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