scichart
Version:
Fast WebGL JavaScript Charting Library and Framework
90 lines (89 loc) • 4.29 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.getNextRandomPriceBarFactory = exports.getStocksDataFactory = void 0;
var random_1 = require("./random");
/**
* Creates function to generate stock data
* @param STEP
* @param RANDOM_MIN
* @param RANDOM_MAX
*/
var getStocksDataFactory = function (STEP, RANDOM_MIN, RANDOM_MAX) { return function (unixTimestamp, close) {
var DEVIATION = 0.7;
var newTimeStamp = unixTimestamp + STEP;
var newOpenValue = close;
var newCloseValue = (0, random_1.getRandomInRange)(RANDOM_MIN, RANDOM_MAX, 3);
var delta = Math.abs(newOpenValue - newCloseValue);
var maxValue = Math.max(newOpenValue, newCloseValue);
var newHighValue = (0, random_1.getRandomInRange)(maxValue, Math.min(RANDOM_MAX, maxValue + delta * DEVIATION), 3);
var minValue = Math.min(newOpenValue, newCloseValue);
var newLowValue = (0, random_1.getRandomInRange)(Math.max(RANDOM_MIN, minValue - delta * DEVIATION), minValue, 3);
return {
xValue: newTimeStamp,
openValue: newOpenValue,
highValue: newHighValue,
lowValue: newLowValue,
closeValue: newCloseValue
};
}; };
exports.getStocksDataFactory = getStocksDataFactory;
var PriceBar = /** @class */ (function () {
function PriceBar(xValue, openValue, highValue, lowValue, closeValue, volume) {
this.xValue = xValue;
this.openValue = openValue;
this.highValue = highValue;
this.lowValue = lowValue;
this.closeValue = closeValue;
this.volume = volume;
}
return PriceBar;
}());
var getNextRandomPriceBarFactory = function (startDateTimestamp, candleIntervalMinutes, simulateDateGap, startPrice) {
var currentTimestamp = startDateTimestamp;
var lastPriceBar = new PriceBar(startDateTimestamp, startPrice, startPrice, startPrice, startPrice, 0);
return function (requestUpdate) {
if (requestUpdate === void 0) { requestUpdate = false; }
var getNextData = function () {
var open = lastPriceBar.closeValue;
var num = ((Math.random() - 0.9) * startPrice) / 30;
var num2 = Math.random();
var num3 = 0.5 * startPrice +
(startPrice / 2) * Math.sin(7.27220521664304e-6 * currentTimestamp) +
(startPrice / 16.0) * Math.cos(7.27220521664304e-5 * currentTimestamp) +
(startPrice / 32.0) * Math.sin(7.27220521664304e-5 * (10.0 + num2) * currentTimestamp) +
(startPrice / 64.0) * Math.cos(7.27220521664304e-5 * (20.0 + num2) * currentTimestamp) +
num;
var num4 = Math.max(open, num3);
var num5 = (Math.random() * startPrice) / 100;
var high = num4 + num5;
var num6 = Math.min(open, num3);
var num7 = (Math.random() * startPrice) / 100;
var low = num6 - num7;
var volume = Math.random() * 30000 + 20000;
var openTime = simulateDateGap ? emulateDateGap(lastPriceBar.xValue) : lastPriceBar.xValue;
var closeTime = openTime + candleIntervalMinutes * 60;
lastPriceBar = new PriceBar(closeTime, open, high, low, num3, volume);
currentTimestamp += candleIntervalMinutes * 60;
return lastPriceBar;
};
var getUpdatedData = function () {
var num = lastPriceBar.closeValue + (Math.random() - 0.48) * (lastPriceBar.closeValue / 100.0);
var high = num > lastPriceBar.highValue ? num : lastPriceBar.highValue;
var low = num < lastPriceBar.lowValue ? num : lastPriceBar.lowValue;
var volumeInc = (Math.random() * 30000 + 20000) * 0.05;
lastPriceBar = new PriceBar(lastPriceBar.xValue, lastPriceBar.openValue, high, low, num, lastPriceBar.volume + volumeInc);
return lastPriceBar;
};
if (requestUpdate) {
return getUpdatedData();
}
else {
return getNextData();
}
};
};
exports.getNextRandomPriceBarFactory = getNextRandomPriceBarFactory;
/** @ignore */
var emulateDateGap = function (lastPriceBarTimestamp) {
return lastPriceBarTimestamp;
};