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73 lines
2.1 KiB
Go
73 lines
2.1 KiB
Go
package timedata
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import (
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"math"
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"sort"
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"time"
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"github.com/cointop-sh/cointop/pkg/humanize"
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)
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// ResampleTimeSeriesData resamples the given [timestamp,value] data to numsteps between start-end (returns numSteps+1 points).
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// If the data does not extend past start/end then there will likely be NaN in the output data.
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func ResampleTimeSeriesData(data [][]float64, start float64, end float64, numSteps int) [][]float64 {
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var newData [][]float64
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l := len(data)
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step := (end - start) / float64(numSteps)
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for pos := start; pos <= end; pos += step {
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idx := sort.Search(l, func(i int) bool { return data[i][0] >= pos })
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var val float64
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if idx == 0 {
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if data[0][0] == pos {
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val = data[0][1] // exactly left
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} else {
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val = math.NaN() // off the left
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}
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} else if idx == l {
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val = math.NaN() // off the right
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} else {
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// between two points - linear interpolation
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left := data[idx-1]
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right := data[idx]
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dvdt := (right[1] - left[1]) / (right[0] - left[0])
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val = left[1] + (pos-left[0])*dvdt
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}
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newData = append(newData, []float64{pos, val})
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}
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return newData
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}
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// CalculateTimeQuantum determines the given [timestamp,value] data
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func CalculateTimeQuantum(data [][]float64) time.Duration {
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if len(data) > 1 {
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minTime := time.UnixMilli(int64(data[0][0]))
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maxTime := time.UnixMilli(int64(data[len(data)-1][0]))
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return time.Duration(int64(maxTime.Sub(minTime)) / int64(len(data)-1))
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}
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return 0
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}
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// BuildTimeSeriesLabels returns a list of short labels representing time values from the given [timestamp,value] data
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func BuildTimeSeriesLabels(data [][]float64) []string {
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minTime := time.UnixMilli(int64(data[0][0]))
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maxTime := time.UnixMilli(int64(data[len(data)-1][0]))
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timeRange := maxTime.Sub(minTime)
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var timeFormat string
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if timeRange.Hours() < 24 {
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timeFormat = "15:04"
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} else if timeRange.Hours() < 24*7 {
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timeFormat = "Mon 15:04"
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} else if timeRange.Hours() < 24*365 {
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timeFormat = "02-Jan"
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} else {
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timeFormat = "Jan 2006"
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}
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var labels []string
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for i := range data {
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labelTime := time.UnixMilli(int64(data[i][0]))
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labels = append(labels, humanize.FormatTime(labelTime, timeFormat))
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}
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return labels
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}
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