@363045841yyt/klinechart-core 0.7.3 → 0.7.5-alpha.2

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Files changed (231) hide show
  1. package/README.md +201 -201
  2. package/README.zh-CN.md +201 -201
  3. package/dist/engine/renderers/webgl/candleSurface.js +47 -47
  4. package/dist/version.d.ts +1 -1
  5. package/dist/version.d.ts.map +1 -1
  6. package/dist/version.js +1 -2
  7. package/dist/version.js.map +1 -1
  8. package/package.json +129 -122
  9. package/src/__tests__/signal.test.ts +124 -124
  10. package/src/config/chartSettings.ts +66 -66
  11. package/src/controllers/__tests__/drawing.test.ts +214 -214
  12. package/src/controllers/__tests__/indicatorSelector.test.ts +481 -481
  13. package/src/controllers/__tests__/toolbar.test.ts +225 -225
  14. package/src/controllers/createChartController.ts +665 -665
  15. package/src/controllers/createDrawingController.ts +96 -96
  16. package/src/controllers/createIndicatorSelectorController.ts +307 -307
  17. package/src/controllers/createToolbarController.ts +146 -146
  18. package/src/controllers/index.ts +19 -19
  19. package/src/controllers/types.ts +284 -284
  20. package/src/engine/__tests__/chart.dpr.test.ts +401 -401
  21. package/src/engine/__tests__/paneRenderer.resize.test.ts +92 -92
  22. package/src/engine/chart-store.ts +121 -121
  23. package/src/engine/chart.d.ts +617 -617
  24. package/src/engine/chart.ts +2815 -2815
  25. package/src/engine/controller/__tests__/interaction.dpr.test.ts +259 -259
  26. package/src/engine/controller/interaction.ts +722 -722
  27. package/src/engine/controller/markerInteraction.ts +130 -130
  28. package/src/engine/controller/pinchTracker.ts +82 -82
  29. package/src/engine/controller/tooltipPosition.ts +48 -48
  30. package/src/engine/draw/__tests__/pixelAlign.spec.ts +176 -176
  31. package/src/engine/draw/pixelAlign.ts +259 -259
  32. package/src/engine/drawing/index.ts +655 -655
  33. package/src/engine/drawing/interaction.ts +842 -842
  34. package/src/engine/drawing/plugin.ts +343 -343
  35. package/src/engine/indicators/__tests__/__fixtures__/golden/atr.json +38 -38
  36. package/src/engine/indicators/__tests__/__fixtures__/golden/dema.json +14 -14
  37. package/src/engine/indicators/__tests__/__fixtures__/golden/hma.json +14 -14
  38. package/src/engine/indicators/__tests__/__fixtures__/golden/index.ts +55 -55
  39. package/src/engine/indicators/__tests__/__fixtures__/golden/kama.json +14 -14
  40. package/src/engine/indicators/__tests__/__fixtures__/golden/tema.json +14 -14
  41. package/src/engine/indicators/__tests__/__fixtures__/golden/wma.json +40 -40
  42. package/src/engine/indicators/__tests__/__fixtures__/synthetic.ts +65 -65
  43. package/src/engine/indicators/__tests__/_propertyAssertions.ts +76 -76
  44. package/src/engine/indicators/__tests__/atr.test.ts +153 -153
  45. package/src/engine/indicators/__tests__/calculators.test.ts +614 -614
  46. package/src/engine/indicators/__tests__/cmf-mfi.test.ts +100 -100
  47. package/src/engine/indicators/__tests__/dema.test.ts +73 -73
  48. package/src/engine/indicators/__tests__/donchian.test.ts +70 -70
  49. package/src/engine/indicators/__tests__/hma.test.ts +73 -73
  50. package/src/engine/indicators/__tests__/ichimoku.test.ts +105 -105
  51. package/src/engine/indicators/__tests__/kama.test.ts +80 -80
  52. package/src/engine/indicators/__tests__/keltner.test.ts +65 -65
  53. package/src/engine/indicators/__tests__/pivot-fib.test.ts +110 -110
  54. package/src/engine/indicators/__tests__/roc.test.ts +68 -68
  55. package/src/engine/indicators/__tests__/sar.test.ts +86 -86
  56. package/src/engine/indicators/__tests__/scheduler.test.ts +831 -831
  57. package/src/engine/indicators/__tests__/soa.test.ts +533 -533
  58. package/src/engine/indicators/__tests__/structure.test.ts +110 -110
  59. package/src/engine/indicators/__tests__/supertrend.test.ts +65 -65
  60. package/src/engine/indicators/__tests__/tema.test.ts +68 -68
  61. package/src/engine/indicators/__tests__/trix.test.ts +70 -70
  62. package/src/engine/indicators/__tests__/volatility.test.ts +117 -117
  63. package/src/engine/indicators/__tests__/volume.test.ts +115 -115
  64. package/src/engine/indicators/__tests__/volumeProfile.test.ts +74 -74
  65. package/src/engine/indicators/__tests__/vwap.test.ts +69 -69
  66. package/src/engine/indicators/__tests__/wma.test.ts +112 -112
  67. package/src/engine/indicators/__tests__/zones.test.ts +95 -95
  68. package/src/engine/indicators/atrState.ts +27 -27
  69. package/src/engine/indicators/bollState.ts +51 -51
  70. package/src/engine/indicators/calculators.ts +2593 -2593
  71. package/src/engine/indicators/cciState.ts +25 -25
  72. package/src/engine/indicators/chaikinVolState.ts +32 -32
  73. package/src/engine/indicators/cmfState.ts +27 -27
  74. package/src/engine/indicators/demaState.ts +27 -27
  75. package/src/engine/indicators/donchianState.ts +43 -43
  76. package/src/engine/indicators/eneState.ts +43 -43
  77. package/src/engine/indicators/expmaState.ts +43 -43
  78. package/src/engine/indicators/fastkState.ts +25 -25
  79. package/src/engine/indicators/fibState.ts +41 -41
  80. package/src/engine/indicators/hmaState.ts +27 -27
  81. package/src/engine/indicators/hvState.ts +28 -28
  82. package/src/engine/indicators/ichimokuState.ts +70 -70
  83. package/src/engine/indicators/indicator.worker.ts +169 -169
  84. package/src/engine/indicators/indicatorDefinitionRegistry.ts +62 -62
  85. package/src/engine/indicators/indicatorMetadata.ts +110 -110
  86. package/src/engine/indicators/indicatorRegistry.ts +106 -106
  87. package/src/engine/indicators/indicatorRuntime.ts +1548 -1548
  88. package/src/engine/indicators/kamaState.ts +34 -34
  89. package/src/engine/indicators/keltnerState.ts +49 -49
  90. package/src/engine/indicators/kstState.ts +42 -42
  91. package/src/engine/indicators/maState.ts +36 -36
  92. package/src/engine/indicators/macdState.ts +76 -76
  93. package/src/engine/indicators/mfiState.ts +27 -27
  94. package/src/engine/indicators/momState.ts +25 -25
  95. package/src/engine/indicators/obvState.ts +25 -25
  96. package/src/engine/indicators/parkinsonState.ts +28 -28
  97. package/src/engine/indicators/pivotState.ts +51 -51
  98. package/src/engine/indicators/pvtState.ts +25 -25
  99. package/src/engine/indicators/rocState.ts +27 -27
  100. package/src/engine/indicators/rsiState.ts +65 -65
  101. package/src/engine/indicators/sarState.ts +41 -41
  102. package/src/engine/indicators/scheduler.ts +1205 -1205
  103. package/src/engine/indicators/soa.ts +352 -352
  104. package/src/engine/indicators/stateComposer.ts +1262 -1262
  105. package/src/engine/indicators/stochState.ts +26 -26
  106. package/src/engine/indicators/structureState.ts +69 -69
  107. package/src/engine/indicators/supertrendState.ts +37 -37
  108. package/src/engine/indicators/temaState.ts +27 -27
  109. package/src/engine/indicators/trixState.ts +35 -35
  110. package/src/engine/indicators/vmaState.ts +27 -27
  111. package/src/engine/indicators/volumeProfileState.ts +63 -63
  112. package/src/engine/indicators/vwapState.ts +29 -29
  113. package/src/engine/indicators/wmaState.ts +27 -27
  114. package/src/engine/indicators/wmsrState.ts +25 -25
  115. package/src/engine/indicators/workerProtocol.ts +613 -613
  116. package/src/engine/indicators/zonesState.ts +47 -47
  117. package/src/engine/layout/pane.ts +161 -161
  118. package/src/engine/marker/registry.ts +265 -265
  119. package/src/engine/paneRenderer.ts +169 -169
  120. package/src/engine/renderers/Indicator/atr.ts +237 -237
  121. package/src/engine/renderers/Indicator/boll.ts +317 -317
  122. package/src/engine/renderers/Indicator/cci.ts +275 -275
  123. package/src/engine/renderers/Indicator/chaikinVol.ts +138 -138
  124. package/src/engine/renderers/Indicator/cmf.ts +137 -137
  125. package/src/engine/renderers/Indicator/dema.ts +136 -136
  126. package/src/engine/renderers/Indicator/donchian.ts +137 -137
  127. package/src/engine/renderers/Indicator/ene.ts +271 -271
  128. package/src/engine/renderers/Indicator/expma.ts +197 -197
  129. package/src/engine/renderers/Indicator/fastk.ts +316 -316
  130. package/src/engine/renderers/Indicator/fib.ts +141 -141
  131. package/src/engine/renderers/Indicator/hma.ts +136 -136
  132. package/src/engine/renderers/Indicator/hv.ts +124 -124
  133. package/src/engine/renderers/Indicator/ichimoku.ts +181 -181
  134. package/src/engine/renderers/Indicator/index.ts +241 -241
  135. package/src/engine/renderers/Indicator/indicatorData.ts +650 -650
  136. package/src/engine/renderers/Indicator/kama.ts +136 -136
  137. package/src/engine/renderers/Indicator/keltner.ts +137 -137
  138. package/src/engine/renderers/Indicator/kst.ts +302 -302
  139. package/src/engine/renderers/Indicator/ma.ts +200 -200
  140. package/src/engine/renderers/Indicator/macd.ts +477 -477
  141. package/src/engine/renderers/Indicator/macdLegend.ts +141 -141
  142. package/src/engine/renderers/Indicator/mainIndicatorLegend.ts +272 -272
  143. package/src/engine/renderers/Indicator/mfi.ts +142 -142
  144. package/src/engine/renderers/Indicator/mom.ts +311 -311
  145. package/src/engine/renderers/Indicator/obv.ts +123 -123
  146. package/src/engine/renderers/Indicator/parkinson.ts +124 -124
  147. package/src/engine/renderers/Indicator/pivot.ts +131 -131
  148. package/src/engine/renderers/Indicator/pvt.ts +123 -123
  149. package/src/engine/renderers/Indicator/roc.ts +143 -143
  150. package/src/engine/renderers/Indicator/rsi.ts +390 -390
  151. package/src/engine/renderers/Indicator/sar.ts +113 -113
  152. package/src/engine/renderers/Indicator/scale/atr_scale.ts +19 -19
  153. package/src/engine/renderers/Indicator/scale/cci_scale.ts +19 -19
  154. package/src/engine/renderers/Indicator/scale/fastk_scale.ts +19 -19
  155. package/src/engine/renderers/Indicator/scale/indicator_scale.ts +204 -204
  156. package/src/engine/renderers/Indicator/scale/kst_scale.ts +19 -19
  157. package/src/engine/renderers/Indicator/scale/macd_scale.ts +22 -22
  158. package/src/engine/renderers/Indicator/scale/mom_scale.ts +19 -19
  159. package/src/engine/renderers/Indicator/scale/rsi_scale.ts +19 -19
  160. package/src/engine/renderers/Indicator/scale/stoch_scale.ts +19 -19
  161. package/src/engine/renderers/Indicator/scale/volume_scale.ts +26 -26
  162. package/src/engine/renderers/Indicator/scale/wmsr_scale.ts +19 -19
  163. package/src/engine/renderers/Indicator/stoch.ts +359 -359
  164. package/src/engine/renderers/Indicator/structure.ts +126 -126
  165. package/src/engine/renderers/Indicator/subPaneConfig.ts +265 -265
  166. package/src/engine/renderers/Indicator/supertrend.ts +115 -115
  167. package/src/engine/renderers/Indicator/tema.ts +136 -136
  168. package/src/engine/renderers/Indicator/trix.ts +158 -158
  169. package/src/engine/renderers/Indicator/vma.ts +124 -124
  170. package/src/engine/renderers/Indicator/volumeProfile.ts +125 -125
  171. package/src/engine/renderers/Indicator/vwap.ts +123 -123
  172. package/src/engine/renderers/Indicator/wma.ts +136 -136
  173. package/src/engine/renderers/Indicator/wmsr.ts +328 -328
  174. package/src/engine/renderers/Indicator/zones.ts +104 -104
  175. package/src/engine/renderers/__tests__/boll.renderer.test.ts +314 -314
  176. package/src/engine/renderers/__tests__/ene.renderer.test.ts +305 -305
  177. package/src/engine/renderers/__tests__/expma.renderer.test.ts +279 -279
  178. package/src/engine/renderers/__tests__/ma.renderer.test.ts +426 -426
  179. package/src/engine/renderers/__tests__/mainIndicatorLegend.renderer.test.ts +502 -502
  180. package/src/engine/renderers/__tests__/yAxis.renderer.test.ts +173 -173
  181. package/src/engine/renderers/candle.ts +459 -459
  182. package/src/engine/renderers/crosshair.ts +69 -69
  183. package/src/engine/renderers/customMarkers.ts +162 -162
  184. package/src/engine/renderers/extremaMarkers.ts +246 -246
  185. package/src/engine/renderers/gridLines.ts +90 -90
  186. package/src/engine/renderers/lastPrice.ts +97 -97
  187. package/src/engine/renderers/paneTitle.ts +136 -136
  188. package/src/engine/renderers/subVolume.ts +236 -236
  189. package/src/engine/renderers/timeAxis.ts +121 -121
  190. package/src/engine/renderers/webgl/candleSurface.ts +955 -955
  191. package/src/engine/renderers/webgl/sharedWebGLSurface.ts +146 -146
  192. package/src/engine/renderers/yAxis.ts +105 -105
  193. package/src/engine/scale/__tests__/logFormula.spec.ts +148 -148
  194. package/src/engine/scale/logFormula.ts +130 -130
  195. package/src/engine/scale/price.ts +39 -39
  196. package/src/engine/scale/priceScale.ts +264 -264
  197. package/src/engine/subPaneManager.ts +427 -427
  198. package/src/engine/theme/colors.ts +642 -642
  199. package/src/engine/theme/fonts.ts +20 -20
  200. package/src/engine/utils/klineConfig.ts +49 -49
  201. package/src/engine/utils/tickCount.ts +11 -11
  202. package/src/engine/utils/tickPosition.ts +214 -214
  203. package/src/engine/utils/zoom.ts +83 -83
  204. package/src/engine/viewport/viewport.ts +67 -67
  205. package/src/index.ts +3 -3
  206. package/src/plugin/ConfigManager.ts +93 -93
  207. package/src/plugin/EventBus.ts +77 -77
  208. package/src/plugin/HookSystem.ts +106 -106
  209. package/src/plugin/PluginHost.ts +243 -243
  210. package/src/plugin/PluginRegistry.ts +92 -92
  211. package/src/plugin/StateStore.ts +73 -73
  212. package/src/plugin/index.ts +19 -19
  213. package/src/plugin/rendererPluginManager.ts +368 -368
  214. package/src/plugin/stateKeys.ts +8 -8
  215. package/src/plugin/types.ts +526 -526
  216. package/src/reactivity/index.ts +2 -2
  217. package/src/reactivity/signal.ts +119 -119
  218. package/src/semantic/controller.ts +251 -251
  219. package/src/semantic/drawShape.ts +260 -260
  220. package/src/semantic/index.ts +28 -28
  221. package/src/semantic/schema.json +256 -256
  222. package/src/semantic/types.ts +251 -251
  223. package/src/semantic/validator.ts +349 -349
  224. package/src/types/kLine.ts +13 -13
  225. package/src/types/price.ts +56 -56
  226. package/src/types/volumePrice.ts +33 -33
  227. package/src/utils/dateFormat.ts +208 -208
  228. package/src/utils/kLineDraw/axis.ts +562 -562
  229. package/src/utils/priceToY.ts +34 -34
  230. package/src/utils/volumePrice.ts +202 -202
  231. package/src/version.ts +1 -1
@@ -1,148 +1,148 @@
1
- import { describe, it, expect } from 'vitest'
2
- import {
3
- toLog,
4
- fromLog,
5
- logFormulaForPriceRange,
6
- convertPriceRangeToLog,
7
- convertPriceRangeFromLog,
8
- logFormulasAreSame,
9
- type LogFormula,
10
- } from '../logFormula'
11
-
12
- describe('logFormula', () => {
13
- const defaultFormula: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
14
-
15
- describe('toLog / fromLog', () => {
16
- it('should round-trip for positive prices', () => {
17
- const testPrices = [1, 10, 100, 0.1, 0.01, 50000, 0.0001]
18
- for (const price of testPrices) {
19
- const logical = toLog(price, defaultFormula)
20
- const back = fromLog(logical, defaultFormula)
21
- expect(back).toBeCloseTo(price, 10)
22
- }
23
- })
24
-
25
- it('should round-trip for negative prices', () => {
26
- const testPrices = [-1, -10, -100, -0.1, -0.01]
27
- for (const price of testPrices) {
28
- const logical = toLog(price, defaultFormula)
29
- const back = fromLog(logical, defaultFormula)
30
- expect(back).toBeCloseTo(price, 10)
31
- }
32
- })
33
-
34
- it('should return 0 for zero', () => {
35
- expect(toLog(0, defaultFormula)).toBe(0)
36
- expect(fromLog(0, defaultFormula)).toBe(0)
37
- })
38
-
39
- it('should handle very small prices with precision', () => {
40
- const tinyPrice = 1e-9
41
- const logical = toLog(tinyPrice, defaultFormula)
42
- const back = fromLog(logical, defaultFormula)
43
- expect(back).toBeCloseTo(tinyPrice, 10)
44
- })
45
-
46
- it('should preserve sign', () => {
47
- expect(toLog(100, defaultFormula)).toBeGreaterThan(0)
48
- expect(toLog(-100, defaultFormula)).toBeLessThan(0)
49
- })
50
- })
51
-
52
- describe('logFormulaForPriceRange', () => {
53
- it('should return default formula for normal range', () => {
54
- const range = { minPrice: 10, maxPrice: 100 }
55
- const formula = logFormulaForPriceRange(range)
56
- expect(formula.logicalOffset).toBe(4)
57
- expect(formula.coordOffset).toBe(0.0001)
58
- })
59
-
60
- it('should return default formula for range >= 1', () => {
61
- const range = { minPrice: 0.5, maxPrice: 2.5 } // diff = 2
62
- const formula = logFormulaForPriceRange(range)
63
- expect(formula.logicalOffset).toBe(4)
64
- })
65
-
66
- it('should increase offsets for small range (< 1)', () => {
67
- const range = { minPrice: 0.001, maxPrice: 0.002 } // diff = 0.001 = 1e-3
68
- const formula = logFormulaForPriceRange(range)
69
- // diff = 0.001, digits = ceil(3) = 3
70
- // logicalOffset = 4 + 3 = 7
71
- expect(formula.logicalOffset).toBe(7)
72
- expect(formula.coordOffset).toBe(1e-7)
73
- })
74
-
75
- it('should handle very small range', () => {
76
- const range = { minPrice: 1e-9, maxPrice: 2e-9 }
77
- const formula = logFormulaForPriceRange(range)
78
- // diff = 1e-9, digits = ceil(9) = 9
79
- // logicalOffset = 4 + 9 = 13
80
- expect(formula.logicalOffset).toBe(13)
81
- expect(formula.coordOffset).toBe(1e-13)
82
- })
83
-
84
- it('should return default formula for null range', () => {
85
- const formula = logFormulaForPriceRange(null)
86
- expect(formula.logicalOffset).toBe(4)
87
- expect(formula.coordOffset).toBe(0.0001)
88
- })
89
-
90
- it('should return default formula for zero diff', () => {
91
- const range = { minPrice: 100, maxPrice: 100 }
92
- const formula = logFormulaForPriceRange(range)
93
- expect(formula.logicalOffset).toBe(4)
94
- })
95
- })
96
-
97
- describe('convertPriceRangeToLog / convertPriceRangeFromLog', () => {
98
- it('should round-trip range conversion', () => {
99
- const range = { minPrice: 10, maxPrice: 1000 }
100
- const logRange = convertPriceRangeToLog(range, defaultFormula)
101
- const back = convertPriceRangeFromLog(logRange, defaultFormula)
102
- expect(back.minPrice).toBeCloseTo(range.minPrice, 10)
103
- expect(back.maxPrice).toBeCloseTo(range.maxPrice, 10)
104
- })
105
- })
106
-
107
- describe('logFormulasAreSame', () => {
108
- it('should return true for identical formulas', () => {
109
- const a: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
110
- const b: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
111
- expect(logFormulasAreSame(a, b)).toBe(true)
112
- })
113
-
114
- it('should return false for different offsets', () => {
115
- const a: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
116
- const b: LogFormula = { logicalOffset: 5, coordOffset: 0.0001 }
117
- expect(logFormulasAreSame(a, b)).toBe(false)
118
- })
119
-
120
- it('should return false for different coordOffsets', () => {
121
- const a: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
122
- const b: LogFormula = { logicalOffset: 4, coordOffset: 0.001 }
123
- expect(logFormulasAreSame(a, b)).toBe(false)
124
- })
125
- })
126
-
127
- describe('precision with dynamic formula', () => {
128
- it('should maintain precision for crypto-scale prices', () => {
129
- const range = { minPrice: 1e-9, maxPrice: 5e-9 }
130
- const formula = logFormulaForPriceRange(range)
131
-
132
- // Test that we can represent values in this range accurately
133
- const testPrice = 2.5e-9
134
- const logical = toLog(testPrice, formula)
135
- const back = fromLog(logical, formula)
136
- expect(back).toBeCloseTo(testPrice, 10)
137
- })
138
-
139
- it('should handle nano-scale prices', () => {
140
- const range = { minPrice: 1e-12, maxPrice: 2e-12 }
141
- const formula = logFormulaForPriceRange(range)
142
- const testPrice = 1.5e-12
143
- const logical = toLog(testPrice, formula)
144
- const back = fromLog(logical, formula)
145
- expect(back).toBeCloseTo(testPrice, 10)
146
- })
147
- })
148
- })
1
+ import { describe, it, expect } from 'vitest'
2
+ import {
3
+ toLog,
4
+ fromLog,
5
+ logFormulaForPriceRange,
6
+ convertPriceRangeToLog,
7
+ convertPriceRangeFromLog,
8
+ logFormulasAreSame,
9
+ type LogFormula,
10
+ } from '../logFormula'
11
+
12
+ describe('logFormula', () => {
13
+ const defaultFormula: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
14
+
15
+ describe('toLog / fromLog', () => {
16
+ it('should round-trip for positive prices', () => {
17
+ const testPrices = [1, 10, 100, 0.1, 0.01, 50000, 0.0001]
18
+ for (const price of testPrices) {
19
+ const logical = toLog(price, defaultFormula)
20
+ const back = fromLog(logical, defaultFormula)
21
+ expect(back).toBeCloseTo(price, 10)
22
+ }
23
+ })
24
+
25
+ it('should round-trip for negative prices', () => {
26
+ const testPrices = [-1, -10, -100, -0.1, -0.01]
27
+ for (const price of testPrices) {
28
+ const logical = toLog(price, defaultFormula)
29
+ const back = fromLog(logical, defaultFormula)
30
+ expect(back).toBeCloseTo(price, 10)
31
+ }
32
+ })
33
+
34
+ it('should return 0 for zero', () => {
35
+ expect(toLog(0, defaultFormula)).toBe(0)
36
+ expect(fromLog(0, defaultFormula)).toBe(0)
37
+ })
38
+
39
+ it('should handle very small prices with precision', () => {
40
+ const tinyPrice = 1e-9
41
+ const logical = toLog(tinyPrice, defaultFormula)
42
+ const back = fromLog(logical, defaultFormula)
43
+ expect(back).toBeCloseTo(tinyPrice, 10)
44
+ })
45
+
46
+ it('should preserve sign', () => {
47
+ expect(toLog(100, defaultFormula)).toBeGreaterThan(0)
48
+ expect(toLog(-100, defaultFormula)).toBeLessThan(0)
49
+ })
50
+ })
51
+
52
+ describe('logFormulaForPriceRange', () => {
53
+ it('should return default formula for normal range', () => {
54
+ const range = { minPrice: 10, maxPrice: 100 }
55
+ const formula = logFormulaForPriceRange(range)
56
+ expect(formula.logicalOffset).toBe(4)
57
+ expect(formula.coordOffset).toBe(0.0001)
58
+ })
59
+
60
+ it('should return default formula for range >= 1', () => {
61
+ const range = { minPrice: 0.5, maxPrice: 2.5 } // diff = 2
62
+ const formula = logFormulaForPriceRange(range)
63
+ expect(formula.logicalOffset).toBe(4)
64
+ })
65
+
66
+ it('should increase offsets for small range (< 1)', () => {
67
+ const range = { minPrice: 0.001, maxPrice: 0.002 } // diff = 0.001 = 1e-3
68
+ const formula = logFormulaForPriceRange(range)
69
+ // diff = 0.001, digits = ceil(3) = 3
70
+ // logicalOffset = 4 + 3 = 7
71
+ expect(formula.logicalOffset).toBe(7)
72
+ expect(formula.coordOffset).toBe(1e-7)
73
+ })
74
+
75
+ it('should handle very small range', () => {
76
+ const range = { minPrice: 1e-9, maxPrice: 2e-9 }
77
+ const formula = logFormulaForPriceRange(range)
78
+ // diff = 1e-9, digits = ceil(9) = 9
79
+ // logicalOffset = 4 + 9 = 13
80
+ expect(formula.logicalOffset).toBe(13)
81
+ expect(formula.coordOffset).toBe(1e-13)
82
+ })
83
+
84
+ it('should return default formula for null range', () => {
85
+ const formula = logFormulaForPriceRange(null)
86
+ expect(formula.logicalOffset).toBe(4)
87
+ expect(formula.coordOffset).toBe(0.0001)
88
+ })
89
+
90
+ it('should return default formula for zero diff', () => {
91
+ const range = { minPrice: 100, maxPrice: 100 }
92
+ const formula = logFormulaForPriceRange(range)
93
+ expect(formula.logicalOffset).toBe(4)
94
+ })
95
+ })
96
+
97
+ describe('convertPriceRangeToLog / convertPriceRangeFromLog', () => {
98
+ it('should round-trip range conversion', () => {
99
+ const range = { minPrice: 10, maxPrice: 1000 }
100
+ const logRange = convertPriceRangeToLog(range, defaultFormula)
101
+ const back = convertPriceRangeFromLog(logRange, defaultFormula)
102
+ expect(back.minPrice).toBeCloseTo(range.minPrice, 10)
103
+ expect(back.maxPrice).toBeCloseTo(range.maxPrice, 10)
104
+ })
105
+ })
106
+
107
+ describe('logFormulasAreSame', () => {
108
+ it('should return true for identical formulas', () => {
109
+ const a: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
110
+ const b: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
111
+ expect(logFormulasAreSame(a, b)).toBe(true)
112
+ })
113
+
114
+ it('should return false for different offsets', () => {
115
+ const a: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
116
+ const b: LogFormula = { logicalOffset: 5, coordOffset: 0.0001 }
117
+ expect(logFormulasAreSame(a, b)).toBe(false)
118
+ })
119
+
120
+ it('should return false for different coordOffsets', () => {
121
+ const a: LogFormula = { logicalOffset: 4, coordOffset: 0.0001 }
122
+ const b: LogFormula = { logicalOffset: 4, coordOffset: 0.001 }
123
+ expect(logFormulasAreSame(a, b)).toBe(false)
124
+ })
125
+ })
126
+
127
+ describe('precision with dynamic formula', () => {
128
+ it('should maintain precision for crypto-scale prices', () => {
129
+ const range = { minPrice: 1e-9, maxPrice: 5e-9 }
130
+ const formula = logFormulaForPriceRange(range)
131
+
132
+ // Test that we can represent values in this range accurately
133
+ const testPrice = 2.5e-9
134
+ const logical = toLog(testPrice, formula)
135
+ const back = fromLog(logical, formula)
136
+ expect(back).toBeCloseTo(testPrice, 10)
137
+ })
138
+
139
+ it('should handle nano-scale prices', () => {
140
+ const range = { minPrice: 1e-12, maxPrice: 2e-12 }
141
+ const formula = logFormulaForPriceRange(range)
142
+ const testPrice = 1.5e-12
143
+ const logical = toLog(testPrice, formula)
144
+ const back = fromLog(logical, formula)
145
+ expect(back).toBeCloseTo(testPrice, 10)
146
+ })
147
+ })
148
+ })
@@ -1,130 +1,130 @@
1
- import type { PriceRange } from './price'
2
-
3
- /**
4
- * LogFormula 接口
5
- * 用于对数变换的动态偏移,保证极小值下的精度
6
- *
7
- * - logicalOffset: 逻辑偏移,使输出值落在合理范围
8
- * - coordOffset: 坐标偏移,避免 log10(0) 并提升精度
9
- */
10
- export interface LogFormula {
11
- logicalOffset: number
12
- coordOffset: number
13
- }
14
-
15
- /** 默认 LogFormula */
16
- const DEFAULT_FORMULA: LogFormula = {
17
- logicalOffset: 4,
18
- coordOffset: 0.0001,
19
- }
20
-
21
- /**
22
- * 判断数值是否近似为零
23
- */
24
- function isZero(value: number): boolean {
25
- return Math.abs(value) < 1e-15
26
- }
27
-
28
- /**
29
- * 真实价格 → log 逻辑空间
30
- * 公式: sign(price) * (log10(|price| + coordOffset) + logicalOffset)
31
- *
32
- * @param price 真实价格(可为负数)
33
- * @param f LogFormula
34
- * @returns log 逻辑空间值
35
- */
36
- export function toLog(price: number, f: LogFormula): number {
37
- const m = Math.abs(price)
38
- if (isZero(m)) {
39
- return 0
40
- }
41
- const res = Math.log10(m + f.coordOffset) + f.logicalOffset
42
- return price < 0 ? -res : res
43
- }
44
-
45
- /**
46
- * log 逻辑空间 → 真实价格
47
- * 公式: sign(logical) * (10^(|logical| - logicalOffset) - coordOffset)
48
- *
49
- * @param logical log 逻辑空间值
50
- * @param f LogFormula
51
- * @returns 真实价格
52
- */
53
- export function fromLog(logical: number, f: LogFormula): number {
54
- const m = Math.abs(logical)
55
- if (isZero(m)) {
56
- return 0
57
- }
58
- const res = Math.pow(10, m - f.logicalOffset) - f.coordOffset
59
- return logical < 0 ? -res : res
60
- }
61
-
62
- /**
63
- * 根据价格范围动态计算 LogFormula
64
- *
65
- * 对于常规价格范围 (diff >= 1),使用默认值。
66
- * 对于极小价格范围 (diff < 1),自动增大 logicalOffset 以维持精度。
67
- *
68
- * @param range 价格范围,可为 null
69
- * @returns 最优的 LogFormula
70
- */
71
- export function logFormulaForPriceRange(range: PriceRange | null): LogFormula {
72
- if (range === null) {
73
- return { ...DEFAULT_FORMULA }
74
- }
75
-
76
- const diff = Math.abs(range.maxPrice - range.minPrice)
77
- // 常规范围或无效范围,使用默认公式
78
- if (diff >= 1 || diff < 1e-15) {
79
- return { ...DEFAULT_FORMULA }
80
- }
81
-
82
- // 极小范围:根据精度需求增大偏移
83
- // 例如 diff = 0.0001 (1e-4),需要增加 4 位偏移
84
- const digits = Math.ceil(Math.abs(Math.log10(diff)))
85
- const logicalOffset = DEFAULT_FORMULA.logicalOffset + digits
86
- const coordOffset = 1 / Math.pow(10, logicalOffset)
87
-
88
- return { logicalOffset, coordOffset }
89
- }
90
-
91
- /**
92
- * 范围转 log 空间
93
- * 将价格的 min/max 都转换到 log 空间
94
- *
95
- * @param range 真实价格范围
96
- * @param f LogFormula
97
- * @returns log 空间的价格范围
98
- */
99
- export function convertPriceRangeToLog(range: PriceRange, f: LogFormula): PriceRange {
100
- return {
101
- minPrice: toLog(range.minPrice, f),
102
- maxPrice: toLog(range.maxPrice, f),
103
- }
104
- }
105
-
106
- /**
107
- * 范围从 log 空间转回
108
- * 将 log 空间的 min/max 转换回真实价格
109
- *
110
- * @param range log 空间的价格范围
111
- * @param f LogFormula
112
- * @returns 真实价格范围
113
- */
114
- export function convertPriceRangeFromLog(range: PriceRange, f: LogFormula): PriceRange {
115
- return {
116
- minPrice: fromLog(range.minPrice, f),
117
- maxPrice: fromLog(range.maxPrice, f),
118
- }
119
- }
120
-
121
- /**
122
- * 判断两个 LogFormula 是否相同
123
- *
124
- * @param a LogFormula A
125
- * @param b LogFormula B
126
- * @returns 是否相同
127
- */
128
- export function logFormulasAreSame(a: LogFormula, b: LogFormula): boolean {
129
- return a.logicalOffset === b.logicalOffset && a.coordOffset === b.coordOffset
130
- }
1
+ import type { PriceRange } from './price'
2
+
3
+ /**
4
+ * LogFormula 接口
5
+ * 用于对数变换的动态偏移,保证极小值下的精度
6
+ *
7
+ * - logicalOffset: 逻辑偏移,使输出值落在合理范围
8
+ * - coordOffset: 坐标偏移,避免 log10(0) 并提升精度
9
+ */
10
+ export interface LogFormula {
11
+ logicalOffset: number
12
+ coordOffset: number
13
+ }
14
+
15
+ /** 默认 LogFormula */
16
+ const DEFAULT_FORMULA: LogFormula = {
17
+ logicalOffset: 4,
18
+ coordOffset: 0.0001,
19
+ }
20
+
21
+ /**
22
+ * 判断数值是否近似为零
23
+ */
24
+ function isZero(value: number): boolean {
25
+ return Math.abs(value) < 1e-15
26
+ }
27
+
28
+ /**
29
+ * 真实价格 → log 逻辑空间
30
+ * 公式: sign(price) * (log10(|price| + coordOffset) + logicalOffset)
31
+ *
32
+ * @param price 真实价格(可为负数)
33
+ * @param f LogFormula
34
+ * @returns log 逻辑空间值
35
+ */
36
+ export function toLog(price: number, f: LogFormula): number {
37
+ const m = Math.abs(price)
38
+ if (isZero(m)) {
39
+ return 0
40
+ }
41
+ const res = Math.log10(m + f.coordOffset) + f.logicalOffset
42
+ return price < 0 ? -res : res
43
+ }
44
+
45
+ /**
46
+ * log 逻辑空间 → 真实价格
47
+ * 公式: sign(logical) * (10^(|logical| - logicalOffset) - coordOffset)
48
+ *
49
+ * @param logical log 逻辑空间值
50
+ * @param f LogFormula
51
+ * @returns 真实价格
52
+ */
53
+ export function fromLog(logical: number, f: LogFormula): number {
54
+ const m = Math.abs(logical)
55
+ if (isZero(m)) {
56
+ return 0
57
+ }
58
+ const res = Math.pow(10, m - f.logicalOffset) - f.coordOffset
59
+ return logical < 0 ? -res : res
60
+ }
61
+
62
+ /**
63
+ * 根据价格范围动态计算 LogFormula
64
+ *
65
+ * 对于常规价格范围 (diff >= 1),使用默认值。
66
+ * 对于极小价格范围 (diff < 1),自动增大 logicalOffset 以维持精度。
67
+ *
68
+ * @param range 价格范围,可为 null
69
+ * @returns 最优的 LogFormula
70
+ */
71
+ export function logFormulaForPriceRange(range: PriceRange | null): LogFormula {
72
+ if (range === null) {
73
+ return { ...DEFAULT_FORMULA }
74
+ }
75
+
76
+ const diff = Math.abs(range.maxPrice - range.minPrice)
77
+ // 常规范围或无效范围,使用默认公式
78
+ if (diff >= 1 || diff < 1e-15) {
79
+ return { ...DEFAULT_FORMULA }
80
+ }
81
+
82
+ // 极小范围:根据精度需求增大偏移
83
+ // 例如 diff = 0.0001 (1e-4),需要增加 4 位偏移
84
+ const digits = Math.ceil(Math.abs(Math.log10(diff)))
85
+ const logicalOffset = DEFAULT_FORMULA.logicalOffset + digits
86
+ const coordOffset = 1 / Math.pow(10, logicalOffset)
87
+
88
+ return { logicalOffset, coordOffset }
89
+ }
90
+
91
+ /**
92
+ * 范围转 log 空间
93
+ * 将价格的 min/max 都转换到 log 空间
94
+ *
95
+ * @param range 真实价格范围
96
+ * @param f LogFormula
97
+ * @returns log 空间的价格范围
98
+ */
99
+ export function convertPriceRangeToLog(range: PriceRange, f: LogFormula): PriceRange {
100
+ return {
101
+ minPrice: toLog(range.minPrice, f),
102
+ maxPrice: toLog(range.maxPrice, f),
103
+ }
104
+ }
105
+
106
+ /**
107
+ * 范围从 log 空间转回
108
+ * 将 log 空间的 min/max 转换回真实价格
109
+ *
110
+ * @param range log 空间的价格范围
111
+ * @param f LogFormula
112
+ * @returns 真实价格范围
113
+ */
114
+ export function convertPriceRangeFromLog(range: PriceRange, f: LogFormula): PriceRange {
115
+ return {
116
+ minPrice: fromLog(range.minPrice, f),
117
+ maxPrice: fromLog(range.maxPrice, f),
118
+ }
119
+ }
120
+
121
+ /**
122
+ * 判断两个 LogFormula 是否相同
123
+ *
124
+ * @param a LogFormula A
125
+ * @param b LogFormula B
126
+ * @returns 是否相同
127
+ */
128
+ export function logFormulasAreSame(a: LogFormula, b: LogFormula): boolean {
129
+ return a.logicalOffset === b.logicalOffset && a.coordOffset === b.coordOffset
130
+ }
@@ -1,39 +1,39 @@
1
- // 价格坐标系:价格 <-> 绘图区 Y(逻辑像素)
2
-
3
- export type PriceRange = { maxPrice: number; minPrice: number }
4
-
5
- export function priceToY(
6
- price: number,
7
- maxPrice: number,
8
- minPrice: number,
9
- canvasHeight: number,
10
- paddingTop: number,
11
- paddingBottom: number,
12
- ): number {
13
- const range = maxPrice - minPrice || 1
14
- const ratio = (price - minPrice) / range
15
-
16
- const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
17
- return paddingTop + viewHeight * (1 - ratio)
18
- }
19
-
20
- /**
21
- * 将逻辑像素 y 反算回价格
22
- * - y 是相对于绘图区顶部的逻辑像素坐标(不含额外 translate)
23
- * - paddingTop/paddingBottom 需与 priceToY 使用一致
24
- */
25
- export function yToPrice(
26
- y: number,
27
- maxPrice: number,
28
- minPrice: number,
29
- canvasHeight: number,
30
- paddingTop: number,
31
- paddingBottom: number,
32
- ): number {
33
- const range = maxPrice - minPrice || 1
34
- const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
35
- const clampedY = Math.min(Math.max(y, paddingTop), paddingTop + viewHeight)
36
- const ratio = 1 - (clampedY - paddingTop) / viewHeight
37
- return minPrice + ratio * range
38
- }
39
-
1
+ // 价格坐标系:价格 <-> 绘图区 Y(逻辑像素)
2
+
3
+ export type PriceRange = { maxPrice: number; minPrice: number }
4
+
5
+ export function priceToY(
6
+ price: number,
7
+ maxPrice: number,
8
+ minPrice: number,
9
+ canvasHeight: number,
10
+ paddingTop: number,
11
+ paddingBottom: number,
12
+ ): number {
13
+ const range = maxPrice - minPrice || 1
14
+ const ratio = (price - minPrice) / range
15
+
16
+ const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
17
+ return paddingTop + viewHeight * (1 - ratio)
18
+ }
19
+
20
+ /**
21
+ * 将逻辑像素 y 反算回价格
22
+ * - y 是相对于绘图区顶部的逻辑像素坐标(不含额外 translate)
23
+ * - paddingTop/paddingBottom 需与 priceToY 使用一致
24
+ */
25
+ export function yToPrice(
26
+ y: number,
27
+ maxPrice: number,
28
+ minPrice: number,
29
+ canvasHeight: number,
30
+ paddingTop: number,
31
+ paddingBottom: number,
32
+ ): number {
33
+ const range = maxPrice - minPrice || 1
34
+ const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
35
+ const clampedY = Math.min(Math.max(y, paddingTop), paddingTop + viewHeight)
36
+ const ratio = 1 - (clampedY - paddingTop) / viewHeight
37
+ return minPrice + ratio * range
38
+ }
39
+