data-forge-to-highstock/index.js

Data-Forge plugin for transforming data to the Highstock format.

'use strict';

module.exports = function (dataForge) {

	var assert = require('chai').assert;
	var Enumerable = require('linq');

	/**
	 * Convert the data-frame to Highstock date+OHLC format.
	 */
	dataForge.DataFrame.prototype.toHighstockOHLC = function () {

        var self = this;

        var it = self.getIterator();
        var columnNames = self.getColumnNames();

        var output = [];
        while (it.moveNext()) {
            var pair = it.getCurrent();
            var index = pair[0];
            var row = pair[1];
            assert.instanceOf(index, Date, "Expected DataFrame index to contain dates!");
            assert.isNumber(row.Open, "Expected Open column to contain numbers!");
            assert.isNumber(row.High, "Expected High column to contain numbers!");
            assert.isNumber(row.Low, "Expected Low column to contain numbers!");
            assert.isNumber(row.Close, "Expected Close column to contain numbers!");
            output.push([
                index.getTime(),
                row.Open,
                row.High,
                row.Low,
                row.Close,
            ]);
        }

        return output;
    };

    /**
	 * Convert the data-frame to Highstock date+value format.
     */
    dataForge.DataFrame.prototype.toHighstock = function () {

        var self = this;

        var it = self.getIterator();
        var columnNames = self.getColumnNames();

        var output = [];
        while (it.moveNext()) {
            var pair = it.getCurrent();
            var index = pair[0];
            var values = pair[1];
            assert.instanceOf(index, Date, "Expected index to contain dates!");
            var row = Enumerable.from(columnNames)
                .select(function (columnName) {
                    return values[columnName];
                })
                .toArray();
            output.push([
                index.getTime(),
                row,
            ]);
        }
    };

    /**
     * Convert the column to Highstock date+value format.
     */
    dataForge.Series.prototype.toHighstock = function () {

        var self = this;

        var it = self.getIterator();

        var output = [];
        while (it.moveNext()) {
            var pair = it.getCurrent();
            var index = pair[0];
            var value = pair[1];
            output.push([
                index.getTime(),
                value,
            ]);
        }

        return output;
    };
};