116 lines
3.2 KiB
Go
116 lines
3.2 KiB
Go
package chart
|
|
|
|
import (
|
|
"fmt"
|
|
"time"
|
|
|
|
"github.com/wcharczuk/go-chart/date"
|
|
)
|
|
|
|
// MarketHoursRange is a special type of range that compresses a time range into just the
|
|
// market (i.e. NYSE operating hours and days) range.
|
|
type MarketHoursRange struct {
|
|
Min time.Time
|
|
Max time.Time
|
|
|
|
MarketOpen time.Time
|
|
MarketClose time.Time
|
|
|
|
HolidayProvider date.HolidayProvider
|
|
|
|
Domain int
|
|
}
|
|
|
|
// IsZero returns if the range is setup or not.
|
|
func (mhr MarketHoursRange) IsZero() bool {
|
|
return mhr.Min.IsZero() && mhr.Max.IsZero()
|
|
}
|
|
|
|
// GetMin returns the min value.
|
|
func (mhr MarketHoursRange) GetMin() float64 {
|
|
return TimeToFloat64(mhr.Min)
|
|
}
|
|
|
|
// GetMax returns the max value.
|
|
func (mhr MarketHoursRange) GetMax() float64 {
|
|
return TimeToFloat64(mhr.Max)
|
|
}
|
|
|
|
// SetMin sets the min value.
|
|
func (mhr *MarketHoursRange) SetMin(min float64) {
|
|
mhr.Min = Float64ToTime(min)
|
|
}
|
|
|
|
// SetMax sets the max value.
|
|
func (mhr *MarketHoursRange) SetMax(max float64) {
|
|
mhr.Max = Float64ToTime(max)
|
|
}
|
|
|
|
// GetDelta gets the delta.
|
|
func (mhr MarketHoursRange) GetDelta() float64 {
|
|
min := TimeToFloat64(mhr.Min)
|
|
max := TimeToFloat64(mhr.Max)
|
|
return max - min
|
|
}
|
|
|
|
// GetDomain gets the domain.
|
|
func (mhr MarketHoursRange) GetDomain() int {
|
|
return mhr.Domain
|
|
}
|
|
|
|
// SetDomain sets the domain.
|
|
func (mhr *MarketHoursRange) SetDomain(domain int) {
|
|
mhr.Domain = domain
|
|
}
|
|
|
|
// GetHolidayProvider coalesces a userprovided holiday provider and the date.DefaultHolidayProvider.
|
|
func (mhr MarketHoursRange) GetHolidayProvider() date.HolidayProvider {
|
|
if mhr.HolidayProvider == nil {
|
|
return date.DefaultHolidayProvider
|
|
}
|
|
return mhr.HolidayProvider
|
|
}
|
|
|
|
// 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(vf ValueFormatter) []Tick {
|
|
// return one tick per day
|
|
// figure out how to advance one ticke per market day.
|
|
var ticks []Tick
|
|
|
|
cursor := date.On(mhr.MarketClose, mhr.Min)
|
|
maxClose := date.On(mhr.MarketClose, mhr.Max)
|
|
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)
|
|
}
|
|
|
|
endMarketClose := date.On(mhr.MarketClose, cursor)
|
|
if date.IsWeekDay(endMarketClose.Weekday()) && !mhr.GetHolidayProvider()(endMarketClose) {
|
|
ticks = append(ticks, Tick{
|
|
Value: TimeToFloat64(endMarketClose),
|
|
Label: vf(endMarketClose),
|
|
})
|
|
}
|
|
return ticks
|
|
}
|
|
|
|
func (mhr MarketHoursRange) String() string {
|
|
return fmt.Sprintf("MarketHoursRange [%s, %s] => %d", mhr.Min.Format(DefaultDateFormat), mhr.Max.Format(DefaultDateFormat), mhr.Domain)
|
|
}
|
|
|
|
// Translate maps a given value into the ContinuousRange space.
|
|
func (mhr MarketHoursRange) Translate(value float64) int {
|
|
valueTime := Float64ToTime(value)
|
|
valueTimeEastern := valueTime.In(date.Eastern())
|
|
deltaSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.Max, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
|
|
valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
|
|
translated := int((float64(valueDelta) / float64(deltaSeconds)) * float64(mhr.Domain))
|
|
return translated
|
|
}
|