@tradingaction/scales 2.0.13

package/LICENSE

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+The MIT License (MIT)
+https://github.com/reactivemarkets/react-financial-charts
+
+Copyright (c) 2015-2018 Ragu Ramaswamy
+Copyright (c) 2016 Julien Renaux
+Copyright (c) 2019 Reactive Markets
+
+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.

package/README.md

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+# Axes
+
+```bash
+npm i @tradingaction/axes
+```

package/lib/discontinuousTimeScaleProvider.d.ts

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+import { IFormatters } from "./levels";
+export interface DiscontinuousTimeScaleProviderBuilder {
+    (data: any[]): {
+        data: any[];
+        xScale: any;
+        xAccessor: (data: any) => number;
+        displayXAccessor: (data: any) => number;
+    };
+    initialIndex(): any;
+    initialIndex(x: any): DiscontinuousTimeScaleProviderBuilder;
+    inputDateAccessor(): any;
+    inputDateAccessor(accessor: (data: any) => Date): DiscontinuousTimeScaleProviderBuilder;
+    indexAccessor(): any;
+    indexAccessor(x: any): DiscontinuousTimeScaleProviderBuilder;
+    indexMutator(): any;
+    indexMutator(x: any): DiscontinuousTimeScaleProviderBuilder;
+    withIndex(): any;
+    withIndex(x: any): DiscontinuousTimeScaleProviderBuilder;
+    utc(): DiscontinuousTimeScaleProviderBuilder;
+    setLocale(locale?: any, formatters?: IFormatters): DiscontinuousTimeScaleProviderBuilder;
+    indexCalculator(): any;
+}
+export declare function discontinuousTimeScaleProviderBuilder(): DiscontinuousTimeScaleProviderBuilder;
+declare const _default: DiscontinuousTimeScaleProviderBuilder;
+export default _default;

package/lib/discontinuousTimeScaleProvider.js

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+import { slidingWindow, zipper } from "@tradingaction/core";
+import { timeFormat, timeFormatDefaultLocale } from "d3-time-format";
+import financeDiscontinuousScale from "./financeDiscontinuousScale";
+import { defaultFormatters, levelDefinition } from "./levels";
+const evaluateLevel = (row, date, i, formatters) => {
+    return levelDefinition
+        .map((eachLevel, idx) => {
+        return {
+            level: levelDefinition.length - idx - 1,
+            // @ts-ignore
+            format: formatters[eachLevel(row, date, i)],
+        };
+    })
+        .find((level) => !!level.format);
+};
+const discontinuousIndexCalculator = slidingWindow()
+    .windowSize(2)
+    .undefinedValue((d, idx, { initialIndex, formatters }) => {
+    const i = initialIndex;
+    const row = {
+        date: d.getTime(),
+        startOfSecond: false,
+        startOf5Seconds: false,
+        startOf15Seconds: false,
+        startOf30Seconds: false,
+        startOfMinute: false,
+        startOf5Minutes: false,
+        startOf15Minutes: false,
+        startOf30Minutes: false,
+        startOfHour: false,
+        startOfEighthOfADay: false,
+        startOfQuarterDay: false,
+        startOfHalfDay: false,
+        startOfDay: true,
+        startOfWeek: false,
+        startOfMonth: false,
+        startOfQuarter: false,
+        startOfYear: false,
+    };
+    const level = evaluateLevel(row, d, i, formatters);
+    return Object.assign(Object.assign(Object.assign({}, row), { index: i }), level);
+});
+const discontinuousIndexCalculatorLocalTime = discontinuousIndexCalculator.accumulator(([prevDate, nowDate], i, idx, { initialIndex, formatters }) => {
+    const nowSeconds = nowDate.getSeconds();
+    const nowMinutes = nowDate.getMinutes();
+    const nowHours = nowDate.getHours();
+    const nowDay = nowDate.getDay();
+    const nowMonth = nowDate.getMonth();
+    const startOfSecond = nowSeconds !== prevDate.getSeconds();
+    const startOf5Seconds = startOfSecond && nowSeconds % 5 === 0;
+    const startOf15Seconds = startOfSecond && nowSeconds % 15 === 0;
+    const startOf30Seconds = startOfSecond && nowSeconds % 30 === 0;
+    const startOfMinute = nowMinutes !== prevDate.getMinutes();
+    const startOf5Minutes = startOfMinute && nowMinutes % 5 <= prevDate.getMinutes() % 5;
+    const startOf15Minutes = startOfMinute && nowMinutes % 15 <= prevDate.getMinutes() % 15;
+    const startOf30Minutes = startOfMinute && nowMinutes % 30 <= prevDate.getMinutes() % 30;
+    const startOfHour = nowHours !== prevDate.getHours();
+    const startOfEighthOfADay = startOfHour && nowHours % 3 === 0;
+    const startOfQuarterDay = startOfHour && nowHours % 6 === 0;
+    const startOfHalfDay = startOfHour && nowHours % 12 === 0;
+    const startOfDay = nowDay !== prevDate.getDay();
+    // According to ISO calendar
+    // Sunday = 0, Monday = 1, ... Saturday = 6
+    // day of week of today < day of week of yesterday then today is start of week
+    const startOfWeek = nowDay < prevDate.getDay();
+    // month of today != month of yesterday then today is start of month
+    const startOfMonth = nowMonth !== prevDate.getMonth();
+    // if start of month and month % 3 === 0 then it is start of quarter
+    const startOfQuarter = startOfMonth && nowMonth % 3 <= prevDate.getMonth() % 3;
+    // year of today != year of yesterday then today is start of year
+    const startOfYear = nowDate.getFullYear() !== prevDate.getFullYear();
+    const row = {
+        date: nowDate.getTime(),
+        startOfSecond,
+        startOf5Seconds,
+        startOf15Seconds,
+        startOf30Seconds,
+        startOfMinute,
+        startOf5Minutes,
+        startOf15Minutes,
+        startOf30Minutes,
+        startOfHour,
+        startOfEighthOfADay,
+        startOfQuarterDay,
+        startOfHalfDay,
+        startOfDay,
+        startOfWeek,
+        startOfMonth,
+        startOfQuarter,
+        startOfYear,
+    };
+    const level = evaluateLevel(row, nowDate, i, formatters);
+    return Object.assign(Object.assign(Object.assign({}, row), { index: i + initialIndex }), level);
+});
+function createIndex(realDateAccessor, inputDateAccessor, initialIndex, formatters) {
+    return function (data) {
+        const dateAccessor = realDateAccessor(inputDateAccessor);
+        const calculate = discontinuousIndexCalculatorLocalTime.source(dateAccessor).misc({ initialIndex, formatters });
+        const index = calculate(data).map((each) => {
+            const { format } = each;
+            return {
+                index: each.index,
+                level: each.level,
+                date: new Date(each.date),
+                format: timeFormat(format),
+            };
+        });
+        return { index };
+    };
+}
+export function discontinuousTimeScaleProviderBuilder() {
+    let initialIndex = 0;
+    let realDateAccessor = (d) => d;
+    let inputDateAccessor = (d) => d.date;
+    let indexAccessor = (d) => d.idx;
+    let indexMutator = (d, idx) => (Object.assign(Object.assign({}, d), { idx }));
+    let withIndex;
+    let currentFormatters = defaultFormatters;
+    const discontinuousTimeScaleProvider = function (data) {
+        let index = withIndex;
+        if (index === undefined) {
+            const response = createIndex(realDateAccessor, inputDateAccessor, initialIndex, currentFormatters)(data);
+            index = response.index;
+        }
+        const inputIndex = index;
+        const xScale = financeDiscontinuousScale(inputIndex);
+        const mergedData = zipper().combine(indexMutator);
+        const finalData = mergedData(data, inputIndex);
+        return {
+            data: finalData,
+            xScale,
+            xAccessor: (d) => { var _a; return d && ((_a = indexAccessor(d)) === null || _a === void 0 ? void 0 : _a.index); },
+            displayXAccessor: realDateAccessor(inputDateAccessor),
+        };
+    };
+    discontinuousTimeScaleProvider.initialIndex = function (x) {
+        if (!arguments.length) {
+            return initialIndex;
+        }
+        initialIndex = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.inputDateAccessor = function (x) {
+        if (!arguments.length) {
+            return inputDateAccessor;
+        }
+        inputDateAccessor = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.indexAccessor = function (x) {
+        if (!arguments.length) {
+            return indexAccessor;
+        }
+        indexAccessor = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.indexMutator = function (x) {
+        if (!arguments.length) {
+            return indexMutator;
+        }
+        indexMutator = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.withIndex = function (x) {
+        if (!arguments.length) {
+            return withIndex;
+        }
+        withIndex = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.utc = () => {
+        realDateAccessor = (dateAccessor) => (d) => {
+            const date = dateAccessor(d);
+            // The getTimezoneOffset() method returns the time-zone offset from UTC, in minutes, for the current locale.
+            const offsetInMillis = date.getTimezoneOffset() * 60 * 1000;
+            return new Date(date.getTime() + offsetInMillis);
+        };
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.setLocale = (locale, formatters) => {
+        if (locale !== undefined) {
+            timeFormatDefaultLocale(locale);
+        }
+        if (formatters !== undefined) {
+            currentFormatters = formatters;
+        }
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.indexCalculator = function () {
+        return createIndex(realDateAccessor, inputDateAccessor, initialIndex, currentFormatters);
+    };
+    return discontinuousTimeScaleProvider;
+}
+export default discontinuousTimeScaleProviderBuilder();
+//# sourceMappingURL=discontinuousTimeScaleProvider.js.map

package/lib/discontinuousTimeScaleProvider.js.map

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package/lib/financeDiscontinuousScale.d.ts

@@ -0,0 +1,16 @@
+import { InterpolatorFactory } from "d3-scale";
+export default function financeDiscontinuousScale(index: any[], backingLinearScale?: import("d3-scale").ScaleLinear<number, number, never>): {
+    (newScale: number): number;
+    invert(value: number): number;
+    domain(newDomain?: number[]): number[] | any;
+    range(range?: number[]): number[] | any;
+    rangeRound(range: number[]): import("d3-scale").ScaleLinear<number, number, never>;
+    clamp(clamp?: boolean): boolean | any;
+    interpolate(interpolate?: InterpolatorFactory<number, number>): InterpolatorFactory<any, any> | any;
+    ticks(m?: number): number[];
+    tickFormat(): (x: any) => any;
+    value(x: any): any;
+    nice(count?: number): any;
+    index(x?: any[]): any[] | any;
+    copy(): any;
+};

package/lib/financeDiscontinuousScale.js

@@ -0,0 +1,127 @@
+import { ascending } from "d3-array";
+import { scaleLinear } from "d3-scale";
+import { levelDefinition } from "./levels";
+const MAX_LEVEL = levelDefinition.length - 1;
+export default function financeDiscontinuousScale(index, backingLinearScale = scaleLinear()) {
+    if (index === undefined) {
+        throw new Error("Use the discontinuousTimeScaleProvider to create financeDiscontinuousScale");
+    }
+    function scale(newScale) {
+        return backingLinearScale(newScale);
+    }
+    scale.invert = (value) => {
+        const inverted = backingLinearScale.invert(value);
+        return Math.round(inverted * 10000) / 10000;
+    };
+    scale.domain = (newDomain) => {
+        if (newDomain === undefined) {
+            return backingLinearScale.domain();
+        }
+        backingLinearScale.domain(newDomain);
+        return scale;
+    };
+    scale.range = (range) => {
+        if (range === undefined) {
+            return backingLinearScale.range();
+        }
+        backingLinearScale.range(range);
+        return scale;
+    };
+    scale.rangeRound = (range) => {
+        return backingLinearScale.rangeRound(range);
+    };
+    scale.clamp = (clamp) => {
+        if (clamp === undefined) {
+            return backingLinearScale.clamp();
+        }
+        backingLinearScale.clamp(clamp);
+        return scale;
+    };
+    scale.interpolate = (interpolate) => {
+        if (interpolate === undefined) {
+            return backingLinearScale.interpolate();
+        }
+        backingLinearScale.interpolate(interpolate);
+        return scale;
+    };
+    scale.ticks = (m) => {
+        var _a, _b, _c;
+        const backingTicks = backingLinearScale.ticks(m);
+        const ticksMap = new Map();
+        const [domainStart, domainEnd] = backingLinearScale.domain();
+        const dStart = Math.ceil(domainStart);
+        const dHead = (_a = index[0]) === null || _a === void 0 ? void 0 : _a.index;
+        const start = Math.max(dStart, dHead) + Math.abs(dHead);
+        const end = Math.min(Math.floor(domainEnd), (_b = index[index.length - 1]) === null || _b === void 0 ? void 0 : _b.index) + Math.abs(dHead);
+        const desiredTickCount = Math.ceil(((end - start) / (domainEnd - domainStart)) * backingTicks.length);
+        for (let i = MAX_LEVEL; i >= 0; i--) {
+            const ticksAtLevel = ticksMap.get(i);
+            const temp = ticksAtLevel === undefined ? [] : ticksAtLevel.slice();
+            for (let j = start; j <= end; j++) {
+                if (index[j].level === i) {
+                    temp.push(index[j]);
+                }
+            }
+            ticksMap.set(i, temp);
+        }
+        let unsortedTicks = [];
+        for (let k = MAX_LEVEL; k >= 0; k--) {
+            const selectedTicks = (_c = ticksMap.get(k)) !== null && _c !== void 0 ? _c : [];
+            if (selectedTicks.length + unsortedTicks.length > desiredTickCount * 1.5) {
+                break;
+            }
+            unsortedTicks = unsortedTicks.concat(selectedTicks.map((d) => d.index));
+        }
+        const ticks = unsortedTicks.sort(ascending);
+        if (end - start > ticks.length) {
+            const ticksSet = new Set(ticks);
+            const d = Math.abs(index[0].index);
+            // ignore ticks within this distance
+            const distance = Math.ceil((backingTicks.length > 0
+                ? (backingTicks[backingTicks.length - 1] - backingTicks[0]) / backingTicks.length / 4
+                : 1) * 1.5);
+            for (let i = 0; i < ticks.length - 1; i++) {
+                for (let j = i + 1; j < ticks.length; j++) {
+                    if (ticks[j] - ticks[i] <= distance) {
+                        ticksSet.delete(index[ticks[i] + d].level >= index[ticks[j] + d].level ? ticks[j] : ticks[i]);
+                    }
+                }
+            }
+            // @ts-ignore
+            const tickValues = [...ticksSet.values()].map((i) => parseInt(i, 10));
+            return tickValues;
+        }
+        return ticks;
+    };
+    scale.tickFormat = () => {
+        return function (x) {
+            const d = Math.abs(index[0].index);
+            const { format, date } = index[Math.floor(x + d)];
+            return format(date);
+        };
+    };
+    scale.value = (x) => {
+        const d = Math.abs(index[0].index);
+        const row = index[Math.floor(x + d)];
+        if (row !== undefined) {
+            const { date } = row;
+            return date;
+        }
+    };
+    scale.nice = (count) => {
+        backingLinearScale.nice(count);
+        return scale;
+    };
+    scale.index = (x) => {
+        if (x === undefined) {
+            return index;
+        }
+        index = x;
+        return scale;
+    };
+    scale.copy = () => {
+        return financeDiscontinuousScale(index, backingLinearScale.copy());
+    };
+    return scale;
+}
+//# sourceMappingURL=financeDiscontinuousScale.js.map

package/lib/financeDiscontinuousScale.js.map

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package/lib/index.d.ts

@@ -0,0 +1,10 @@
+import { ScaleContinuousNumeric, ScaleTime } from "d3-scale";
+export { default as discontinuousTimeScaleProvider, discontinuousTimeScaleProviderBuilder, } from "./discontinuousTimeScaleProvider";
+export { default as financeDiscontinuousScale } from "./financeDiscontinuousScale";
+export * from "./timeFormat";
+export declare const defaultScaleProvider: <TData, TXAxis extends number | Date>(xScale: ScaleContinuousNumeric<number, number> | ScaleTime<number, number>) => (data: TData[], xAccessor: (data: TData) => TXAxis) => {
+    data: TData[];
+    xScale: ScaleContinuousNumeric<number, number, never> | ScaleTime<number, number, never>;
+    xAccessor: (data: TData) => TXAxis;
+    displayXAccessor: (data: TData) => TXAxis;
+};

package/lib/index.js

@@ -0,0 +1,12 @@
+export { default as discontinuousTimeScaleProvider, discontinuousTimeScaleProviderBuilder, } from "./discontinuousTimeScaleProvider";
+export { default as financeDiscontinuousScale } from "./financeDiscontinuousScale";
+export * from "./timeFormat";
+export const defaultScaleProvider = (xScale) => {
+    return (data, xAccessor) => ({
+        data,
+        xScale,
+        xAccessor,
+        displayXAccessor: xAccessor,
+    });
+};
+//# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -0,0 +1 @@
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package/lib/levels.d.ts

@@ -0,0 +1,13 @@
+export interface IFormatters {
+    readonly yearFormat: string;
+    readonly quarterFormat: string;
+    readonly monthFormat: string;
+    readonly weekFormat: string;
+    readonly dayFormat: string;
+    readonly hourFormat: string;
+    readonly minuteFormat: string;
+    readonly secondFormat: string;
+    readonly milliSecondFormat: string;
+}
+export declare const defaultFormatters: IFormatters;
+export declare const levelDefinition: ((d: any, date: Date, i: number) => any)[];

package/lib/levels.js

@@ -0,0 +1,38 @@
+/* eslint-disable @typescript-eslint/no-unused-vars */
+export const defaultFormatters = {
+    yearFormat: "%Y",
+    quarterFormat: "%b",
+    monthFormat: "%b",
+    weekFormat: "%e",
+    dayFormat: "%e",
+    hourFormat: "%H:%M",
+    minuteFormat: "%H:%M",
+    secondFormat: "%H:%M:%S",
+    milliSecondFormat: ".%L",
+};
+export const levelDefinition = [
+    /* 22 */ (d, date, i) => d.startOfYear && date.getFullYear() % 12 === 0 && "yearFormat",
+    /* 21 */ (d, date, i) => d.startOfYear && date.getFullYear() % 4 === 0 && "yearFormat",
+    /* 20 */ (d, date, i) => d.startOfYear && date.getFullYear() % 2 === 0 && "yearFormat",
+    /* 19 */ (d, date, i) => d.startOfYear && "yearFormat",
+    /* 18 */ (d, date, i) => d.startOfQuarter && "quarterFormat",
+    /* 17 */ (d, date, i) => d.startOfMonth && "monthFormat",
+    /* 16 */ (d, date, i) => d.startOfWeek && "weekFormat",
+    /* 15 */ (d, date, i) => d.startOfDay && i % 2 === 0 && "dayFormat",
+    /* 14 */ (d, date, i) => d.startOfDay && "dayFormat",
+    /* 13 */ (d, date, i) => d.startOfHalfDay && "hourFormat",
+    /* 12 */ (d, date, i) => d.startOfQuarterDay && "hourFormat",
+    /* 11 */ (d, date, i) => d.startOfEighthOfADay && "hourFormat",
+    /* 10 */ (d, date, i) => d.startOfHour && date.getHours() % 2 === 0 && "hourFormat",
+    /* 9  */ (d, date, i) => d.startOfHour && "hourFormat",
+    /* 8  */ (d, date, i) => d.startOf30Minutes && "minuteFormat",
+    /* 7  */ (d, date, i) => d.startOf15Minutes && "minuteFormat",
+    /* 6  */ (d, date, i) => d.startOf5Minutes && "minuteFormat",
+    /* 5  */ (d, date, i) => d.startOfMinute && "minuteFormat",
+    /* 4  */ (d, date, i) => d.startOf30Seconds && "secondFormat",
+    /* 3  */ (d, date, i) => d.startOf15Seconds && "secondFormat",
+    /* 2  */ (d, date, i) => d.startOf5Seconds && "secondFormat",
+    /* 1  */ (d, date, i) => d.startOfSecond && "secondFormat",
+    /* 0  */ (d, date, i) => "milliSecondFormat",
+];
+//# sourceMappingURL=levels.js.map

package/lib/levels.js.map

@@ -0,0 +1 @@
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package/lib/timeFormat.d.ts

@@ -0,0 +1 @@
+export declare const timeFormat: (date: Date) => string;

package/lib/timeFormat.js

@@ -0,0 +1,28 @@
+import { timeSecond, timeMinute, timeHour, timeDay, timeWeek, timeMonth, timeYear } from "d3-time";
+import { timeFormat as d3TimeFormat } from "d3-time-format";
+const formatMillisecond = d3TimeFormat(".%L");
+const formatSecond = d3TimeFormat(":%S");
+const formatMinute = d3TimeFormat("%H:%M");
+const formatHour = d3TimeFormat("%H:%M");
+const formatDay = d3TimeFormat("%e");
+const formatWeek = d3TimeFormat("%e");
+const formatMonth = d3TimeFormat("%b");
+const formatYear = d3TimeFormat("%Y");
+export const timeFormat = (date) => {
+    return (timeSecond(date) < date
+        ? formatMillisecond
+        : timeMinute(date) < date
+            ? formatSecond
+            : timeHour(date) < date
+                ? formatMinute
+                : timeDay(date) < date
+                    ? formatHour
+                    : timeMonth(date) < date
+                        ? timeWeek(date) < date
+                            ? formatDay
+                            : formatWeek
+                        : timeYear(date) < date
+                            ? formatMonth
+                            : formatYear)(date);
+};
+//# sourceMappingURL=timeFormat.js.map

package/lib/timeFormat.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -0,0 +1,51 @@
+{
+    "name": "@tradingaction/scales",
+    "version": "2.0.13",
+    "description": "Scales for react-financial-charts",
+    "publishConfig": {
+        "access": "public"
+    },
+    "main": "./lib/index.js",
+    "typings": "./lib/index.d.ts",
+    "files": [
+        "lib",
+        "src"
+    ],
+    "sideEffects": false,
+    "author": "Reactive Markets",
+    "keywords": [
+        "charts",
+        "charting",
+        "stockcharts",
+        "finance",
+        "financial",
+        "finance-chart",
+        "react",
+        "d3"
+    ],
+    "license": "MIT",
+    "repository": {
+        "type": "git",
+        "url": "https://github.com/reactivemarkets/react-financial-charts.git"
+    },
+    "bugs": {
+        "url": "https://github.com/reactivemarkets/react-financial-charts/issues"
+    },
+    "scripts": {
+        "build": "npm run clean && npm run compile",
+        "clean": "rimraf lib",
+        "compile": "tsc -p tsconfig.json",
+        "watch": "tsc -p tsconfig.json --watch --preserveWatchOutput"
+    },
+    "dependencies": {
+        "@tradingaction/core": "^2.0.13",
+        "d3-array": "^2.9.1",
+        "d3-scale": "^3.2.3",
+        "d3-time-format": "^3.0.0"
+    },
+    "peerDependencies": {
+        "react": "^16.0.0 || ^17.0.0 || ^18.0.0",
+        "react-dom": "^16.0.0 || ^17.0.0 || ^18.0.0"
+    },
+    "gitHead": "9c9bc635a2291c8da0e1dd5befa4000e96d83119"
+}

package/src/discontinuousTimeScaleProvider.ts

@@ -0,0 +1,259 @@
+import { slidingWindow, zipper } from "@tradingaction/core";
+import { timeFormat, timeFormatDefaultLocale } from "d3-time-format";
+import financeDiscontinuousScale from "./financeDiscontinuousScale";
+import { defaultFormatters, levelDefinition, IFormatters } from "./levels";
+
+const evaluateLevel = (row: any, date: Date, i: number, formatters: IFormatters) => {
+    return levelDefinition
+        .map((eachLevel, idx) => {
+            return {
+                level: levelDefinition.length - idx - 1,
+
+                // @ts-ignore
+                format: formatters[eachLevel(row, date, i)],
+            };
+        })
+        .find((level) => !!level.format);
+};
+
+const discontinuousIndexCalculator = slidingWindow()
+    .windowSize(2)
+    .undefinedValue(
+        (d: Date, idx: number, { initialIndex, formatters }: { initialIndex: number; formatters: IFormatters }) => {
+            const i = initialIndex;
+            const row = {
+                date: d.getTime(),
+                startOfSecond: false,
+                startOf5Seconds: false,
+                startOf15Seconds: false,
+                startOf30Seconds: false,
+                startOfMinute: false,
+                startOf5Minutes: false,
+                startOf15Minutes: false,
+                startOf30Minutes: false,
+                startOfHour: false,
+                startOfEighthOfADay: false,
+                startOfQuarterDay: false,
+                startOfHalfDay: false,
+                startOfDay: true,
+                startOfWeek: false,
+                startOfMonth: false,
+                startOfQuarter: false,
+                startOfYear: false,
+            };
+
+            const level = evaluateLevel(row, d, i, formatters);
+
+            return { ...row, index: i, ...level };
+        },
+    );
+
+const discontinuousIndexCalculatorLocalTime = discontinuousIndexCalculator.accumulator(
+    (
+        [prevDate, nowDate]: [Date, Date],
+        i: number,
+        idx: number,
+        { initialIndex, formatters }: { initialIndex: number; formatters: IFormatters },
+    ) => {
+        const nowSeconds = nowDate.getSeconds();
+        const nowMinutes = nowDate.getMinutes();
+        const nowHours = nowDate.getHours();
+        const nowDay = nowDate.getDay();
+        const nowMonth = nowDate.getMonth();
+
+        const startOfSecond = nowSeconds !== prevDate.getSeconds();
+        const startOf5Seconds = startOfSecond && nowSeconds % 5 === 0;
+        const startOf15Seconds = startOfSecond && nowSeconds % 15 === 0;
+        const startOf30Seconds = startOfSecond && nowSeconds % 30 === 0;
+
+        const startOfMinute = nowMinutes !== prevDate.getMinutes();
+        const startOf5Minutes = startOfMinute && nowMinutes % 5 <= prevDate.getMinutes() % 5;
+        const startOf15Minutes = startOfMinute && nowMinutes % 15 <= prevDate.getMinutes() % 15;
+        const startOf30Minutes = startOfMinute && nowMinutes % 30 <= prevDate.getMinutes() % 30;
+
+        const startOfHour = nowHours !== prevDate.getHours();
+
+        const startOfEighthOfADay = startOfHour && nowHours % 3 === 0;
+        const startOfQuarterDay = startOfHour && nowHours % 6 === 0;
+        const startOfHalfDay = startOfHour && nowHours % 12 === 0;
+
+        const startOfDay = nowDay !== prevDate.getDay();
+        // According to ISO calendar
+        // Sunday = 0, Monday = 1, ... Saturday = 6
+        // day of week of today < day of week of yesterday then today is start of week
+        const startOfWeek = nowDay < prevDate.getDay();
+        // month of today != month of yesterday then today is start of month
+        const startOfMonth = nowMonth !== prevDate.getMonth();
+        // if start of month and month % 3 === 0 then it is start of quarter
+        const startOfQuarter = startOfMonth && nowMonth % 3 <= prevDate.getMonth() % 3;
+        // year of today != year of yesterday then today is start of year
+        const startOfYear = nowDate.getFullYear() !== prevDate.getFullYear();
+
+        const row = {
+            date: nowDate.getTime(),
+            startOfSecond,
+            startOf5Seconds,
+            startOf15Seconds,
+            startOf30Seconds,
+            startOfMinute,
+            startOf5Minutes,
+            startOf15Minutes,
+            startOf30Minutes,
+            startOfHour,
+            startOfEighthOfADay,
+            startOfQuarterDay,
+            startOfHalfDay,
+            startOfDay,
+            startOfWeek,
+            startOfMonth,
+            startOfQuarter,
+            startOfYear,
+        };
+
+        const level = evaluateLevel(row, nowDate, i, formatters);
+
+        return { ...row, index: i + initialIndex, ...level };
+    },
+);
+
+function createIndex(realDateAccessor: any, inputDateAccessor: any, initialIndex: number, formatters: IFormatters) {
+    return function (data: any[]) {
+        const dateAccessor = realDateAccessor(inputDateAccessor);
+
+        const calculate = discontinuousIndexCalculatorLocalTime.source(dateAccessor).misc({ initialIndex, formatters });
+
+        const index = calculate(data).map((each) => {
+            const { format } = each;
+            return {
+                index: each.index,
+                level: each.level,
+                date: new Date(each.date),
+                format: timeFormat(format),
+            };
+        });
+
+        return { index };
+    };
+}
+
+export interface DiscontinuousTimeScaleProviderBuilder {
+    (data: any[]): {
+        data: any[];
+        xScale: any;
+        xAccessor: (data: any) => number;
+        displayXAccessor: (data: any) => number;
+    };
+    initialIndex(): any;
+    initialIndex(x: any): DiscontinuousTimeScaleProviderBuilder;
+    inputDateAccessor(): any;
+    inputDateAccessor(accessor: (data: any) => Date): DiscontinuousTimeScaleProviderBuilder;
+    indexAccessor(): any;
+    indexAccessor(x: any): DiscontinuousTimeScaleProviderBuilder;
+    indexMutator(): any;
+    indexMutator(x: any): DiscontinuousTimeScaleProviderBuilder;
+    withIndex(): any;
+    withIndex(x: any): DiscontinuousTimeScaleProviderBuilder;
+    utc(): DiscontinuousTimeScaleProviderBuilder;
+    setLocale(locale?: any, formatters?: IFormatters): DiscontinuousTimeScaleProviderBuilder;
+    indexCalculator(): any;
+}
+
+export function discontinuousTimeScaleProviderBuilder() {
+    let initialIndex = 0;
+    let realDateAccessor = (d: any) => d;
+    let inputDateAccessor = (d: any) => d.date;
+    let indexAccessor = (d: any) => d.idx;
+    let indexMutator = (d: any, idx: any) => ({ ...d, idx });
+    let withIndex: any;
+
+    let currentFormatters = defaultFormatters;
+
+    const discontinuousTimeScaleProvider = function (data: any[]) {
+        let index = withIndex;
+
+        if (index === undefined) {
+            const response = createIndex(realDateAccessor, inputDateAccessor, initialIndex, currentFormatters)(data);
+
+            index = response.index;
+        }
+
+        const inputIndex = index;
+
+        const xScale = financeDiscontinuousScale(inputIndex);
+
+        const mergedData = zipper().combine(indexMutator);
+
+        const finalData = mergedData(data, inputIndex);
+
+        return {
+            data: finalData,
+            xScale,
+            xAccessor: (d: any) => d && indexAccessor(d)?.index,
+            displayXAccessor: realDateAccessor(inputDateAccessor),
+        };
+    };
+
+    discontinuousTimeScaleProvider.initialIndex = function (x: any) {
+        if (!arguments.length) {
+            return initialIndex;
+        }
+        initialIndex = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.inputDateAccessor = function (x: any) {
+        if (!arguments.length) {
+            return inputDateAccessor;
+        }
+        inputDateAccessor = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.indexAccessor = function (x: any) {
+        if (!arguments.length) {
+            return indexAccessor;
+        }
+        indexAccessor = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.indexMutator = function (x: any) {
+        if (!arguments.length) {
+            return indexMutator;
+        }
+        indexMutator = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.withIndex = function (x: any) {
+        if (!arguments.length) {
+            return withIndex;
+        }
+        withIndex = x;
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.utc = () => {
+        realDateAccessor = (dateAccessor) => (d: any) => {
+            const date = dateAccessor(d);
+            // The getTimezoneOffset() method returns the time-zone offset from UTC, in minutes, for the current locale.
+            const offsetInMillis = date.getTimezoneOffset() * 60 * 1000;
+            return new Date(date.getTime() + offsetInMillis);
+        };
+
+        return discontinuousTimeScaleProvider;
+    };
+    discontinuousTimeScaleProvider.setLocale = (locale?: any, formatters?: IFormatters) => {
+        if (locale !== undefined) {
+            timeFormatDefaultLocale(locale);
+        }
+        if (formatters !== undefined) {
+            currentFormatters = formatters;
+        }
+
+        return discontinuousTimeScaleProvider;
+    };
+
+    discontinuousTimeScaleProvider.indexCalculator = function () {
+        return createIndex(realDateAccessor, inputDateAccessor, initialIndex, currentFormatters);
+    };
+
+    return discontinuousTimeScaleProvider as DiscontinuousTimeScaleProviderBuilder;
+}
+
+export default discontinuousTimeScaleProviderBuilder();

package/src/financeDiscontinuousScale.ts

@@ -0,0 +1,149 @@
+import { ascending } from "d3-array";
+import { scaleLinear, InterpolatorFactory } from "d3-scale";
+import { levelDefinition } from "./levels";
+
+const MAX_LEVEL = levelDefinition.length - 1;
+
+export default function financeDiscontinuousScale(index: any[], backingLinearScale = scaleLinear()) {
+    if (index === undefined) {
+        throw new Error("Use the discontinuousTimeScaleProvider to create financeDiscontinuousScale");
+    }
+
+    function scale(newScale: number) {
+        return backingLinearScale(newScale);
+    }
+    scale.invert = (value: number) => {
+        const inverted = backingLinearScale.invert(value);
+        return Math.round(inverted * 10000) / 10000;
+    };
+    scale.domain = (newDomain?: number[]) => {
+        if (newDomain === undefined) {
+            return backingLinearScale.domain();
+        }
+
+        backingLinearScale.domain(newDomain);
+        return scale;
+    };
+    scale.range = (range?: number[]) => {
+        if (range === undefined) {
+            return backingLinearScale.range();
+        }
+
+        backingLinearScale.range(range);
+        return scale;
+    };
+    scale.rangeRound = (range: number[]) => {
+        return backingLinearScale.rangeRound(range);
+    };
+    scale.clamp = (clamp?: boolean) => {
+        if (clamp === undefined) {
+            return backingLinearScale.clamp();
+        }
+
+        backingLinearScale.clamp(clamp);
+        return scale;
+    };
+    scale.interpolate = (interpolate?: InterpolatorFactory<number, number>) => {
+        if (interpolate === undefined) {
+            return backingLinearScale.interpolate();
+        }
+
+        backingLinearScale.interpolate(interpolate);
+        return scale;
+    };
+    scale.ticks = (m?: number) => {
+        const backingTicks = backingLinearScale.ticks(m);
+        const ticksMap = new Map<number, any[]>();
+
+        const [domainStart, domainEnd] = backingLinearScale.domain();
+
+        const dStart = Math.ceil(domainStart);
+        const dHead = index[0]?.index;
+        const start = Math.max(dStart, dHead) + Math.abs(dHead);
+        const end = Math.min(Math.floor(domainEnd), index[index.length - 1]?.index) + Math.abs(dHead);
+
+        const desiredTickCount = Math.ceil(((end - start) / (domainEnd - domainStart)) * backingTicks.length);
+
+        for (let i = MAX_LEVEL; i >= 0; i--) {
+            const ticksAtLevel = ticksMap.get(i);
+            const temp = ticksAtLevel === undefined ? [] : ticksAtLevel.slice();
+
+            for (let j = start; j <= end; j++) {
+                if (index[j].level === i) {
+                    temp.push(index[j]);
+                }
+            }
+
+            ticksMap.set(i, temp);
+        }
+
+        let unsortedTicks: number[] = [];
+        for (let k = MAX_LEVEL; k >= 0; k--) {
+            const selectedTicks = ticksMap.get(k) ?? [];
+            if (selectedTicks.length + unsortedTicks.length > desiredTickCount * 1.5) {
+                break;
+            }
+            unsortedTicks = unsortedTicks.concat(selectedTicks.map((d) => d.index));
+        }
+
+        const ticks = unsortedTicks.sort(ascending);
+
+        if (end - start > ticks.length) {
+            const ticksSet = new Set(ticks);
+
+            const d = Math.abs(index[0].index);
+
+            // ignore ticks within this distance
+            const distance = Math.ceil(
+                (backingTicks.length > 0
+                    ? (backingTicks[backingTicks.length - 1] - backingTicks[0]) / backingTicks.length / 4
+                    : 1) * 1.5,
+            );
+
+            for (let i = 0; i < ticks.length - 1; i++) {
+                for (let j = i + 1; j < ticks.length; j++) {
+                    if (ticks[j] - ticks[i] <= distance) {
+                        ticksSet.delete(index[ticks[i] + d].level >= index[ticks[j] + d].level ? ticks[j] : ticks[i]);
+                    }
+                }
+            }
+
+            // @ts-ignore
+            const tickValues = [...ticksSet.values()].map((i) => parseInt(i, 10));
+
+            return tickValues;
+        }
+
+        return ticks;
+    };
+    scale.tickFormat = () => {
+        return function (x: any) {
+            const d = Math.abs(index[0].index);
+            const { format, date } = index[Math.floor(x + d)];
+            return format(date);
+        };
+    };
+    scale.value = (x: any) => {
+        const d = Math.abs(index[0].index);
+        const row = index[Math.floor(x + d)];
+        if (row !== undefined) {
+            const { date } = row;
+            return date;
+        }
+    };
+    scale.nice = (count?: number) => {
+        backingLinearScale.nice(count);
+        return scale;
+    };
+    scale.index = (x?: any[]) => {
+        if (x === undefined) {
+            return index;
+        }
+        index = x;
+        return scale;
+    };
+    scale.copy = () => {
+        return financeDiscontinuousScale(index, backingLinearScale.copy());
+    };
+    return scale;
+}

package/src/index.ts

@@ -0,0 +1,18 @@
+import { ScaleContinuousNumeric, ScaleTime } from "d3-scale";
+export {
+    default as discontinuousTimeScaleProvider,
+    discontinuousTimeScaleProviderBuilder,
+} from "./discontinuousTimeScaleProvider";
+export { default as financeDiscontinuousScale } from "./financeDiscontinuousScale";
+export * from "./timeFormat";
+
+export const defaultScaleProvider = <TData, TXAxis extends number | Date>(
+    xScale: ScaleContinuousNumeric<number, number> | ScaleTime<number, number>,
+) => {
+    return (data: TData[], xAccessor: (data: TData) => TXAxis) => ({
+        data,
+        xScale,
+        xAccessor,
+        displayXAccessor: xAccessor,
+    });
+};

package/src/levels.ts

@@ -0,0 +1,51 @@
+/* eslint-disable @typescript-eslint/no-unused-vars */
+
+export interface IFormatters {
+    readonly yearFormat: string;
+    readonly quarterFormat: string;
+    readonly monthFormat: string;
+    readonly weekFormat: string;
+    readonly dayFormat: string;
+    readonly hourFormat: string;
+    readonly minuteFormat: string;
+    readonly secondFormat: string;
+    readonly milliSecondFormat: string;
+}
+
+export const defaultFormatters: IFormatters = {
+    yearFormat: "%Y",
+    quarterFormat: "%b",
+    monthFormat: "%b",
+    weekFormat: "%e",
+    dayFormat: "%e",
+    hourFormat: "%H:%M",
+    minuteFormat: "%H:%M",
+    secondFormat: "%H:%M:%S",
+    milliSecondFormat: ".%L",
+};
+
+export const levelDefinition = [
+    /* 22 */ (d: any, date: Date, i: number) => d.startOfYear && date.getFullYear() % 12 === 0 && "yearFormat",
+    /* 21 */ (d: any, date: Date, i: number) => d.startOfYear && date.getFullYear() % 4 === 0 && "yearFormat",
+    /* 20 */ (d: any, date: Date, i: number) => d.startOfYear && date.getFullYear() % 2 === 0 && "yearFormat",
+    /* 19 */ (d: any, date: Date, i: number) => d.startOfYear && "yearFormat",
+    /* 18 */ (d: any, date: Date, i: number) => d.startOfQuarter && "quarterFormat",
+    /* 17 */ (d: any, date: Date, i: number) => d.startOfMonth && "monthFormat",
+    /* 16 */ (d: any, date: Date, i: number) => d.startOfWeek && "weekFormat",
+    /* 15 */ (d: any, date: Date, i: number) => d.startOfDay && i % 2 === 0 && "dayFormat",
+    /* 14 */ (d: any, date: Date, i: number) => d.startOfDay && "dayFormat",
+    /* 13 */ (d: any, date: Date, i: number) => d.startOfHalfDay && "hourFormat", // 12h
+    /* 12 */ (d: any, date: Date, i: number) => d.startOfQuarterDay && "hourFormat", // 6h
+    /* 11 */ (d: any, date: Date, i: number) => d.startOfEighthOfADay && "hourFormat", // 3h
+    /* 10 */ (d: any, date: Date, i: number) => d.startOfHour && date.getHours() % 2 === 0 && "hourFormat", // 2h -- REMOVE THIS
+    /* 9  */ (d: any, date: Date, i: number) => d.startOfHour && "hourFormat", // 1h
+    /* 8  */ (d: any, date: Date, i: number) => d.startOf30Minutes && "minuteFormat",
+    /* 7  */ (d: any, date: Date, i: number) => d.startOf15Minutes && "minuteFormat",
+    /* 6  */ (d: any, date: Date, i: number) => d.startOf5Minutes && "minuteFormat",
+    /* 5  */ (d: any, date: Date, i: number) => d.startOfMinute && "minuteFormat",
+    /* 4  */ (d: any, date: Date, i: number) => d.startOf30Seconds && "secondFormat",
+    /* 3  */ (d: any, date: Date, i: number) => d.startOf15Seconds && "secondFormat",
+    /* 2  */ (d: any, date: Date, i: number) => d.startOf5Seconds && "secondFormat",
+    /* 1  */ (d: any, date: Date, i: number) => d.startOfSecond && "secondFormat",
+    /* 0  */ (d: any, date: Date, i: number) => "milliSecondFormat",
+];

package/src/timeFormat.ts

@@ -0,0 +1,31 @@
+import { timeSecond, timeMinute, timeHour, timeDay, timeWeek, timeMonth, timeYear } from "d3-time";
+import { timeFormat as d3TimeFormat } from "d3-time-format";
+
+const formatMillisecond = d3TimeFormat(".%L");
+const formatSecond = d3TimeFormat(":%S");
+const formatMinute = d3TimeFormat("%H:%M");
+const formatHour = d3TimeFormat("%H:%M");
+const formatDay = d3TimeFormat("%e");
+const formatWeek = d3TimeFormat("%e");
+const formatMonth = d3TimeFormat("%b");
+const formatYear = d3TimeFormat("%Y");
+
+export const timeFormat = (date: Date) => {
+    return (
+        timeSecond(date) < date
+            ? formatMillisecond
+            : timeMinute(date) < date
+            ? formatSecond
+            : timeHour(date) < date
+            ? formatMinute
+            : timeDay(date) < date
+            ? formatHour
+            : timeMonth(date) < date
+            ? timeWeek(date) < date
+                ? formatDay
+                : formatWeek
+            : timeYear(date) < date
+            ? formatMonth
+            : formatYear
+    )(date);
+};