lychiyu/frequi_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/frequi.git synced 2024-11-21 23:53:52 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Improve time-math functions

Browse Source
This commit is contained in:
Matthias 2023-12-12 20:40:38 +01:00
parent 3083bef4bf
commit 3f1314677c
2 changed files with 42 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

15
src/shared/timemath.ts
View File

@ -1,13 +1,26 @@
export const ROUND_UP = 2;
export const ROUND_DOWN = 3;
/** Rounds to the closer candle starting time */
export const ROUND_CLOSER = 4;
/**
*
* @param timeframems timeframe in milliseconds
* @param timestamp timestamp in milliseconds
* @param direction Direction (see ROUND_* constants)
* @returns timestamp in ms rounded to the timeframe
*/
export function roundTimeframe(
timeframems: number,
timestamp: number,
direction: number = ROUND_DOWN,
) {
const offset = timestamp % timeframems;
return timestamp - offset + (direction === ROUND_UP ? timeframems : 0);
let up = direction === ROUND_UP;
if (direction === ROUND_CLOSER) {
up = offset > timeframems / 2;
}
return timestamp - offset + (up ? timeframems : 0);
}
export default {

29
tests/unit/timemath.spec.ts
View File

@ -1,5 +1,5 @@
import { describe, it, expect } from 'vitest';
import { roundTimeframe, ROUND_DOWN, ROUND_UP } from '@/shared/timemath';
import { roundTimeframe, ROUND_DOWN, ROUND_UP, ROUND_CLOSER } from '@/shared/timemath';
// 1651021200000 = 2022-04-27T11:05:00+00:00
@ -49,4 +49,31 @@ describe('timemath.ts', () => {
expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500000, ROUND_UP)).toEqual(1651104000000);
expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500200, ROUND_UP)).toEqual(1651104000000);
});
it('rounds values Closer 1m', () => {
Date.parse('2022-04-27T11:05:05+00:00');
expect(
roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:05+00:00'), ROUND_CLOSER),
).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
expect(
roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:29+00:00'), ROUND_CLOSER),
).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
expect(
roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:31+00:00'), ROUND_CLOSER),
).toEqual(Date.parse('2022-04-27T11:06:00+00:00'));
// Expect to round down to :00
expect(
roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:30+00:00'), ROUND_CLOSER),
).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
expect(
roundTimeframe(TIMEFRAME_MS_1H, Date.parse('2022-04-27T11:05:30+00:00'), ROUND_CLOSER),
).toEqual(Date.parse('2022-04-27T11:00:00+00:00'));
expect(
roundTimeframe(TIMEFRAME_MS_1H, Date.parse('2022-04-27T11:30:01+00:00'), ROUND_CLOSER),
).toEqual(Date.parse('2022-04-27T12:00:00+00:00'));
});
});