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persistable sclass TickerSequences is ByteIO, IntSize, Iterable<TickerSequence> { gettable S market; // e.g. "TRBUSDT" gettable new L<TickerSequence> tickers; *(Iterable<TickerSequence> sequences) { main addAll(tickers, sequences); } *(TickerSequence... sequences) { main addAll(tickers, sequences); } void add(TickerSequence ticker) { tickers.add(ticker); } TickerSequence get(int i) { ret tickers.get(i); } void sort { sortInPlaceByCalculatedField(tickers, ->. startTime()); } public int size() { ret tickers.size(); } toString { ret commaCombine( spaceCombine( n2(tickers, " ticker sequence"), empty(market) ? null : "for " + market), formatDays(totalTime()), n2(nPricePoints(), "price point") ); } long nPricePoints() { ret longSum(map(tickers, t -> (long) t.size())); } long totalTime() { ret longSum(map(tickers, ticker -> { var tr = ticker.timeRange(); ret tr == null ? 0 : tr.length(); })); } selfType dropOverlaps() { sort(); for (int i = 0; i+1 < l(tickers); i++) { var t1 = tickers.get(i); var t2 = tickers.get(i+1); long time2 = t2.startTime(); while (!t1.isEmpty() && t1.endTime() >= time2) t1.dropLastPricePoint(); t1.trimToSize(); } this; } selfType merge(double maximumGapSeconds default 120) { sort(); for (int i = 0; i+1 < l(tickers); i++) { var t1 = tickers.get(i); var t2 = tickers.get(i+1); if (t2.startTime()-t1.endTime() <= fromSeconds(maximumGapSeconds)) { t1.add(t2); tickers.remove(i+1); --i; } } this; } double firstPrice() { var ticker = first(tickers); ret ticker == null ? Double.NaN : ticker.firstPrice(); } ItIt<Double> prices() { ret nestedIterator(tickers, ticker -> ticker.prices.iterator()); } long startTime() { ret empty(tickers) ? null : first(tickers).startTime(); } long endTime() { ret empty(tickers) ? null : last(tickers).endTime(); } TickerSequence longest() { ret highestBy(tickers(), ticker -> duration(ticker.timeRange())); } TickerSequences mapTickers(IF1<TickerSequence> f) { new TickerSequences ts; for (t : tickers()) ts.add(f.get(t)); ret ts; } TickerSequences filterTickers(IPred<TickerSequence> pred) { new TickerSequences ts; for (t : tickers()) if (pred.get(t)) ts.add(t); ret ts; } /*TickerSequences digitizeToPercent(double basePrice, double cellSizeInPercent) { ret mapTickers(ts -> ts.digitizeToPercent(basePrice, cellSizeInPercent)); }*/ selfType marketIfEmpty(S market) { if (empty(this.market)) market(market); this; } selfType market(S market) { this.market = market; for (t : tickers) t.market(market); this; } public void write(ByteHead head) { for (t : tickers) t.write(head); } public void read(ByteHead head) { TickerSequence t; while ((t = TickerSequence.read(head)) != null) add(t); if (empty(market) && nempty(tickers)) market(first(tickers).market); } public void readWrite(ByteHead head) { if (head.readMode()) read(head); if (head.writeMode()) write(head); } public Iterator<TickerSequence> iterator() { ret tickers.iterator(); } }
Began life as a copy of #1036138
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Snippet ID: | #1036184 |
Snippet name: | TickerSequences - multiple ticker sequences, usually of one coin and sorted by time |
Eternal ID of this version: | #1036184/37 |
Text MD5: | 34fe4a203a2e97665ede5635e0840956 |
Transpilation MD5: | c0dc3f19f907831e4d7f568516283026 |
Author: | stefan |
Category: | javax |
Type: | JavaX fragment (include) |
Public (visible to everyone): | Yes |
Archived (hidden from active list): | No |
Created/modified: | 2023-01-21 20:26:15 |
Source code size: | 3567 bytes / 144 lines |
Pitched / IR pitched: | No / No |
Views / Downloads: | 225 / 461 |
Version history: | 36 change(s) |
Referenced in: | [show references] |