134 lines
3.6 KiB
Go
134 lines
3.6 KiB
Go
package chart
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import (
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"fmt"
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"time"
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"github.com/wcharczuk/go-chart/date"
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)
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// MarketHoursRange is a special type of range that compresses a time range into just the
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// market (i.e. NYSE operating hours and days) range.
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type MarketHoursRange struct {
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Min time.Time
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Max time.Time
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MarketOpen time.Time
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MarketClose time.Time
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HolidayProvider date.HolidayProvider
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ValueFormatter ValueFormatter
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Domain int
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}
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// IsZero returns if the range is setup or not.
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func (mhr MarketHoursRange) IsZero() bool {
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return mhr.Min.IsZero() && mhr.Max.IsZero()
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}
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// GetMin returns the min value.
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func (mhr MarketHoursRange) GetMin() float64 {
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return TimeToFloat64(mhr.Min)
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}
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// GetMax returns the max value.
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func (mhr MarketHoursRange) GetMax() float64 {
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return TimeToFloat64(mhr.GetEffectiveMax())
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}
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// GetEffectiveMax gets either the close on the max, or the max itself.
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func (mhr MarketHoursRange) GetEffectiveMax() time.Time {
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maxClose := date.On(mhr.MarketClose, mhr.Max)
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if maxClose.After(mhr.Max) {
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return maxClose
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}
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return mhr.Max
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}
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// SetMin sets the min value.
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func (mhr *MarketHoursRange) SetMin(min float64) {
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mhr.Min = Float64ToTime(min)
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}
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// SetMax sets the max value.
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func (mhr *MarketHoursRange) SetMax(max float64) {
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mhr.Max = Float64ToTime(max)
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}
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// GetDelta gets the delta.
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func (mhr MarketHoursRange) GetDelta() float64 {
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min := mhr.GetMin()
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max := mhr.GetMax()
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return max - min
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}
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// GetDomain gets the domain.
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func (mhr MarketHoursRange) GetDomain() int {
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return mhr.Domain
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}
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// SetDomain sets the domain.
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func (mhr *MarketHoursRange) SetDomain(domain int) {
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mhr.Domain = domain
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}
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// GetHolidayProvider coalesces a userprovided holiday provider and the date.DefaultHolidayProvider.
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func (mhr MarketHoursRange) GetHolidayProvider() date.HolidayProvider {
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if mhr.HolidayProvider == nil {
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return date.DefaultHolidayProvider
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}
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return mhr.HolidayProvider
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}
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// GetTicks returns the ticks for the range.
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// This is to override the default continous ticks that would be generated for the range.
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func (mhr *MarketHoursRange) GetTicks(vf ValueFormatter) []Tick {
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var ticks []Tick
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cursor := date.On(mhr.MarketClose, mhr.Min)
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maxClose := date.On(mhr.MarketClose, mhr.Max)
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if mhr.Min.Before(cursor) {
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ticks = append(ticks, Tick{
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Value: TimeToFloat64(cursor),
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Label: vf(cursor),
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})
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}
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for date.BeforeDate(cursor, maxClose) {
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if date.IsWeekDay(cursor.Weekday()) && !mhr.GetHolidayProvider()(cursor) {
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ticks = append(ticks, Tick{
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Value: TimeToFloat64(cursor),
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Label: vf(cursor),
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})
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}
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cursor = cursor.AddDate(0, 0, 1)
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}
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endMarketClose := date.On(mhr.MarketClose, cursor)
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if date.IsWeekDay(endMarketClose.Weekday()) && !mhr.GetHolidayProvider()(endMarketClose) {
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ticks = append(ticks, Tick{
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Value: TimeToFloat64(endMarketClose),
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Label: vf(endMarketClose),
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})
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}
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return ticks
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}
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func (mhr MarketHoursRange) String() string {
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return fmt.Sprintf("MarketHoursRange [%s, %s] => %d", mhr.Min.Format(DefaultDateMinuteFormat), mhr.Max.Format(DefaultDateMinuteFormat), mhr.Domain)
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}
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// Translate maps a given value into the ContinuousRange space.
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func (mhr MarketHoursRange) Translate(value float64) int {
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valueTime := Float64ToTime(value)
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valueTimeEastern := valueTime.In(date.Eastern())
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totalSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.GetEffectiveMax(), mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
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valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
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translated := int((float64(valueDelta) / float64(totalSeconds)) * float64(mhr.Domain))
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return translated
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}
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