/* * Copyright Reiryoku Technologies and its contributors, www.reiryoku.com, www.mida.org * * Permission is hereby granted, free of charge, to any person obtaining a copy * of this software and associated documentation files (the "Software"), to deal * in the Software without restriction, including without limitation the rights * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell * copies of the Software, and to permit persons to whom the Software is * furnished to do so, subject to the following conditions: * * The above copyright notice and this permission notice shall be included in * all copies or substantial portions of the Software. * * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN * THE SOFTWARE. */ import { MidaDate, } from "#dates/MidaDate"; import { MidaDecimal, } from "#decimals/MidaDecimal"; import { MidaPeriod, } from "#periods/MidaPeriod"; import { MidaPeriodPriceKey, } from "#periods/MidaPeriodPriceKey"; import { MidaTick, } from "#ticks/MidaTick"; import { MidaTickMovement, } from "#ticks/MidaTickMovement"; export const tickFromPeriod = (period: MidaPeriod, priceKey: MidaPeriodPriceKey, pricePriority: "low" | "high" = "low"): MidaTick => { const quarter: number = (period.endDate.timestamp - period.startDate.timestamp) / 4; const price: MidaDecimal = period[priceKey]; let date: MidaDate; switch (priceKey) { case "open": { date = period.startDate; break; } case "close": { date = period.endDate; break; } case "low": { if (pricePriority === "high") { date = period.endDate.subtract(quarter); } else { date = period.startDate.add(quarter); } break; } case "high": { if (pricePriority === "low") { date = period.endDate.subtract(quarter); } else { date = period.startDate.add(quarter); } break; } } return new MidaTick({ symbol: period.symbol, bid: price, ask: price, date, movement: MidaTickMovement.UNKNOWN, }); };