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metaapi.cloud-sdk

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SDK for MetaApi, a professional cloud forex API which includes MetaTrader REST API and MetaTrader websocket API. Supports both MetaTrader 5 (MT5) and MetaTrader 4 (MT4). CopyFactory copy trading API included. (https://metaapi.cloud)

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"use strict"; Object.defineProperty(exports, "__esModule", { value: true }); Object.defineProperty(exports, "default", { enumerable: true, get: function() { return _default; } }); const _avlTree = /*#__PURE__*/ _interop_require_default(require("./avlTree")); function _interop_require_default(obj) { return obj && obj.__esModule ? obj : { default: obj }; } /* jscs:disable */ /* eslint-disable */ const Reservoir = function() { var switchToAlgorithmZConstant = 22; var debug = "none"; /** * Statistical reservoir of a fixed size capable calculating percentile * This reservoir taken from https://www.npmjs.com/package/reservoir * This reservoir has been modified by avl tree (https://www.npmjs.com/package/avl-sorted-list) * Array which contains all data was removed and instead of it add tree */ function _Reservoir(reservoirSize, storagePeriodInMilliseconds, randomNumberGen) { let interval = storagePeriodInMilliseconds; var rng = randomNumberGen || Math.random; var reservoirSize = Math.max(1, Math.floor(reservoirSize) >> 0 || 1); var totalItemCount = 0; var lastDeletedIndex = -1; var numToSkip = -1; var currentAlgorithm = algorithmX; var switchThreshold = switchToAlgorithmZConstant * reservoirSize; if (debug === "R") { currentAlgorithm = algorithmR; } else if (debug === "X") { switchThreshold = Infinity; } else if (debug === "Z") { currentAlgorithm = algorithmZ; } var algorithmXCount = 0; var W = Math.exp(-Math.log(rng()) / reservoirSize); var evictNext = null; let indexTree = new _avlTree.default(function(a, b) { return a.index - b.index; }); let valueTree = new _avlTree.default(function(a, b) { return a - b; }); let initialIndex = 0; indexTree.removeOldRecords = function() { while(true){ let element = this.at(0); if (element !== null && Date.now() > element.time + interval) { this.removeAt(0); var deletedIndexDiff = element.index - lastDeletedIndex; lastDeletedIndex = element.index; valueTree.remove(element.data); totalItemCount -= deletedIndexDiff; algorithmXCount = Math.max(0, algorithmXCount - deletedIndexDiff); } else { break; } } }; indexTree.getPercentile = function() { let percent = arguments[0]; this.removeOldRecords(); const index = (this.size() - 1) * percent / 100; const lower = Math.floor(index); const fractionPart = index - lower; let percentile = valueTree.at(lower); if (fractionPart > 0) { percentile += fractionPart * (valueTree.at(lower + 1) - valueTree.at(lower)); } return parseFloat(percentile); }; indexTree.pushSome = function() { let len = Math.min(this.size(), reservoirSize); for(var i = 0; i < arguments.length; i++){ this.removeOldRecords(); var value = { index: initialIndex, time: Date.now(), data: arguments[i] }; addSample.call(this, value); initialIndex++; } return len; }; indexTree.fromPlainObject = function() { let len = Math.min(this.size(), reservoirSize); for(var i = 0; i < arguments.length; i++){ var value = { index: arguments[i].index, time: arguments[i].time, data: arguments[i].data }; addSample.call(this, value); initialIndex++; } return len; }; var addSample = function(sample) { if (this.size() < reservoirSize) { this.insert(sample); valueTree.insert(sample.data); } else { if (numToSkip < 0) { numToSkip = currentAlgorithm(); } if (numToSkip === 0) { replaceRandomSample(sample, this); } numToSkip--; } totalItemCount++; return this; }; function replaceRandomSample(sample, reservoir) { var randomIndex; if (evictNext !== null) { randomIndex = evictNext; evictNext = null; } else { randomIndex = Math.floor(rng() * reservoirSize); } let value = reservoir.at(randomIndex); reservoir.removeAt(randomIndex); valueTree.remove(value.data); valueTree.insert(sample.data); reservoir.insert(sample); } /** * "Algorithm R" * Selects random elements from an unknown-length input. * Has a time-complexity of: O(N) * Number of random numbers required: * N - n * Where: * n = the size of the reservoir * N = the size of the input */ function algorithmR() { var localItemCount = totalItemCount + 1, randomValue = Math.floor(rng() * localItemCount), toSkip = 0; while(randomValue >= reservoirSize){ toSkip++; localItemCount++; randomValue = Math.floor(rng() * localItemCount); } evictNext = randomValue; return toSkip; } /** "Algorithm X" * Selects random elements from an unknown-length input. * Has a time-complexity of: O(N) * Number of random numbers required: * 2 * n * ln( N / n ) * Where: * n = the size of the reservoir * N = the size of the input */ function algorithmX() { var localItemCount = totalItemCount, randomValue = rng(), toSkip = 0, quotient; if (totalItemCount <= switchThreshold) { localItemCount++; algorithmXCount++; quotient = algorithmXCount / localItemCount; while(quotient > randomValue){ toSkip++; localItemCount++; algorithmXCount++; quotient = quotient * algorithmXCount / localItemCount; } return toSkip; } else { currentAlgorithm = algorithmZ; return currentAlgorithm(); } } /** "Algorithm Z" * Selects random elements from an unknown-length input. * Has a time-complexity of: * O(n(1 + log (N / n))) * Number of random numbers required: * 2 * n * ln( N / n ) * Where: * n = the size of the reservoir * N = the size of the input */ function algorithmZ() { var term = totalItemCount - reservoirSize + 1, denom, numer, numer_lim; while(true){ var randomValue = rng(); var x = totalItemCount * (W - 1); var toSkip = Math.floor(x); var subterm = (totalItemCount + 1) / term; subterm *= subterm; var termSkip = term + toSkip; var lhs = Math.exp(Math.log(randomValue * subterm * termSkip / (totalItemCount + x)) / reservoirSize); var rhs = (totalItemCount + x) / termSkip * term / totalItemCount; if (lhs <= rhs) { W = rhs / lhs; break; } var y = randomValue * (totalItemCount + 1) / term * (totalItemCount + toSkip + 1) / (totalItemCount + x); if (reservoirSize < toSkip) { denom = totalItemCount; numer_lim = term + toSkip; } else { denom = totalItemCount - reservoirSize + toSkip; numer_lim = totalItemCount + 1; } for(numer = totalItemCount + toSkip; numer >= numer_lim; numer--){ y = y * numer / denom; denom--; } W = Math.exp(-Math.log(rng()) / reservoirSize); if (Math.exp(Math.log(y) / reservoirSize) <= (totalItemCount + x) / totalItemCount) { break; } } return toSkip; } return indexTree; } return _Reservoir; }(); const _default = Reservoir; //# sourceMappingURL=data:application/json;base64,{"version":3,"sources":["<anon>"],"sourcesContent":["'use strict';\n\nimport AvlTree from './avlTree';\n\n/* jscs:disable */\n/* eslint-disable */\nconst Reservoir = (function () {\n\n  var switchToAlgorithmZConstant = 22;\n  var debug = 'none';\n\n  /**\n   * Statistical reservoir of a fixed size capable calculating percentile\n   * This reservoir taken from https://www.npmjs.com/package/reservoir\n   * This reservoir has been modified by avl tree (https://www.npmjs.com/package/avl-sorted-list)\n   * Array which contains all data was removed and instead of it add tree\n   */\n  function _Reservoir(reservoirSize, storagePeriodInMilliseconds, randomNumberGen) {\n    let interval = storagePeriodInMilliseconds;\n    var rng = randomNumberGen || Math.random;\n    var reservoirSize = Math.max(1, (Math.floor(reservoirSize) >> 0) || 1);\n    var totalItemCount = 0;\n    var lastDeletedIndex = -1;\n    var numToSkip = -1;\n    var currentAlgorithm = algorithmX;\n    var switchThreshold =\n      switchToAlgorithmZConstant * reservoirSize;\n\n    if (debug === 'R') {\n      currentAlgorithm = algorithmR;\n    } else if (debug === 'X') {\n      switchThreshold = Infinity;\n    } else if (debug === 'Z') {\n      currentAlgorithm = algorithmZ;\n    }\n\n    var algorithmXCount = 0;\n    var W = Math.exp(-Math.log(rng()) / reservoirSize);\n    var evictNext = null;\n\n    let indexTree = new AvlTree(function (a, b) {\n      return a.index - b.index;\n    });\n\n    let valueTree = new AvlTree(function (a, b) {\n      return a - b;\n    });\n    let initialIndex = 0;\n\n    indexTree.removeOldRecords = function () {\n      while (true) {\n        let element = this.at(0);\n        if (element !== null && Date.now() > element.time + interval) {\n          this.removeAt(0);\n          var deletedIndexDiff = element.index - lastDeletedIndex;\n          lastDeletedIndex = element.index;\n          valueTree.remove(element.data);\n          totalItemCount -= deletedIndexDiff;\n          algorithmXCount = Math.max(0, algorithmXCount - deletedIndexDiff);\n        } else {\n          break;\n        }\n      }\n    };\n\n    indexTree.getPercentile = function () {\n      let percent = arguments[0];\n      this.removeOldRecords();\n      const index = (this.size() - 1) * percent / 100;\n      const lower = Math.floor(index);\n      const fractionPart = index - lower;\n      let percentile = valueTree.at(lower);\n      if (fractionPart > 0) {\n        percentile += fractionPart * (valueTree.at(lower + 1) - valueTree.at(lower));\n      }\n      return parseFloat(percentile);\n    };\n\n    indexTree.pushSome = function () {\n      let len = Math.min(this.size(), reservoirSize);\n      for (var i = 0; i < arguments.length; i++) {\n        this.removeOldRecords();\n        var value = {index: initialIndex, time: Date.now(), data: arguments[i]};\n        addSample.call(this, value);\n        initialIndex++;\n      }\n      return len;\n    };\n\n    indexTree.fromPlainObject = function () {\n      let len = Math.min(this.size(), reservoirSize);\n      for (var i = 0; i < arguments.length; i++) {\n        var value = {index: arguments[i].index, time: arguments[i].time, data: arguments[i].data};\n        addSample.call(this, value);\n        initialIndex++;\n      }\n      return len;\n    };\n\n    var addSample = function (sample) {\n      if (this.size() < reservoirSize) {\n        this.insert(sample);\n        valueTree.insert(sample.data);\n      } else {\n        if (numToSkip < 0) {\n          numToSkip = currentAlgorithm();\n        }\n        if (numToSkip === 0) {\n          replaceRandomSample(sample, this);\n        }\n        numToSkip--;\n      }\n      totalItemCount++;\n      return this;\n    };\n\n    function replaceRandomSample(sample, reservoir) {\n      var randomIndex;\n      if (evictNext !== null) {\n        randomIndex = evictNext;\n        evictNext = null;\n      } else {\n        randomIndex = Math.floor(rng() * reservoirSize);\n      }\n      let value = reservoir.at(randomIndex);\n      reservoir.removeAt(randomIndex);\n      valueTree.remove(value.data);\n      valueTree.insert(sample.data);\n      reservoir.insert(sample);\n    }\n\n    /**\n     * \"Algorithm R\"\n     * Selects random elements from an unknown-length input.\n     * Has a time-complexity of: O(N)\n     * Number of random numbers required:\n     * N - n\n     * Where:\n     * n = the size of the reservoir\n     * N = the size of the input\n     */\n    function algorithmR() {\n      var localItemCount = totalItemCount + 1,\n        randomValue = Math.floor(rng() * localItemCount),\n        toSkip = 0;\n\n      while (randomValue >= reservoirSize) {\n        toSkip++;\n        localItemCount++;\n        randomValue = Math.floor(rng() * localItemCount);\n      }\n      evictNext = randomValue;\n      return toSkip;\n    }\n\n    /** \"Algorithm X\"\n     * Selects random elements from an unknown-length input.\n     * Has a time-complexity of: O(N)\n     * Number of random numbers required:\n     *  2 * n * ln( N / n )\n     * Where:\n     *  n = the size of the reservoir\n     *  N = the size of the input\n     */\n    function algorithmX() {\n      var localItemCount = totalItemCount,\n        randomValue = rng(),\n        toSkip = 0,\n        quotient;\n\n      if (totalItemCount <= switchThreshold) {\n        localItemCount++;\n        algorithmXCount++;\n        quotient = algorithmXCount / localItemCount;\n\n        while (quotient > randomValue) {\n          toSkip++;\n          localItemCount++;\n          algorithmXCount++;\n          quotient = (quotient * algorithmXCount) / localItemCount;\n        }\n        return toSkip;\n      } else {\n        currentAlgorithm = algorithmZ;\n        return currentAlgorithm();\n      }\n    }\n\n    /** \"Algorithm Z\"\n     * Selects random elements from an unknown-length input.\n     * Has a time-complexity of:\n     *  O(n(1 + log (N / n)))\n     * Number of random numbers required:\n     *  2 * n * ln( N / n )\n     * Where:\n     *  n = the size of the reservoir\n     *  N = the size of the input\n     */\n    function algorithmZ() {\n      var term = totalItemCount - reservoirSize + 1,\n        denom,\n        numer,\n        numer_lim;\n\n      while (true) {\n        var randomValue = rng();\n        var x = totalItemCount * (W - 1);\n        var toSkip = Math.floor(x);\n\n        var subterm = ((totalItemCount + 1) / term);\n        subterm *= subterm;\n        var termSkip = term + toSkip;\n        var lhs = Math.exp(Math.log(((randomValue * subterm) * termSkip) / (totalItemCount + x)) / reservoirSize);\n        var rhs = (((totalItemCount + x) / termSkip) * term) / totalItemCount;\n\n        if (lhs <= rhs) {\n          W = rhs / lhs;\n          break;\n        }\n\n        var y = (((randomValue * (totalItemCount + 1)) / term) * (totalItemCount + toSkip + 1)) / (totalItemCount + x);\n\n        if (reservoirSize < toSkip) {\n          denom = totalItemCount;\n          numer_lim = term + toSkip;\n        } else {\n          denom = totalItemCount - reservoirSize + toSkip;\n          numer_lim = totalItemCount + 1;\n        }\n\n        for (numer = totalItemCount + toSkip; numer >= numer_lim; numer--) {\n          y = (y * numer) / denom;\n          denom--;\n        }\n\n        W = Math.exp(-Math.log(rng()) / reservoirSize);\n\n        if (Math.exp(Math.log(y) / reservoirSize) <= (totalItemCount + x) / totalItemCount) {\n          break;\n        }\n      }\n      return toSkip;\n    }\n    return indexTree;\n  }\n  return _Reservoir;\n}());\n\nexport default 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