migrate javascript to typescript

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c9s 2022-05-23 15:39:56 +08:00
parent d88e41c20c
commit 0b082e5fe1
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@ -5,9 +5,10 @@ import {Button} from '@mantine/core';
// https://github.com/tradingview/lightweight-charts/issues/543
// const createChart = dynamic(() => import('lightweight-charts'));
import {createChart, CrosshairMode} from 'lightweight-charts';
import {ReportSummary} from "../types";
const parseKline = () => {
return (d) => {
return (d : any) => {
d.startTime = new Date(Number(d.startTime) * 1000);
d.endTime = new Date(Number(d.endTime) * 1000);
d.time = d.startTime.getTime() / 1000;
@ -33,7 +34,7 @@ const parseKline = () => {
const parseOrder = () => {
return (d) => {
return (d: any) => {
for (const key in d) {
// convert number fields
if (Object.prototype.hasOwnProperty.call(d, key)) {
@ -56,7 +57,7 @@ const parseOrder = () => {
}
const parsePosition = () => {
return (d) => {
return (d: any) => {
for (const key in d) {
// convert number fields
if (Object.prototype.hasOwnProperty.call(d, key)) {
@ -77,32 +78,29 @@ const parsePosition = () => {
};
}
const fetchPositionHistory = (basePath, runID, filename) => {
const fetchPositionHistory = (basePath: string, runID: string, filename: string) => {
return fetch(
`${basePath}/${runID}/${filename}`,
)
.then((response) => response.text())
.then((data) => tsvParse(data, parsePosition()))
.then((data) => tsvParse(data, parsePosition()) as Array<PositionHistoryEntry>)
.catch((e) => {
console.error("failed to fetch orders", e)
});
};
const fetchOrders = (basePath, runID, setter) => {
const fetchOrders = (basePath: string, runID: string) => {
return fetch(
`${basePath}/${runID}/orders.tsv`,
)
.then((response) => response.text())
.then((data) => tsvParse(data, parseOrder()))
.then((data) => {
setter(data);
})
.then((data: string) => tsvParse(data, parseOrder()) as Array<Order>)
.catch((e) => {
console.error("failed to fetch orders", e)
});
}
const parseInterval = (s) => {
const parseInterval = (s: string) => {
switch (s) {
case "1m":
return 60;
@ -127,28 +125,33 @@ const parseInterval = (s) => {
return 60;
};
const orderAbbr = (order) => {
let s = '';
switch (order.side) {
case "BUY":
s += 'B';
break;
case "SELL":
s += 'S';
break
}
switch (order.order_type) {
case "STOP_LIMIT":
s += ' StopLoss';
}
return s
interface Order {
order_type: string;
side: string;
price: number;
quantity: number;
executed_quantity: number;
status: string;
update_time: Date;
creation_time: Date;
}
const ordersToMarkets = (interval, orders) => {
const markers = [];
interface Marker {
time: number;
position: string;
color: string;
shape: string;
text: string;
}
const ordersToMarkets = (interval: string, orders: Array<Order> | void): Array<Marker> => {
const markers: Array<Marker> = [];
const intervalSecs = parseInterval(interval);
if (!orders) {
return markers;
}
// var markers = [{ time: data[data.length - 48].time, position: 'aboveBar', color: '#f68410', shape: 'circle', text: 'D' }];
for (let i = 0; i < orders.length; i++) {
let order = orders[i];
@ -190,7 +193,7 @@ const ordersToMarkets = (interval, orders) => {
return markers;
};
const removeDuplicatedKLines = (klines) => {
const removeDuplicatedKLines = (klines: Array<KLine>): Array<KLine> => {
const newK = [];
for (let i = 0; i < klines.length; i++) {
const k = klines[i];
@ -205,19 +208,30 @@ const removeDuplicatedKLines = (klines) => {
return newK;
}
function fetchKLines(basePath, runID, symbol, interval, setter) {
function fetchKLines(basePath: string, runID: string, symbol: string, interval: string) {
return fetch(
`${basePath}/${runID}/klines/${symbol}-${interval}.tsv`,
)
.then((response) => response.text())
.then((data) => tsvParse(data, parseKline()))
// .then((data) => tsvParse(data))
.catch((e) => {
console.error("failed to fetch klines", e)
});
}
const klinesToVolumeData = (klines) => {
interface KLine {
time: Date;
startTime: Date;
endTime: Date;
interval: string;
open: number;
high: number;
low: number;
close: number;
volume: number;
}
const klinesToVolumeData = (klines: Array<KLine>) => {
const volumes = [];
for (let i = 0; i < klines.length; i++) {
@ -232,7 +246,14 @@ const klinesToVolumeData = (klines) => {
}
const positionBaseHistoryToLineData = (interval, hs) => {
interface PositionHistoryEntry {
time: Date;
base: number;
quote: number;
average_cost: number;
}
const positionBaseHistoryToLineData = (interval: string, hs: Array<PositionHistoryEntry>) => {
const bases = [];
const intervalSeconds = parseInterval(interval);
for (let i = 0; i < hs.length; i++) {
@ -242,10 +263,15 @@ const positionBaseHistoryToLineData = (interval, hs) => {
continue
}
// ignore duplicated entry
if (hs[i].time.getTime() === hs[i - 1].time.getTime()) {
continue
}
let t = pos.time.getTime() / 1000;
t = (t - t % intervalSeconds)
if (i > 0 && (pos.base === hs[i - 1].base || t === hs[i - 1].time)) {
if (i > 0 && (pos.base === hs[i - 1].base)) {
continue;
}
@ -258,7 +284,7 @@ const positionBaseHistoryToLineData = (interval, hs) => {
}
const positionAverageCostHistoryToLineData = (interval, hs) => {
const positionAverageCostHistoryToLineData = (interval: string, hs: Array<PositionHistoryEntry>) => {
const avgCosts = [];
const intervalSeconds = parseInterval(interval);
for (let i = 0; i < hs.length; i++) {
@ -269,10 +295,16 @@ const positionAverageCostHistoryToLineData = (interval, hs) => {
continue
}
// ignore duplicated entry
if (hs[i].time.getTime() === hs[i - 1].time.getTime()) {
continue
}
let t = pos.time.getTime() / 1000;
t = (t - t % intervalSeconds)
if (i > 0 && (pos.average_cost === hs[i - 1].average_cost || t === hs[i - 1].time)) {
if (i > 0 && (pos.average_cost === hs[i - 1].average_cost)) {
continue;
}
@ -293,7 +325,7 @@ const positionAverageCostHistoryToLineData = (interval, hs) => {
return avgCosts;
}
const createBaseChart = (chartContainerRef) => {
const createBaseChart = (chartContainerRef: React.RefObject<any>) => {
return createChart(chartContainerRef.current, {
width: chartContainerRef.current.clientWidth,
height: chartContainerRef.current.clientHeight,
@ -327,10 +359,17 @@ const createBaseChart = (chartContainerRef) => {
};
const TradingViewChart = (props) => {
const chartContainerRef = useRef();
const chart = useRef();
const resizeObserver = useRef();
interface TradingViewChartProps {
basePath: string;
runID: string;
reportSummary: ReportSummary;
symbol: string;
}
const TradingViewChart = (props: TradingViewChartProps) => {
const chartContainerRef = useRef<any>();
const chart = useRef<any>();
const resizeObserver = useRef<any>();
const intervals = props.reportSummary.intervals || [];
const [currentInterval, setCurrentInterval] = useState(intervals.length > 0 ? intervals[0] : '1m');
@ -339,12 +378,13 @@ const TradingViewChart = (props) => {
return;
}
const chartData = {};
const chartData: any = {};
const fetchers = [];
const ordersFetcher = fetchOrders(props.basePath, props.runID, (orders) => {
const ordersFetcher = fetchOrders(props.basePath, props.runID).then((orders) => {
const markers = ordersToMarkets(currentInterval, orders);
chartData.orders = orders;
chartData.markers = markers;
return orders;
});
fetchers.push(ordersFetcher);
@ -359,7 +399,7 @@ const TradingViewChart = (props) => {
}
const kLinesFetcher = fetchKLines(props.basePath, props.runID, props.symbol, currentInterval).then((klines) => {
chartData.klines = removeDuplicatedKLines(klines)
chartData.klines = removeDuplicatedKLines(klines as Array<KLine>)
});
fetchers.push(kLinesFetcher);
@ -444,7 +484,7 @@ const TradingViewChart = (props) => {
<div>
<span>
{intervals.map((interval) => {
return <Button key={interval} compact onClick={(e) => {
return <Button key={interval} compact onClick={() => {
setCurrentInterval(interval)
}}>
{interval}