@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
@@ -1,533 +1,533 @@
1
- import { describe, it, expect, beforeAll } from 'vitest'
2
- import type { KLineData } from '@/types/price'
3
- import {
4
- SharedKLineBuffer,
5
- getClosesView,
6
- getHighsLowsViews,
7
- getOHLCViews,
8
- type KLineSoALayout,
9
- } from '../soa'
10
- import {
11
- calcBOLLData,
12
- calcBOLLDataSoA,
13
- calcEXPMAData,
14
- calcEXPMADataSoA,
15
- calcENEData,
16
- calcENEDataSoA,
17
- calcMAData,
18
- calcMADataSoA,
19
- calcRSIData,
20
- calcRSIDataSoA,
21
- calcCCIData,
22
- calcCCIDataSoA,
23
- calcSTOCHData,
24
- calcSTOCHDataSoA,
25
- calcMOMData,
26
- calcMOMDataSoA,
27
- calcWMSRData,
28
- calcWMSRDataSoA,
29
- calcKSTData,
30
- calcKSTDataSoA,
31
- calcFASTKData,
32
- calcFASTKDataSoA,
33
- calcMACDData,
34
- calcMACDDataSoA,
35
- } from '../calculators'
36
-
37
- /**
38
- * 生成测试用的 K线数据
39
- */
40
- function generateTestData(length: number): KLineData[] {
41
- const data: KLineData[] = []
42
- let price = 100
43
- const now = Date.now()
44
-
45
- for (let i = 0; i < length; i++) {
46
- const change = (Math.random() - 0.5) * 5
47
- const open = price
48
- const close = price + change
49
- const high = Math.max(open, close) + Math.random() * 2
50
- const low = Math.min(open, close) - Math.random() * 2
51
-
52
- data.push({
53
- timestamp: now + i * 60000, // 每分钟
54
- open,
55
- high,
56
- low,
57
- close,
58
- volume: Math.floor(Math.random() * 1000000),
59
- turnover: Math.floor(Math.random() * 100000000),
60
- })
61
-
62
- price = close
63
- }
64
-
65
- return data
66
- }
67
-
68
- /**
69
- * 比较两个数字数组,考虑浮点精度误差
70
- */
71
- function compareNumberArrays(
72
- a: (number | undefined)[],
73
- b: (number | undefined)[],
74
- epsilon: number = 1e-10
75
- ): boolean {
76
- if (a.length !== b.length) return false
77
-
78
- for (let i = 0; i < a.length; i++) {
79
- const va = a[i]
80
- const vb = b[i]
81
-
82
- if (va === undefined && vb === undefined) continue
83
- if (va === undefined || vb === undefined) return false
84
- if (Math.abs(va - vb) > epsilon) return false
85
- }
86
-
87
- return true
88
- }
89
-
90
- describe('SharedKLineBuffer', () => {
91
- const testDataLength = 100
92
- let testData: KLineData[]
93
-
94
- beforeAll(() => {
95
- testData = generateTestData(testDataLength)
96
- })
97
-
98
- describe('detectSupport', () => {
99
- it('应该返回布尔值', () => {
100
- const result = SharedKLineBuffer.detectSupport()
101
- expect(typeof result).toBe('boolean')
102
- })
103
- })
104
-
105
- describe('fromKLineData', () => {
106
- it('应该正确转换 KLineData[] 到 SoA 布局', () => {
107
- const layout = SharedKLineBuffer.fromKLineData(testData)
108
-
109
- expect(layout.length).toBe(testDataLength)
110
- expect(layout.timestamps.length).toBe(testDataLength)
111
- expect(layout.opens.length).toBe(testDataLength)
112
- expect(layout.highs.length).toBe(testDataLength)
113
- expect(layout.lows.length).toBe(testDataLength)
114
- expect(layout.closes.length).toBe(testDataLength)
115
- expect(layout.volumes.length).toBe(testDataLength)
116
- expect(layout.turnovers.length).toBe(testDataLength)
117
- })
118
-
119
- it('应该正确填充数据', () => {
120
- const layout = SharedKLineBuffer.fromKLineData(testData)
121
-
122
- for (let i = 0; i < testDataLength; i++) {
123
- const original = testData[i]!
124
- expect(layout.timestamps[i]).toBe(original.timestamp)
125
- expect(layout.opens[i]).toBe(original.open)
126
- expect(layout.highs[i]).toBe(original.high)
127
- expect(layout.lows[i]).toBe(original.low)
128
- expect(layout.closes[i]).toBe(original.close)
129
- expect(layout.volumes[i]).toBe(original.volume ?? 0)
130
- expect(layout.turnovers[i]).toBe(original.turnover ?? 0)
131
- }
132
- })
133
-
134
- it('应该正确检测 hasVolume 和 hasTurnover', () => {
135
- const dataWithVolume = generateTestData(10)
136
- const layoutWithVolume = SharedKLineBuffer.fromKLineData(dataWithVolume)
137
- expect(layoutWithVolume.hasVolume).toBe(true)
138
- expect(layoutWithVolume.hasTurnover).toBe(true)
139
-
140
- const dataWithoutVolume: KLineData[] = dataWithVolume.map(d => ({
141
- timestamp: d.timestamp,
142
- open: d.open,
143
- high: d.high,
144
- low: d.low,
145
- close: d.close,
146
- }))
147
- const layoutWithoutVolume = SharedKLineBuffer.fromKLineData(dataWithoutVolume)
148
- expect(layoutWithoutVolume.hasVolume).toBe(false)
149
- expect(layoutWithoutVolume.hasTurnover).toBe(false)
150
- })
151
-
152
- it('应该正确计算缓冲区大小', () => {
153
- const layout = SharedKLineBuffer.fromKLineData(testData)
154
- const expectedByteLength = testDataLength * 8 * 7 // 7 列 x 8 字节
155
- expect(layout.buffer.byteLength).toBe(expectedByteLength)
156
- })
157
-
158
- it('isShared 应该与 detectSupport 一致', () => {
159
- const layout = SharedKLineBuffer.fromKLineData(testData, true)
160
- expect(layout.isShared).toBe(SharedKLineBuffer.detectSupport())
161
-
162
- const layoutArrayBuffer = SharedKLineBuffer.fromKLineData(testData, false)
163
- expect(layoutArrayBuffer.isShared).toBe(false)
164
- })
165
- })
166
-
167
- describe('toKLineData', () => {
168
- it('应该正确将 SoA 转换回 AoS', () => {
169
- const layout = SharedKLineBuffer.fromKLineData(testData)
170
- const restored = SharedKLineBuffer.toKLineData(layout)
171
-
172
- expect(restored.length).toBe(testData.length)
173
-
174
- for (let i = 0; i < testData.length; i++) {
175
- const original = testData[i]!
176
- const recovered = restored[i]!
177
-
178
- expect(recovered.timestamp).toBe(original.timestamp)
179
- expect(recovered.open).toBe(original.open)
180
- expect(recovered.high).toBe(original.high)
181
- expect(recovered.low).toBe(original.low)
182
- expect(recovered.close).toBe(original.close)
183
- expect(recovered.volume).toBe(original.volume)
184
- expect(recovered.turnover).toBe(original.turnover)
185
- }
186
- })
187
-
188
- it('应该正确处理缺失的 volume 和 turnover', () => {
189
- const dataWithoutVolume: KLineData[] = testData.slice(0, 10).map(d => ({
190
- timestamp: d.timestamp,
191
- open: d.open,
192
- high: d.high,
193
- low: d.low,
194
- close: d.close,
195
- }))
196
- const layout = SharedKLineBuffer.fromKLineData(dataWithoutVolume)
197
- const restored = SharedKLineBuffer.toKLineData(layout)
198
-
199
- for (const item of restored) {
200
- expect(item.volume).toBeUndefined()
201
- expect(item.turnover).toBeUndefined()
202
- }
203
- })
204
- })
205
-
206
- describe('roundtrip conversion', () => {
207
- it('AoS -> SoA -> AoS 应该保持数据一致性', () => {
208
- const layout = SharedKLineBuffer.fromKLineData(testData)
209
- const restored = SharedKLineBuffer.toKLineData(layout)
210
-
211
- expect(restored).toEqual(testData)
212
- })
213
- })
214
-
215
- describe('updateExisting', () => {
216
- it('相同长度数据应该复用缓冲区', () => {
217
- const layout = SharedKLineBuffer.fromKLineData(testData)
218
- const originalBuffer = layout.buffer
219
-
220
- // 修改数据但保持相同长度
221
- const newData = generateTestData(testDataLength)
222
- const updated = SharedKLineBuffer.updateExisting(layout, newData)
223
-
224
- expect(updated.buffer).toBe(originalBuffer)
225
- expect(updated.length).toBe(testDataLength)
226
- })
227
-
228
- it('不同长度数据应该创建新缓冲区', () => {
229
- const layout = SharedKLineBuffer.fromKLineData(testData)
230
- const originalBuffer = layout.buffer
231
-
232
- const newData = generateTestData(testDataLength + 10)
233
- const updated = SharedKLineBuffer.updateExisting(layout, newData)
234
-
235
- expect(updated.buffer).not.toBe(originalBuffer)
236
- expect(updated.length).toBe(testDataLength + 10)
237
- })
238
-
239
- it('应该正确更新数据内容', () => {
240
- const layout = SharedKLineBuffer.fromKLineData(testData)
241
- const newData = generateTestData(testDataLength)
242
-
243
- SharedKLineBuffer.updateExisting(layout, newData)
244
-
245
- for (let i = 0; i < testDataLength; i++) {
246
- expect(layout.timestamps[i]).toBe(newData[i]!.timestamp)
247
- expect(layout.closes[i]).toBe(newData[i]!.close)
248
- }
249
- })
250
- })
251
-
252
- describe('createSubview', () => {
253
- it('应该创建正确的子视图', () => {
254
- const layout = SharedKLineBuffer.fromKLineData(testData)
255
- const subview = SharedKLineBuffer.createSubview(layout, 10, 30)
256
-
257
- expect(subview.length).toBe(20)
258
- expect(subview.buffer).toBe(layout.buffer)
259
- })
260
-
261
- it('子视图应该共享同一缓冲区', () => {
262
- const layout = SharedKLineBuffer.fromKLineData(testData)
263
- const subview = SharedKLineBuffer.createSubview(layout, 10, 30)
264
-
265
- // 修改子视图应该影响原视图
266
- subview.closes[0] = 999.99
267
- expect(layout.closes[10]).toBe(999.99)
268
- })
269
-
270
- it('越界范围应该自动截断', () => {
271
- const layout = SharedKLineBuffer.fromKLineData(testData)
272
- const subview = SharedKLineBuffer.createSubview(layout, testDataLength - 5, testDataLength + 10)
273
-
274
- expect(subview.length).toBe(5)
275
- })
276
-
277
- it('无效范围应该抛出错误', () => {
278
- const layout = SharedKLineBuffer.fromKLineData(testData)
279
- expect(() => SharedKLineBuffer.createSubview(layout, 50, 50)).toThrow()
280
- expect(() => SharedKLineBuffer.createSubview(layout, 50, 40)).toThrow()
281
- })
282
- })
283
-
284
- describe('getBufferInfo', () => {
285
- it('应该返回正确的缓冲区信息', () => {
286
- const layout = SharedKLineBuffer.fromKLineData(testData)
287
- const info = SharedKLineBuffer.getBufferInfo(layout)
288
-
289
- expect(info.byteLength).toBe(layout.buffer.byteLength)
290
- expect(info.isShared).toBe(layout.isShared)
291
- expect(info.length).toBe(layout.length)
292
- expect(info.columns).toHaveLength(7)
293
- })
294
- })
295
-
296
- describe('helper functions', () => {
297
- it('getClosesView 应该返回 closes 数组', () => {
298
- const layout = SharedKLineBuffer.fromKLineData(testData)
299
- const closes = getClosesView(layout)
300
- expect(closes).toBe(layout.closes)
301
- })
302
-
303
- it('getHighsLowsViews 应该返回 highs 和 lows', () => {
304
- const layout = SharedKLineBuffer.fromKLineData(testData)
305
- const { highs, lows } = getHighsLowsViews(layout)
306
- expect(highs).toBe(layout.highs)
307
- expect(lows).toBe(layout.lows)
308
- })
309
-
310
- it('getOHLCViews 应该返回全部价格视图', () => {
311
- const layout = SharedKLineBuffer.fromKLineData(testData)
312
- const views = getOHLCViews(layout)
313
- expect(views.opens).toBe(layout.opens)
314
- expect(views.highs).toBe(layout.highs)
315
- expect(views.lows).toBe(layout.lows)
316
- expect(views.closes).toBe(layout.closes)
317
- })
318
- })
319
- })
320
-
321
- describe('SoA Calculator Wrappers', () => {
322
- const testDataLength = 200
323
- let testData: KLineData[]
324
- let layout: KLineSoALayout
325
-
326
- beforeAll(() => {
327
- testData = generateTestData(testDataLength)
328
- layout = SharedKLineBuffer.fromKLineData(testData)
329
- })
330
-
331
- describe('calcBOLLDataSoA', () => {
332
- it('SoA 结果应该与 AoS 结果一致', () => {
333
- const aosResult = calcBOLLData(testData, 20, 2)
334
- const soaResult = calcBOLLDataSoA(layout, 20, 2)
335
-
336
- expect(soaResult.length).toBe(aosResult.length)
337
-
338
- for (let i = 0; i < aosResult.length; i++) {
339
- const a = aosResult[i]
340
- const s = soaResult[i]
341
-
342
- if (a === undefined) {
343
- expect(s).toBeUndefined()
344
- } else {
345
- expect(s).toBeDefined()
346
- expect(s!.upper).toBeCloseTo(a.upper, 10)
347
- expect(s!.middle).toBeCloseTo(a.middle, 10)
348
- expect(s!.lower).toBeCloseTo(a.lower, 10)
349
- }
350
- }
351
- })
352
- })
353
-
354
- describe('calcEXPMADataSoA', () => {
355
- it('SoA 结果应该与 AoS 结果一致', () => {
356
- const aosResult = calcEXPMAData(testData, 12, 50)
357
- const soaResult = calcEXPMADataSoA(layout, 12, 50)
358
-
359
- for (let i = 0; i < aosResult.length; i++) {
360
- const a = aosResult[i]
361
- const s = soaResult[i]
362
-
363
- if (a === undefined) {
364
- expect(s).toBeUndefined()
365
- } else {
366
- expect(s!.fast).toBeCloseTo(a.fast, 10)
367
- expect(s!.slow).toBeCloseTo(a.slow, 10)
368
- }
369
- }
370
- })
371
- })
372
-
373
- describe('calcENEDataSoA', () => {
374
- it('SoA 结果应该与 AoS 结果一致', () => {
375
- const aosResult = calcENEData(testData, 10, 11)
376
- const soaResult = calcENEDataSoA(layout, 10, 11)
377
-
378
- for (let i = 0; i < aosResult.length; i++) {
379
- const a = aosResult[i]
380
- const s = soaResult[i]
381
-
382
- if (a === undefined) {
383
- expect(s).toBeUndefined()
384
- } else {
385
- expect(s!.upper).toBeCloseTo(a.upper, 10)
386
- expect(s!.middle).toBeCloseTo(a.middle, 10)
387
- expect(s!.lower).toBeCloseTo(a.lower, 10)
388
- }
389
- }
390
- })
391
- })
392
-
393
- describe('calcMADataSoA', () => {
394
- it('SoA 结果应该与 AoS 结果一致', () => {
395
- const aosResult = calcMAData(testData, 20)
396
- const soaResult = calcMADataSoA(layout, 20)
397
-
398
- expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
399
- })
400
- })
401
-
402
- describe('calcRSIDataSoA', () => {
403
- it('SoA 结果应该与 AoS 结果一致', () => {
404
- const aosResult = calcRSIData(testData, 14)
405
- const soaResult = calcRSIDataSoA(layout, 14)
406
-
407
- expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
408
- })
409
- })
410
-
411
- describe('calcCCIDataSoA', () => {
412
- it('SoA 结果应该与 AoS 结果一致', () => {
413
- const aosResult = calcCCIData(testData, 14)
414
- const soaResult = calcCCIDataSoA(layout, 14)
415
-
416
- expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
417
- })
418
- })
419
-
420
- describe('calcSTOCHDataSoA', () => {
421
- it('SoA 结果应该与 AoS 结果一致', () => {
422
- const aosResult = calcSTOCHData(testData, 9, 3)
423
- const soaResult = calcSTOCHDataSoA(layout, 9, 3)
424
-
425
- for (let i = 0; i < aosResult.length; i++) {
426
- const a = aosResult[i]
427
- const s = soaResult[i]
428
-
429
- if (a === undefined) {
430
- expect(s).toBeUndefined()
431
- } else {
432
- expect(s!.k).toBeCloseTo(a.k, 10)
433
- expect(s!.d).toBeCloseTo(a.d, 10)
434
- }
435
- }
436
- })
437
- })
438
-
439
- describe('calcMOMDataSoA', () => {
440
- it('SoA 结果应该与 AoS 结果一致', () => {
441
- const aosResult = calcMOMData(testData, 10)
442
- const soaResult = calcMOMDataSoA(layout, 10)
443
-
444
- expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
445
- })
446
- })
447
-
448
- describe('calcWMSRDataSoA', () => {
449
- it('SoA 结果应该与 AoS 结果一致', () => {
450
- const aosResult = calcWMSRData(testData, 14)
451
- const soaResult = calcWMSRDataSoA(layout, 14)
452
-
453
- expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
454
- })
455
- })
456
-
457
- describe('calcKSTDataSoA', () => {
458
- it('SoA 结果应该与 AoS 结果一致', () => {
459
- const aosResult = calcKSTData(testData, 10, 15, 20, 30, 9)
460
- const soaResult = calcKSTDataSoA(layout, 10, 15, 20, 30, 9)
461
-
462
- for (let i = 0; i < aosResult.length; i++) {
463
- const a = aosResult[i]
464
- const s = soaResult[i]
465
-
466
- if (a === undefined) {
467
- expect(s).toBeUndefined()
468
- } else {
469
- expect(s!.kst).toBeCloseTo(a.kst, 10)
470
- expect(s!.signal).toBeCloseTo(a.signal, 10)
471
- }
472
- }
473
- })
474
- })
475
-
476
- describe('calcFASTKDataSoA', () => {
477
- it('SoA 结果应该与 AoS 结果一致', () => {
478
- const aosResult = calcFASTKData(testData, 9)
479
- const soaResult = calcFASTKDataSoA(layout, 9)
480
-
481
- expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
482
- })
483
- })
484
-
485
- describe('calcMACDDataSoA', () => {
486
- it('SoA 结果应该与 AoS 结果一致', () => {
487
- const aosResult = calcMACDData(testData, 12, 26, 9)
488
- const soaResult = calcMACDDataSoA(layout, 12, 26, 9)
489
-
490
- for (let i = 0; i < aosResult.length; i++) {
491
- const a = aosResult[i]
492
- const s = soaResult[i]
493
-
494
- if (a === undefined) {
495
- expect(s).toBeUndefined()
496
- } else {
497
- expect(s!.dif).toBeCloseTo(a.dif, 10)
498
- expect(s!.dea).toBeCloseTo(a.dea, 10)
499
- expect(s!.macd).toBeCloseTo(a.macd, 10)
500
- }
501
- }
502
- })
503
- })
504
- })
505
-
506
- describe('SoA Performance', () => {
507
- it('大容量数据转换应该高效', () => {
508
- const largeData = generateTestData(10000)
509
-
510
- const start = performance.now()
511
- const layout = SharedKLineBuffer.fromKLineData(largeData)
512
- const layoutTime = performance.now() - start
513
-
514
- const start2 = performance.now()
515
- const restored = SharedKLineBuffer.toKLineData(layout)
516
- const restoreTime = performance.now() - start2
517
-
518
- // 转换应该在合理时间内完成(10K 数据 < 100ms)
519
- expect(layoutTime).toBeLessThan(100)
520
- expect(restoreTime).toBeLessThan(100)
521
- expect(restored.length).toBe(10000)
522
- })
523
-
524
- it('SoA 计算器应该与 AoS 产生相同结果', () => {
525
- const data = generateTestData(1000)
526
- const layout = SharedKLineBuffer.fromKLineData(data)
527
-
528
- const aosResult = calcBOLLData(data, 20, 2)
529
- const soaResult = calcBOLLDataSoA(layout, 20, 2)
530
-
531
- expect(soaResult.length).toBe(aosResult.length)
532
- })
533
- })
1
+ import { describe, it, expect, beforeAll } from 'vitest'
2
+ import type { KLineData } from '@/types/price'
3
+ import {
4
+ SharedKLineBuffer,
5
+ getClosesView,
6
+ getHighsLowsViews,
7
+ getOHLCViews,
8
+ type KLineSoALayout,
9
+ } from '../soa'
10
+ import {
11
+ calcBOLLData,
12
+ calcBOLLDataSoA,
13
+ calcEXPMAData,
14
+ calcEXPMADataSoA,
15
+ calcENEData,
16
+ calcENEDataSoA,
17
+ calcMAData,
18
+ calcMADataSoA,
19
+ calcRSIData,
20
+ calcRSIDataSoA,
21
+ calcCCIData,
22
+ calcCCIDataSoA,
23
+ calcSTOCHData,
24
+ calcSTOCHDataSoA,
25
+ calcMOMData,
26
+ calcMOMDataSoA,
27
+ calcWMSRData,
28
+ calcWMSRDataSoA,
29
+ calcKSTData,
30
+ calcKSTDataSoA,
31
+ calcFASTKData,
32
+ calcFASTKDataSoA,
33
+ calcMACDData,
34
+ calcMACDDataSoA,
35
+ } from '../calculators'
36
+
37
+ /**
38
+ * 生成测试用的 K线数据
39
+ */
40
+ function generateTestData(length: number): KLineData[] {
41
+ const data: KLineData[] = []
42
+ let price = 100
43
+ const now = Date.now()
44
+
45
+ for (let i = 0; i < length; i++) {
46
+ const change = (Math.random() - 0.5) * 5
47
+ const open = price
48
+ const close = price + change
49
+ const high = Math.max(open, close) + Math.random() * 2
50
+ const low = Math.min(open, close) - Math.random() * 2
51
+
52
+ data.push({
53
+ timestamp: now + i * 60000, // 每分钟
54
+ open,
55
+ high,
56
+ low,
57
+ close,
58
+ volume: Math.floor(Math.random() * 1000000),
59
+ turnover: Math.floor(Math.random() * 100000000),
60
+ })
61
+
62
+ price = close
63
+ }
64
+
65
+ return data
66
+ }
67
+
68
+ /**
69
+ * 比较两个数字数组,考虑浮点精度误差
70
+ */
71
+ function compareNumberArrays(
72
+ a: (number | undefined)[],
73
+ b: (number | undefined)[],
74
+ epsilon: number = 1e-10
75
+ ): boolean {
76
+ if (a.length !== b.length) return false
77
+
78
+ for (let i = 0; i < a.length; i++) {
79
+ const va = a[i]
80
+ const vb = b[i]
81
+
82
+ if (va === undefined && vb === undefined) continue
83
+ if (va === undefined || vb === undefined) return false
84
+ if (Math.abs(va - vb) > epsilon) return false
85
+ }
86
+
87
+ return true
88
+ }
89
+
90
+ describe('SharedKLineBuffer', () => {
91
+ const testDataLength = 100
92
+ let testData: KLineData[]
93
+
94
+ beforeAll(() => {
95
+ testData = generateTestData(testDataLength)
96
+ })
97
+
98
+ describe('detectSupport', () => {
99
+ it('应该返回布尔值', () => {
100
+ const result = SharedKLineBuffer.detectSupport()
101
+ expect(typeof result).toBe('boolean')
102
+ })
103
+ })
104
+
105
+ describe('fromKLineData', () => {
106
+ it('应该正确转换 KLineData[] 到 SoA 布局', () => {
107
+ const layout = SharedKLineBuffer.fromKLineData(testData)
108
+
109
+ expect(layout.length).toBe(testDataLength)
110
+ expect(layout.timestamps.length).toBe(testDataLength)
111
+ expect(layout.opens.length).toBe(testDataLength)
112
+ expect(layout.highs.length).toBe(testDataLength)
113
+ expect(layout.lows.length).toBe(testDataLength)
114
+ expect(layout.closes.length).toBe(testDataLength)
115
+ expect(layout.volumes.length).toBe(testDataLength)
116
+ expect(layout.turnovers.length).toBe(testDataLength)
117
+ })
118
+
119
+ it('应该正确填充数据', () => {
120
+ const layout = SharedKLineBuffer.fromKLineData(testData)
121
+
122
+ for (let i = 0; i < testDataLength; i++) {
123
+ const original = testData[i]!
124
+ expect(layout.timestamps[i]).toBe(original.timestamp)
125
+ expect(layout.opens[i]).toBe(original.open)
126
+ expect(layout.highs[i]).toBe(original.high)
127
+ expect(layout.lows[i]).toBe(original.low)
128
+ expect(layout.closes[i]).toBe(original.close)
129
+ expect(layout.volumes[i]).toBe(original.volume ?? 0)
130
+ expect(layout.turnovers[i]).toBe(original.turnover ?? 0)
131
+ }
132
+ })
133
+
134
+ it('应该正确检测 hasVolume 和 hasTurnover', () => {
135
+ const dataWithVolume = generateTestData(10)
136
+ const layoutWithVolume = SharedKLineBuffer.fromKLineData(dataWithVolume)
137
+ expect(layoutWithVolume.hasVolume).toBe(true)
138
+ expect(layoutWithVolume.hasTurnover).toBe(true)
139
+
140
+ const dataWithoutVolume: KLineData[] = dataWithVolume.map(d => ({
141
+ timestamp: d.timestamp,
142
+ open: d.open,
143
+ high: d.high,
144
+ low: d.low,
145
+ close: d.close,
146
+ }))
147
+ const layoutWithoutVolume = SharedKLineBuffer.fromKLineData(dataWithoutVolume)
148
+ expect(layoutWithoutVolume.hasVolume).toBe(false)
149
+ expect(layoutWithoutVolume.hasTurnover).toBe(false)
150
+ })
151
+
152
+ it('应该正确计算缓冲区大小', () => {
153
+ const layout = SharedKLineBuffer.fromKLineData(testData)
154
+ const expectedByteLength = testDataLength * 8 * 7 // 7 列 x 8 字节
155
+ expect(layout.buffer.byteLength).toBe(expectedByteLength)
156
+ })
157
+
158
+ it('isShared 应该与 detectSupport 一致', () => {
159
+ const layout = SharedKLineBuffer.fromKLineData(testData, true)
160
+ expect(layout.isShared).toBe(SharedKLineBuffer.detectSupport())
161
+
162
+ const layoutArrayBuffer = SharedKLineBuffer.fromKLineData(testData, false)
163
+ expect(layoutArrayBuffer.isShared).toBe(false)
164
+ })
165
+ })
166
+
167
+ describe('toKLineData', () => {
168
+ it('应该正确将 SoA 转换回 AoS', () => {
169
+ const layout = SharedKLineBuffer.fromKLineData(testData)
170
+ const restored = SharedKLineBuffer.toKLineData(layout)
171
+
172
+ expect(restored.length).toBe(testData.length)
173
+
174
+ for (let i = 0; i < testData.length; i++) {
175
+ const original = testData[i]!
176
+ const recovered = restored[i]!
177
+
178
+ expect(recovered.timestamp).toBe(original.timestamp)
179
+ expect(recovered.open).toBe(original.open)
180
+ expect(recovered.high).toBe(original.high)
181
+ expect(recovered.low).toBe(original.low)
182
+ expect(recovered.close).toBe(original.close)
183
+ expect(recovered.volume).toBe(original.volume)
184
+ expect(recovered.turnover).toBe(original.turnover)
185
+ }
186
+ })
187
+
188
+ it('应该正确处理缺失的 volume 和 turnover', () => {
189
+ const dataWithoutVolume: KLineData[] = testData.slice(0, 10).map(d => ({
190
+ timestamp: d.timestamp,
191
+ open: d.open,
192
+ high: d.high,
193
+ low: d.low,
194
+ close: d.close,
195
+ }))
196
+ const layout = SharedKLineBuffer.fromKLineData(dataWithoutVolume)
197
+ const restored = SharedKLineBuffer.toKLineData(layout)
198
+
199
+ for (const item of restored) {
200
+ expect(item.volume).toBeUndefined()
201
+ expect(item.turnover).toBeUndefined()
202
+ }
203
+ })
204
+ })
205
+
206
+ describe('roundtrip conversion', () => {
207
+ it('AoS -> SoA -> AoS 应该保持数据一致性', () => {
208
+ const layout = SharedKLineBuffer.fromKLineData(testData)
209
+ const restored = SharedKLineBuffer.toKLineData(layout)
210
+
211
+ expect(restored).toEqual(testData)
212
+ })
213
+ })
214
+
215
+ describe('updateExisting', () => {
216
+ it('相同长度数据应该复用缓冲区', () => {
217
+ const layout = SharedKLineBuffer.fromKLineData(testData)
218
+ const originalBuffer = layout.buffer
219
+
220
+ // 修改数据但保持相同长度
221
+ const newData = generateTestData(testDataLength)
222
+ const updated = SharedKLineBuffer.updateExisting(layout, newData)
223
+
224
+ expect(updated.buffer).toBe(originalBuffer)
225
+ expect(updated.length).toBe(testDataLength)
226
+ })
227
+
228
+ it('不同长度数据应该创建新缓冲区', () => {
229
+ const layout = SharedKLineBuffer.fromKLineData(testData)
230
+ const originalBuffer = layout.buffer
231
+
232
+ const newData = generateTestData(testDataLength + 10)
233
+ const updated = SharedKLineBuffer.updateExisting(layout, newData)
234
+
235
+ expect(updated.buffer).not.toBe(originalBuffer)
236
+ expect(updated.length).toBe(testDataLength + 10)
237
+ })
238
+
239
+ it('应该正确更新数据内容', () => {
240
+ const layout = SharedKLineBuffer.fromKLineData(testData)
241
+ const newData = generateTestData(testDataLength)
242
+
243
+ SharedKLineBuffer.updateExisting(layout, newData)
244
+
245
+ for (let i = 0; i < testDataLength; i++) {
246
+ expect(layout.timestamps[i]).toBe(newData[i]!.timestamp)
247
+ expect(layout.closes[i]).toBe(newData[i]!.close)
248
+ }
249
+ })
250
+ })
251
+
252
+ describe('createSubview', () => {
253
+ it('应该创建正确的子视图', () => {
254
+ const layout = SharedKLineBuffer.fromKLineData(testData)
255
+ const subview = SharedKLineBuffer.createSubview(layout, 10, 30)
256
+
257
+ expect(subview.length).toBe(20)
258
+ expect(subview.buffer).toBe(layout.buffer)
259
+ })
260
+
261
+ it('子视图应该共享同一缓冲区', () => {
262
+ const layout = SharedKLineBuffer.fromKLineData(testData)
263
+ const subview = SharedKLineBuffer.createSubview(layout, 10, 30)
264
+
265
+ // 修改子视图应该影响原视图
266
+ subview.closes[0] = 999.99
267
+ expect(layout.closes[10]).toBe(999.99)
268
+ })
269
+
270
+ it('越界范围应该自动截断', () => {
271
+ const layout = SharedKLineBuffer.fromKLineData(testData)
272
+ const subview = SharedKLineBuffer.createSubview(layout, testDataLength - 5, testDataLength + 10)
273
+
274
+ expect(subview.length).toBe(5)
275
+ })
276
+
277
+ it('无效范围应该抛出错误', () => {
278
+ const layout = SharedKLineBuffer.fromKLineData(testData)
279
+ expect(() => SharedKLineBuffer.createSubview(layout, 50, 50)).toThrow()
280
+ expect(() => SharedKLineBuffer.createSubview(layout, 50, 40)).toThrow()
281
+ })
282
+ })
283
+
284
+ describe('getBufferInfo', () => {
285
+ it('应该返回正确的缓冲区信息', () => {
286
+ const layout = SharedKLineBuffer.fromKLineData(testData)
287
+ const info = SharedKLineBuffer.getBufferInfo(layout)
288
+
289
+ expect(info.byteLength).toBe(layout.buffer.byteLength)
290
+ expect(info.isShared).toBe(layout.isShared)
291
+ expect(info.length).toBe(layout.length)
292
+ expect(info.columns).toHaveLength(7)
293
+ })
294
+ })
295
+
296
+ describe('helper functions', () => {
297
+ it('getClosesView 应该返回 closes 数组', () => {
298
+ const layout = SharedKLineBuffer.fromKLineData(testData)
299
+ const closes = getClosesView(layout)
300
+ expect(closes).toBe(layout.closes)
301
+ })
302
+
303
+ it('getHighsLowsViews 应该返回 highs 和 lows', () => {
304
+ const layout = SharedKLineBuffer.fromKLineData(testData)
305
+ const { highs, lows } = getHighsLowsViews(layout)
306
+ expect(highs).toBe(layout.highs)
307
+ expect(lows).toBe(layout.lows)
308
+ })
309
+
310
+ it('getOHLCViews 应该返回全部价格视图', () => {
311
+ const layout = SharedKLineBuffer.fromKLineData(testData)
312
+ const views = getOHLCViews(layout)
313
+ expect(views.opens).toBe(layout.opens)
314
+ expect(views.highs).toBe(layout.highs)
315
+ expect(views.lows).toBe(layout.lows)
316
+ expect(views.closes).toBe(layout.closes)
317
+ })
318
+ })
319
+ })
320
+
321
+ describe('SoA Calculator Wrappers', () => {
322
+ const testDataLength = 200
323
+ let testData: KLineData[]
324
+ let layout: KLineSoALayout
325
+
326
+ beforeAll(() => {
327
+ testData = generateTestData(testDataLength)
328
+ layout = SharedKLineBuffer.fromKLineData(testData)
329
+ })
330
+
331
+ describe('calcBOLLDataSoA', () => {
332
+ it('SoA 结果应该与 AoS 结果一致', () => {
333
+ const aosResult = calcBOLLData(testData, 20, 2)
334
+ const soaResult = calcBOLLDataSoA(layout, 20, 2)
335
+
336
+ expect(soaResult.length).toBe(aosResult.length)
337
+
338
+ for (let i = 0; i < aosResult.length; i++) {
339
+ const a = aosResult[i]
340
+ const s = soaResult[i]
341
+
342
+ if (a === undefined) {
343
+ expect(s).toBeUndefined()
344
+ } else {
345
+ expect(s).toBeDefined()
346
+ expect(s!.upper).toBeCloseTo(a.upper, 10)
347
+ expect(s!.middle).toBeCloseTo(a.middle, 10)
348
+ expect(s!.lower).toBeCloseTo(a.lower, 10)
349
+ }
350
+ }
351
+ })
352
+ })
353
+
354
+ describe('calcEXPMADataSoA', () => {
355
+ it('SoA 结果应该与 AoS 结果一致', () => {
356
+ const aosResult = calcEXPMAData(testData, 12, 50)
357
+ const soaResult = calcEXPMADataSoA(layout, 12, 50)
358
+
359
+ for (let i = 0; i < aosResult.length; i++) {
360
+ const a = aosResult[i]
361
+ const s = soaResult[i]
362
+
363
+ if (a === undefined) {
364
+ expect(s).toBeUndefined()
365
+ } else {
366
+ expect(s!.fast).toBeCloseTo(a.fast, 10)
367
+ expect(s!.slow).toBeCloseTo(a.slow, 10)
368
+ }
369
+ }
370
+ })
371
+ })
372
+
373
+ describe('calcENEDataSoA', () => {
374
+ it('SoA 结果应该与 AoS 结果一致', () => {
375
+ const aosResult = calcENEData(testData, 10, 11)
376
+ const soaResult = calcENEDataSoA(layout, 10, 11)
377
+
378
+ for (let i = 0; i < aosResult.length; i++) {
379
+ const a = aosResult[i]
380
+ const s = soaResult[i]
381
+
382
+ if (a === undefined) {
383
+ expect(s).toBeUndefined()
384
+ } else {
385
+ expect(s!.upper).toBeCloseTo(a.upper, 10)
386
+ expect(s!.middle).toBeCloseTo(a.middle, 10)
387
+ expect(s!.lower).toBeCloseTo(a.lower, 10)
388
+ }
389
+ }
390
+ })
391
+ })
392
+
393
+ describe('calcMADataSoA', () => {
394
+ it('SoA 结果应该与 AoS 结果一致', () => {
395
+ const aosResult = calcMAData(testData, 20)
396
+ const soaResult = calcMADataSoA(layout, 20)
397
+
398
+ expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
399
+ })
400
+ })
401
+
402
+ describe('calcRSIDataSoA', () => {
403
+ it('SoA 结果应该与 AoS 结果一致', () => {
404
+ const aosResult = calcRSIData(testData, 14)
405
+ const soaResult = calcRSIDataSoA(layout, 14)
406
+
407
+ expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
408
+ })
409
+ })
410
+
411
+ describe('calcCCIDataSoA', () => {
412
+ it('SoA 结果应该与 AoS 结果一致', () => {
413
+ const aosResult = calcCCIData(testData, 14)
414
+ const soaResult = calcCCIDataSoA(layout, 14)
415
+
416
+ expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
417
+ })
418
+ })
419
+
420
+ describe('calcSTOCHDataSoA', () => {
421
+ it('SoA 结果应该与 AoS 结果一致', () => {
422
+ const aosResult = calcSTOCHData(testData, 9, 3)
423
+ const soaResult = calcSTOCHDataSoA(layout, 9, 3)
424
+
425
+ for (let i = 0; i < aosResult.length; i++) {
426
+ const a = aosResult[i]
427
+ const s = soaResult[i]
428
+
429
+ if (a === undefined) {
430
+ expect(s).toBeUndefined()
431
+ } else {
432
+ expect(s!.k).toBeCloseTo(a.k, 10)
433
+ expect(s!.d).toBeCloseTo(a.d, 10)
434
+ }
435
+ }
436
+ })
437
+ })
438
+
439
+ describe('calcMOMDataSoA', () => {
440
+ it('SoA 结果应该与 AoS 结果一致', () => {
441
+ const aosResult = calcMOMData(testData, 10)
442
+ const soaResult = calcMOMDataSoA(layout, 10)
443
+
444
+ expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
445
+ })
446
+ })
447
+
448
+ describe('calcWMSRDataSoA', () => {
449
+ it('SoA 结果应该与 AoS 结果一致', () => {
450
+ const aosResult = calcWMSRData(testData, 14)
451
+ const soaResult = calcWMSRDataSoA(layout, 14)
452
+
453
+ expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
454
+ })
455
+ })
456
+
457
+ describe('calcKSTDataSoA', () => {
458
+ it('SoA 结果应该与 AoS 结果一致', () => {
459
+ const aosResult = calcKSTData(testData, 10, 15, 20, 30, 9)
460
+ const soaResult = calcKSTDataSoA(layout, 10, 15, 20, 30, 9)
461
+
462
+ for (let i = 0; i < aosResult.length; i++) {
463
+ const a = aosResult[i]
464
+ const s = soaResult[i]
465
+
466
+ if (a === undefined) {
467
+ expect(s).toBeUndefined()
468
+ } else {
469
+ expect(s!.kst).toBeCloseTo(a.kst, 10)
470
+ expect(s!.signal).toBeCloseTo(a.signal, 10)
471
+ }
472
+ }
473
+ })
474
+ })
475
+
476
+ describe('calcFASTKDataSoA', () => {
477
+ it('SoA 结果应该与 AoS 结果一致', () => {
478
+ const aosResult = calcFASTKData(testData, 9)
479
+ const soaResult = calcFASTKDataSoA(layout, 9)
480
+
481
+ expect(compareNumberArrays(aosResult, soaResult)).toBe(true)
482
+ })
483
+ })
484
+
485
+ describe('calcMACDDataSoA', () => {
486
+ it('SoA 结果应该与 AoS 结果一致', () => {
487
+ const aosResult = calcMACDData(testData, 12, 26, 9)
488
+ const soaResult = calcMACDDataSoA(layout, 12, 26, 9)
489
+
490
+ for (let i = 0; i < aosResult.length; i++) {
491
+ const a = aosResult[i]
492
+ const s = soaResult[i]
493
+
494
+ if (a === undefined) {
495
+ expect(s).toBeUndefined()
496
+ } else {
497
+ expect(s!.dif).toBeCloseTo(a.dif, 10)
498
+ expect(s!.dea).toBeCloseTo(a.dea, 10)
499
+ expect(s!.macd).toBeCloseTo(a.macd, 10)
500
+ }
501
+ }
502
+ })
503
+ })
504
+ })
505
+
506
+ describe('SoA Performance', () => {
507
+ it('大容量数据转换应该高效', () => {
508
+ const largeData = generateTestData(10000)
509
+
510
+ const start = performance.now()
511
+ const layout = SharedKLineBuffer.fromKLineData(largeData)
512
+ const layoutTime = performance.now() - start
513
+
514
+ const start2 = performance.now()
515
+ const restored = SharedKLineBuffer.toKLineData(layout)
516
+ const restoreTime = performance.now() - start2
517
+
518
+ // 转换应该在合理时间内完成(10K 数据 < 100ms)
519
+ expect(layoutTime).toBeLessThan(100)
520
+ expect(restoreTime).toBeLessThan(100)
521
+ expect(restored.length).toBe(10000)
522
+ })
523
+
524
+ it('SoA 计算器应该与 AoS 产生相同结果', () => {
525
+ const data = generateTestData(1000)
526
+ const layout = SharedKLineBuffer.fromKLineData(data)
527
+
528
+ const aosResult = calcBOLLData(data, 20, 2)
529
+ const soaResult = calcBOLLDataSoA(layout, 20, 2)
530
+
531
+ expect(soaResult.length).toBe(aosResult.length)
532
+ })
533
+ })