go-chart/sequence.go
2016-08-05 16:55:55 -07:00

158 lines
4.6 KiB
Go

package chart
import (
"math/rand"
"time"
)
var (
// Sequence contains some sequence utilities.
// These utilities can be useful for generating test data.
Sequence = &sequence{}
)
type sequence struct{}
// Float64 produces an array of floats from [start,end] by optional steps.
func (s sequence) Float64(start, end float64, steps ...float64) []float64 {
var values []float64
step := 1.0
if len(steps) > 0 {
step = steps[0]
}
if start < end {
for x := start; x <= end; x += step {
values = append(values, x)
}
} else {
for x := start; x >= end; x = x - step {
values = append(values, x)
}
}
return values
}
// Random generates a fixed length sequence of random values between (0, scale).
func (s sequence) Random(samples int, scale float64) []float64 {
rnd := rand.New(rand.NewSource(time.Now().Unix()))
values := make([]float64, samples)
for x := 0; x < samples; x++ {
values[x] = rnd.Float64() * scale
}
return values
}
// Random generates a fixed length sequence of random values with a given average, above and below that average by (-scale, scale)
func (s sequence) RandomWithAverage(samples int, average, scale float64) []float64 {
rnd := rand.New(rand.NewSource(time.Now().Unix()))
values := make([]float64, samples)
for x := 0; x < samples; x++ {
jitter := scale - (rnd.Float64() * (2 * scale))
values[x] = average + jitter
}
return values
}
// Days generates a sequence of timestamps by day, from -days to today.
func (s sequence) 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 (s sequence) 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 (s sequence) 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 (s sequence) 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 (s sequence) 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 (s sequence) 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
}