series-processing/lib/data-stream.js

Time-series processing for forex, market analysis, including MA, EMA,...

'use strict';

Object.defineProperty(exports, "__esModule", {
  value: true
});

var _createClass = function () { function defineProperties(target, props) { for (var i = 0; i < props.length; i++) { var descriptor = props[i]; descriptor.enumerable = descriptor.enumerable || false; descriptor.configurable = true; if ("value" in descriptor) descriptor.writable = true; Object.defineProperty(target, descriptor.key, descriptor); } } return function (Constructor, protoProps, staticProps) { if (protoProps) defineProperties(Constructor.prototype, protoProps); if (staticProps) defineProperties(Constructor, staticProps); return Constructor; }; }();

function _classCallCheck(instance, Constructor) { if (!(instance instanceof Constructor)) { throw new TypeError("Cannot call a class as a function"); } }

var DataStream = function () {
  function DataStream(data, options) {
    _classCallCheck(this, DataStream);

    this.data = Object.assign([], data);
    this.length = this.data.length;

    this.options = Object.assign({
      // Default setting
      timefield: 'timestamp',
      timeformat: function timeformat(v) {
        return new Date(v);
      },
      timeblock: '1min',
      maxsize: 500
    }, options);

    if (typeof this.options.timefield !== "string") {
      throw Error('options.timefield of DataStream must be a string.');
    }
    if (typeof this.options.timeformat !== "function") {
      throw Error('options.timeformat of DataStream must be a function.');
    }

    this.timeBlockInMs = 60000;
    switch (this.options.timeblock) {
      case '5min':
        this.timeBlockInMs *= 5;
        break;
      case '15min':
        this.timeBlockInMs *= 15;
        break;
      case '30min':
        this.timeBlockInMs *= 30;
        break;
      case '1hr':
        this.timeBlockInMs *= 60;
        break;
      case '2hr':
        this.timeBlockInMs *= 120;
        break;
      case '3hr':
        this.timeBlockInMs *= 180;
        break;
      case '12hr':
        this.timeBlockInMs *= 720;
        break;
      case '1d':
        this.timeBlockInMs *= 1440;
        break;
    }
  }

  _createClass(DataStream, [{
    key: 'getData',
    value: function getData() {
      return this.data;
    }
  }, {
    key: 'setData',
    value: function setData(data) {
      this.data = Object.assign([], data);
      this.length = this.data.length;
    }
  }, {
    key: 'push',
    value: function push(item) {
      if (this.length >= this.options.maxsize) {
        this.data.shift();
      }
      this.data.push(item);
      this.length = this.data.length;
    }
  }, {
    key: 'hasData',
    value: function hasData() {
      return this.length > 0;
    }
  }, {
    key: 'getLast',
    value: function getLast() {
      var num = arguments.length > 0 && arguments[0] !== undefined ? arguments[0] : 1;

      return this.length >= num ? this.data[this.length - num] : null;
    }
  }, {
    key: 'getPrevious',
    value: function getPrevious() {
      return this.getLast(2);
    }
  }, {
    key: 'getLastSegment',
    value: function getLastSegment(length) {
      var segmentLength = Math.min(length, this.length);
      return this.data.slice(this.length - segmentLength);
    }
  }, {
    key: 'calcDistanceWithLast',
    value: function calcDistanceWithLast() {
      if (!this.getLast() || !this.getPrevious()) return 0;
      var lastTime = +this.options.timeformat(this.getLast()[this.options.timefield]);
      var prevTime = +this.options.timeformat(this.getPrevious()[this.options.timefield]);
      return Math.ceil((lastTime - prevTime) / this.timeBlockInMs); // deltaTime / timeBlock
    }
  }]);

  return DataStream;
}();

exports.default = DataStream;
module.exports = exports['default'];