tweaks to make ticks not be terrible

This commit is contained in:
Will Charczuk 2016-07-31 16:54:09 -07:00
parent 7b5bb6e952
commit c3a066aecd
24 changed files with 480 additions and 271 deletions

View file

@ -45,6 +45,19 @@ func (s sequence) Random(samples int, scale float64) []float64 {
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.
func (s sequence) Days(days int) []time.Time {
var values []time.Time
@ -53,3 +66,61 @@ func (s sequence) Days(days int) []time.Time {
}
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.ClockTime(2, 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
}