updates

util/date.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"sync"

util/date_posix.go

@@ -1,6 +1,6 @@
 // +build !windows
 
-package chart
+package util
 
 import "time"
 

util/date_test.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"testing"

util/date_windows.go

@@ -1,6 +1,6 @@
 // +build windows
 
-package chart
+package util
 
 import "time"
 

util/file_util.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"bufio"

util/generate.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"math/rand"
@@ -17,8 +17,8 @@ type generate struct {
 	rnd *rand.Rand
 }
 
-// Float64 produces an array of floats from [start,end] by optional steps.
-func (g generate) Float64(start, end float64, steps ...float64) []float64 {
+// Values produces an array of floats from [start,end] by optional steps.
+func (g generate) Values(start, end float64, steps ...float64) Sequence {
 	var values []float64
 	step := 1.0
 	if len(steps) > 0 {
@@ -34,22 +34,22 @@ func (g generate) Float64(start, end float64, steps ...float64) []float64 {
 			values = append(values, x)
 		}
 	}
-	return values
+	return Sequence{Array(values)}
 }
 
 // Random generates a fixed length sequence of random values between (0, scale).
-func (g generate) Random(samples int, scale float64) []float64 {
+func (g generate) RandomValues(samples int, scale float64) Sequence {
 	values := make([]float64, samples)
 
 	for x := 0; x < samples; x++ {
 		values[x] = g.rnd.Float64() * scale
 	}
 
-	return values
+	return Sequence{Array(values)}
 }
 
 // Random generates a fixed length sequence of random values with a given average, above and below that average by (-scale, scale)
-func (g generate) RandomWithAverage(samples int, average, scale float64) []float64 {
+func (g generate) RandomValuesWithAverage(samples int, average, scale float64) Sequence {
 	values := make([]float64, samples)
 
 	for x := 0; x < samples; x++ {
@@ -57,7 +57,7 @@ func (g generate) RandomWithAverage(samples int, average, scale float64) []float
 		values[x] = average + jitter
 	}
 
-	return values
+	return Sequence{Array(values)}
 }
 
 // Days generates a sequence of timestamps by day, from -days to today.

util/generate_test.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"testing"

util/math.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"math"

util/math_test.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"testing"

util/sequence.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import "math"
 

util/sequence_test.go

@@ -0,0 +1 @@
+package util

util/time.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import "time"
 

util/time_series.go

@@ -0,0 +1,137 @@
+package util
+
+import "time"
+
+// TimeSeries is a utility singleton with helper functions for time series generation.
+var TimeSeries timeSeries
+
+type timeSeries struct{}
+
+// Days generates a sequence of timestamps by day, from -days to today.
+func (ts timeSeries) Days(days int) []time.Time {
+	var values []time.Time
+	for day := days; day >= 0; day-- {
+		values = append(values, time.Now().AddDate(0, 0, -day))
+	}
+	return values
+}
+
+func (ts timeSeries) MarketHours(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := Date.On(marketOpen, from)
+	toClose := Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+		todayOpen := Date.On(marketOpen, cursor)
+		todayClose := Date.On(marketClose, cursor)
+		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
+
+		if (cursor.Equal(todayOpen) || cursor.After(todayOpen)) && (cursor.Equal(todayClose) || cursor.Before(todayClose)) && isValidTradingDay {
+			times = append(times, cursor)
+		}
+		if cursor.After(todayClose) {
+			cursor = Date.NextMarketOpen(cursor, marketOpen, isHoliday)
+		} else {
+			cursor = Date.NextHour(cursor)
+		}
+	}
+	return times
+}
+
+func (ts timeSeries) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := Date.On(marketOpen, from)
+	toClose := Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+
+		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
+
+		if isValidTradingDay {
+			todayOpen := Date.On(marketOpen, cursor)
+			todayNoon := Date.NoonOn(cursor)
+			today2pm := Date.On(Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
+			todayClose := Date.On(marketClose, cursor)
+			times = append(times, todayOpen, todayNoon, today2pm, todayClose)
+		}
+
+		cursor = Date.NextDay(cursor)
+	}
+	return times
+}
+
+func (ts timeSeries) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := Date.On(marketOpen, from)
+	toClose := Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
+		if isValidTradingDay {
+			todayClose := Date.On(marketClose, cursor)
+			times = append(times, todayClose)
+		}
+
+		cursor = Date.NextDay(cursor)
+	}
+	return times
+}
+
+func (ts timeSeries) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := Date.On(marketOpen, from)
+	toClose := Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
+		if isValidTradingDay {
+			todayClose := Date.On(marketClose, cursor)
+			times = append(times, todayClose)
+		}
+
+		cursor = cursor.AddDate(0, 0, 2)
+	}
+	return times
+}
+
+func (ts timeSeries) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := Date.On(marketClose, from)
+	toClose := Date.On(marketClose, to)
+
+	for cursor.Equal(toClose) || cursor.Before(toClose) {
+		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
+		if isValidTradingDay {
+			times = append(times, cursor)
+		}
+		cursor = Date.NextDayOfWeek(cursor, time.Monday)
+	}
+	return times
+}
+
+func (ts timeSeries) Hours(start time.Time, totalHours int) []time.Time {
+	times := make([]time.Time, totalHours)
+
+	last := start
+	for i := 0; i < totalHours; i++ {
+		times[i] = last
+		last = last.Add(time.Hour)
+	}
+
+	return times
+}
+
+// HoursFilled adds zero values for the data bounded by the start and end of the xdata array.
+func (ts timeSeries) HoursFilled(xdata []time.Time, ydata []float64) ([]time.Time, []float64) {
+	start := Date.Start(xdata)
+	end := Date.End(xdata)
+
+	totalHours := Math.AbsInt(Date.DiffHours(start, end))
+
+	finalTimes := ts.Hours(start, totalHours+1)
+	finalValues := make([]float64, totalHours+1)
+
+	var hoursFromStart int
+	for i, xd := range xdata {
+		hoursFromStart = Date.DiffHours(start, xd)
+		finalValues[hoursFromStart] = ydata[i]
+	}
+
+	return finalTimes, finalValues
+}

util/value_buffer.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"fmt"

util/value_buffer_test.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"testing"