Merge pull request #8 from wcharczuk/wcharczuk/market-hours

Consolidating date functions & tweaking market hours range
This commit is contained in:
Will Charczuk 2016-08-01 09:03:08 -07:00 committed by GitHub
commit 818dd0113b
24 changed files with 706 additions and 283 deletions

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@ -6,7 +6,7 @@ import "math"
type AnnotationSeries struct { type AnnotationSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
Annotations []Value2 Annotations []Value2
} }
@ -21,7 +21,7 @@ func (as AnnotationSeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (as AnnotationSeries) GetYAxis() yAxisType { func (as AnnotationSeries) GetYAxis() YAxisType {
return as.YAxis return as.YAxis
} }

15
axis.go
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@ -1,24 +1,25 @@
package chart package chart
type tickPosition int // TickPosition is an enumeration of possible tick drawing positions.
type TickPosition int
const ( const (
// TickPositionUnset means to use the default tick position. // TickPositionUnset means to use the default tick position.
TickPositionUnset tickPosition = 0 TickPositionUnset TickPosition = 0
// TickPositionBetweenTicks draws the labels for a tick between the previous and current tick. // TickPositionBetweenTicks draws the labels for a tick between the previous and current tick.
TickPositionBetweenTicks tickPosition = 1 TickPositionBetweenTicks TickPosition = 1
// TickPositionUnderTick draws the tick below the tick. // TickPositionUnderTick draws the tick below the tick.
TickPositionUnderTick tickPosition = 2 TickPositionUnderTick TickPosition = 2
) )
// YAxisType is a type of y-axis; it can either be primary or secondary. // YAxisType is a type of y-axis; it can either be primary or secondary.
type yAxisType int type YAxisType int
const ( const (
// YAxisPrimary is the primary axis. // YAxisPrimary is the primary axis.
YAxisPrimary yAxisType = 0 YAxisPrimary YAxisType = 0
// YAxisSecondary is the secondary axis. // YAxisSecondary is the secondary axis.
YAxisSecondary yAxisType = 1 YAxisSecondary YAxisType = 1
) )
// Axis is a chart feature detailing what values happen where. // Axis is a chart feature detailing what values happen where.

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@ -7,7 +7,7 @@ import "math"
type BollingerBandsSeries struct { type BollingerBandsSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
Period int Period int
K float64 K float64
@ -27,7 +27,7 @@ func (bbs BollingerBandsSeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (bbs BollingerBandsSeries) GetYAxis() yAxisType { func (bbs BollingerBandsSeries) GetYAxis() YAxisType {
return bbs.YAxis return bbs.YAxis
} }

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@ -5,7 +5,7 @@ type ContinuousSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
XValues []float64 XValues []float64
YValues []float64 YValues []float64
@ -44,7 +44,7 @@ func (cs ContinuousSeries) GetValueFormatters() (x, y ValueFormatter) {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (cs ContinuousSeries) GetYAxis() yAxisType { func (cs ContinuousSeries) GetYAxis() YAxisType {
return cs.YAxis return cs.YAxis
} }

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@ -1,4 +1,4 @@
package date package chart
import ( import (
"sync" "sync"
@ -52,33 +52,40 @@ var (
var ( var (
// NYSEOpen is when the NYSE opens. // NYSEOpen is when the NYSE opens.
NYSEOpen = ClockTime(9, 30, 0, 0, Eastern()) NYSEOpen = Date.Time(9, 30, 0, 0, Date.Eastern())
// NYSEClose is when the NYSE closes. // NYSEClose is when the NYSE closes.
NYSEClose = ClockTime(16, 0, 0, 0, Eastern()) NYSEClose = Date.Time(16, 0, 0, 0, Date.Eastern())
// NASDAQOpen is when NASDAQ opens. // NASDAQOpen is when NASDAQ opens.
NASDAQOpen = ClockTime(9, 30, 0, 0, Eastern()) NASDAQOpen = Date.Time(9, 30, 0, 0, Date.Eastern())
// NASDAQClose is when NASDAQ closes. // NASDAQClose is when NASDAQ closes.
NASDAQClose = ClockTime(16, 0, 0, 0, Eastern()) NASDAQClose = Date.Time(16, 0, 0, 0, Date.Eastern())
// NYSEArcaOpen is when NYSEARCA opens. // NYSEArcaOpen is when NYSEARCA opens.
NYSEArcaOpen = ClockTime(4, 0, 0, 0, Eastern()) NYSEArcaOpen = Date.Time(4, 0, 0, 0, Date.Eastern())
// NYSEArcaClose is when NYSEARCA closes. // NYSEArcaClose is when NYSEARCA closes.
NYSEArcaClose = ClockTime(20, 0, 0, 0, Eastern()) NYSEArcaClose = Date.Time(20, 0, 0, 0, Date.Eastern())
) )
// HolidayProvider is a function that returns if a given time falls on a holiday. // HolidayProvider is a function that returns if a given time falls on a holiday.
type HolidayProvider func(time.Time) bool type HolidayProvider func(time.Time) bool
// DefaultHolidayProvider implements `HolidayProvider` and just returns false. // defaultHolidayProvider implements `HolidayProvider` and just returns false.
func DefaultHolidayProvider(_ time.Time) bool { return false } func defaultHolidayProvider(_ time.Time) bool { return false }
var (
// Date contains utility functions that operate on dates.
Date = &date{}
)
type date struct{}
// IsNYSEHoliday returns if a date was/is on a nyse holiday day. // IsNYSEHoliday returns if a date was/is on a nyse holiday day.
func IsNYSEHoliday(t time.Time) bool { func (d date) IsNYSEHoliday(t time.Time) bool {
te := t.In(Eastern()) te := t.In(d.Eastern())
if te.Year() == 2013 { if te.Year() == 2013 {
if te.Month() == 1 { if te.Month() == 1 {
return te.Day() == 1 || te.Day() == 21 return te.Day() == 1 || te.Day() == 21
@ -192,17 +199,17 @@ func IsNYSEHoliday(t time.Time) bool {
} }
// IsNYSEArcaHoliday returns that returns if a given time falls on a holiday. // IsNYSEArcaHoliday returns that returns if a given time falls on a holiday.
func IsNYSEArcaHoliday(t time.Time) bool { func (d date) IsNYSEArcaHoliday(t time.Time) bool {
return IsNYSEHoliday(t) return d.IsNYSEHoliday(t)
} }
// IsNASDAQHoliday returns if a date was a NASDAQ holiday day. // IsNASDAQHoliday returns if a date was a NASDAQ holiday day.
func IsNASDAQHoliday(t time.Time) bool { func (d date) IsNASDAQHoliday(t time.Time) bool {
return IsNYSEHoliday(t) return d.IsNYSEHoliday(t)
} }
// Eastern returns the eastern timezone. // Eastern returns the eastern timezone.
func Eastern() *time.Location { func (d date) Eastern() *time.Location {
if _eastern == nil { if _eastern == nil {
_easternLock.Lock() _easternLock.Lock()
defer _easternLock.Unlock() defer _easternLock.Unlock()
@ -213,103 +220,113 @@ func Eastern() *time.Location {
return _eastern return _eastern
} }
// ClockTime returns a new time.Time for the given clock components. // Time returns a new time.Time for the given clock components.
func ClockTime(hour, min, sec, nsec int, loc *time.Location) time.Time { func (d date) Time(hour, min, sec, nsec int, loc *time.Location) time.Time {
return time.Date(0, 0, 0, hour, min, sec, nsec, loc) return time.Date(0, 0, 0, hour, min, sec, nsec, loc)
} }
func (d date) Date(year, month, day int, loc *time.Location) time.Time {
return time.Date(year, time.Month(month), day, 12, 0, 0, 0, loc)
}
// On returns the clock components of clock (hour,minute,second) on the date components of d. // On returns the clock components of clock (hour,minute,second) on the date components of d.
func On(clock, d time.Time) time.Time { func (d date) On(clock, cd time.Time) time.Time {
return time.Date(d.Year(), d.Month(), d.Day(), clock.Hour(), clock.Minute(), clock.Second(), clock.Nanosecond(), clock.Location()) tzAdjusted := cd.In(clock.Location())
return time.Date(tzAdjusted.Year(), tzAdjusted.Month(), tzAdjusted.Day(), clock.Hour(), clock.Minute(), clock.Second(), clock.Nanosecond(), clock.Location())
}
// NoonOn is a shortcut for On(Time(12,0,0), cd) a.k.a. noon on a given date.
func (d date) NoonOn(cd time.Time) time.Time {
return time.Date(cd.Year(), cd.Month(), cd.Day(), 12, 0, 0, 0, cd.Location())
} }
// Optional returns a pointer reference to a given time. // Optional returns a pointer reference to a given time.
func Optional(t time.Time) *time.Time { func (d date) Optional(t time.Time) *time.Time {
return &t return &t
} }
// IsWeekDay returns if the day is a monday->friday. // IsWeekDay returns if the day is a monday->friday.
func IsWeekDay(day time.Weekday) bool { func (d date) IsWeekDay(day time.Weekday) bool {
return !IsWeekendDay(day) return !d.IsWeekendDay(day)
} }
// IsWeekendDay returns if the day is a monday->friday. // IsWeekendDay returns if the day is a monday->friday.
func IsWeekendDay(day time.Weekday) bool { func (d date) IsWeekendDay(day time.Weekday) bool {
return day == time.Saturday || day == time.Sunday return day == time.Saturday || day == time.Sunday
} }
// BeforeDate returns if a timestamp is strictly before another date (ignoring hours, minutes etc.) // Before returns if a timestamp is strictly before another date (ignoring hours, minutes etc.)
func BeforeDate(before, reference time.Time) bool { func (d date) Before(before, reference time.Time) bool {
if before.Year() < reference.Year() { tzAdjustedBefore := before.In(reference.Location())
if tzAdjustedBefore.Year() < reference.Year() {
return true return true
} }
if before.Month() < reference.Month() { if tzAdjustedBefore.Month() < reference.Month() {
return true return true
} }
return before.Year() == reference.Year() && before.Month() == reference.Month() && before.Day() < reference.Day() return tzAdjustedBefore.Year() == reference.Year() && tzAdjustedBefore.Month() == reference.Month() && tzAdjustedBefore.Day() < reference.Day()
} }
// NextMarketOpen returns the next market open after a given time. // NextMarketOpen returns the next market open after a given time.
func NextMarketOpen(after, openTime time.Time, isHoliday HolidayProvider) time.Time { func (d date) NextMarketOpen(after, openTime time.Time, isHoliday HolidayProvider) time.Time {
afterEastern := after.In(Eastern()) afterLocalized := after.In(openTime.Location())
todaysOpen := On(openTime, afterEastern) todaysOpen := d.On(openTime, afterLocalized)
if isHoliday == nil { if isHoliday == nil {
isHoliday = DefaultHolidayProvider isHoliday = defaultHolidayProvider
} }
if afterEastern.Before(todaysOpen) && IsWeekDay(todaysOpen.Weekday()) && !isHoliday(todaysOpen) { todayIsValidTradingDay := d.IsWeekDay(todaysOpen.Weekday()) && !isHoliday(todaysOpen)
if (afterLocalized.Equal(todaysOpen) || afterLocalized.Before(todaysOpen)) && todayIsValidTradingDay {
return todaysOpen return todaysOpen
} }
if afterEastern.Equal(todaysOpen) { //rare but it might happen. for cursorDay := 1; cursorDay < 7; cursorDay++ {
return todaysOpen
}
for cursorDay := 1; cursorDay < 6; cursorDay++ {
newDay := todaysOpen.AddDate(0, 0, cursorDay) newDay := todaysOpen.AddDate(0, 0, cursorDay)
if IsWeekDay(newDay.Weekday()) && !isHoliday(afterEastern) { isValidTradingDay := d.IsWeekDay(newDay.Weekday()) && !isHoliday(newDay)
return On(openTime, newDay) if isValidTradingDay {
return d.On(openTime, newDay)
} }
} }
return Epoch //we should never reach this. panic("Have exhausted day window looking for next market open.")
} }
// NextMarketClose returns the next market close after a given time. // NextMarketClose returns the next market close after a given time.
func NextMarketClose(after, closeTime time.Time, isHoliday HolidayProvider) time.Time { func (d date) NextMarketClose(after, closeTime time.Time, isHoliday HolidayProvider) time.Time {
afterEastern := after.In(Eastern()) afterLocalized := after.In(closeTime.Location())
if isHoliday == nil { if isHoliday == nil {
isHoliday = DefaultHolidayProvider isHoliday = defaultHolidayProvider
} }
todaysClose := On(closeTime, afterEastern) todaysClose := d.On(closeTime, afterLocalized)
if afterEastern.Before(todaysClose) && IsWeekDay(todaysClose.Weekday()) && !isHoliday(todaysClose) { if afterLocalized.Before(todaysClose) && d.IsWeekDay(todaysClose.Weekday()) && !isHoliday(todaysClose) {
return todaysClose return todaysClose
} }
if afterEastern.Equal(todaysClose) { //rare but it might happen. if afterLocalized.Equal(todaysClose) { //rare but it might happen.
return todaysClose return todaysClose
} }
for cursorDay := 1; cursorDay < 6; cursorDay++ { for cursorDay := 1; cursorDay < 6; cursorDay++ {
newDay := todaysClose.AddDate(0, 0, cursorDay) newDay := todaysClose.AddDate(0, 0, cursorDay)
if IsWeekDay(newDay.Weekday()) && !isHoliday(newDay) { if d.IsWeekDay(newDay.Weekday()) && !isHoliday(newDay) {
return On(closeTime, newDay) return d.On(closeTime, newDay)
} }
} }
return Epoch //we should never reach this. panic("Have exhausted day window looking for next market close.")
} }
// CalculateMarketSecondsBetween calculates the number of seconds the market was open between two dates. // CalculateMarketSecondsBetween calculates the number of seconds the market was open between two dates.
func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time, isHoliday HolidayProvider) (seconds int64) { func (d date) CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time, isHoliday HolidayProvider) (seconds int64) {
startEastern := start.In(Eastern()) startEastern := start.In(d.Eastern())
endEastern := end.In(Eastern()) endEastern := end.In(d.Eastern())
startMarketOpen := On(marketOpen, startEastern) startMarketOpen := d.On(marketOpen, startEastern)
startMarketClose := On(marketClose, startEastern) startMarketClose := d.On(marketClose, startEastern)
if !IsWeekendDay(startMarketOpen.Weekday()) && !isHoliday(startMarketOpen) { if !d.IsWeekendDay(startMarketOpen.Weekday()) && !isHoliday(startMarketOpen) {
if (startEastern.Equal(startMarketOpen) || startEastern.After(startMarketOpen)) && startEastern.Before(startMarketClose) { if (startEastern.Equal(startMarketOpen) || startEastern.After(startMarketOpen)) && startEastern.Before(startMarketClose) {
if endEastern.Before(startMarketClose) { if endEastern.Before(startMarketClose) {
seconds += int64(endEastern.Sub(startEastern) / time.Second) seconds += int64(endEastern.Sub(startEastern) / time.Second)
@ -319,17 +336,17 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
} }
} }
cursor := NextMarketOpen(startMarketClose, marketOpen, isHoliday) cursor := d.NextMarketOpen(startMarketClose, marketOpen, isHoliday)
for BeforeDate(cursor, endEastern) { for d.Before(cursor, endEastern) {
if IsWeekDay(cursor.Weekday()) && !isHoliday(cursor) { if d.IsWeekDay(cursor.Weekday()) && !isHoliday(cursor) {
close := NextMarketClose(cursor, marketClose, isHoliday) close := d.NextMarketClose(cursor, marketClose, isHoliday)
seconds += int64(close.Sub(cursor) / time.Second) seconds += int64(close.Sub(cursor) / time.Second)
} }
cursor = cursor.AddDate(0, 0, 1) cursor = cursor.AddDate(0, 0, 1)
} }
finalMarketOpen := NextMarketOpen(cursor, marketOpen, isHoliday) finalMarketOpen := d.NextMarketOpen(cursor, marketOpen, isHoliday)
finalMarketClose := NextMarketClose(cursor, marketClose, isHoliday) finalMarketClose := d.NextMarketClose(cursor, marketClose, isHoliday)
if endEastern.After(finalMarketOpen) { if endEastern.After(finalMarketOpen) {
if endEastern.Before(finalMarketClose) { if endEastern.Before(finalMarketClose) {
seconds += int64(endEastern.Sub(finalMarketOpen) / time.Second) seconds += int64(endEastern.Sub(finalMarketOpen) / time.Second)
@ -341,13 +358,45 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
return return
} }
// Format returns a string representation of a date. const (
func format(t time.Time) string { _secondsPerDay = 60 * 60 * 24
return t.Format("2006-01-02") )
func (d date) Diff(t1, t2 time.Time) (days int64) {
t1n := t1.Unix()
t2n := t2.Unix()
diff := t1n - t2n
return diff / (_secondsPerDay)
} }
// Parse parses a date from a string. // NextDay returns the timestamp advanced a day.
func parse(str string) time.Time { func (d date) NextDay(ts time.Time) time.Time {
res, _ := time.Parse("2006-01-02", str) return ts.AddDate(0, 0, 1)
return res }
// NextHour returns the next timestamp on the hour.
func (d date) NextHour(ts time.Time) time.Time {
//advance a full hour ...
advanced := ts.Add(time.Hour)
minutes := time.Duration(advanced.Minute()) * time.Minute
final := advanced.Add(-minutes)
return time.Date(final.Year(), final.Month(), final.Day(), final.Hour(), 0, 0, 0, final.Location())
}
// NextDayOfWeek returns the next instance of a given weekday after a given timestamp.
func (d date) NextDayOfWeek(after time.Time, dayOfWeek time.Weekday) time.Time {
afterWeekday := after.Weekday()
if afterWeekday == dayOfWeek {
return after.AddDate(0, 0, 7)
}
// 1 vs 5 ~ add 4 days
if afterWeekday < dayOfWeek {
dayDelta := int(dayOfWeek - afterWeekday)
return after.AddDate(0, 0, dayDelta)
}
// 5 vs 1, add 7-(5-1) ~ 3 days
dayDelta := 7 - int(afterWeekday-dayOfWeek)
return after.AddDate(0, 0, dayDelta)
} }

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@ -1,98 +0,0 @@
package date
import (
"testing"
"time"
assert "github.com/blendlabs/go-assert"
)
func TestBeforeDate(t *testing.T) {
assert := assert.New(t)
assert.True(BeforeDate(parse("2015-07-02"), parse("2016-07-01")))
assert.True(BeforeDate(parse("2016-06-01"), parse("2016-07-01")))
assert.True(BeforeDate(parse("2016-07-01"), parse("2016-07-02")))
assert.False(BeforeDate(parse("2016-07-01"), parse("2016-07-01")))
assert.False(BeforeDate(parse("2016-07-03"), parse("2016-07-01")))
assert.False(BeforeDate(parse("2016-08-03"), parse("2016-07-01")))
assert.False(BeforeDate(parse("2017-08-03"), parse("2016-07-01")))
}
func TestNextMarketOpen(t *testing.T) {
assert := assert.New(t)
beforeOpen := time.Date(2016, 07, 18, 9, 0, 0, 0, Eastern())
todayOpen := time.Date(2016, 07, 18, 9, 30, 0, 0, Eastern())
afterOpen := time.Date(2016, 07, 18, 9, 31, 0, 0, Eastern())
tomorrowOpen := time.Date(2016, 07, 19, 9, 30, 0, 0, Eastern())
afterFriday := time.Date(2016, 07, 22, 9, 31, 0, 0, Eastern())
mondayOpen := time.Date(2016, 07, 25, 9, 30, 0, 0, Eastern())
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
assert.True(todayOpen.Equal(NextMarketOpen(beforeOpen, NYSEOpen, IsNYSEHoliday)))
assert.True(tomorrowOpen.Equal(NextMarketOpen(afterOpen, NYSEOpen, IsNYSEHoliday)))
assert.True(mondayOpen.Equal(NextMarketOpen(afterFriday, NYSEOpen, IsNYSEHoliday)))
assert.True(mondayOpen.Equal(NextMarketOpen(weekend, NYSEOpen, IsNYSEHoliday)))
testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Eastern())
shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Eastern())
assert.True(shouldbe.Equal(NextMarketOpen(testRegression, NYSEOpen, IsNYSEHoliday)))
}
func TestNextMarketClose(t *testing.T) {
assert := assert.New(t)
beforeClose := time.Date(2016, 07, 18, 15, 0, 0, 0, Eastern())
todayClose := time.Date(2016, 07, 18, 16, 00, 0, 0, Eastern())
afterClose := time.Date(2016, 07, 18, 16, 1, 0, 0, Eastern())
tomorrowClose := time.Date(2016, 07, 19, 16, 00, 0, 0, Eastern())
afterFriday := time.Date(2016, 07, 22, 16, 1, 0, 0, Eastern())
mondayClose := time.Date(2016, 07, 25, 16, 0, 0, 0, Eastern())
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
assert.True(todayClose.Equal(NextMarketClose(beforeClose, NYSEClose, IsNYSEHoliday)))
assert.True(tomorrowClose.Equal(NextMarketClose(afterClose, NYSEClose, IsNYSEHoliday)))
assert.True(mondayClose.Equal(NextMarketClose(afterFriday, NYSEClose, IsNYSEHoliday)))
assert.True(mondayClose.Equal(NextMarketClose(weekend, NYSEClose, IsNYSEHoliday)))
}
func TestCalculateMarketSecondsBetween(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 18, 9, 30, 0, 0, Eastern())
end := time.Date(2016, 07, 22, 16, 00, 0, 0, Eastern())
shouldbe := 5 * 6.5 * 60 * 60
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetween1D(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 22, 9, 45, 0, 0, Eastern())
end := time.Date(2016, 07, 22, 15, 45, 0, 0, Eastern())
shouldbe := 6 * 60 * 60
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
assert := assert.New(t)
start := time.Date(2015, 07, 01, 9, 30, 0, 0, Eastern())
end := time.Date(2016, 07, 01, 9, 30, 0, 0, Eastern())
shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year.
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}

224
date_test.go Normal file
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@ -0,0 +1,224 @@
package chart
import (
"testing"
"time"
assert "github.com/blendlabs/go-assert"
)
func parse(v string) time.Time {
ts, _ := time.Parse("2006-01-02", v)
return ts
}
func TestDateTime(t *testing.T) {
assert := assert.New(t)
ts := Date.Time(5, 6, 7, 8, time.UTC)
assert.Equal(05, ts.Hour())
assert.Equal(06, ts.Minute())
assert.Equal(07, ts.Second())
assert.Equal(8, ts.Nanosecond())
assert.Equal(time.UTC, ts.Location())
}
func TestDateDate(t *testing.T) {
assert := assert.New(t)
ts := Date.Date(2015, 5, 6, time.UTC)
assert.Equal(2015, ts.Year())
assert.Equal(5, ts.Month())
assert.Equal(6, ts.Day())
assert.Equal(time.UTC, ts.Location())
}
func TestDateOn(t *testing.T) {
assert := assert.New(t)
ts := Date.On(Date.Time(5, 4, 3, 2, time.UTC), Date.Date(2016, 6, 7, Date.Eastern()))
assert.Equal(2016, ts.Year())
assert.Equal(6, ts.Month())
assert.Equal(7, ts.Day())
assert.Equal(5, ts.Hour())
assert.Equal(4, ts.Minute())
assert.Equal(3, ts.Second())
assert.Equal(2, ts.Nanosecond())
assert.Equal(time.UTC, ts.Location())
}
func TestDateNoonOn(t *testing.T) {
assert := assert.New(t)
noon := Date.NoonOn(time.Date(2016, 04, 03, 02, 01, 0, 0, time.UTC))
assert.Equal(2016, noon.Year())
assert.Equal(4, noon.Month())
assert.Equal(3, noon.Day())
assert.Equal(12, noon.Hour())
assert.Equal(0, noon.Minute())
assert.Equal(time.UTC, noon.Location())
}
func TestDateBefore(t *testing.T) {
assert := assert.New(t)
assert.True(Date.Before(parse("2015-07-02"), parse("2016-07-01")))
assert.True(Date.Before(parse("2016-06-01"), parse("2016-07-01")))
assert.True(Date.Before(parse("2016-07-01"), parse("2016-07-02")))
assert.False(Date.Before(parse("2016-07-01"), parse("2016-07-01")))
assert.False(Date.Before(parse("2016-07-03"), parse("2016-07-01")))
assert.False(Date.Before(parse("2016-08-03"), parse("2016-07-01")))
assert.False(Date.Before(parse("2017-08-03"), parse("2016-07-01")))
}
func TestDateBeforeHandlesTimezones(t *testing.T) {
assert := assert.New(t)
tuesdayUTC := time.Date(2016, 8, 02, 22, 00, 0, 0, time.UTC)
mondayUTC := time.Date(2016, 8, 01, 1, 00, 0, 0, time.UTC)
sundayEST := time.Date(2016, 7, 31, 22, 00, 0, 0, Date.Eastern())
assert.True(Date.Before(sundayEST, tuesdayUTC))
assert.False(Date.Before(sundayEST, mondayUTC))
}
func TestNextMarketOpen(t *testing.T) {
assert := assert.New(t)
beforeOpen := time.Date(2016, 07, 18, 9, 0, 0, 0, Date.Eastern())
todayOpen := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern())
afterOpen := time.Date(2016, 07, 18, 9, 31, 0, 0, Date.Eastern())
tomorrowOpen := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern())
afterFriday := time.Date(2016, 07, 22, 9, 31, 0, 0, Date.Eastern())
mondayOpen := time.Date(2016, 07, 25, 9, 30, 0, 0, Date.Eastern())
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern())
assert.True(todayOpen.Equal(Date.NextMarketOpen(beforeOpen, NYSEOpen, Date.IsNYSEHoliday)))
assert.True(tomorrowOpen.Equal(Date.NextMarketOpen(afterOpen, NYSEOpen, Date.IsNYSEHoliday)))
assert.True(mondayOpen.Equal(Date.NextMarketOpen(afterFriday, NYSEOpen, Date.IsNYSEHoliday)))
assert.True(mondayOpen.Equal(Date.NextMarketOpen(weekend, NYSEOpen, Date.IsNYSEHoliday)))
assert.Equal(Date.Eastern(), todayOpen.Location())
assert.Equal(Date.Eastern(), tomorrowOpen.Location())
assert.Equal(Date.Eastern(), mondayOpen.Location())
testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Date.Eastern())
shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern())
assert.True(shouldbe.Equal(Date.NextMarketOpen(testRegression, NYSEOpen, Date.IsNYSEHoliday)))
}
func TestNextMarketClose(t *testing.T) {
assert := assert.New(t)
beforeClose := time.Date(2016, 07, 18, 15, 0, 0, 0, Date.Eastern())
todayClose := time.Date(2016, 07, 18, 16, 00, 0, 0, Date.Eastern())
afterClose := time.Date(2016, 07, 18, 16, 1, 0, 0, Date.Eastern())
tomorrowClose := time.Date(2016, 07, 19, 16, 00, 0, 0, Date.Eastern())
afterFriday := time.Date(2016, 07, 22, 16, 1, 0, 0, Date.Eastern())
mondayClose := time.Date(2016, 07, 25, 16, 0, 0, 0, Date.Eastern())
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern())
assert.True(todayClose.Equal(Date.NextMarketClose(beforeClose, NYSEClose, Date.IsNYSEHoliday)))
assert.True(tomorrowClose.Equal(Date.NextMarketClose(afterClose, NYSEClose, Date.IsNYSEHoliday)))
assert.True(mondayClose.Equal(Date.NextMarketClose(afterFriday, NYSEClose, Date.IsNYSEHoliday)))
assert.True(mondayClose.Equal(Date.NextMarketClose(weekend, NYSEClose, Date.IsNYSEHoliday)))
assert.Equal(Date.Eastern(), todayClose.Location())
assert.Equal(Date.Eastern(), tomorrowClose.Location())
assert.Equal(Date.Eastern(), mondayClose.Location())
}
func TestCalculateMarketSecondsBetween(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern())
end := time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern())
shouldbe := 5 * 6.5 * 60 * 60
assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, Date.IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetween1D(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 22, 9, 45, 0, 0, Date.Eastern())
end := time.Date(2016, 07, 22, 15, 45, 0, 0, Date.Eastern())
shouldbe := 6 * 60 * 60
assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, Date.IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
assert := assert.New(t)
start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern())
end := time.Date(2016, 07, 01, 9, 30, 0, 0, Date.Eastern())
shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year.
assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, Date.IsNYSEHoliday))
}
func TestDateNextHour(t *testing.T) {
assert := assert.New(t)
start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern())
next := Date.NextHour(start)
assert.Equal(2015, next.Year())
assert.Equal(07, next.Month())
assert.Equal(01, next.Day())
assert.Equal(10, next.Hour())
assert.Equal(00, next.Minute())
next = Date.NextHour(next)
assert.Equal(11, next.Hour())
next = Date.NextHour(next)
assert.Equal(12, next.Hour())
}
func TestDateNextDayOfWeek(t *testing.T) {
assert := assert.New(t)
weds := Date.Date(2016, 8, 10, time.UTC)
fri := Date.Date(2016, 8, 12, time.UTC)
sun := Date.Date(2016, 8, 14, time.UTC)
mon := Date.Date(2016, 8, 15, time.UTC)
weds2 := Date.Date(2016, 8, 17, time.UTC)
nextFri := Date.NextDayOfWeek(weds, time.Friday)
nextSunday := Date.NextDayOfWeek(weds, time.Sunday)
nextMonday := Date.NextDayOfWeek(weds, time.Monday)
nextWeds := Date.NextDayOfWeek(weds, time.Wednesday)
assert.Equal(fri.Year(), nextFri.Year())
assert.Equal(fri.Month(), nextFri.Month())
assert.Equal(fri.Day(), nextFri.Day())
assert.Equal(sun.Year(), nextSunday.Year())
assert.Equal(sun.Month(), nextSunday.Month())
assert.Equal(sun.Day(), nextSunday.Day())
assert.Equal(mon.Year(), nextMonday.Year())
assert.Equal(mon.Month(), nextMonday.Month())
assert.Equal(mon.Day(), nextMonday.Day())
assert.Equal(weds2.Year(), nextWeds.Year())
assert.Equal(weds2.Month(), nextWeds.Month())
assert.Equal(weds2.Day(), nextWeds.Day())
assert.Equal(time.UTC, nextFri.Location())
assert.Equal(time.UTC, nextSunday.Location())
assert.Equal(time.UTC, nextMonday.Location())
}

View file

@ -9,7 +9,7 @@ const (
type EMASeries struct { type EMASeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
Period int Period int
InnerSeries ValueProvider InnerSeries ValueProvider
@ -28,7 +28,7 @@ func (ema EMASeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (ema EMASeries) GetYAxis() yAxisType { func (ema EMASeries) GetYAxis() YAxisType {
return ema.YAxis return ema.YAxis
} }

View file

@ -0,0 +1,44 @@
package main
import (
"net/http"
"github.com/wcharczuk/go-chart"
)
func drawChart(res http.ResponseWriter, req *http.Request) {
start := chart.Date.Date(2016, 6, 20, chart.Date.Eastern())
end := chart.Date.Date(2016, 07, 21, chart.Date.Eastern())
xv := chart.Sequence.MarketHours(start, end, chart.NYSEOpen, chart.NYSEClose, chart.Date.IsNYSEHoliday)
yv := chart.Sequence.RandomWithAverage(len(xv), 200, 10)
graph := chart.Chart{
XAxis: chart.XAxis{
Style: chart.StyleShow(),
TickPosition: chart.TickPositionBetweenTicks,
ValueFormatter: chart.TimeHourValueFormatter,
Range: &chart.MarketHoursRange{
MarketOpen: chart.NYSEOpen,
MarketClose: chart.NYSEClose,
HolidayProvider: chart.Date.IsNYSEHoliday,
},
},
YAxis: chart.YAxis{
Style: chart.StyleShow(),
},
Series: []chart.Series{
chart.TimeSeries{
XValues: xv,
YValues: yv,
},
},
}
res.Header().Set("Content-Type", "image/png")
graph.Render(chart.PNG, res)
}
func main() {
http.HandleFunc("/", drawChart)
http.ListenAndServe(":8080", nil)
}

View file

@ -6,7 +6,7 @@ package chart
type HistogramSeries struct { type HistogramSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
InnerSeries ValueProvider InnerSeries ValueProvider
} }
@ -21,7 +21,7 @@ func (hs HistogramSeries) GetStyle() Style {
} }
// GetYAxis returns which yaxis the series is mapped to. // GetYAxis returns which yaxis the series is mapped to.
func (hs HistogramSeries) GetYAxis() yAxisType { func (hs HistogramSeries) GetYAxis() YAxisType {
return hs.YAxis return hs.YAxis
} }

View file

@ -5,7 +5,7 @@ package chart
type LinearRegressionSeries struct { type LinearRegressionSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
Window int Window int
Offset int Offset int
@ -28,7 +28,7 @@ func (lrs LinearRegressionSeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (lrs LinearRegressionSeries) GetYAxis() yAxisType { func (lrs LinearRegressionSeries) GetYAxis() YAxisType {
return lrs.YAxis return lrs.YAxis
} }

View file

@ -14,7 +14,7 @@ const (
type MACDSeries struct { type MACDSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
InnerSeries ValueProvider InnerSeries ValueProvider
PrimaryPeriod int PrimaryPeriod int
@ -56,7 +56,7 @@ func (macd MACDSeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (macd MACDSeries) GetYAxis() yAxisType { func (macd MACDSeries) GetYAxis() YAxisType {
return macd.YAxis return macd.YAxis
} }
@ -109,7 +109,7 @@ func (macd *MACDSeries) ensureChildSeries() {
type MACDSignalSeries struct { type MACDSignalSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
InnerSeries ValueProvider InnerSeries ValueProvider
PrimaryPeriod int PrimaryPeriod int
@ -150,7 +150,7 @@ func (macds MACDSignalSeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (macds MACDSignalSeries) GetYAxis() yAxisType { func (macds MACDSignalSeries) GetYAxis() YAxisType {
return macds.YAxis return macds.YAxis
} }
@ -200,7 +200,7 @@ func (macds *MACDSignalSeries) Render(r Renderer, canvasBox Box, xrange, yrange
type MACDLineSeries struct { type MACDLineSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
InnerSeries ValueProvider InnerSeries ValueProvider
PrimaryPeriod int PrimaryPeriod int
@ -223,7 +223,7 @@ func (macdl MACDLineSeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (macdl MACDLineSeries) GetYAxis() yAxisType { func (macdl MACDLineSeries) GetYAxis() YAxisType {
return macdl.YAxis return macdl.YAxis
} }

View file

@ -3,8 +3,6 @@ package chart
import ( import (
"fmt" "fmt"
"time" "time"
"github.com/wcharczuk/go-chart/date"
) )
// MarketHoursRange is a special type of range that compresses a time range into just the // MarketHoursRange is a special type of range that compresses a time range into just the
@ -16,13 +14,18 @@ type MarketHoursRange struct {
MarketOpen time.Time MarketOpen time.Time
MarketClose time.Time MarketClose time.Time
HolidayProvider date.HolidayProvider HolidayProvider HolidayProvider
ValueFormatter ValueFormatter ValueFormatter ValueFormatter
Domain int Domain int
} }
// GetTimezone returns the timezone for the market hours range.
func (mhr MarketHoursRange) GetTimezone() *time.Location {
return mhr.GetMarketOpen().Location()
}
// IsZero returns if the range is setup or not. // IsZero returns if the range is setup or not.
func (mhr MarketHoursRange) IsZero() bool { func (mhr MarketHoursRange) IsZero() bool {
return mhr.Min.IsZero() && mhr.Max.IsZero() return mhr.Min.IsZero() && mhr.Max.IsZero()
@ -40,7 +43,7 @@ func (mhr MarketHoursRange) GetMax() float64 {
// GetEffectiveMax gets either the close on the max, or the max itself. // GetEffectiveMax gets either the close on the max, or the max itself.
func (mhr MarketHoursRange) GetEffectiveMax() time.Time { func (mhr MarketHoursRange) GetEffectiveMax() time.Time {
maxClose := date.On(mhr.MarketClose, mhr.Max) maxClose := Date.On(mhr.MarketClose, mhr.Max)
if maxClose.After(mhr.Max) { if maxClose.After(mhr.Max) {
return maxClose return maxClose
} }
@ -50,11 +53,13 @@ func (mhr MarketHoursRange) GetEffectiveMax() time.Time {
// SetMin sets the min value. // SetMin sets the min value.
func (mhr *MarketHoursRange) SetMin(min float64) { func (mhr *MarketHoursRange) SetMin(min float64) {
mhr.Min = Float64ToTime(min) mhr.Min = Float64ToTime(min)
mhr.Min = mhr.Min.In(mhr.GetTimezone())
} }
// SetMax sets the max value. // SetMax sets the max value.
func (mhr *MarketHoursRange) SetMax(max float64) { func (mhr *MarketHoursRange) SetMax(max float64) {
mhr.Max = Float64ToTime(max) mhr.Max = Float64ToTime(max)
mhr.Max = mhr.Max.In(mhr.GetTimezone())
} }
// GetDelta gets the delta. // GetDelta gets the delta.
@ -75,53 +80,102 @@ func (mhr *MarketHoursRange) SetDomain(domain int) {
} }
// GetHolidayProvider coalesces a userprovided holiday provider and the date.DefaultHolidayProvider. // GetHolidayProvider coalesces a userprovided holiday provider and the date.DefaultHolidayProvider.
func (mhr MarketHoursRange) GetHolidayProvider() date.HolidayProvider { func (mhr MarketHoursRange) GetHolidayProvider() HolidayProvider {
if mhr.HolidayProvider == nil { if mhr.HolidayProvider == nil {
return date.DefaultHolidayProvider return defaultHolidayProvider
} }
return mhr.HolidayProvider return mhr.HolidayProvider
} }
// GetMarketOpen returns the market open time.
func (mhr MarketHoursRange) GetMarketOpen() time.Time {
if mhr.MarketOpen.IsZero() {
return NYSEOpen
}
return mhr.MarketOpen
}
// GetMarketClose returns the market close time.
func (mhr MarketHoursRange) GetMarketClose() time.Time {
if mhr.MarketClose.IsZero() {
return NYSEClose
}
return mhr.MarketClose
}
// GetTicks returns the ticks for the range. // GetTicks returns the ticks for the range.
// This is to override the default continous ticks that would be generated for the range. // This is to override the default continous ticks that would be generated for the range.
func (mhr *MarketHoursRange) GetTicks(vf ValueFormatter) []Tick { func (mhr *MarketHoursRange) GetTicks(r Renderer, defaults Style, vf ValueFormatter) []Tick {
var ticks []Tick times := Sequence.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
timesWidth := mhr.measureTimes(r, defaults, vf, times)
cursor := date.On(mhr.MarketClose, mhr.Min) if timesWidth <= mhr.Domain {
maxClose := date.On(mhr.MarketClose, mhr.Max) return mhr.makeTicks(vf, times)
for date.BeforeDate(cursor, maxClose) {
if date.IsWeekDay(cursor.Weekday()) && !mhr.GetHolidayProvider()(cursor) {
ticks = append(ticks, Tick{
Value: TimeToFloat64(cursor),
Label: vf(cursor),
})
} }
cursor = cursor.AddDate(0, 0, 1) times = Sequence.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)
} }
endMarketClose := date.On(mhr.MarketClose, cursor) times = Sequence.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
if date.IsWeekDay(endMarketClose.Weekday()) && !mhr.GetHolidayProvider()(endMarketClose) { timesWidth = mhr.measureTimes(r, defaults, vf, times)
ticks = append(ticks, Tick{ if timesWidth <= mhr.Domain {
Value: TimeToFloat64(endMarketClose), return mhr.makeTicks(vf, times)
Label: vf(endMarketClose),
})
} }
times = Sequence.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 = Sequence.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)
}
return GenerateContinuousTicks(r, mhr, false, defaults, vf)
}
func (mhr *MarketHoursRange) measureTimes(r Renderer, defaults Style, vf ValueFormatter, times []time.Time) int {
defaults.GetTextOptions().WriteToRenderer(r)
var total int
for index, t := range times {
timeLabel := vf(t)
labelBox := r.MeasureText(timeLabel)
total += labelBox.Width()
if index > 0 {
total += DefaultMinimumTickHorizontalSpacing
}
}
return total
}
func (mhr *MarketHoursRange) makeTicks(vf ValueFormatter, times []time.Time) []Tick {
ticks := make([]Tick, len(times))
for index, t := range times {
ticks[index] = Tick{
Value: TimeToFloat64(t),
Label: vf(t),
}
}
return ticks return ticks
} }
func (mhr MarketHoursRange) String() string { func (mhr MarketHoursRange) String() string {
return fmt.Sprintf("MarketHoursRange [%s, %s] => %d", mhr.Min.Format(DefaultDateMinuteFormat), mhr.Max.Format(DefaultDateMinuteFormat), mhr.Domain) return fmt.Sprintf("MarketHoursRange [%s, %s] => %d", mhr.Min.Format(time.RFC3339), mhr.Max.Format(time.RFC3339), mhr.Domain)
} }
// Translate maps a given value into the ContinuousRange space. // Translate maps a given value into the ContinuousRange space.
func (mhr MarketHoursRange) Translate(value float64) int { func (mhr MarketHoursRange) Translate(value float64) int {
valueTime := Float64ToTime(value) valueTime := Float64ToTime(value)
valueTimeEastern := valueTime.In(date.Eastern()) valueTimeEastern := valueTime.In(Date.Eastern())
totalSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.GetEffectiveMax(), mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider) totalSeconds := Date.CalculateMarketSecondsBetween(mhr.Min, mhr.GetEffectiveMax(), mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider) valueDelta := Date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
translated := int((float64(valueDelta) / float64(totalSeconds)) * float64(mhr.Domain)) translated := int((float64(valueDelta) / float64(totalSeconds)) * float64(mhr.Domain))
return translated return translated
} }

View file

@ -5,18 +5,17 @@ import (
"time" "time"
assert "github.com/blendlabs/go-assert" assert "github.com/blendlabs/go-assert"
"github.com/wcharczuk/go-chart/date"
) )
func TestMarketHoursRangeGetDelta(t *testing.T) { func TestMarketHoursRangeGetDelta(t *testing.T) {
assert := assert.New(t) assert := assert.New(t)
r := &MarketHoursRange{ r := &MarketHoursRange{
Min: time.Date(2016, 07, 19, 9, 30, 0, 0, date.Eastern()), Min: time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern()),
Max: time.Date(2016, 07, 22, 16, 00, 0, 0, date.Eastern()), Max: time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern()),
MarketOpen: date.NYSEOpen, MarketOpen: NYSEOpen,
MarketClose: date.NYSEClose, MarketClose: NYSEClose,
HolidayProvider: date.IsNYSEHoliday, HolidayProvider: Date.IsNYSEHoliday,
} }
assert.NotZero(r.GetDelta()) assert.NotZero(r.GetDelta())
@ -26,15 +25,15 @@ func TestMarketHoursRangeTranslate(t *testing.T) {
assert := assert.New(t) assert := assert.New(t)
r := &MarketHoursRange{ r := &MarketHoursRange{
Min: time.Date(2016, 07, 18, 9, 30, 0, 0, date.Eastern()), Min: time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern()),
Max: time.Date(2016, 07, 22, 16, 00, 0, 0, date.Eastern()), Max: time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern()),
MarketOpen: date.NYSEOpen, MarketOpen: NYSEOpen,
MarketClose: date.NYSEClose, MarketClose: NYSEClose,
HolidayProvider: date.IsNYSEHoliday, HolidayProvider: Date.IsNYSEHoliday,
Domain: 1000, Domain: 1000,
} }
weds := time.Date(2016, 07, 20, 9, 30, 0, 0, date.Eastern()) weds := time.Date(2016, 07, 20, 9, 30, 0, 0, Date.Eastern())
assert.Equal(0, r.Translate(TimeToFloat64(r.Min))) assert.Equal(0, r.Translate(TimeToFloat64(r.Min)))
assert.Equal(400, r.Translate(TimeToFloat64(weds))) assert.Equal(400, r.Translate(TimeToFloat64(weds)))
@ -44,18 +43,30 @@ func TestMarketHoursRangeTranslate(t *testing.T) {
func TestMarketHoursRangeGetTicks(t *testing.T) { func TestMarketHoursRangeGetTicks(t *testing.T) {
assert := assert.New(t) assert := assert.New(t)
r := &MarketHoursRange{ r, err := PNG(1024, 1024)
Min: time.Date(2016, 07, 18, 9, 30, 0, 0, date.Eastern()), assert.Nil(err)
Max: time.Date(2016, 07, 22, 16, 00, 0, 0, date.Eastern()),
MarketOpen: date.NYSEOpen, f, err := GetDefaultFont()
MarketClose: date.NYSEClose, assert.Nil(err)
HolidayProvider: date.IsNYSEHoliday,
Domain: 1000, defaults := Style{
Font: f,
FontSize: 10,
FontColor: ColorBlack,
} }
ticks := r.GetTicks(TimeValueFormatter) ra := &MarketHoursRange{
Min: Date.On(NYSEOpen, Date.Date(2016, 07, 18, Date.Eastern())),
Max: Date.On(NYSEClose, Date.Date(2016, 07, 22, Date.Eastern())),
MarketOpen: NYSEOpen,
MarketClose: NYSEClose,
HolidayProvider: Date.IsNYSEHoliday,
Domain: 1024,
}
ticks := ra.GetTicks(r, defaults, TimeValueFormatter)
assert.NotEmpty(ticks) assert.NotEmpty(ticks)
assert.Len(ticks, 5) assert.Len(ticks, 5)
assert.NotEqual(TimeToFloat64(r.Min), ticks[0].Value) assert.NotEqual(TimeToFloat64(ra.Min), ticks[0].Value)
assert.NotEmpty(ticks[0].Label) assert.NotEmpty(ticks[0].Label)
} }

View file

@ -45,6 +45,19 @@ func (s sequence) Random(samples int, scale float64) []float64 {
return values return values
} }
// Random generates a fixed length sequence of random values with a given average, above and below that average by (-scale, scale)
func (s sequence) RandomWithAverage(samples int, average, scale float64) []float64 {
rnd := rand.New(rand.NewSource(time.Now().Unix()))
values := make([]float64, samples)
for x := 0; x < samples; x++ {
jitter := scale - (rnd.Float64() * (2 * scale))
values[x] = average + jitter
}
return values
}
// Days generates a sequence of timestamps by day, from -days to today. // Days generates a sequence of timestamps by day, from -days to today.
func (s sequence) Days(days int) []time.Time { func (s sequence) Days(days int) []time.Time {
var values []time.Time var values []time.Time
@ -53,3 +66,94 @@ func (s sequence) Days(days int) []time.Time {
} }
return values return values
} }
func (s sequence) MarketHours(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
var times []time.Time
cursor := Date.On(marketOpen, from)
toClose := Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
todayOpen := Date.On(marketOpen, cursor)
todayClose := Date.On(marketClose, cursor)
isValidTradingDay := !isHoliday(cursor) && 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 = Date.NextMarketOpen(cursor, marketOpen, isHoliday)
} else {
cursor = Date.NextHour(cursor)
}
}
return times
}
func (s sequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
var times []time.Time
cursor := Date.On(marketOpen, from)
toClose := Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
todayOpen := Date.On(marketOpen, cursor)
todayNoon := Date.NoonOn(cursor)
today2pm := Date.On(Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
todayClose := Date.On(marketClose, cursor)
times = append(times, todayOpen, todayNoon, today2pm, todayClose)
}
cursor = Date.NextDay(cursor)
}
return times
}
func (s sequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
var times []time.Time
cursor := Date.On(marketOpen, from)
toClose := Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
todayClose := Date.On(marketClose, cursor)
times = append(times, todayClose)
}
cursor = Date.NextDay(cursor)
}
return times
}
func (s sequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
var times []time.Time
cursor := Date.On(marketOpen, from)
toClose := Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
todayClose := Date.On(marketClose, cursor)
times = append(times, todayClose)
}
cursor = cursor.AddDate(0, 0, 2)
}
return times
}
func (s sequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
var times []time.Time
cursor := Date.On(marketClose, from)
toClose := Date.On(marketClose, to)
for cursor.Equal(toClose) || cursor.Before(toClose) {
isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
times = append(times, cursor)
}
println("advance to next monday", cursor.Format(DefaultDateFormat))
cursor = Date.NextDayOfWeek(cursor, time.Monday)
println(cursor.Format(DefaultDateFormat))
}
return times
}

View file

@ -2,6 +2,7 @@ package chart
import ( import (
"testing" "testing"
"time"
assert "github.com/blendlabs/go-assert" assert "github.com/blendlabs/go-assert"
) )
@ -15,3 +16,30 @@ func TestSequenceFloat64(t *testing.T) {
desc := Sequence.Float64(10.0, 1.0) desc := Sequence.Float64(10.0, 1.0)
assert.Len(desc, 10) assert.Len(desc, 10)
} }
func TestSequenceMarketHours(t *testing.T) {
assert := assert.New(t)
today := time.Date(2016, 07, 01, 12, 0, 0, 0, Date.Eastern())
mh := Sequence.MarketHours(today, today, NYSEOpen, NYSEClose, Date.IsNYSEHoliday)
assert.Len(mh, 8)
assert.Equal(Date.Eastern(), mh[0].Location())
}
func TestSequenceMarketQuarters(t *testing.T) {
assert := assert.New(t)
today := time.Date(2016, 07, 01, 12, 0, 0, 0, Date.Eastern())
mh := Sequence.MarketHourQuarters(today, today, NYSEOpen, NYSEClose, Date.IsNYSEHoliday)
assert.Len(mh, 4)
assert.Equal(9, mh[0].Hour())
assert.Equal(30, mh[0].Minute())
assert.Equal(Date.Eastern(), mh[0].Location())
assert.Equal(12, mh[1].Hour())
assert.Equal(00, mh[1].Minute())
assert.Equal(Date.Eastern(), mh[1].Location())
assert.Equal(14, mh[2].Hour())
assert.Equal(00, mh[2].Minute())
assert.Equal(Date.Eastern(), mh[2].Location())
}

View file

@ -3,7 +3,7 @@ package chart
// Series is an alias to Renderable. // Series is an alias to Renderable.
type Series interface { type Series interface {
GetName() string GetName() string
GetYAxis() yAxisType GetYAxis() YAxisType
GetStyle() Style GetStyle() Style
Render(r Renderer, canvasBox Box, xrange, yrange Range, s Style) Render(r Renderer, canvasBox Box, xrange, yrange Range, s Style)
} }

View file

@ -9,7 +9,7 @@ const (
type SMASeries struct { type SMASeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
Period int Period int
InnerSeries ValueProvider InnerSeries ValueProvider
@ -26,7 +26,7 @@ func (sma SMASeries) GetStyle() Style {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (sma SMASeries) GetYAxis() yAxisType { func (sma SMASeries) GetYAxis() YAxisType {
return sma.YAxis return sma.YAxis
} }

View file

@ -8,6 +8,13 @@ import (
"github.com/wcharczuk/go-chart/drawing" "github.com/wcharczuk/go-chart/drawing"
) )
// StyleShow is a prebuilt style with the `Show` property set to true.
func StyleShow() Style {
return Style{
Show: true,
}
}
// Style is a simple style set. // Style is a simple style set.
type Style struct { type Style struct {
Show bool Show bool
@ -22,9 +29,9 @@ type Style struct {
FontColor drawing.Color FontColor drawing.Color
Font *truetype.Font Font *truetype.Font
TextHorizontalAlign textHorizontalAlign TextHorizontalAlign TextHorizontalAlign
TextVerticalAlign textVerticalAlign TextVerticalAlign TextVerticalAlign
TextWrap textWrap TextWrap TextWrap
TextLineSpacing int TextLineSpacing int
} }
@ -191,7 +198,7 @@ func (s Style) GetPadding(defaults ...Box) Box {
} }
// GetTextHorizontalAlign returns the horizontal alignment. // GetTextHorizontalAlign returns the horizontal alignment.
func (s Style) GetTextHorizontalAlign(defaults ...textHorizontalAlign) textHorizontalAlign { func (s Style) GetTextHorizontalAlign(defaults ...TextHorizontalAlign) TextHorizontalAlign {
if s.TextHorizontalAlign == TextHorizontalAlignUnset { if s.TextHorizontalAlign == TextHorizontalAlignUnset {
if len(defaults) > 0 { if len(defaults) > 0 {
return defaults[0] return defaults[0]
@ -202,7 +209,7 @@ func (s Style) GetTextHorizontalAlign(defaults ...textHorizontalAlign) textHoriz
} }
// GetTextVerticalAlign returns the vertical alignment. // GetTextVerticalAlign returns the vertical alignment.
func (s Style) GetTextVerticalAlign(defaults ...textVerticalAlign) textVerticalAlign { func (s Style) GetTextVerticalAlign(defaults ...TextVerticalAlign) TextVerticalAlign {
if s.TextVerticalAlign == TextVerticalAlignUnset { if s.TextVerticalAlign == TextVerticalAlignUnset {
if len(defaults) > 0 { if len(defaults) > 0 {
return defaults[0] return defaults[0]
@ -213,7 +220,7 @@ func (s Style) GetTextVerticalAlign(defaults ...textVerticalAlign) textVerticalA
} }
// GetTextWrap returns the word wrap. // GetTextWrap returns the word wrap.
func (s Style) GetTextWrap(defaults ...textWrap) textWrap { func (s Style) GetTextWrap(defaults ...TextWrap) TextWrap {
if s.TextWrap == TextWrapUnset { if s.TextWrap == TextWrapUnset {
if len(defaults) > 0 { if len(defaults) > 0 {
return defaults[0] return defaults[0]

40
text.go
View file

@ -3,51 +3,51 @@ package chart
import "strings" import "strings"
// TextHorizontalAlign is an enum for the horizontal alignment options. // TextHorizontalAlign is an enum for the horizontal alignment options.
type textHorizontalAlign int type TextHorizontalAlign int
const ( const (
// TextHorizontalAlignUnset is the unset state for text horizontal alignment. // TextHorizontalAlignUnset is the unset state for text horizontal alignment.
TextHorizontalAlignUnset textHorizontalAlign = 0 TextHorizontalAlignUnset TextHorizontalAlign = 0
// TextHorizontalAlignLeft aligns a string horizontally so that it's left ligature starts at horizontal pixel 0. // TextHorizontalAlignLeft aligns a string horizontally so that it's left ligature starts at horizontal pixel 0.
TextHorizontalAlignLeft textHorizontalAlign = 1 TextHorizontalAlignLeft TextHorizontalAlign = 1
// TextHorizontalAlignCenter left aligns a string horizontally so that there are equal pixels // TextHorizontalAlignCenter left aligns a string horizontally so that there are equal pixels
// to the left and to the right of a string within a box. // to the left and to the right of a string within a box.
TextHorizontalAlignCenter textHorizontalAlign = 2 TextHorizontalAlignCenter TextHorizontalAlign = 2
// TextHorizontalAlignRight right aligns a string horizontally so that the right ligature ends at the right-most pixel // TextHorizontalAlignRight right aligns a string horizontally so that the right ligature ends at the right-most pixel
// of a box. // of a box.
TextHorizontalAlignRight textHorizontalAlign = 3 TextHorizontalAlignRight TextHorizontalAlign = 3
) )
// TextWrap is an enum for the word wrap options. // TextWrap is an enum for the word wrap options.
type textWrap int type TextWrap int
const ( const (
// TextWrapUnset is the unset state for text wrap options. // TextWrapUnset is the unset state for text wrap options.
TextWrapUnset textWrap = 0 TextWrapUnset TextWrap = 0
// TextWrapNone will spill text past horizontal boundaries. // TextWrapNone will spill text past horizontal boundaries.
TextWrapNone textWrap = 1 TextWrapNone TextWrap = 1
// TextWrapWord will split a string on words (i.e. spaces) to fit within a horizontal boundary. // TextWrapWord will split a string on words (i.e. spaces) to fit within a horizontal boundary.
TextWrapWord textWrap = 2 TextWrapWord TextWrap = 2
// TextWrapRune will split a string on a rune (i.e. utf-8 codepage) to fit within a horizontal boundary. // TextWrapRune will split a string on a rune (i.e. utf-8 codepage) to fit within a horizontal boundary.
TextWrapRune textWrap = 3 TextWrapRune TextWrap = 3
) )
// TextVerticalAlign is an enum for the vertical alignment options. // TextVerticalAlign is an enum for the vertical alignment options.
type textVerticalAlign int type TextVerticalAlign int
const ( const (
// TextVerticalAlignUnset is the unset state for vertical alignment options. // TextVerticalAlignUnset is the unset state for vertical alignment options.
TextVerticalAlignUnset textVerticalAlign = 0 TextVerticalAlignUnset TextVerticalAlign = 0
// TextVerticalAlignBaseline aligns text according to the "baseline" of the string, or where a normal ascender begins. // TextVerticalAlignBaseline aligns text according to the "baseline" of the string, or where a normal ascender begins.
TextVerticalAlignBaseline textVerticalAlign = 1 TextVerticalAlignBaseline TextVerticalAlign = 1
// TextVerticalAlignBottom aligns the text according to the lowers pixel of any of the ligatures (ex. g or q both extend below the baseline). // TextVerticalAlignBottom aligns the text according to the lowers pixel of any of the ligatures (ex. g or q both extend below the baseline).
TextVerticalAlignBottom textVerticalAlign = 2 TextVerticalAlignBottom TextVerticalAlign = 2
// TextVerticalAlignMiddle aligns the text so that there is an equal amount of space above and below the top and bottom of the ligatures. // TextVerticalAlignMiddle aligns the text so that there is an equal amount of space above and below the top and bottom of the ligatures.
TextVerticalAlignMiddle textVerticalAlign = 3 TextVerticalAlignMiddle TextVerticalAlign = 3
// TextVerticalAlignMiddleBaseline aligns the text veritcally so that there is an equal number of pixels above and below the baseline of the string. // TextVerticalAlignMiddleBaseline aligns the text veritcally so that there is an equal number of pixels above and below the baseline of the string.
TextVerticalAlignMiddleBaseline textVerticalAlign = 4 TextVerticalAlignMiddleBaseline TextVerticalAlign = 4
// TextVerticalAlignTop alignts the text so that the top of the ligatures are at y-pixel 0 in the container. // TextVerticalAlignTop alignts the text so that the top of the ligatures are at y-pixel 0 in the container.
TextVerticalAlignTop textVerticalAlign = 5 TextVerticalAlignTop TextVerticalAlign = 5
) )
var ( var (
@ -57,9 +57,9 @@ var (
// TextStyle encapsulates text style options. // TextStyle encapsulates text style options.
type TextStyle struct { type TextStyle struct {
HorizontalAlign textHorizontalAlign HorizontalAlign TextHorizontalAlign
VerticalAlign textVerticalAlign VerticalAlign TextVerticalAlign
Wrap textWrap Wrap TextWrap
} }
type text struct{} type text struct{}

View file

@ -4,7 +4,7 @@ import "math"
// TicksProvider is a type that provides ticks. // TicksProvider is a type that provides ticks.
type TicksProvider interface { type TicksProvider interface {
GetTicks(vf ValueFormatter) []Tick GetTicks(r Renderer, defaults Style, vf ValueFormatter) []Tick
} }
// Tick represents a label on an axis. // Tick represents a label on an axis.

View file

@ -7,7 +7,7 @@ type TimeSeries struct {
Name string Name string
Style Style Style Style
YAxis yAxisType YAxis YAxisType
XValues []time.Time XValues []time.Time
YValues []float64 YValues []float64
@ -50,7 +50,7 @@ func (ts TimeSeries) GetValueFormatters() (x, y ValueFormatter) {
} }
// GetYAxis returns which YAxis the series draws on. // GetYAxis returns which YAxis the series draws on.
func (ts TimeSeries) GetYAxis() yAxisType { func (ts TimeSeries) GetYAxis() YAxisType {
return ts.YAxis return ts.YAxis
} }

View file

@ -13,7 +13,7 @@ type XAxis struct {
Range Range Range Range
Ticks []Tick Ticks []Tick
TickPosition tickPosition TickPosition TickPosition
GridLines []GridLine GridLines []GridLine
GridMajorStyle Style GridMajorStyle Style
@ -31,7 +31,7 @@ func (xa XAxis) GetStyle() Style {
} }
// GetTickPosition returns the tick position option for the axis. // GetTickPosition returns the tick position option for the axis.
func (xa XAxis) GetTickPosition(defaults ...tickPosition) tickPosition { func (xa XAxis) GetTickPosition(defaults ...TickPosition) TickPosition {
if xa.TickPosition == TickPositionUnset { if xa.TickPosition == TickPositionUnset {
if len(defaults) > 0 { if len(defaults) > 0 {
return defaults[0] return defaults[0]
@ -51,7 +51,7 @@ func (xa XAxis) GetTicks(r Renderer, ra Range, defaults Style, vf ValueFormatter
return xa.Ticks return xa.Ticks
} }
if tp, isTickProvider := ra.(TicksProvider); isTickProvider { if tp, isTickProvider := ra.(TicksProvider); isTickProvider {
return tp.GetTicks(vf) return tp.GetTicks(r, defaults, vf)
} }
tickStyle := xa.Style.InheritFrom(defaults) tickStyle := xa.Style.InheritFrom(defaults)
return GenerateContinuousTicks(r, ra, false, tickStyle, vf) return GenerateContinuousTicks(r, ra, false, tickStyle, vf)
@ -72,7 +72,7 @@ func (xa XAxis) Measure(r Renderer, canvasBox Box, ra Range, defaults Style, tic
tp := xa.GetTickPosition() tp := xa.GetTickPosition()
var left, right, top, bottom = math.MaxInt32, 0, math.MaxInt32, 0 var left, right, bottom = math.MaxInt32, 0, 0
for index, t := range ticks { for index, t := range ticks {
v := t.Value v := t.Value
tickStyle.GetTextOptions().WriteToRenderer(r) tickStyle.GetTextOptions().WriteToRenderer(r)
@ -94,14 +94,13 @@ func (xa XAxis) Measure(r Renderer, canvasBox Box, ra Range, defaults Style, tic
break break
} }
top = Math.MinInt(top, canvasBox.Bottom)
left = Math.MinInt(left, ltx) left = Math.MinInt(left, ltx)
right = Math.MaxInt(right, rtx) right = Math.MaxInt(right, rtx)
bottom = Math.MaxInt(bottom, ty) bottom = Math.MaxInt(bottom, ty)
} }
return Box{ return Box{
Top: top, Top: canvasBox.Bottom,
Left: left, Left: left,
Right: right, Right: right,
Bottom: bottom, Bottom: bottom,

View file

@ -13,7 +13,7 @@ type YAxis struct {
Zero GridLine Zero GridLine
AxisType yAxisType AxisType YAxisType
ValueFormatter ValueFormatter ValueFormatter ValueFormatter
Range Range Range Range
@ -45,7 +45,7 @@ func (ya YAxis) GetTicks(r Renderer, ra Range, defaults Style, vf ValueFormatter
return ya.Ticks return ya.Ticks
} }
if tp, isTickProvider := ra.(TicksProvider); isTickProvider { if tp, isTickProvider := ra.(TicksProvider); isTickProvider {
return tp.GetTicks(vf) return tp.GetTicks(r, defaults, vf)
} }
tickStyle := ya.Style.InheritFrom(defaults) tickStyle := ya.Style.InheritFrom(defaults)
return GenerateContinuousTicks(r, ra, true, tickStyle, vf) return GenerateContinuousTicks(r, ra, true, tickStyle, vf)