DataOHLCV::nextResolution() - Code Metrics - Inspection of "constants change" - alecrabbit/twrb-php-components - Measure and Improve Code Quality continuously with Scrutinizer

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Push — master ( 34c628...b145a0 )

by Alec

created 2018-11-15 20:25 UTC

DataOHLCV::nextResolution() A

↳ Parent: DataOHLCV

Complexity

Conditions	3
Paths	2

Size

Total Lines	7
Code Lines	4

Duplication

Lines	0
Ratio	0 %

Code Coverage

Tests	5
CRAP Score	3

Importance

Changes

Metric	Value
eloc	4
dl	0
loc	7
ccs	5
cts	5
cp	1
rs	10
c	0
b	0
f	0
cc	3
nc	2
nop	1
crap	3

<?php
/**
 * User: alec
 * Date: 31.10.18
 * Time: 15:20
 */
declare(strict_types=1);

namespace AlecRabbit;

use BCMathExtended\BC;

class DataOHLCV
{
    protected const DEFAULT_PERIOD_MULTIPLIER = 3;
    protected const MAX_PERIOD_MULTIPLIER = 100;
    protected const DEFAULT_SIZE = 500;
    protected const MAX_SIZE = 1440;
    protected const MIN_SIZE = 10;
    protected const RESOLUTIONS = RESOLUTIONS;

    /** @var array */
    protected $current;
    protected $timestamps = [];
    protected $opens = [];
    protected $highs = [];
    protected $lows = [];
    protected $closes = [];
    protected $volumes = [];
    protected $proxies = [];

    /** @var int */
    private $size;
    /** @var int */
    private $coefficient;
    /** @var string */
    private $pair;

    /**
     * DataOHLCV constructor.
     * @param string $pair
     * @param integer $size
     * @param int $coefficient
     */
    public function __construct(string $pair, ?int $size = null, int $coefficient = 1)
    {
        $this->size =
            (int)bounds(
                $size ?? static::DEFAULT_SIZE,
                static::MIN_SIZE,
                static::MAX_SIZE
            );
        $this->pair = $pair;
        $this->coefficient = $coefficient;
    }

    /**
     * @return int
     */
    public function getSize(): int
    {
        return $this->size;
    }

    public function hasPeriods(int $resolution, int $periods, int $multiplier = null): bool
    {
        $multiplier =
            (int)bounds($multiplier ?? self::DEFAULT_PERIOD_MULTIPLIER, 1, self::MAX_PERIOD_MULTIPLIER);

        return
            isset($this->timestamps[$resolution])
            && (\count($this->timestamps[$resolution]) >= ($periods * $multiplier));
    }

    public function addTrade(int $timestamp, int $side, float $price, float $amount): void
    {
        $this->addOHLCV($timestamp, $price, $price, $price, $price, $amount, $side);
    }

    public function addOHLCV(
        int $timestamp,
        float $open,
        float $high,
        float $low,
        float $close,
        float $volume,
        int $side,
        int $resolution = RESOLUTION_01MIN
    ): void {
        $ts = base_timestamp($timestamp, $resolution);
        if (isset($this->current[$resolution])) {
            if ($ts > $this->current[$resolution]['timestamp']) {
                $this->updateLast($resolution);
                $this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
            } elseif ($ts === $this->current[$resolution]['timestamp']) {
                $this->updateCurrent($resolution, $high, $low, $close, $volume);
            } elseif ($ts < $this->current[$resolution]['timestamp']) {
                throw new \RuntimeException(
                    'Incoming data are in unsorted order. Current timestamp is greater then incoming data\'s.' .
                    ' (' . $ts . ' < ' . $this->current[$resolution]['timestamp'] . ')'
                );
            }
            $this->trim($resolution);
        } else {
            $this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
        }

        if ($nextResolution = $this->nextResolution($resolution)) {
            $this->addOHLCV($timestamp, $open, $high, $low, $close, $volume, $side, $nextResolution);
        }
    }

    private function updateLast(int $resolution): void
    {
        $this->timestamps[$resolution][] = $this->current[$resolution]['timestamp'];
        $this->opens[$resolution][] = $this->current[$resolution]['opens'];
        $this->highs[$resolution][] = $this->current[$resolution]['high'];
        $this->lows[$resolution][] = $this->current[$resolution]['low'];
        $this->closes[$resolution][] = $this->current[$resolution]['close'];
        $this->volumes[$resolution][] = $this->current[$resolution]['volume'];
    }

    private function setCurrent(
        int $resolution,
        int $timestamp,
        float $open,
        float $high,
        float $low,
        float $close,
        float $volume
    ): void {
        $this->current[$resolution]['timestamp'] = $timestamp;
        $this->current[$resolution]['opens'] = $open;
        $this->current[$resolution]['high'] = $high;
        $this->current[$resolution]['low'] = $low;
        $this->current[$resolution]['close'] = $close;
        $this->current[$resolution]['volume'] = $volume;
    }

    private function updateCurrent(
        int $resolution,
        float $high,
        float $low,
        float $close,
        float $volume
    ): void {
        if ($high > $this->current[$resolution]['high']) {
            $this->current[$resolution]['high'] = $high;
        }
        if ($low < $this->current[$resolution]['low']) {
            $this->current[$resolution]['low'] = $low;
        }

        $this->current[$resolution]['close'] = $close;
        $this->current[$resolution]['volume'] =
            (float)BC::add((string)$this->current[$resolution]['volume'], (string)$volume, NORMAL_SCALE);
    }

    private function trim(int $resolution): void
    {
        if (isset($this->timestamps[$resolution]) && (\count($this->timestamps[$resolution]) > $this->size)) {
            unset_first($this->timestamps[$resolution]);
            unset_first($this->opens[$resolution]);
            unset_first($this->highs[$resolution]);
            unset_first($this->lows[$resolution]);
            unset_first($this->closes[$resolution]);
            unset_first($this->volumes[$resolution]);
        }
    }

    private function nextResolution($resolution): ?int
    {
        $key = array_search($resolution, static::RESOLUTIONS, true);
        if ($key !== false && array_key_exists(++$key, static::RESOLUTIONS)) {
            return static::RESOLUTIONS[$key];
        }
        return null;
    }

    /**
     * @param int $resolution
     * @return array
     */
    public function getTimestamps(int $resolution): array
    {
        return
            $this->timestamps[$resolution] ?? [];
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getOpens(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->opens[$resolution] ?? [],
                $useCoefficient
            );
    }

    private function mulArr(array $values, bool $useCoefficient): array
    {
        if ($useCoefficient && $this->coefficient !== 1) {
            $values = array_map(
                function ($v) {
                    return
                        $v * $this->coefficient;
                },
                $values
            );
        }

        return $values;
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getHighs(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->highs[$resolution] ?? [],
                $useCoefficient
            );
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return null|float
     */
    public function getLastHigh(int $resolution, bool $useCoefficient = false): ?float
    {
        return
            $this->lastElement($this->highs[$resolution] ?? [], $useCoefficient);
    }

    /**
     * @param array $element
     * @param bool $useCoefficient
     * @return null|float
     */
    private function lastElement(array $element, bool $useCoefficient = false): ?float
    {
        if (false !== $lastElement = end($element)) {
            return
                $this->mul(
                    $lastElement,
                    $useCoefficient
                );
        }
        return null;
    }

    private function mul(float $value, bool $useCoefficient): float
    {
        if ($useCoefficient && $this->coefficient !== 1) {
            $value *= $this->coefficient;
        }
        return $value;
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getLows(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->lows[$resolution] ?? [],
                $useCoefficient
            );
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return null|float
     */
    public function getLastLow(int $resolution, bool $useCoefficient = false): ?float
    {
        return
            $this->lastElement($this->lows[$resolution] ?? [], $useCoefficient);
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getCloses(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->closes[$resolution] ?? [],
                $useCoefficient
            );
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return null|float
     */
    public function getLastClose(int $resolution, bool $useCoefficient = false): ?float
    {
        return
            $this->lastElement($this->closes[$resolution] ?? [], $useCoefficient);
    }

    /**
     * @param int $resolution
     * @return array
     */
    public function getVolumes(int $resolution): array
    {
        return
            $this->volumes[$resolution] ?? [];
    }

    /**
     * @codeCoverageIgnore
     */
    public function dump(): void
    {
        if (\defined('APP_DEBUG') && APP_DEBUG) {
            $result = [];
            $pair = $this->getPair();
            foreach (static::RESOLUTIONS as $resolution) {
                $count = \count($this->timestamps[$resolution] ?? []);
                $result[] =
                    sprintf(
                        '%s [%s] %s %s %s %s %s %s %s',
                        $this->current[$resolution]['timestamp'],
                        RESOLUTION_ALIASES[$resolution],
                        $count,
                        $pair,
                        $this->current[$resolution]['opens'],
                        $this->current[$resolution]['high'],
                        $this->current[$resolution]['low'],
                        $this->current[$resolution]['close'],
                        $this->current[$resolution]['volume']
                    );
            }
            dump($result);
        }
    }

    /**
     * @return string
     */
    public function getPair(): string
    {
        return $this->pair;
    }
}


1		<?php
2		/**
3		* User: alec
4		* Date: 31.10.18
5		* Time: 15:20
6		*/
7		declare(strict_types=1);
8
9		namespace AlecRabbit;
10
11		use BCMathExtended\BC;
12
13		class DataOHLCV
14		{
15		protected const DEFAULT_PERIOD_MULTIPLIER = 3;
16		protected const MAX_PERIOD_MULTIPLIER = 100;
17		protected const DEFAULT_SIZE = 500;
18		protected const MAX_SIZE = 1440;
19		protected const MIN_SIZE = 10;
20		protected const RESOLUTIONS = RESOLUTIONS;
21
22		/** @var array */
23		protected $current;
24		protected $timestamps = [];
25		protected $opens = [];
26		protected $highs = [];
27		protected $lows = [];
28		protected $closes = [];
29		protected $volumes = [];
30		protected $proxies = [];
31
32		/** @var int */
33		private $size;
34		/** @var int */
35		private $coefficient;
36		/** @var string */
37		private $pair;
38
39		/**
40		* DataOHLCV constructor.
41		* @param string $pair
42		* @param integer $size
43		* @param int $coefficient
44		*/
45	98	public function __construct(string $pair, ?int $size = null, int $coefficient = 1)
46		{
47	98	$this->size =
48	98	(int)bounds(
49	98	$size ?? static::DEFAULT_SIZE,
50	98	static::MIN_SIZE,
51	98	static::MAX_SIZE
52		);
53	98	$this->pair = $pair;
54	98	$this->coefficient = $coefficient;
55	98	}
56
57		/**
58		* @return int
59		*/
60	9	public function getSize(): int
61		{
62	9	return $this->size;
63		}
64
65	1	public function hasPeriods(int $resolution, int $periods, int $multiplier = null): bool
66		{
67		$multiplier =
68	1	(int)bounds($multiplier ?? self::DEFAULT_PERIOD_MULTIPLIER, 1, self::MAX_PERIOD_MULTIPLIER);
69
70		return
71	1	isset($this->timestamps[$resolution])
72	1	&& (\count($this->timestamps[$resolution]) >= ($periods * $multiplier));
73		}
74
75	14	public function addTrade(int $timestamp, int $side, float $price, float $amount): void
76		{
77	14	$this->addOHLCV($timestamp, $price, $price, $price, $price, $amount, $side);
78	14	}
79
80	14	public function addOHLCV(
81		int $timestamp,
82		float $open,
83		float $high,
84		float $low,
85		float $close,
86		float $volume,
87		int $side,
88		int $resolution = RESOLUTION_01MIN
89		): void {
90	14	$ts = base_timestamp($timestamp, $resolution);
91	14	if (isset($this->current[$resolution])) {
92	14	if ($ts > $this->current[$resolution]['timestamp']) {
93	14	$this->updateLast($resolution);
94	14	$this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
95	14	} elseif ($ts === $this->current[$resolution]['timestamp']) {
96	14	$this->updateCurrent($resolution, $high, $low, $close, $volume);
97	1	} elseif ($ts < $this->current[$resolution]['timestamp']) {
98	1	throw new \RuntimeException(
99		'Incoming data are in unsorted order. Current timestamp is greater then incoming data\'s.' .
100	1	' (' . $ts . ' < ' . $this->current[$resolution]['timestamp'] . ')'
101		);
102		}
103	14	$this->trim($resolution);
104		} else {
105	14	$this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
106		}
107
108	14	if ($nextResolution = $this->nextResolution($resolution)) {
109	14	$this->addOHLCV($timestamp, $open, $high, $low, $close, $volume, $side, $nextResolution);
110		}
111	14	}
112
113	14	private function updateLast(int $resolution): void
114		{
115	14	$this->timestamps[$resolution][] = $this->current[$resolution]['timestamp'];
116	14	$this->opens[$resolution][] = $this->current[$resolution]['opens'];
117	14	$this->highs[$resolution][] = $this->current[$resolution]['high'];
118	14	$this->lows[$resolution][] = $this->current[$resolution]['low'];
119	14	$this->closes[$resolution][] = $this->current[$resolution]['close'];
120	14	$this->volumes[$resolution][] = $this->current[$resolution]['volume'];
121	14	}
122
123	14	private function setCurrent(
124		int $resolution,
125		int $timestamp,
126		float $open,
127		float $high,
128		float $low,
129		float $close,
130		float $volume
131		): void {
132	14	$this->current[$resolution]['timestamp'] = $timestamp;
133	14	$this->current[$resolution]['opens'] = $open;
134	14	$this->current[$resolution]['high'] = $high;
135	14	$this->current[$resolution]['low'] = $low;
136	14	$this->current[$resolution]['close'] = $close;
137	14	$this->current[$resolution]['volume'] = $volume;
138	14	}
139
140	14	private function updateCurrent(
141		int $resolution,
142		float $high,
143		float $low,
144		float $close,
145		float $volume
146		): void {
147	14	if ($high > $this->current[$resolution]['high']) {
148	12	$this->current[$resolution]['high'] = $high;
149		}
150	14	if ($low < $this->current[$resolution]['low']) {
151	13	$this->current[$resolution]['low'] = $low;
152		}
153
154	14	$this->current[$resolution]['close'] = $close;
155	14	$this->current[$resolution]['volume'] =
156	14	(float)BC::add((string)$this->current[$resolution]['volume'], (string)$volume, NORMAL_SCALE);
157	14	}
158
159	14	private function trim(int $resolution): void
160		{
161	14	if (isset($this->timestamps[$resolution]) && (\count($this->timestamps[$resolution]) > $this->size)) {
162	1	unset_first($this->timestamps[$resolution]);
163	1	unset_first($this->opens[$resolution]);
164	1	unset_first($this->highs[$resolution]);
165	1	unset_first($this->lows[$resolution]);
166	1	unset_first($this->closes[$resolution]);
167	1	unset_first($this->volumes[$resolution]);
168		}
169	14	}
170
171	25	private function nextResolution($resolution): ?int
172		{
173	25	$key = array_search($resolution, static::RESOLUTIONS, true);
174	25	if ($key !== false && array_key_exists(++$key, static::RESOLUTIONS)) {
175	24	return static::RESOLUTIONS[$key];
176		}
177	15	return null;
178		}
179
180		/**
181		* @param int $resolution
182		* @return array
183		*/
184	11	public function getTimestamps(int $resolution): array
185		{
186		return
187	11	$this->timestamps[$resolution] ?? [];
188		}
189
190		/**
191		* @param int $resolution
192		* @param bool $useCoefficient
193		* @return array
194		*/
195	1	public function getOpens(int $resolution, bool $useCoefficient = false): array
196		{
197		return
198	1	$this->mulArr(
199	1	$this->opens[$resolution] ?? [],
200	1	$useCoefficient
201		);
202		}
203
204	4	private function mulArr(array $values, bool $useCoefficient): array
205		{
206	4	if ($useCoefficient && $this->coefficient !== 1) {
207	1	$values = array_map(
208		function ($v) {
209		return
210	1	$v * $this->coefficient;
211	1	},
212	1	$values
213		);
214		}
215
216	4	return $values;
217		}
218
219		/**
220		* @param int $resolution
221		* @param bool $useCoefficient
222		* @return array
223		*/
224	1	public function getHighs(int $resolution, bool $useCoefficient = false): array
225		{
226		return
227	1	$this->mulArr(
228	1	$this->highs[$resolution] ?? [],
229	1	$useCoefficient
230		);
231		}
232
233		/**
234		* @param int $resolution
235		* @param bool $useCoefficient
236		* @return null\|float
237		*/
238	1	public function getLastHigh(int $resolution, bool $useCoefficient = false): ?float
239		{
240		return
241	1	$this->lastElement($this->highs[$resolution] ?? [], $useCoefficient);
242		}
243
244		/**
245		* @param array $element
246		* @param bool $useCoefficient
247		* @return null\|float
248		*/
249	1	private function lastElement(array $element, bool $useCoefficient = false): ?float
250		{
251	1	if (false !== $lastElement = end($element)) {
252		return
253	1	$this->mul(
254	1	$lastElement,
255	1	$useCoefficient
256		);
257		}
258	1	return null;
259		}
260
261	6	private function mul(float $value, bool $useCoefficient): float
262		{
263	6	if ($useCoefficient && $this->coefficient !== 1) {
264	2	$value *= $this->coefficient;
265		}
266	6	return $value;
267		}
268
269		/**
270		* @param int $resolution
271		* @param bool $useCoefficient
272		* @return array
273		*/
274	1	public function getLows(int $resolution, bool $useCoefficient = false): array
275		{
276		return
277	1	$this->mulArr(
278	1	$this->lows[$resolution] ?? [],
279	1	$useCoefficient
280		);
281		}
282
283		/**
284		* @param int $resolution
285		* @param bool $useCoefficient
286		* @return null\|float
287		*/
288	1	public function getLastLow(int $resolution, bool $useCoefficient = false): ?float
289		{
290		return
291	1	$this->lastElement($this->lows[$resolution] ?? [], $useCoefficient);
292		}
293
294		/**
295		* @param int $resolution
296		* @param bool $useCoefficient
297		* @return array
298		*/
299	1	public function getCloses(int $resolution, bool $useCoefficient = false): array
300		{
301		return
302	1	$this->mulArr(
303	1	$this->closes[$resolution] ?? [],
304	1	$useCoefficient
305		);
306		}
307
308		/**
309		* @param int $resolution
310		* @param bool $useCoefficient
311		* @return null\|float
312		*/
313	1	public function getLastClose(int $resolution, bool $useCoefficient = false): ?float
314		{
315		return
316	1	$this->lastElement($this->closes[$resolution] ?? [], $useCoefficient);
317		}
318
319		/**
320		* @param int $resolution
321		* @return array
322		*/
323	1	public function getVolumes(int $resolution): array
324		{
325		return
326	1	$this->volumes[$resolution] ?? [];
327		}
328
329		/**
330		* @codeCoverageIgnore
331		*/
332		public function dump(): void
333		{
334		if (\defined('APP_DEBUG') && APP_DEBUG) {
335		$result = [];
336		$pair = $this->getPair();
337		foreach (static::RESOLUTIONS as $resolution) {
338		$count = \count($this->timestamps[$resolution] ?? []);
339		$result[] =
340		sprintf(
341		'%s [%s] %s %s %s %s %s %s %s',
342		$this->current[$resolution]['timestamp'],
343		RESOLUTION_ALIASES[$resolution],
344		$count,
345		$pair,
346		$this->current[$resolution]['opens'],
347		$this->current[$resolution]['high'],
348		$this->current[$resolution]['low'],
349		$this->current[$resolution]['close'],
350		$this->current[$resolution]['volume']
351		);
352		}
353		dump($result);
354		}
355		}
356
357		/**
358		* @return string
359		*/
360	57	public function getPair(): string
361		{
362	57	return $this->pair;
363		}
364		}
365

alecrabbit / twrb-php-components

Push — master ( 34c628...b145a0 )

DataOHLCV::nextResolution() A

Complexity

Size

Duplication

Code Coverage

Importance

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