minuteindex extracted and doc.

egorFiNE · Nov 29, 2011 · 4e5ab67 · 4e5ab67
1 parent ef8511a
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diff --git a/MinuteIndex.js b/MinuteIndex.js
@@ -0,0 +1,151 @@
+util = require('util');
+compress = require('compress-buffer').compress;
+uncompress = require('compress-buffer').uncompress;
+
+/** 
+
+Internal class used by TickStorage to index minute data within a single ticks file. 
+
+About the only thing you may be interested in here is the <code>.index[]</code> array 
+which contains an array of minutes, from 0 to 1440-1. Each entry is a hash with the 
+following keys: 
+
+* **o**: position of the first tick in this minute (see <code>TickStorage.position</code>);
+* **c**: position of the last tick in this minute;
+* **v**: total volume in this minute;
+* **h**: high for this minute;
+* **l**: low for this minute;
+
+For aftermarket minutes only the <code>o</code> and <code>c</code> are stored with <code>v</code> set to <code>0</code>
+and <code>h</code> and <code>l</code> set to <code>null</code>.
+
+If there were no data at all for a certain minute within the day, then <code>index[minute]</code> will be null. 
+
+You can access the instance of Minute Index as <code>TickStorage.minuteIndex[]</code>. So use 
+<code>TickStorage.minuteIndex.index[minute]</code> to get to the minute data. 
+
+ */
+
+function MinuteIndex() {
+	this.index = [];
+
+	this.resetIndex();
+
+	this._startUnixtime = null;
+}
+
+
+/**
+@private
+ */
+MinuteIndex.prototype.resetIndex = function() {
+	for(var m=0;m<=1440;m++) {
+		this.index[m]=null;
+	}
+}
+
+/**
+@private
+ */
+MinuteIndex.prototype.setStartUnixtime = function(unixtime) {
+	this._startUnixtime = unixtime;
+}
+
+/**
+
+Handy developer tool: dump minute index in human-readable format. 
+
+@param {Integer} fromMinute begin dump since this minute, default = 0;
+@param {Integer} toMinute end the dump with this minue, default = 1440-1.
+
+ */
+
+MinuteIndex.prototype.dump = function(fromMinute, toMinute) {
+	fromMinute = fromMinute || 0;
+	toMinute = toMinute || 1440-1;
+	var i;
+	for(i=fromMinute;i<=toMinute;i++) {
+		util.debug(util.format("%d: %s", i, util.inspect(this.index[i])));
+	}
+}
+
+/**
+@private
+ */
+MinuteIndex.prototype.addTick = function(position, unixtime, volume, price, isMarket) {
+	var minute = Math.floor((unixtime-this._startUnixtime)/60);
+
+	if (minute>=1440 || minute<0) {
+		throw new Error(util.format("Cannot add minute %d", minute));
+	}
+
+	if (position==null) {
+		return;
+	}
+
+	if (this.index[minute]===null) {
+		this.index[minute]={
+			o: position, 
+			c: position,
+			v: 0,
+			h: null,
+			l: null
+		};
+
+	// set ending position
+	} else { 
+		this.index[minute].c = position;
+	}
+
+	// we shall ignore aftermarket prices for the price index.
+	if (!isMarket) {
+		return; 
+	}
+
+	this.index[minute].v+=volume;
+
+	if (this.index[minute].h === null) {
+		this.index[minute].h = price;
+	} else { 
+		this.index[minute].h = Math.max(this.index[minute].h, price);
+	}
+
+	if (this.index[minute].l === null) {
+		this.index[minute].l = price;
+	} else { 
+		this.index[minute].l = Math.min(this.index[minute].l, price);
+	}
+}
+
+/**
+@private
+ */
+MinuteIndex.prototype.toGzip = function() {
+	return compress(new Buffer(JSON.stringify(this.index))); 
+}
+
+/**
+@private
+ */
+MinuteIndex.prototype.fromGzip = function(buffer) {
+	var uncompressed;
+	try { 
+		uncompressed = uncompress(buffer);
+	} catch (e) { 
+		return false;
+	}
+
+	if (!uncompressed) {
+		return false;
+	}
+
+	try { 
+		this.index = JSON.parse(uncompressed.toString());
+	} catch (e) {
+		return false;
+	}
+
+	return true;
+}
+
+module.exports = MinuteIndex;
diff --git a/TickStorage.js b/TickStorage.js
@@ -5,104 +5,7 @@ events = require('events');
 require('./ExtraDate');
 compress = require('compress-buffer').compress;
 uncompress = require('compress-buffer').uncompress;
-
-function MinuteIndex() {
-	this.index = [];
-
-	this.resetIndex();
-
-	this._startUnixtime = null;
-}
-
-MinuteIndex.prototype.resetIndex = function() {
-	for(var m=0;m<=1440;m++) {
-		this.index[m]=null;
-	}
-}
-
-MinuteIndex.prototype.setStartUnixtime = function(unixtime) {
-	this._startUnixtime = unixtime;
-}
-
-MinuteIndex.prototype.dump = function(fromMinute, toMinute) {
-	fromMinute = fromMinute || 0;
-	toMinute = toMinute || 1440-1;
-	var i;
-	for(i=fromMinute;i<=toMinute;i++) {
-		util.debug(util.format("%d: %s", i, util.inspect(this.index[i])));
-	}
-}
-
-MinuteIndex.prototype.addTick = function(position, unixtime, volume, price, isMarket) {
-	var minute = Math.floor((unixtime-this._startUnixtime)/60);
-
-	if (minute>=1440 || minute<0) {
-		throw new Error(util.format("Cannot add minute %d", minute));
-	}
-
-	if (position==null) {
-		return;
-	}
-
-	if (this.index[minute]===null) {
-		this.index[minute]={
-			o: position, 
-			c: position,
-			v: 0,
-			h: null,
-			l: null
-		};
-
-	// set ending position
-	} else { 
-		this.index[minute].c = position;
-	}
-
-	// we shall ignore aftermarket prices for the price index.
-	if (!isMarket) {
-		return; 
-	}
-
-	this.index[minute].v+=volume;
-
-	if (this.index[minute].h === null) {
-		this.index[minute].h = price;
-	} else { 
-		this.index[minute].h = Math.max(this.index[minute].h, price);
-	}
-
-	if (this.index[minute].l === null) {
-		this.index[minute].l = price;
-	} else { 
-		this.index[minute].l = Math.min(this.index[minute].l, price);
-	}
-}
-
-MinuteIndex.prototype.toGzip = function() {
-	return compress(new Buffer(JSON.stringify(this.index))); 
-}
-
-MinuteIndex.prototype.fromGzip = function(buffer) {
-	var uncompressed;
-	try { 
-		uncompressed = uncompress(buffer);
-	} catch (e) { 
-		return false;
-	}
-
-	if (!uncompressed) {
-		return false;
-	}
-
-	try { 
-		this.index = JSON.parse(uncompressed.toString());
-	} catch (e) {
-		return false;
-	}
-
-	return true;
-}
-
+MinuteIndex = require('./MinuteIndex');
 
 function TickStorage(dbPath, symbol, daystamp) { 
 	this._dbPath = dbPath;