cotcube-helpers 0.1.2 → 0.1.3

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,6 @@
+## 0.1.3 (December 22, 2020)
+  - added .reduce(bars: , to: ,*args, &block) to reduce a series of bars to a higher timeframe (though only 1hour and 1day are supported yet)
+
 ## 0.1.2 (December 21, 2020)
   - minor changes
   - minor fix to parallelize and application of positional arguments

data/VERSION

@@ -1 +1 @@
-0.1.2
+0.1.3

data/lib/cotcube-helpers.rb

@@ -14,6 +14,7 @@ require_relative 'cotcube-helpers/subpattern.rb'
 require_relative 'cotcube-helpers/parallelize'
 require_relative 'cotcube-helpers/simple_output'
 require_relative 'cotcube-helpers/input'
+require_relative 'cotcube-helpers/reduce'
 
 
 module Cotcube
@@ -21,6 +22,7 @@ module Cotcube
 
     module_function :sub, 
       :parallelize,
+      :reduce,
       :keystroke
 
 

data/lib/cotcube-helpers/reduce.rb

@@ -0,0 +1,44 @@
+module Cotcube
+  module Helpers
+    def reduce(bars: , to: nil, datelike: :datetime, &block)
+      terminators = case to
+                   when 1.day
+                     [:last, :beginning_of_day]
+                   when 1.hour
+                     [:first, :beginning_of_hour]
+                   else 
+                     raise ArgumentError, "Currently supported are reductions to '1.hour' and '1.day'"
+                   end
+      determine_datelike = lambda {|ary| ary.send(terminators.first)[datelike].send(terminators.last) }
+      make_new_bar = lambda do |ary, date = nil|
+	result = {
+	  symbol:   ary.first[:symbol],
+          datetime: determine_datelike.call(ary),
+	  day:      ary.first[:day],
+	  open:     ary.first[:open],
+	  high:     ary.map{|x| x[:high]}.max,
+	  low:      ary.map{|x| x[:low]}.min,
+	  close:    ary.last[:close],
+	  volume:   ary.map{|x| x[:volume]}.reduce(:+)
+	}
+	result.map{|k,v| result.delete(k) if v.nil?}
+	result
+      end
+      collector = [ ]
+      final     = [ ]
+      bars.each do |bar|
+        if collector.empty? or block.call(collector.last, bar)
+	  collector << bar
+	else
+          new_bar = make_new_bar.call(collector)
+	  final << new_bar
+	  collector = [ bar ]
+	end
+      end
+      new_bar = make_new_bar.call(collector)
+      final << new_bar
+      final
+    end
+  end
+end
+

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-helpers
 version: !ruby/object:Gem::Version
-  version: 0.1.2
+  version: 0.1.3
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2020-12-21 00:00:00.000000000 Z
+date: 2020-12-22 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -87,6 +87,7 @@ files:
 - lib/cotcube-helpers/input.rb
 - lib/cotcube-helpers/parallelize.rb
 - lib/cotcube-helpers/range_ext.rb
+- lib/cotcube-helpers/reduce.rb
 - lib/cotcube-helpers/simple_output.rb
 - lib/cotcube-helpers/string_ext.rb
 - lib/cotcube-helpers/subpattern.rb