141 lines
4.5 KiB
Go
141 lines
4.5 KiB
Go
package sequence
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import (
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"time"
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"github.com/wcharczuk/go-chart/util"
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)
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// Time is a utility singleton with helper functions for time sequence generation.
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var Time timeSequence
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type timeSequence struct{}
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// Days generates a sequence of timestamps by day, from -days to today.
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func (ts timeSequence) Days(days int) []time.Time {
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var values []time.Time
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for day := days; day >= 0; day-- {
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values = append(values, time.Now().AddDate(0, 0, -day))
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}
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return values
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}
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func (ts timeSequence) MarketHours(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
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var times []time.Time
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cursor := util.Date.On(marketOpen, from)
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toClose := util.Date.On(marketClose, to)
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for cursor.Before(toClose) || cursor.Equal(toClose) {
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todayOpen := util.Date.On(marketOpen, cursor)
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todayClose := util.Date.On(marketClose, cursor)
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isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
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if (cursor.Equal(todayOpen) || cursor.After(todayOpen)) && (cursor.Equal(todayClose) || cursor.Before(todayClose)) && isValidTradingDay {
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times = append(times, cursor)
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}
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if cursor.After(todayClose) {
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cursor = util.Date.NextMarketOpen(cursor, marketOpen, isHoliday)
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} else {
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cursor = util.Date.NextHour(cursor)
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}
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}
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return times
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}
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func (ts timeSequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
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var times []time.Time
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cursor := util.Date.On(marketOpen, from)
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toClose := util.Date.On(marketClose, to)
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for cursor.Before(toClose) || cursor.Equal(toClose) {
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isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
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if isValidTradingDay {
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todayOpen := util.Date.On(marketOpen, cursor)
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todayNoon := util.Date.NoonOn(cursor)
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today2pm := util.Date.On(util.Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
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todayClose := util.Date.On(marketClose, cursor)
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times = append(times, todayOpen, todayNoon, today2pm, todayClose)
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}
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cursor = util.Date.NextDay(cursor)
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}
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return times
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}
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func (ts timeSequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
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var times []time.Time
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cursor := util.Date.On(marketOpen, from)
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toClose := util.Date.On(marketClose, to)
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for cursor.Before(toClose) || cursor.Equal(toClose) {
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isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
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if isValidTradingDay {
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todayClose := util.Date.On(marketClose, cursor)
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times = append(times, todayClose)
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}
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cursor = util.Date.NextDay(cursor)
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}
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return times
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}
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func (ts timeSequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
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var times []time.Time
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cursor := util.Date.On(marketOpen, from)
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toClose := util.Date.On(marketClose, to)
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for cursor.Before(toClose) || cursor.Equal(toClose) {
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isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
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if isValidTradingDay {
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todayClose := util.Date.On(marketClose, cursor)
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times = append(times, todayClose)
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}
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cursor = cursor.AddDate(0, 0, 2)
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}
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return times
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}
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func (ts timeSequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
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var times []time.Time
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cursor := util.Date.On(marketClose, from)
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toClose := util.Date.On(marketClose, to)
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for cursor.Equal(toClose) || cursor.Before(toClose) {
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isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
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if isValidTradingDay {
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times = append(times, cursor)
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}
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cursor = util.Date.NextDayOfWeek(cursor, time.Monday)
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}
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return times
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}
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func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
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times := make([]time.Time, totalHours)
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last := start
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for i := 0; i < totalHours; i++ {
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times[i] = last
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last = last.Add(time.Hour)
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}
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return times
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}
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// HoursFilled adds zero values for the data bounded by the start and end of the xdata array.
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func (ts timeSequence) HoursFilled(xdata []time.Time, ydata []float64) ([]time.Time, []float64) {
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start := util.Date.Start(xdata)
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end := util.Date.End(xdata)
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totalHours := util.Math.AbsInt(util.Date.DiffHours(start, end))
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finalTimes := ts.Hours(start, totalHours+1)
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finalValues := make([]float64, totalHours+1)
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var hoursFromStart int
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for i, xd := range xdata {
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hoursFromStart = util.Date.DiffHours(start, xd)
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finalValues[hoursFromStart] = ydata[i]
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}
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return finalTimes, finalValues
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}
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