@discomedia/utils 1.0.26 → 1.0.27
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/alpaca-trading-api-6NxNgQBn.js +1413 -0
- package/dist/alpaca-trading-api-6NxNgQBn.js.map +1 -0
- package/dist/index-frontend.cjs +63 -0
- package/dist/index-frontend.cjs.map +1 -1
- package/dist/index-frontend.mjs +63 -0
- package/dist/index-frontend.mjs.map +1 -1
- package/dist/index.cjs +86 -21
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +86 -21
- package/dist/index.mjs.map +1 -1
- package/dist/package.json +2 -2
- package/dist/test.js +909 -5745
- package/dist/test.js.map +1 -1
- package/dist/types/alpaca-trading-api.d.ts +33 -0
- package/dist/types/alpaca-trading-api.d.ts.map +1 -1
- package/dist/types-frontend/alpaca-trading-api.d.ts +33 -0
- package/dist/types-frontend/alpaca-trading-api.d.ts.map +1 -1
- package/package.json +2 -2
package/dist/index-frontend.mjs
CHANGED
|
@@ -14679,6 +14679,18 @@ Websocket example
|
|
|
14679
14679
|
this.log(`Received trade update: event ${update.event} for an order to ${update.order.side} ${update.order.qty} of ${update.order.symbol}`);
|
|
14680
14680
|
});
|
|
14681
14681
|
alpacaAPI.connectWebsocket(); // necessary to connect to the WebSocket
|
|
14682
|
+
|
|
14683
|
+
Portfolio History examples
|
|
14684
|
+
// Get standard portfolio history
|
|
14685
|
+
const portfolioHistory = await alpacaAPI.getPortfolioHistory({
|
|
14686
|
+
timeframe: '1D',
|
|
14687
|
+
period: '1M'
|
|
14688
|
+
});
|
|
14689
|
+
|
|
14690
|
+
// Get daily portfolio history with current day included (if available from hourly data)
|
|
14691
|
+
const dailyHistory = await alpacaAPI.getPortfolioDailyHistory({
|
|
14692
|
+
period: '1M'
|
|
14693
|
+
});
|
|
14682
14694
|
*/
|
|
14683
14695
|
class AlpacaTradingAPI {
|
|
14684
14696
|
static new(credentials) {
|
|
@@ -15378,6 +15390,57 @@ class AlpacaTradingAPI {
|
|
|
15378
15390
|
const response = await this.makeRequest(`/account/portfolio/history?${queryParams.toString()}`);
|
|
15379
15391
|
return response;
|
|
15380
15392
|
}
|
|
15393
|
+
/**
|
|
15394
|
+
* Get portfolio daily history for the account, ensuring the most recent day is included
|
|
15395
|
+
* by combining daily and hourly history if needed.
|
|
15396
|
+
*
|
|
15397
|
+
* This function performs two API calls:
|
|
15398
|
+
* 1. Retrieves daily portfolio history
|
|
15399
|
+
* 2. Retrieves hourly portfolio history to check for more recent data
|
|
15400
|
+
*
|
|
15401
|
+
* If hourly history has timestamps more recent than the last timestamp in daily history,
|
|
15402
|
+
* it appends one additional day to the daily history using the most recent hourly values.
|
|
15403
|
+
*
|
|
15404
|
+
* @param params Parameters for the portfolio history request (same as getPortfolioHistory except timeframe is forced to '1D')
|
|
15405
|
+
* @returns Portfolio history data with daily timeframe, including the most recent day if available from hourly data
|
|
15406
|
+
*/
|
|
15407
|
+
async getPortfolioDailyHistory(params) {
|
|
15408
|
+
// Get daily history
|
|
15409
|
+
const dailyParams = { ...params, timeframe: '1D' };
|
|
15410
|
+
const dailyHistory = await this.getPortfolioHistory(dailyParams);
|
|
15411
|
+
// Get hourly history for the last day to check for more recent data
|
|
15412
|
+
const hourlyParams = { timeframe: '1H', period: '1D' };
|
|
15413
|
+
const hourlyHistory = await this.getPortfolioHistory(hourlyParams);
|
|
15414
|
+
// If no hourly history, return daily as-is
|
|
15415
|
+
if (!hourlyHistory.timestamp || hourlyHistory.timestamp.length === 0) {
|
|
15416
|
+
return dailyHistory;
|
|
15417
|
+
}
|
|
15418
|
+
// Get the last timestamp from daily history
|
|
15419
|
+
const lastDailyTimestamp = dailyHistory.timestamp[dailyHistory.timestamp.length - 1];
|
|
15420
|
+
// Check if hourly history has more recent data
|
|
15421
|
+
const recentHourlyData = hourlyHistory.timestamp
|
|
15422
|
+
.map((timestamp, index) => ({ timestamp, index }))
|
|
15423
|
+
.filter(({ timestamp }) => timestamp > lastDailyTimestamp);
|
|
15424
|
+
// If no more recent hourly data, return daily history as-is
|
|
15425
|
+
if (recentHourlyData.length === 0) {
|
|
15426
|
+
return dailyHistory;
|
|
15427
|
+
}
|
|
15428
|
+
// Get the most recent hourly data point
|
|
15429
|
+
const mostRecentHourly = recentHourlyData[recentHourlyData.length - 1];
|
|
15430
|
+
const mostRecentIndex = mostRecentHourly.index;
|
|
15431
|
+
// Calculate the timestamp for the new daily entry (most recent day + 1 day worth of seconds)
|
|
15432
|
+
const oneDayInSeconds = 24 * 60 * 60;
|
|
15433
|
+
const newDailyTimestamp = mostRecentHourly.timestamp + oneDayInSeconds;
|
|
15434
|
+
// Create a new daily history entry with the most recent hourly values
|
|
15435
|
+
const updatedDailyHistory = {
|
|
15436
|
+
...dailyHistory,
|
|
15437
|
+
timestamp: [...dailyHistory.timestamp, newDailyTimestamp],
|
|
15438
|
+
equity: [...dailyHistory.equity, hourlyHistory.equity[mostRecentIndex]],
|
|
15439
|
+
profit_loss: [...dailyHistory.profit_loss, hourlyHistory.profit_loss[mostRecentIndex]],
|
|
15440
|
+
profit_loss_pct: [...dailyHistory.profit_loss_pct, hourlyHistory.profit_loss_pct[mostRecentIndex]],
|
|
15441
|
+
};
|
|
15442
|
+
return updatedDailyHistory;
|
|
15443
|
+
}
|
|
15381
15444
|
/**
|
|
15382
15445
|
* Get option contracts based on specified parameters
|
|
15383
15446
|
* @param params Parameters to filter option contracts
|