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Improve time-math functions
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parent
3083bef4bf
commit
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@ -1,13 +1,26 @@
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export const ROUND_UP = 2;
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export const ROUND_UP = 2;
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export const ROUND_DOWN = 3;
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export const ROUND_DOWN = 3;
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/** Rounds to the closer candle starting time */
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export const ROUND_CLOSER = 4;
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/**
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*
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* @param timeframems timeframe in milliseconds
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* @param timestamp timestamp in milliseconds
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* @param direction Direction (see ROUND_* constants)
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* @returns timestamp in ms rounded to the timeframe
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*/
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export function roundTimeframe(
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export function roundTimeframe(
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timeframems: number,
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timeframems: number,
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timestamp: number,
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timestamp: number,
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direction: number = ROUND_DOWN,
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direction: number = ROUND_DOWN,
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) {
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) {
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const offset = timestamp % timeframems;
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const offset = timestamp % timeframems;
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return timestamp - offset + (direction === ROUND_UP ? timeframems : 0);
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let up = direction === ROUND_UP;
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if (direction === ROUND_CLOSER) {
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up = offset > timeframems / 2;
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}
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return timestamp - offset + (up ? timeframems : 0);
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}
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}
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export default {
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export default {
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@ -1,5 +1,5 @@
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import { describe, it, expect } from 'vitest';
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import { describe, it, expect } from 'vitest';
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import { roundTimeframe, ROUND_DOWN, ROUND_UP } from '@/shared/timemath';
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import { roundTimeframe, ROUND_DOWN, ROUND_UP, ROUND_CLOSER } from '@/shared/timemath';
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// 1651021200000 = 2022-04-27T11:05:00+00:00
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// 1651021200000 = 2022-04-27T11:05:00+00:00
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@ -49,4 +49,31 @@ describe('timemath.ts', () => {
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expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500000, ROUND_UP)).toEqual(1651104000000);
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expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500000, ROUND_UP)).toEqual(1651104000000);
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expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500200, ROUND_UP)).toEqual(1651104000000);
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expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500200, ROUND_UP)).toEqual(1651104000000);
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});
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});
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it('rounds values Closer 1m', () => {
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Date.parse('2022-04-27T11:05:05+00:00');
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expect(
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roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:05+00:00'), ROUND_CLOSER),
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).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
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expect(
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roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:29+00:00'), ROUND_CLOSER),
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).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
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expect(
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roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:31+00:00'), ROUND_CLOSER),
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).toEqual(Date.parse('2022-04-27T11:06:00+00:00'));
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// Expect to round down to :00
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expect(
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roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:30+00:00'), ROUND_CLOSER),
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).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
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expect(
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roundTimeframe(TIMEFRAME_MS_1H, Date.parse('2022-04-27T11:05:30+00:00'), ROUND_CLOSER),
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).toEqual(Date.parse('2022-04-27T11:00:00+00:00'));
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expect(
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roundTimeframe(TIMEFRAME_MS_1H, Date.parse('2022-04-27T11:30:01+00:00'), ROUND_CLOSER),
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).toEqual(Date.parse('2022-04-27T12:00:00+00:00'));
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});
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});
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});
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