.T) {
assert := assert.New(t)
today := time.Date(2016, 07, 01, 12, 0, 0, 0, util.Date.Eastern())
mh := Time.MarketHours(today, today, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
assert.Len(mh, 8)
assert.Equal(util.Date.Eastern(), mh[0].Location())
}
func TestTimeMarketHourQuarters(t *testing.T) {
assert := assert.New(t)
today := time.Date(2016, 07, 01, 12, 0, 0, 0, util.Date.Eastern())
mh := Time.MarketHourQuarters(today, today, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
assert.Len(mh, 4)
assert.Equal(9, mh[0].Hour())
assert.Equal(30, mh[0].Minute())
assert.Equal(util.Date.Eastern(), mh[0].Location())
assert.Equal(12, mh[1].Hour())
assert.Equal(00, mh[1].Minute())
assert.Equal(util.Date.Eastern(), mh[1].Location())
assert.Equal(14, mh[2].Hour())
assert.Equal(00, mh[2].Minute())
assert.Equal(util.Date.Eastern(), mh[2].Location())
}
func TestTimeHours(t *testing.T) {
assert := assert.New(t)
today := time.Date(2016, 07, 01, 12, 0, 0, 0, time.UTC)
seq := Time.Hours(today, 24)
end := Time.End(seq)
end := util.Time.End(seq...)
assert.Len(seq, 24)
assert.Equal(2016, end.Year())
assert.Equal(07, int(end.Month()))
@ -73,7 +46,7 @@ func TestSequenceHoursFill(t *testing.T) {
}
filledTimes, filledValues := Time.HoursFilled(xdata, ydata)
expected := util.Date.DiffHours(Time.Start(xdata), Time.End(xdata)) + 1
expected := util.Time.DiffHours(util.Time.Start(xdata...), util.Time.End(xdata...)) + 1
assert.Len(filledTimes, expected)
assert.Equal(len(filledValues), len(filledTimes))
@ -94,7 +67,7 @@ func TestTimeStart(t *testing.T) {
time.Now().AddDate(0, 0, -5),
}
assert.InTimeDelta(Time.Start(times), times[4], time.Millisecond)
assert.InTimeDelta(util.Time.Start(times...), times[4], time.Millisecond)
}
func TestTimeEnd(t *testing.T) {
@ -108,5 +81,5 @@ func TestTimeEnd(t *testing.T) {
time.Now().AddDate(0, 0, -5),
}
assert.InTimeDelta(Time.End(times), times[2], time.Millisecond)
assert.InTimeDelta(util.Time.End(times...), times[2], time.Millisecond)
}

31
seq/times.go Normal file
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@ -0,0 +1,31 @@
package seq
import (
"time"
"github.com/wcharczuk/go-chart/util"
)
// Assert types implement interfaces.
var (
_ Provider = (*Times)(nil)
)
// Times are an array of times.
// It wraps the array with methods that implement `seq.Provider`.
type Times []time.Time
// Array returns the times to an array.
func (t Times) Array() []time.Time {
return []time.Time(t)
}
// Len returns the length of the array.
func (t Times) Len() int {
return len(t)
}
// GetValue returns a value at an index as a time.
func (t Times) GetValue(index int) float64 {
return util.Time.ToFloat64(t[index])
}