在JavaScript中将数据转换为OHLC(开放,高,低,关闭)？

类似于使用C#从日期,时间,价格创建OHLC数据,如何将基本贸易数据转换为OHLC(或开放,高,低,关闭)并将其应用于此独特案例？

var data = [{
    "tid": 283945,
    "date": 1384934366,
    "amount": "0.08180000",
    "price": "501.30"
}, {
    "tid": 283947,
    "date": 1384934066,
    "amount": "0.06110000",
    "price": "490.66"
},
...
];

function convertToOHLC(data) {
    // What goes here?
}
convertToOHLC(data);

这是小提琴:https://jsfiddle.net/5dfjhnLw/

这是将数据转换为OHLC的工作函数:

function convertToOHLC(data) {
    data.sort((a, b) => d3.ascending(a.date, b.date));
    var result = [];
    var format = d3.timeFormat("%Y-%m-%d");
    data.forEach(d => d.date = format(new Date(d.date * 1000)));
    var allDates = [...new Set(data.map(d => d.date))];
    allDates.forEach(d => {
        var tempObject = {};
        var filteredData = data.filter(e => e.date === d);
        tempObject.date = d;
        tempObject.open = filteredData[0].price;
        tempObject.close = filteredData[filteredData.length - 1].price;
        tempObject.high = d3.max(filteredData, e => e.price);
        tempObject.low = d3.min(filteredData, e => e.price);
        result.push(tempObject);
    });
    return result;
};

这是您更新的小提琴:https://jsfiddle.net/mg9v89r2/

分步说明:

首先,我们按日期对原始数据数组进行排序:

data.sort((a, b) => d3.ascending(a.date, b.date));

这是一个重要的步骤,当我们处理open和close更高版本.

之后,我们将毫秒转换为日期,作为字符串:

var format = d3.timeFormat("%Y-%m-%d");
data.forEach(d => d.date = format(new Date(d.date * 1000)));

这样做,我们可以过滤属于给定日期的所有对象.首先,我们创建一个包含数据中所有不同日期的数组:

var allDates = [...new Set(data.map(d => d.date))];

对于该数组的每一天,我们将调用一个函数来填充一个空数组,名为results:

allDates.forEach(d => {
    var tempObject = {};
    var filteredData = data.filter(e => e.date === d);
    tempObject.date = d;
    tempObject.open = filteredData[0].price;
    tempObject.close = filteredData[filteredData.length - 1].price;
    tempObject.high = d3.max(filteredData, e => e.price);
    tempObject.low = d3.min(filteredData, e => e.price);
    result.push(tempObject);
});

在上面forEach,我们创建了一个空对象,对于allDates数组中的每一天,我们都会过滤数据:

var filteredData = data.filter(e => e.date === d);

并使用它填充临时对象:

var tempObject = {};
tempObject.date = d;
tempObject.open = filteredData[0].price;
tempObject.close = filteredData[filteredData.length - 1].price;
tempObject.high = d3.max(filteredData, e => e.price);
tempObject.low = d3.min(filteredData, e => e.price);

在每次迭代之后,我们将该临时对象推送到results:

result.push(tempObject);

最后,我们回来了results.

令人惊讶的是,您的小提琴中的巨大数据阵列只有2天的数据.