@timescaledb/core/dist/candlestick.js

The `@timescaledb/core` package provides fundamental building blocks for working with TimescaleDB in TypeScript/JavaScript applications. It includes SQL query builders and utilities for managing hypertables, continuous aggregates, compression, and other T

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.CandlestickBuilder = exports.CandlestickAggregateBuilder = void 0;
const schemas_1 = require("@timescaledb/schemas");
const utils_1 = require("@timescaledb/utils");
const debug_1 = require("./debug");
const debug = (0, debug_1.debugCore)('Candlestick');
class CandlestickAggregateBuilder {
    constructor(tableName, options) {
        this.statements = [];
        this.tableName = tableName;
        this.options = schemas_1.CandlestickAggregateOptionsSchema.parse(options);
    }
    buildWhere(where, paramOffset = 1) {
        if (!where) {
            return { sql: '', params: [] };
        }
        const { sql, params } = (0, utils_1.buildWhereClause)(where, paramOffset);
        return { sql: ` AND ${sql}`, params };
    }
    build({ where, range } = {}) {
        debug(`Building candlestick query for table '${this.tableName}'`);
        const tableName = (0, utils_1.escapeIdentifier)(this.tableName);
        const timeColumn = (0, utils_1.escapeIdentifier)(this.options.time_column);
        const priceColumn = (0, utils_1.escapeIdentifier)(this.options.price_column);
        const volumeColumn = this.options.volume_column ? (0, utils_1.escapeIdentifier)(this.options.volume_column) : null;
        const interval = '$1::interval';
        this.statements = [];
        this.statements.push(`SELECT`);
        this.statements.push(`  time_bucket(${interval}, ${timeColumn}) as bucket_time,`);
        this.statements.push(`  open(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as open,`);
        this.statements.push(`  high(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as high,`);
        this.statements.push(`  low(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as low,`);
        this.statements.push(`  close(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as close,`);
        this.statements.push(`  open_time(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as open_time,`);
        this.statements.push(`  high_time(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as high_time,`);
        this.statements.push(`  low_time(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as low_time,`);
        this.statements.push(`  close_time(candlestick_agg(${timeColumn}, ${priceColumn}${volumeColumn ? `, ${volumeColumn}` : ''})) as close_time`);
        if (volumeColumn) {
            this.statements.push(`  ,volume(candlestick_agg(${timeColumn}, ${priceColumn}, ${volumeColumn})) as volume,`);
            this.statements.push(`  vwap(candlestick_agg(${timeColumn}, ${priceColumn}, ${volumeColumn})) as vwap`);
        }
        this.statements.push(`FROM ${tableName}`);
        const params = [this.options.bucket_interval || '1 hour'];
        if (range) {
            params.push(range.start, range.end);
        }
        const whereClause = this.buildWhere(where, params.length + 1);
        const timeRangeWhere = range ? `WHERE ${timeColumn} >= $2 AND ${timeColumn} <= $3` : '';
        const fullWhere = timeRangeWhere + whereClause.sql;
        if (fullWhere) {
            this.statements.push(fullWhere);
        }
        params.push(...whereClause.params);
        this.statements.push(`GROUP BY bucket_time`);
        this.statements.push(`ORDER BY bucket_time ASC;`);
        const result = {
            sql: this.statements.join('\n'),
            params,
        };
        debug(`Candlestick query built for '${this.tableName}':\n${result.sql}`);
        return result;
    }
}
exports.CandlestickAggregateBuilder = CandlestickAggregateBuilder;
class CandlestickBuilder {
    static generateSQL(metadata, isRollup = false) {
        debug(`Generating SQL for candlestick ${isRollup ? 'rollup' : 'aggregation'}`);
        if (!metadata)
            return '';
        const targetColumn = (0, utils_1.escapeIdentifier)(metadata.propertyName);
        if (isRollup) {
            if (!metadata.sourceColumn) {
                debug('Error: source_column missing for rollup');
                throw new Error('source_column must be specified for candlestick rollups');
            }
            const sourceColumn = (0, utils_1.escapeIdentifier)(metadata.sourceColumn);
            const result = `rollup(${sourceColumn}) as ${targetColumn}`;
            debug(`Generated rollup SQL: ${result}`);
            return result;
        }
        if (!metadata.timeColumn || !metadata.priceColumn) {
            debug('Error: required columns missing for aggregation');
            throw new Error('time_column and price_column must be specified for candlestick aggregation');
        }
        const args = [(0, utils_1.escapeIdentifier)(metadata.timeColumn), (0, utils_1.escapeIdentifier)(metadata.priceColumn)];
        if (metadata.volumeColumn) {
            args.push((0, utils_1.escapeIdentifier)(metadata.volumeColumn));
        }
        const result = `candlestick_agg(${args.join(', ')}) as ${targetColumn}`;
        debug(`Generated aggregation SQL: ${result}`);
        return result;
    }
}
exports.CandlestickBuilder = CandlestickBuilder;
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