/*
//default config, usually no reason to change it...
var config = {
    maximumRows: 15000, //maximum rows to store [will actually store up to maximumRows+purgeEvery -- then occasionally the extra gets purged/deleted]
    doAutoPurge: true, //enable occasional purging of old candles "beyond the horizon" of maximumRows
    purgeEvery: 15000, //how many extra candles beyond maximumRows are allowed to be stored before purge. set to a higher value to make the purges "rare" because memory re-allocations are slow.
    doShiftValuesDownAfterPurge: true, //during purge, prefix sums are reset to "start from zero" again [improves numerical stability, should not affect results]
}

//example candle
var candle = {
  o: 2.00,
  h: 2.50,
  l: 1.50,
  c: 1.75,
  v: 1000
};
*/

var Vwap = require('vwap-fast');
var vwap = new Vwap(/*config*/); //note - 'new' keyword is optional, works either way

//first we generate and submit 1,000,000 candles
for(var i=0;i<1000000;i++){
    var candle = vwap.generateFakeCandle(); //generate random candle around price $150
    vwap.submitCandle(candle); //submitCandle(candle, useTypicalPrice=true) //typical price is (l+h+c)/3 -- otherwise use closing price
}

//get mvwap for most recent 10,000 periods
var vwap10k = vwap.getVwap(10000) //getVwap(nPeriods >= 1)
console.log(vwap10k);
//150.01489792240628

//more params:
//vwap.totalCandles //total number of candles ever submitted to this vwap [including any that have been purged etc]
//vwap.prefixSums_PriceTimesVolume //array of prefix sums for price x volume
//vwap.prefixSums_Volume //array of prefix sums for volume