rxjs-trading-signals/dist/utils/mergeKLine.js

The user - defined operator helps users quickly output index values. base trading-signals library

"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.mergeKLine = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const mergeKLine = (interval = 15) => {
    return (0, rxjs_1.pipe)((0, rxjs_1.bufferCount)(interval), (0, rxjs_1.concatMap)((items) => {
        const source$ = (0, rxjs_1.zip)((0, rxjs_1.from)(items).pipe((0, rxjs_1.max)((a, b) => (new big_js_1.default(a.high).lt(b.high) ? -1 : 1))), (0, rxjs_1.from)(items).pipe((0, rxjs_1.min)((a, b) => (new big_js_1.default(a.low).lt(b.low) ? -1 : 1))), (0, rxjs_1.from)(items).pipe((0, rxjs_1.scan)((a, b) => a.plus(b.volume), new big_js_1.default(0)), (0, rxjs_1.last)()));
        return source$.pipe((0, rxjs_1.map)(([max, min, volume]) => ({
            id: items[0].id,
            open: items[0].open,
            close: items[items.length - 1].close,
            high: max.high,
            low: min.low,
            volume: volume.toNumber(),
        })));
    }));
};
exports.mergeKLine = mergeKLine;
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