/**
* Data Interpolation Utilities
* interpolateToHourly function
*/
export function interpolateToHourly(dailyData, targetCount) {
if (!dailyData || dailyData.length === 0) {
return [];
}
// Convert daily data to our format
const dailyPoints = dailyData.map((candle) => ({
time: candle[0], // timestamp
open: candle[1],
high: candle[2],
low: candle[3],
close: candle[4],
volume: 0 // Daily data doesn't always include volume
}));
if (dailyPoints.length === 0) {
return [];
}
// If we have enough daily data, spread it across targetCount hours
const hourlyPoints = [];
const hoursPerDay = 24;
// const totalHours = dailyPoints.length * hoursPerDay
// Simple linear interpolation between daily candles
for (let i = 0; i < dailyPoints.length - 1; i++) {
const current = dailyPoints[i];
const next = dailyPoints[i + 1];
// Interpolate between current and next day
for (let h = 0; h < hoursPerDay && hourlyPoints.length < targetCount; h++) {
const ratio = h / hoursPerDay;
hourlyPoints.push({
time: current.time + (h * 60 * 60 * 1000), // Add hours in milliseconds
open: current.open + (next.open - current.open) * ratio,
high: Math.max(current.high, next.high),
low: Math.min(current.low, next.low),
close: current.close + (next.close - current.close) * ratio,
volume: current.volume / hoursPerDay // Distribute volume across hours
});
}
}
// Add last day
if (hourlyPoints.length < targetCount && dailyPoints.length > 0) {
const lastDay = dailyPoints[dailyPoints.length - 1];
const remaining = targetCount - hourlyPoints.length;
for (let h = 0; h < remaining; h++) {
hourlyPoints.push({
time: lastDay.time + (h * 60 * 60 * 1000),
open: lastDay.open,
high: lastDay.high,
low: lastDay.low,
close: lastDay.close,
volume: lastDay.volume / hoursPerDay
});
}
}
return hourlyPoints.slice(0, targetCount);
}
