series-processing/src/timeseries.js

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

import DataStream from './data-stream';

export default class TimeSeries {
  chain = [];

  constructor(options) {
    this.options = Object.assign({
      // Default value
    }, options);
    this.dataStream = new DataStream();
  }

  getDataSeries = () => this.dataStream.getData();
  getLatest = (num = 1) => this.dataStream.getLast(num);

  initData = (data = [], skip = false) => {
    if (skip) {
      this.dataStream.setData(data);
    } else {
      // Append one-by-one
      this.dataStream.setData(null);

      data.map(record => this.appendData(record));
    }

    return this;
  };

  appendData = (record) => {
    // TODO How about update last data?
    this.dataStream.push(record);

    for (let { type, func } of this.chain) {
      if (type === 'map') {
        Object.assign(record, func(record, this.dataStream));
      }
    }

    return this;
  };

  map = (func) => {
    if (Array.isArray(func)) {
      // Recursive add to chain if array
      func.map(f => this.map(f));
    } else if (typeof func === 'function') {
      this.chain.push({
        type: 'map',
        func,
      });

      // TODO Call func if data exists
      if (this.dataStream.hasData()) {

      }
    }

    return this;
  };

  // TODO Reduce function?

  aggregate = (func) => {
    return func(this.dataStream);
  };
}