candle series, candle series tests.

This commit is contained in:
Will Charczuk 2017-05-14 13:34:46 -07:00
parent e39acdfb76
commit 7d1401898a
3 changed files with 97 additions and 10 deletions

View file

@ -3,8 +3,13 @@ package chart
import (
"fmt"
"time"
"math"
"github.com/wcharczuk/go-chart/util"
)
// CandleValue is a day's data for a candlestick plot.
type CandleValue struct {
Timestamp time.Time
High float64
@ -13,6 +18,11 @@ type CandleValue struct {
Close float64
}
// IsZero returns if the value is zero or not.
func (cv CandleValue) IsZero() bool {
return cv.Timestamp.IsZero()
}
// CandlestickSeries is a special type of series that takes a norma value provider
// and maps it to day value stats (high, low, open, close).
type CandlestickSeries struct {
@ -46,20 +56,52 @@ func (cs CandlestickSeries) CandleValues() []CandleValue {
// compute the low, or the min
totalValues := cs.InnerSeries.Len()
if totalValues == 0 {
return nil
}
var value CandleValue
var values []CandleValue
var lastYear, lastMonth, lastDay int
var year, month, day int
var day int
for i := 0; i < totalValues; i++ {
if day == 0 {
// extract day value from time value
var tv float64
var t time.Time
var lv, v float64
tv, v = cs.InnerSeries.GetValues(0)
t = util.Time.FromFloat64(tv)
year, month, day = t.Year(), int(t.Month()), t.Day()
value.Timestamp = cs.newTimestamp(year, month, day)
value.Open, value.Low, value.High = v, v, v
for i := 1; i < totalValues; i++ {
tv, v = cs.InnerSeries.GetValues(i)
t = util.Time.FromFloat64(tv)
year, month, day = t.Year(), int(t.Month()), t.Day()
// if we've transitioned to a new day or we're on the last value
if lastYear != year || lastMonth != month || lastDay != day || i == (totalValues-1) {
value.Close = lv
values = append(values, value)
value = CandleValue{
Timestamp: cs.newTimestamp(year, month, day),
}
}
if
value.Low = math.Min(value.Low, v)
value.High = math.Max(value.Low, v)
lv = v
}
return values
}
func (cs CandlestickSeries) newTimestamp(year, month, day int) time.Time {
return time.Date(year, time.Month(month), day, 12, 0, 0, 0, util.Date.Eastern())
}
// Render implements Series.Render.
func (cs CandlestickSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
//style := cs.Style.InheritFrom(defaults)

View file

@ -0,0 +1,45 @@
package chart
import (
"math/rand"
"testing"
"time"
assert "github.com/blendlabs/go-assert"
"github.com/wcharczuk/go-chart/util"
)
func generateDummyStockData() (times []time.Time, prices []float64) {
start := util.Date.On(time.Date(2017, 05, 15, 6, 30, 0, 0, util.Date.Eastern()), util.NYSEOpen())
var cursor time.Time
for day := 0; day < 60; day++ {
cursor = start.AddDate(0, 0, day)
for hour := 0; hour < 7; hour++ {
for minute := 0; minute < 60; minute++ {
times = append(times, cursor)
prices = append(prices, rand.Float64()*256)
cursor = cursor.Add(time.Minute)
}
cursor = cursor.Add(time.Hour)
}
}
return
}
func TestCandlestickSeriesCandleValues(t *testing.T) {
assert := assert.New(t)
xdata, ydata := generateDummyStockData()
candleSeries := CandlestickSeries{
InnerSeries: TimeSeries{
XValues: xdata,
YValues: ydata,
},
}
values := candleSeries.CandleValues()
assert.NotEmpty(values)
}

View file

@ -115,31 +115,31 @@ func (mhr MarketHoursRange) GetMarketClose() time.Time {
// GetTicks returns the ticks for the range.
// This is to override the default continous ticks that would be generated for the range.
func (mhr *MarketHoursRange) GetTicks(r Renderer, defaults Style, vf ValueFormatter) []Tick {
times := seq.Time.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
times := seq.TimeUtil.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
timesWidth := mhr.measureTimes(r, defaults, vf, times)
if timesWidth <= mhr.Domain {
return mhr.makeTicks(vf, times)
}
times = seq.Time.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
times = seq.TimeUtil.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
timesWidth = mhr.measureTimes(r, defaults, vf, times)
if timesWidth <= mhr.Domain {
return mhr.makeTicks(vf, times)
}
times = seq.Time.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
times = seq.TimeUtil.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
timesWidth = mhr.measureTimes(r, defaults, vf, times)
if timesWidth <= mhr.Domain {
return mhr.makeTicks(vf, times)
}
times = seq.Time.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
times = seq.TimeUtil.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
timesWidth = mhr.measureTimes(r, defaults, vf, times)
if timesWidth <= mhr.Domain {
return mhr.makeTicks(vf, times)
}
times = seq.Time.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
times = seq.TimeUtil.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
timesWidth = mhr.measureTimes(r, defaults, vf, times)
if timesWidth <= mhr.Domain {
return mhr.makeTicks(vf, times)