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Fixed so many IndexedSeries bugs...

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This commit is contained in:
Luke I. Wilson
2023-05-24 11:24:10 -05:00
parent c0de28664e
commit 46fd55ab8d
17 changed files with 345 additions and 2981 deletions
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41
frame_indexed.go
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@@ -10,30 +10,14 @@ import (
"golang.org/x/exp/maps"
)
type UnixTime int64
func (t UnixTime) Time() time.Time {
return time.Unix(int64(t), 0)
}
func (t UnixTime) String() string {
return t.Time().String()
}
func UnixTimeStep(frequency time.Duration) func(UnixTime, int) UnixTime {
return func(t UnixTime, amt int) UnixTime {
return UnixTime(t.Time().Add(frequency * time.Duration(amt)).Unix())
}
}
// It is worth mentioning that if you want to use time.Time as an index type, then you should use the public UnixTime as a Unix int64 time which can be converted back into a time.Time easily. See [time.Time](https://pkg.go.dev/time#Time) for more information on why you should not compare Time with == (or a map, which is what the IndexedFrame uses).
type IndexedFrame[I comparable] struct {
type IndexedFrame[I Index] struct {
*SignalManager
series map[string]*IndexedSeries[I]
}
// It is worth mentioning that if you want to use time.Time as an index type, then you should use int64 as a Unix time. See [time.Time](https://pkg.go.dev/time#Time) for more information on why you should not compare Time with == (or a map, which is what the IndexedFrame uses).
func NewIndexedFrame[I comparable](series ...*IndexedSeries[I]) *IndexedFrame[I] {
func NewIndexedFrame[I Index](series ...*IndexedSeries[I]) *IndexedFrame[I] {
f := &IndexedFrame[I]{
&SignalManager{},
make(map[string]*IndexedSeries[I], len(series)),
@@ -46,10 +30,10 @@ func NewIndexedFrame[I comparable](series ...*IndexedSeries[I]) *IndexedFrame[I]
// Use the PushCandle method to add candlesticks in an easy and type-safe way.
//
// It is worth mentioning that if you want to use time.Time as an index type, then you should use int64 as a Unix time. See [time.Time](https://pkg.go.dev/time#Time) for more information on why you should not compare Time with == (or a map, which is what the IndexedFrame uses).
func NewDOHLCVIndexedFrame[I comparable]() *IndexedFrame[I] {
func NewDOHLCVIndexedFrame[I Index]() *IndexedFrame[I] {
frame := NewIndexedFrame[I]()
for _, name := range []string{"Open", "High", "Low", "Close", "Volume"} {
frame.PushSeries(NewIndexedSeries[I](name, nil))
frame.PushSeries(NewIndexedSeries[I, any](name, nil))
}
return frame
}
@@ -140,7 +124,7 @@ func (f *IndexedFrame[I]) String() string {
fmt.Fprintf(t, "%d\t%v\t%s\t\n", row, index, strings.Join(seriesVals, "\t"))
}
indexes := maps.Keys(series[0].index)
indexes := series[0].indexes
// Print the first ten rows and the last ten rows if the IndexedFrame has more than 20 rows.
if f.Len() > 20 {
for i := 0; i < 10; i++ {
@@ -226,11 +210,6 @@ func (f *IndexedFrame[I]) VolumeIndex(index I) int {
return f.IntIndex("Volume", index)
}
// Dates returns a Series of all the dates in the IndexedFrame. This is equivalent to calling Series("Date").
func (f *IndexedFrame[I]) Dates() *IndexedSeries[I] {
return f.Series("Date")
}
// Opens returns a FloatSeries of all the open prices in the IndexedFrame. This is equivalent to calling Series("Open").
func (f *IndexedFrame[I]) Opens() *IndexedSeries[I] {
return f.Series("Open")
@@ -276,11 +255,11 @@ func (f *IndexedFrame[I]) PushCandle(date I, open, high, low, close float64, vol
if !f.ContainsDOHLCV() {
return fmt.Errorf("IndexedFrame does not contain Open, High, Low, Close, Volume columns")
}
f.series["Open"].Push(date, open)
f.series["High"].Push(date, high)
f.series["Low"].Push(date, low)
f.series["Close"].Push(date, close)
f.series["Volume"].Push(date, volume)
f.series["Open"].Insert(date, open)
f.series["High"].Insert(date, high)
f.series["Low"].Insert(date, low)
f.series["Close"].Insert(date, close)
f.series["Volume"].Insert(date, volume)
return nil
}