WDataTdprovide

new WDataTdprovide(fdOhlc, fdParam) → {Object}

Description:

• ohlc與交易數據提供器

  讀取兩資料夾內以${key}.json儲存之時間序列，各檔案為[{time,...}]陣列，time為秒時間字串(格式'YYYY-MM-DDTHH:mm:ss')且由小至大排序

Source:

• WDataTdprovide.mjs, line 109

Example

import fs from 'fs'
import path from 'path'
import WDataTdprovide from './src/WDataTdprovide.mjs'

//建立示範資料夾, fdOhlc 放 K 線序列, fdParam 放指標參數序列, 各以 `${key}.json` 儲存
let fdOhlc = './test/tmp/data-ohlc'
let fdParam = './test/tmp/data-param'
fs.mkdirSync(fdOhlc, { recursive: true })
fs.mkdirSync(fdParam, { recursive: true })

//ohlc 'btc', 8 根 4hr K 線
let arrOhlc = [
    { time: '2020-01-01T00:00:00', Open: 7160.11, Close: 7173.32 },
    { time: '2020-01-01T04:00:00', Open: 7173.32, Close: 7195.23 },
    { time: '2020-01-01T08:00:00', Open: 7195.23, Close: 7225.01 },
    { time: '2020-01-01T12:00:00', Open: 7225.01, Close: 7209.83 },
    { time: '2020-01-01T16:00:00', Open: 7209.83, Close: 7188.77 },
    { time: '2020-01-01T20:00:00', Open: 7188.77, Close: 7200.85 },
    { time: '2020-01-02T00:00:00', Open: 7200.85, Close: 7156.44 },
    { time: '2020-01-02T04:00:00', Open: 7156.44, Close: 7130.02 },
]
fs.writeFileSync(path.resolve(fdOhlc, 'btc.json'), JSON.stringify(arrOhlc), 'utf8')

//param 'btc_ma', 1day 均線, 起始時間晚於 ohlc(均線需累積足量 K 線)
let arrParam = [
    { time: '2020-01-01T20:00:00', param: 7198.835 },
    { time: '2020-01-02T00:00:00', param: 7196.021666666667 },
    { time: '2020-01-02T04:00:00', param: 7185.153333333333 },
]
fs.writeFileSync(path.resolve(fdParam, 'btc_ma.json'), JSON.stringify(arrParam), 'utf8')

//wdt, 建立資料提供器
let wdt = WDataTdprovide(fdOhlc, fdParam)

//getKeysParam, 列舉 fdParam 內全部 keys
let keysParam = wdt.getKeysParam()
console.log('getKeysParam:', keysParam)
// => getKeysParam: [ 'btc_ma' ]

//getTimeSeries, 依 key 讀取完整序列(先找 fdParam 再找 fdOhlc, 讀取後快取)
let arrBtc = await wdt.getTimeSeries('btc')
console.log('getTimeSeries:', arrBtc.length, '筆, 首筆', arrBtc[0])
// => getTimeSeries: 8 筆, 首筆 { time: '2020-01-01T00:00:00', Open: 7160.11, Close: 7173.32 }

//getTimeSeriesByTimeRange, 依 time 過濾(含頭含尾)
let arrBtcRange = await wdt.getTimeSeriesByTimeRange('btc', '2020-01-01T04:00:00', '2020-01-01T12:00:00')
console.log('getTimeSeriesByTimeRange:', arrBtcRange.map((v) => v.time))
// => getTimeSeriesByTimeRange: [ '2020-01-01T04:00:00', '2020-01-01T08:00:00', '2020-01-01T12:00:00' ]

//getTimeSeriesFull, 回傳兩資料夾全部序列
let vs = await wdt.getTimeSeriesFull()
console.log('getTimeSeriesFull:', vs.map((v) => `${v.type}:${v.key}(${v.arr.length}筆)`))
// => getTimeSeriesFull: [ 'ohlc:btc(8筆)', 'param:btc_ma(3筆)' ]

//getTimeSeriesFullByTimeRange, 依時間範圍過濾全部序列
//  timeStart 不可早於資料起始時間(由各 ohlc 序列首筆判斷), timeEnd 不可晚於資料結束時間(由全部序列末筆判斷), 否則 throw
let vst = await wdt.getTimeSeriesFullByTimeRange('2020-01-01T20:00:00', '2020-01-02T04:00:00')
console.log('getTimeSeriesFullByTimeRange:', vst.map((v) => `${v.key}(${v.arr.length}筆)`))
// => getTimeSeriesFullByTimeRange: [ 'btc(3筆)', 'btc_ma(3筆)' ]

//buildGetTimeSeriesByTimeRange, 建立指定時間範圍之序列查詢函數
let funSeries = await wdt.buildGetTimeSeriesByTimeRange('2020-01-01T20:00:00', '2020-01-02T04:00:00')
let arrMa = await funSeries('btc_ma')
console.log('funSeries:', arrMa)
// => funSeries: [
//   { time: '2020-01-01T20:00:00', param: 7198.835 },
//   { time: '2020-01-02T00:00:00', param: 7196.021666666667 },
//   { time: '2020-01-02T04:00:00', param: 7185.153333333333 }
// ]

//buildGetTimeValueByTimeRange, 建立指定時間範圍之單點查詢函數
let funValue = await wdt.buildGetTimeValueByTimeRange('2020-01-01T20:00:00', '2020-01-02T04:00:00')
let d = await funValue('btc', '2020-01-02T00:00:00')
console.log('funValue:', d)
// => funValue: { time: '2020-01-02T00:00:00', Open: 7200.85, Close: 7156.44 }

Parameters:

Name	Type	Description
fdOhlc	String	輸入儲存K線(ohlc)序列資料夾字串
fdParam	String	輸入儲存指標參數序列資料夾字串

Returns:

Type

Object