Ticker Duration Changer

A small library to change ticker data into desired duration (e.g: 1 day to 3 days, 1 minute to 5 minutes, etc).

Installation

npm install ticker-duration-changer

Usage

var changer = require('ticker-duration-changer');

var eodData = [
    {
          "symbol": "ASII",
          "date": "8/1/2018",
          "open": "8300",
          "high": "8325",
          "close": "8300",
          "low": "8200",
          "volume": "17178400"
        },
        {
          "symbol": "ASII",
          "date": "5/1/2018",
          "open": "8150",
          "high": "8300",
          "close": "8300",
          "low": "8125",
          "volume": "18885300"
        },
        {
          "symbol": "ASII",
          "date": "4/1/2018",
          "open": "8075",
          "high": "8225",
          "close": "8225",
          "low": "8050",
          "volume": "30604400"
        },
        {
          "symbol": "ASII",
          "date": "3/1/2018",
          "open": "8250",
          "high": "8250",
          "close": "8050",
          "low": "8000",
          "volume": "40976100"
        },
        {
          "symbol": "ASII",
          "date": "2/1/2018",
          "open": "8300",
          "high": "8400",
          "close": "8200",
          "low": "8150",
          "volume": "24661300"
        }
        ...
];

var result = changer(eodData,1, 3); 

Output should be in 3 days duration data.

Notes

• Input data array should be sorted by date & time. New data on top.

• It is possible to modify summarizer function, by passing the following object into the function

  var summarizer = [
                  {
                      fieldName: "high",
                      method: "max"
                  },
                  {
                      fieldName: "low",
                      method: "min"
                  },
                  {
                      fieldName: "date",
                      method: "first"
                  },
                  {
                      fieldName: "open",
                      method: "first"
                  },
                  {
                      fieldName: "close",
                      method: "last"
                  },
                  {
                      fieldName: "volume",
                      method: "sum"
                  }
              ];

Tests

npm test

Contributing

In lieu of a formal style guide, take care to maintain the existing coding style. Add unit tests for any new or changed functionality. Lint and test your code.