Initial Commit

README.md

@@ -1,3 +1,4 @@
+# File with heading
 
 An algorithm for Hammer candlestick pattern recognition.
 
@@ -6,20 +7,28 @@ An algorithm for Hammer candlestick pattern recognition.
 ## Installation
 
 To install the all the packages :
-``` 
+
+``` node
 npm install
 ```
 
 ## Input
 
 A `csv` file named `data.csv` should be present in `src` directory
 
-##Run
+## Run
 
-```
+``` node
 node index
 ```
 
-##Output
+## Output
+
 A `csv` file named `hammer.csv` will be generated in `output` directory. Which contains all hammer candlestick pattern identified in the given dataset.
 
+In the console two plotly links will be displayed, which displays the candlestick chart for the given dataset and the filtered hammer candlesticks.
+
+## Note
+Since I am using plotly for the charts, you must bring a `Account_Name` and `API_KEY`
+[plotly](https://plotly.com/)
+Replace your `Account_Name` and `Api_Key` in `./utils/chartUtils.js` to generate charts.

index.js

@@ -1,120 +1,27 @@
 const fs = require('fs');
-const csv = require('csv-parser');
-const csvWriter = require('csv-write-stream')
-const path = require('path')
-const reorder = require('csv-reorder')
-
+const path = require('path');
+const inputFilePath = path.join(__dirname, "src", "data.csv");
+const outputFilePath = path.join(__dirname, "output", "hammer.csv");
+const chartUtils = require(path.join(__dirname,"utils", "chartUtils"));
+const csvUtils = require(path.join(__dirname,"utils", "csvUtils"));
 function main() {
-    const inputFilePath = path.join(__dirname, "src", "data.csv")
-    const outputFilePath = path.join(__dirname, "output", "hammer.csv")
-
-    if (!fs.existsSync(inputFilePath)) throw "Should contain 'data.csv' under src folder"
+    if (!fs.existsSync(inputFilePath)) {
+        throw "Should contain 'data.csv' under src folder";
+    }
+    chartUtils.renderChart(inputFilePath, "input-data-chart");
 
     //prepare for output
     if (fs.existsSync(path.dirname(outputFilePath))) {
 
         if (fs.existsSync(outputFilePath)) { 
-            fs.unlinkSync(outputFilePath)
+            fs.unlinkSync(outputFilePath);
         }
 
     } else {
-        fs.mkdirSync(path.dirname(outputFilePath))
+        fs.mkdirSync(path.dirname(outputFilePath));
     }
 
-    // using streams to handle large datasets
-    var writer = csvWriter()
-    writer.pipe(fs.createWriteStream(outputFilePath, {flags: 'a'}))
-
-    console.log("Identifying hammer candlestick pattern.....")
-    fs.createReadStream(inputFilePath)
-    .on('error', (err) => {
-        console.log(err)
-    })
-    .pipe(csv())
-    .on('data', (row) => {
-       if(isHammer(row)) {
-            writer.write(row)
-        }
-    })
-    .on('end', () => {
-        writer.end()
-    })
-
-    //sort and remove duplicates
-    console.log("Sorting and removing duplicates......")
-    reorder({
-        input: outputFilePath,
-        output: outputFilePath,
-        sort: 'Date',
-        type: 'string',
-        remove: true,
-        "remove-duplicates": true,
-        metadata: false
-      })
-      .then(metadata => {
-          if (metadata.removed > 0) {
-            console.log(`removed ${metadata.removed} duplicates`)
-          }
-          var totalHammers = metadata.rows - metadata.removed
-          console.log(`There are total ${totalHammers} hammer candlestick pattern identified in the given dataset`)
-      })
-      .catch(error => {
-        console.log(error)
-      })
-
+    csvUtils.filterHammerAndWrite(inputFilePath, outputFilePath, true);
 }
 
-function isHammer(row) {
-    // defining these to perform checks later, if required any
-    const close = row.close
-    const open = row.open
-    const high = row.high
-    const low = row.low
-
-    //no body 
-    if (open == close) {
-        return false
-    }
-
-    // has a upper wick
-    if (high != open && high != close) {
-        return false
-    }
-
-    // body shouldn't be more than 30 % and should atleast have a 10 % of the candle
-    if (0.3 >= (Math.abs(close-open) / (high-low)) >= 0.1) { 
-            return true
-            /**
-              * need not check the lowerwick because we match high to either close/open  
-              * "1.0 > ((Math.min(close,open) - low) / (high-low)) >= 0.7"
-              * */
-
-    } 
-
-    /**
-     * Alternate formula to check for hammer with below listed constraints
-     * 1. Body shouldn't be more than 30 % and should atleast be 10 % of the candle
-     * 2. Upper wick shouldn't be more than 25% of the body
-     * 3. Lower wick should be atleast double the size of the body 
-     * */
-    //  if(0.3 >= (Math.abs(close - open) / (high - low)) >= 0.1 && 
-    //         (high - Math.max(close, open)) <= (0.25 * Math.abs(close - open)) && 
-    //             (Math.min(close, open)) - low >= (2 *  Math.abs(close - open)) 
-    // ) {
-
-    //     return true
-    //  } 
-
-    return false
-}
 main()
-
-// Difference between two formulas, where the second formula produces below extra data from the supplied csv 
-// 2012-07-27,540.500000,541.000000,527.325012,537.161987,402.296936,4931244
-// 2015-04-27,1000.000000,1001.000000,974.049988,992.325012,892.963989,9911320
-// 2016-05-24,1191.050049,1191.750000,1177.599976,1187.750000,1128.331055,1742530
-// 2016-07-12,1180.000000,1180.349976,1168.000000,1176.550049,1130.705444,3098684
-// 2016-11-08,986.900024,987.750000,970.599976,982.599976,954.440308,2630554
-// 2005-05-18,257.500000,257.737000,249.136993,255.281006,118.744957,11085672
-// 2005-12-28,374.875000,375.000000,370.250000,373.580994,183.468109,3432264
-// 2009-04-09,358.750000,359.225006,349.000000,356.750000,223.571716,7530844

package.json

@@ -9,10 +9,11 @@
   "author": "aswin.t",
   "license": "ISC",
   "dependencies": {
+    "crypto": "^1.0.1",
     "csv-parser": "^2.3.2",
-    "csv-reorder": "^0.1.1",
     "csv-write-stream": "^2.0.0",
     "fs": "0.0.1-security",
-    "path": "^0.12.7"
+    "path": "^0.12.7",
+    "plotly": "^1.0.6"
   }
 }