candle_data 0.0.1 → 0.0.3

data/lib/candle_data.rb

@@ -0,0 +1,2 @@
+require_relative 'candle_data/candle'
+require_relative 'candle_data/candle_builder'

data/lib/candle_data/candle.rb

@@ -0,0 +1,32 @@
+module CandleData
+  class Candle
+    attr_reader :open_time, :open, :high, :low, :close, :volume
+
+    def initialize(open_time, open, high, low, close, volume)
+      @open_time = open_time
+      @open = open
+      @high = high
+      @low = low
+      @close = close
+      @volume = volume
+    end
+
+    def update(price, volume)
+      @close = price
+      @low   = price if price < @low
+      @high  = price if price > @high
+      @volume += volume
+    end
+
+    def to_h
+      {
+        open_time: open_time.iso8601,
+        open: open.to_s('F'),
+        high: high.to_s('F'),
+        low: low.to_s('F'),
+        close: close.to_s('F'),
+        volume: volume.to_s('F')
+      }
+    end
+  end
+end

data/lib/candle_data/candle_builder.rb

@@ -0,0 +1,58 @@
+require_relative './candle'
+
+module CandleData
+  class CandleBuilder
+    class CandleWidthNotSpecifiedError < StandardError; end
+
+    attr_reader :candles
+    def initialize(trades, options={})
+      @trades = trades
+      @candle_width = options.fetch(:candle_width) { raise CandleWidthNotSpecifiedError }
+      @candles = []
+      @last_time = nil
+      extract_candles
+    end
+
+    private
+    attr_reader :trades
+
+    def extract_candles
+      trades.each do |trade|
+        extract_candle(trade)
+      end
+    end
+
+    def extract_candle(trade)
+      if in_current_candle(trade)
+        add_to_current_candle(trade)
+      else
+        add_new_candle_for(trade)
+      end
+    end
+
+    def in_current_candle(trade)
+      return false unless last_candle
+      return trade[:time] < max_close_time
+    end
+
+    def max_close_time
+      last_candle.open_time + @candle_width
+    end
+
+    def add_new_candle_for(trade)
+      open_time = trade[:time]
+      open = close = high = low = trade[:price]
+      volume = trade[:amount]
+      candle = Candle.new(open_time, open, high, low, close, volume)
+      @candles << candle
+    end
+
+    def add_to_current_candle(trade)
+      last_candle.update(trade[:price], trade[:amount])
+    end
+
+    def last_candle
+      @candles.last
+    end
+  end
+end

data/lib/candle_data/version.rb

@@ -0,0 +1,3 @@
+module CandleData
+  VERSION = "0.0.3"
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: candle_data
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.3
   prerelease: 
 platform: ruby
 authors:
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-04-26 00:00:00.000000000 Z
+date: 2013-05-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rspec
@@ -33,7 +33,11 @@ email:
 executables: []
 extensions: []
 extra_rdoc_files: []
-files: []
+files:
+- lib/candle_data.rb
+- lib/candle_data/candle.rb
+- lib/candle_data/candle_builder.rb
+- lib/candle_data/version.rb
 homepage: http://www.isotope11.com
 licenses: []
 post_install_message: 
@@ -48,7 +52,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
       version: '0'
       segments:
       - 0
-      hash: -2765995280956628244
+      hash: 595672533271332823
 required_rubygems_version: !ruby/object:Gem::Requirement
   none: false
   requirements:
@@ -57,7 +61,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
       segments:
       - 0
-      hash: -2765995280956628244
+      hash: 595672533271332823
 requirements: []
 rubyforge_project: 
 rubygems_version: 1.8.24