Class TimeSeriesStats<I, O>

Base class for time series stats.

Type Parameters

I extends object

The event type that the stats are based on.
O

The time frame type of the stats ("candles"/"bars").

Hierarchy

TimeSeriesStats

Index

Constructors

Properties

config stateDAL timeSeriesDAL

Methods

compactStates getPrevValue getStats log process

Constructors

constructor

new TimeSeriesStats<I, O>(config: TimeSeriesStatsConfig<I, O>, stateDAL: StatsStateStorage, timeSeriesDAL: StatsTimeSeriesStorage): TimeSeriesStats<I, O>
Type Parameters
- I extends object
- O
Parameters
- config: TimeSeriesStatsConfig<I, O>
- stateDAL: StatsStateStorage
- timeSeriesDAL: StatsTimeSeriesStorage
Returns TimeSeriesStats<I, O>
- Defined in packages/framework/src/utils/stats/timeSeries.ts:39

Properties

config

config: TimeSeriesStatsConfig<I, O>

`Protected` stateDAL

stateDAL: StatsStateStorage

`Protected` timeSeriesDAL

timeSeriesDAL: StatsTimeSeriesStorage

Methods

`Protected` compactStates

compactStates(account: string): Promise<void>
Parameters
- account: string
Returns Promise<void>
- Defined in packages/framework/src/utils/stats/timeSeries.ts:312

getPrevValue

getPrevValue(__namedParameters: PrevValueFactoryFnArgs): Promise<undefined | O>
Parameters
- __namedParameters: PrevValueFactoryFnArgs
Returns Promise<undefined | O>
- Defined in packages/framework/src/utils/stats/timeSeries.ts:297

getStats

getStats(account: string, __namedParameters: AccountStatsFilters): Promise<TimeSeries<any>>
Get the stats for a given interval, time frame size and account.
Parameters
- account: string
  
  The account to get the stats for.
- __namedParameters: AccountStatsFilters
Returns Promise<TimeSeries<any>>
- Defined in packages/framework/src/utils/stats/timeSeries.ts:54

`Protected` log

log(...msgs: any[]): void
Parameters
- Rest ...msgs: any[]
Returns void
- Defined in packages/framework/src/utils/stats/timeSeries.ts:354

process

process(account: string, now: number, pendingDateRanges: DateRange[], minDate: undefined | number): Promise<void>
Process the events for a given account into time frames.
Parameters
- account: string
  
  The account to process the events for.
- now: number
  
  The current unix timestamp.
- pendingDateRanges: DateRange[]
  
  The requested time frames to process.
- minDate: undefined | number
  
  The earliest date to which to process events.
Returns Promise<void>
- Defined in packages/framework/src/utils/stats/timeSeries.ts:95

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