candle series, candle series tests.
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parent
e39acdfb76
commit
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3 changed files with 97 additions and 10 deletions
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@ -3,8 +3,13 @@ package chart
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import (
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"fmt"
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"time"
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"math"
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"github.com/wcharczuk/go-chart/util"
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)
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// CandleValue is a day's data for a candlestick plot.
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type CandleValue struct {
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Timestamp time.Time
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High float64
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@ -13,6 +18,11 @@ type CandleValue struct {
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Close float64
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}
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// IsZero returns if the value is zero or not.
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func (cv CandleValue) IsZero() bool {
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return cv.Timestamp.IsZero()
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}
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// CandlestickSeries is a special type of series that takes a norma value provider
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// and maps it to day value stats (high, low, open, close).
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type CandlestickSeries struct {
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@ -46,20 +56,52 @@ func (cs CandlestickSeries) CandleValues() []CandleValue {
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// compute the low, or the min
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totalValues := cs.InnerSeries.Len()
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if totalValues == 0 {
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return nil
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}
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var value CandleValue
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var values []CandleValue
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var lastYear, lastMonth, lastDay int
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var year, month, day int
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var day int
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for i := 0; i < totalValues; i++ {
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if day == 0 {
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// extract day value from time value
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var tv float64
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var t time.Time
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var lv, v float64
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tv, v = cs.InnerSeries.GetValues(0)
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t = util.Time.FromFloat64(tv)
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year, month, day = t.Year(), int(t.Month()), t.Day()
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value.Timestamp = cs.newTimestamp(year, month, day)
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value.Open, value.Low, value.High = v, v, v
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for i := 1; i < totalValues; i++ {
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tv, v = cs.InnerSeries.GetValues(i)
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t = util.Time.FromFloat64(tv)
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year, month, day = t.Year(), int(t.Month()), t.Day()
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// if we've transitioned to a new day or we're on the last value
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if lastYear != year || lastMonth != month || lastDay != day || i == (totalValues-1) {
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value.Close = lv
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values = append(values, value)
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value = CandleValue{
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Timestamp: cs.newTimestamp(year, month, day),
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}
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}
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if
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value.Low = math.Min(value.Low, v)
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value.High = math.Max(value.Low, v)
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lv = v
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}
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return values
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}
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func (cs CandlestickSeries) newTimestamp(year, month, day int) time.Time {
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return time.Date(year, time.Month(month), day, 12, 0, 0, 0, util.Date.Eastern())
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}
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// Render implements Series.Render.
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func (cs CandlestickSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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//style := cs.Style.InheritFrom(defaults)
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45
candlestick_series_test.go
Normal file
45
candlestick_series_test.go
Normal file
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@ -0,0 +1,45 @@
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package chart
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import (
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"math/rand"
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"testing"
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"time"
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assert "github.com/blendlabs/go-assert"
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"github.com/wcharczuk/go-chart/util"
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)
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func generateDummyStockData() (times []time.Time, prices []float64) {
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start := util.Date.On(time.Date(2017, 05, 15, 6, 30, 0, 0, util.Date.Eastern()), util.NYSEOpen())
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var cursor time.Time
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for day := 0; day < 60; day++ {
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cursor = start.AddDate(0, 0, day)
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for hour := 0; hour < 7; hour++ {
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for minute := 0; minute < 60; minute++ {
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times = append(times, cursor)
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prices = append(prices, rand.Float64()*256)
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cursor = cursor.Add(time.Minute)
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}
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cursor = cursor.Add(time.Hour)
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}
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}
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return
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}
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func TestCandlestickSeriesCandleValues(t *testing.T) {
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assert := assert.New(t)
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xdata, ydata := generateDummyStockData()
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candleSeries := CandlestickSeries{
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InnerSeries: TimeSeries{
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XValues: xdata,
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YValues: ydata,
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},
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}
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values := candleSeries.CandleValues()
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assert.NotEmpty(values)
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}
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@ -115,31 +115,31 @@ func (mhr MarketHoursRange) GetMarketClose() time.Time {
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// GetTicks returns the ticks for the range.
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// This is to override the default continous ticks that would be generated for the range.
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func (mhr *MarketHoursRange) GetTicks(r Renderer, defaults Style, vf ValueFormatter) []Tick {
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times := seq.Time.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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times := seq.TimeUtil.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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timesWidth := mhr.measureTimes(r, defaults, vf, times)
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if timesWidth <= mhr.Domain {
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return mhr.makeTicks(vf, times)
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}
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times = seq.Time.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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times = seq.TimeUtil.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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timesWidth = mhr.measureTimes(r, defaults, vf, times)
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if timesWidth <= mhr.Domain {
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return mhr.makeTicks(vf, times)
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}
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times = seq.Time.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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times = seq.TimeUtil.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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timesWidth = mhr.measureTimes(r, defaults, vf, times)
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if timesWidth <= mhr.Domain {
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return mhr.makeTicks(vf, times)
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}
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times = seq.Time.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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times = seq.TimeUtil.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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timesWidth = mhr.measureTimes(r, defaults, vf, times)
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if timesWidth <= mhr.Domain {
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return mhr.makeTicks(vf, times)
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}
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times = seq.Time.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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times = seq.TimeUtil.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
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timesWidth = mhr.measureTimes(r, defaults, vf, times)
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if timesWidth <= mhr.Domain {
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return mhr.makeTicks(vf, times)
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