testBars.js

import { CBar, CBarsMutable, TF, CTick, CreateRandomBars } from "./Bars.js";
import { CQuotesHistoryMutable } from "./MarketData.js";
function print(...args) { console.log(...args); }
/*
let arr : CBar[] =
[
    {
    time: new Date("2020-09-01T00:00:00.000Z"),
    open: -0.02,
    high: 0.76,
    low: -0.6900000000000001,
    close: -0.66,
    volume: 0
},
{
    time: new Date("2020-09-01T01:00:00.000Z"),
        open: -0.58,
        high: -0.41000000000000003,
        low: -0.7000000000000001,
        close: -0.5,
        volume: 0
},
{
    time: new Date("2020-09-01T02:00:00.000Z"),
        open: -0.5700000000000001,
        high: -0.53,
        low: -0.78,
        close: -0.76,
        volume: 0
},
{
    time: new Date("2020-09-01T03:00:00.000Z"),
        open: -0.68,
        high: 0.17,
        low: -0.84,
        close: 0.11,
        volume: 0
}
];
*/
//let bars= new CBars(TF.H1, arr);
test();
function test() {
    let bars = CreateRandomBars(TF.M5, new Date("2020-09-01 00:00"), 8);
    console.log(bars.data);
    let newTf = TF.M15;
    console.log("\n=== Convert bars to", newTf.name);
    let newBars = bars.toBars(newTf);
    console.log(newBars.data);
    /*
    console.log("\n=== Add new bar");

    let newBars2 = newBars.concat(new CBar(new Date("2020-09-20"), 0, 0, 0, 0, 0));

    console.log(newBars2);
    */
    console.log("\n=== Create quotes history");
    //let history= new CQuotesHistory(newBars2);
    let history = new CQuotesHistoryMutable();
    history.AddEndBars(newBars);
    //return;
    print(history);
    let bar = {
        time: new Date("2020-08-31T21:30:00.000Z"),
        open: 0.03,
        high: 0.54,
        low: -0.9400000000000001,
        close: -0.9,
        volume: 900
    };
    //let bar2= new CBar(new Date("2020-08-31T21:00:00.000Z"), 0.03, 0.54, -0.9400000000000001, -0.9, 900);
    print("\nAddBar->");
    history.AddEndBars(bar, TF.M30);
    //history.AddEndBars([bar,bar], TF.M30);
    //return;
    print(history.mainDatas[0]);
    //print(history.minTf);
    //return;
    if (1) {
        let tf = TF.H4;
        print("\n=== Get history bars ", tf.name);
        let histbars = history.Bars(TF.H4);
        print(histbars);
    }
    if (1) {
        let tf = TF.H1;
        print("\n=== Add bars ", tf.name);
        let newBar = new CBar(new Date("2020-10-1"), 2, 2.4, 2.2, 1.6, 100);
        history.AddEndBars(newBar, tf);
        print(history.Bars(TF.H4));
    }
    if (1) {
        print("\nAdd ticks");
        let ticks = [
            new CTick(new Date("2020-10-1 00:00:01"), 2.5, 5),
            new CTick(new Date("2020-10-1 00:00:01"), 2.6, 6),
            new CTick(new Date("2020-10-1 10:00"), 2.7, 7)
        ];
        let ok = history.AddTicks(ticks);
        print(ok);
        print(history.Bars(TF.S1));
        //print(history.Bars(TF.S5));
    }
    if (0) {
        let tf = TF.S5;
        print("\n=== Add bars ", tf.name);
        let newBar = new CBar(new Date("2020-10-2"), 2, 2.4, 2.2, 1.6, 100);
        history.AddEndBars(newBar, TF.H1);
        print(history.Bars(TF.S1));
    }
    //print(history.stateID);
}
function Test2() {
    print("New test");
    let bars = new CBarsMutable(TF.H1);
    let bar = new CBar(new Date("2021-04-21 06:00:00 GMT+3"), 56185, 56204, 55601.5, 55602, 1);
    //
    bars.Add(bar);
    print("Source bars:\n", bars);
    let history = new CQuotesHistoryMutable();
    history.AddEndBars(bars);
    let tick = { time: new Date("2021-04-21 06:52:39 GMT+3"), price: 55601.5, volume: 10120 };
    //bars.AddTick(tick);
    //print("New bars:\n",bars);
    history.AddTicks([tick]);
    print("New bars:\n", history.Bars(TF.S1));
}
function Test3() {
    let barsM5 = [
        {
            time: new Date("2020-09-01T00:00:00"),
            open: 20,
            high: 22,
            low: 10,
            close: 15,
            volume: 1
        },
        {
            time: new Date("2020-09-01T00:05:00"),
            open: 10,
            high: 15,
            low: 5,
            close: 7,
            volume: 2
        },
        {
            time: new Date("2020-09-01T00:10:00"),
            open: 8,
            high: 20,
            low: 6,
            close: 15,
            volume: 3
        },
        {
            time: new Date("2020-09-01T00:15:00"),
            open: 16,
            high: 25,
            low: 15,
            close: 23,
            volume: 4
        },
    ];
    let history = new CQuotesHistoryMutable();
    history.AddEndBars(barsM5, TF.M5);
    print("Было:\n", history.Bars(TF.D1).data);
    let barM1 = {
        time: new Date("2020-09-01T00:20:00"),
        open: 24,
        high: 26,
        low: 23,
        close: 25,
        volume: 1
    };
    history.AddEndBars(barM1, TF.M1);
    print("Стало:\n", history.Bars(TF.D1).data);
}
Test3();