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rm the id of the small candle

develop
Mike van Rossum 3 years ago
parent
commit
a42e5a0e1d
2 changed files with 13 additions and 12 deletions
  1. +2
    -1
      core/candleBatcher.js
  2. +11
    -11
      test/candleBatcher.js

+ 2
- 1
core/candleBatcher.js View File

@ -58,7 +58,8 @@ CandleBatcher.prototype.flush = function() {
}
CandleBatcher.prototype.calculate = function() {
var first = this.smallCandles.shift();
// remove the id property of the small candle
var { id, ...first } = this.smallCandles.shift();
first.vwp = first.vwp * first.volume;

+ 11
- 11
test/candleBatcher.js View File

@ -12,16 +12,16 @@ var dirs = utils.dirs();
var CandleBatcher = require(dirs.core + 'candleBatcher');
var candles = [
{"start":moment("2015-02-14T23:57:00.000Z"),"open":257.19,"high":257.19,"low":257.18,"close":257.18,"vwp":257.18559990418294,"volume":0.97206065,"trades":2},
{"start":moment("2015-02-14T23:58:00.000Z"),"open":257.02,"high":257.02,"low":256.98,"close":256.98,"vwp":257.0175849772836,"volume":4.1407478,"trades":2},
{"start":moment("2015-02-14T23:59:00.000Z"),"open":256.85,"high":256.99,"low":256.85,"close":256.99,"vwp":256.9376998467,"volume":6,"trades":6},
{"start":moment("2015-02-15T00:00:00.000Z"),"open":256.81,"high":256.82,"low":256.81,"close":256.82,"vwp":256.815,"volume":4,"trades":2},
{"start":moment("2015-02-15T00:01:00.000Z"),"open":256.81,"high":257.02,"low":256.81,"close":257.01,"vwp":256.94666666666666,"volume":6,"trades":3},
{"start":moment("2015-02-15T00:02:00.000Z"),"open":257.03,"high":257.03,"low":256.33,"close":256.33,"vwp":256.74257263558013,"volume":6.7551178,"trades":6},
{"start":moment("2015-02-15T00:03:00.000Z"),"open":257.02,"high":257.47,"low":257.02,"close":257.47,"vwp":257.26466004728906,"volume":3.7384995300000003,"trades":3},
{"start":moment("2015-02-15T00:04:00.000Z"),"open":257.47,"high":257.48,"low":257.37,"close":257.38,"vwp":257.4277429116875,"volume":8,"trades":6},
{"start":moment("2015-02-15T00:05:00.000Z"),"open":257.38,"high":257.45,"low":257.38,"close":257.45,"vwp":257.3975644932184,"volume":7.97062564,"trades":4},
{"start":moment("2015-02-15T00:06:00.000Z"),"open":257.46,"high":257.48,"low":257.46,"close":257.48,"vwp":257.47333333333336,"volume":7.5,"trades":4}
{id: 1, "start":moment("2015-02-14T23:57:00.000Z"),"open":257.19,"high":257.19,"low":257.18,"close":257.18,"vwp":257.18559990418294,"volume":0.97206065,"trades":2},
{id: 2, "start":moment("2015-02-14T23:58:00.000Z"),"open":257.02,"high":257.02,"low":256.98,"close":256.98,"vwp":257.0175849772836,"volume":4.1407478,"trades":2},
{id: 3, "start":moment("2015-02-14T23:59:00.000Z"),"open":256.85,"high":256.99,"low":256.85,"close":256.99,"vwp":256.9376998467,"volume":6,"trades":6},
{id: 4, "start":moment("2015-02-15T00:00:00.000Z"),"open":256.81,"high":256.82,"low":256.81,"close":256.82,"vwp":256.815,"volume":4,"trades":2},
{id: 5, "start":moment("2015-02-15T00:01:00.000Z"),"open":256.81,"high":257.02,"low":256.81,"close":257.01,"vwp":256.94666666666666,"volume":6,"trades":3},
{id: 6, "start":moment("2015-02-15T00:02:00.000Z"),"open":257.03,"high":257.03,"low":256.33,"close":256.33,"vwp":256.74257263558013,"volume":6.7551178,"trades":6},
{id: 7, "start":moment("2015-02-15T00:03:00.000Z"),"open":257.02,"high":257.47,"low":257.02,"close":257.47,"vwp":257.26466004728906,"volume":3.7384995300000003,"trades":3},
{id: 8, "start":moment("2015-02-15T00:04:00.000Z"),"open":257.47,"high":257.48,"low":257.37,"close":257.38,"vwp":257.4277429116875,"volume":8,"trades":6},
{id: 9, "start":moment("2015-02-15T00:05:00.000Z"),"open":257.38,"high":257.45,"low":257.38,"close":257.45,"vwp":257.3975644932184,"volume":7.97062564,"trades":4},
{id: 10, "start":moment("2015-02-15T00:06:00.000Z"),"open":257.46,"high":257.48,"low":257.46,"close":257.48,"vwp":257.47333333333336,"volume":7.5,"trades":4}
];
describe('core/candleBatcher', function() {
@ -98,7 +98,7 @@ describe('core/candleBatcher', function() {
var cbResult = _.first(_.first(spy.args));
expect(cbResult).to.deep.equal(result);
expect(cbResult.id).to.equal(undefined);
});
});

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