From 269e7b208e5d20bdc3f9cb2bdd178fbbecb046a6 Mon Sep 17 00:00:00 2001
From: Alan Pearce
Date: Sat, 16 Sep 2017 17:11:01 +0200
Subject: Initial commit

---
 index.js | 68 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 68 insertions(+)
 create mode 100644 index.js

(limited to 'index.js')

diff --git a/index.js b/index.js
new file mode 100644
index 0000000..6152685
--- /dev/null
+++ b/index.js
@@ -0,0 +1,68 @@
+const r = require('ramda')
+const h = require('highland')
+const fs = require('fs')
+const path = require('path')
+const zlib = require('zlib')
+const BigNumber = require('bignumber.js')
+
+BigNumber.config({
+  DECIMAL_PLACES: 8
+})
+
+if (process.argv.length < 3) {
+  console.error(`${path.basename(process.argv[1])}
+
+bitcoincharts historic price conversion
+
+Input: gzipped csv of (unixtime, price, tradeamount)
+
+Outputs beancount price directives for the weighted average price
+of all trades executed on the first of each month in the provided file
+
+Download files from http://api.bitcoincharts.com/v1/csv/
+
+usage: ${path.basename(process.argv[1])} FILENAME [CURRENCY] [COMMODITY]`)
+  process.exit(1)
+}
+
+const [
+  ,,
+  filename,
+  currency = 'EUR',
+  commodity = 'BTC'
+] = process.argv
+
+h(
+  fs.createReadStream(filename)
+    .pipe(zlib.createGunzip())
+)
+  .split()
+  .filter(line => line.length > 1)
+  .map(line => line.split(',', 3))
+  .map(([time, price, amount]) => [
+    new Date(parseInt(time, 10) * 1000),
+    new BigNumber(price),
+    new BigNumber(amount)
+  ])
+  .filter(([date]) => date.getDate() === 1)
+  .group(([date]) => date.toDateString())
+  .map(group => Object.values(group))
+  .sequence()
+  .map(group => group
+       .map(
+         ([date, price, amount]) => [date, price.times(amount), amount]
+       )
+       .reduce(
+         ([date, sumPrice, sumAmount], [,weightPrice, amount]) => [
+           date,
+           sumPrice.plus(weightPrice),
+           sumAmount.plus(amount)
+         ]
+       ))
+  .map(([date, sumprice, sumamount]) => [date, sumprice.dividedBy(sumamount)])
+  .map(([date, avg]) =>
+       `${date.toISOString().substr(0, 10)} price ${commodity}  ${avg.toFixed(2)} ${currency}`
+      )
+  .intersperse("\n")
+  .pipe(process.stdout)
+
-- 
cgit 1.4.1