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

package/src/engine/indicators/soa.ts

@@ -1,352 +1,352 @@
-import type { KLineData } from '../../types/price'
-
-/**
- * KLineData 的 SoA (Structure of Arrays) 布局
- * 用于零拷贝传输到 Web Worker
- *
- * 内存布局：
- * | timestamps | opens | highs | lows | closes | volumes | turnovers |
- * |   8*N      |  8*N  |  8*N  |  8*N |   8*N  |   8*N   |    8*N    |
- *
- * 其中 N 为数据长度，每列 8 字节（Float64）
- */
-export interface KLineSoALayout {
-  /** 底层缓冲区（SharedArrayBuffer 或 ArrayBuffer） */
-  buffer: SharedArrayBuffer | ArrayBuffer
-  /** 数据长度 */
-  length: number
-  /** 是否使用 SharedArrayBuffer */
-  isShared: boolean
-  /** 是否有成交量数据 */
-  hasVolume: boolean
-  /** 是否有成交额数据 */
-  hasTurnover: boolean
-  /** 时间戳数组（毫秒） */
-  timestamps: Float64Array
-  /** 开盘价数组 */
-  opens: Float64Array
-  /** 最高价数组 */
-  highs: Float64Array
-  /** 最低价数组 */
-  lows: Float64Array
-  /** 收盘价数组 */
-  closes: Float64Array
-  /** 成交量数组（无值时为 0） */
-  volumes: Float64Array
-  /** 成交额数组（无值时为 0） */
-  turnovers: Float64Array
-}
-
-/** 列索引定义（用于计算 offset） */
-const enum ColumnIndex {
-  TIMESTAMP = 0,
-  OPEN = 1,
-  HIGH = 2,
-  LOW = 3,
-  CLOSE = 4,
-  VOLUME = 5,
-  TURNOVER = 6,
-  COUNT = 7,
-}
-
-/** 每列的字节数 */
-const BYTES_PER_COLUMN = 8 // Float64
-
-/**
- * SharedKLineBuffer - K线数据的 SoA 管理类
- *
- * 提供 AoS (KLineData[]) 与 SoA 布局之间的转换，
- * 支持 SharedArrayBuffer（零拷贝）和 ArrayBuffer（降级）
- */
-export class SharedKLineBuffer {
-  /**
-   * 检测 SharedArrayBuffer 是否可用
-   * 需要页面有 COOP/COEP 头支持
-   */
-  static detectSupport(): boolean {
-    try {
-      if (typeof SharedArrayBuffer === 'undefined') {
-        return false
-      }
-      // 尝试创建并检测能否成功创建视图
-      const testSab = new SharedArrayBuffer(8)
-      const testView = new Float64Array(testSab)
-      testView[0] = 1.0
-      return testView[0] === 1.0
-    } catch {
-      return false
-    }
-  }
-
-  /**
-   * 计算 SoA 布局所需的总字节数
-   */
-  static calculateByteLength(length: number): number {
-    return length * BYTES_PER_COLUMN * ColumnIndex.COUNT
-  }
-
-  /**
-   * 将 KLineData[] 转换为 SoA 布局
-   * @param data K线数据数组（AoS 格式）
-   * @param preferShared 是否优先使用 SharedArrayBuffer（默认 true）
-   * @returns SoA 布局对象
-   */
-  static fromKLineData(
-    data: KLineData[],
-    preferShared: boolean = true
-  ): KLineSoALayout {
-    const length = data.length
-    const byteLength = SharedKLineBuffer.calculateByteLength(length)
-    const useShared = preferShared && SharedKLineBuffer.detectSupport()
-
-    // 检测是否有 volume 和 turnover 数据
-    let hasVolume = false
-    let hasTurnover = false
-    for (const item of data) {
-      if (item.volume !== undefined && item.volume !== 0) {
-        hasVolume = true
-      }
-      if (item.turnover !== undefined && item.turnover !== 0) {
-        hasTurnover = true
-      }
-      if (hasVolume && hasTurnover) break
-    }
-
-    // 创建缓冲区
-    const buffer = useShared
-      ? new SharedArrayBuffer(byteLength)
-      : new ArrayBuffer(byteLength)
-
-    // 创建列视图
-    const timestamps = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.TIMESTAMP, length)
-    const opens = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.OPEN, length)
-    const highs = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.HIGH, length)
-    const lows = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.LOW, length)
-    const closes = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.CLOSE, length)
-    const volumes = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.VOLUME, length)
-    const turnovers = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.TURNOVER, length)
-
-    // 填充数据
-    for (let i = 0; i < length; i++) {
-      const item = data[i]!
-      timestamps[i] = item.timestamp
-      opens[i] = item.open
-      highs[i] = item.high
-      lows[i] = item.low
-      closes[i] = item.close
-      volumes[i] = item.volume ?? 0
-      turnovers[i] = item.turnover ?? 0
-    }
-
-    return {
-      buffer,
-      length,
-      isShared: useShared,
-      hasVolume,
-      hasTurnover,
-      timestamps,
-      opens,
-      highs,
-      lows,
-      closes,
-      volumes,
-      turnovers,
-    }
-  }
-
-  /**
-   * 更新现有 SoA 布局的数据（尽可能复用缓冲区）
-   * 如果新数据长度超过原缓冲区，会创建新缓冲区
-   *
-   * @param layout 现有 SoA 布局
-   * @param data 新的 K线数据
-   * @returns 更新后的 SoA 布局（可能是新对象）
-   */
-  static updateExisting(layout: KLineSoALayout, data: KLineData[]): KLineSoALayout {
-    const newLength = data.length
-    const oldLength = layout.length
-
-    // 如果长度变化或缓冲区类型不匹配，创建新布局
-    if (newLength !== oldLength) {
-      return SharedKLineBuffer.fromKLineData(data, layout.isShared)
-    }
-
-    // 检测是否有 volume 和 turnover 数据
-    let hasVolume = false
-    let hasTurnover = false
-    for (const item of data) {
-      if (item.volume !== undefined && item.volume !== 0) {
-        hasVolume = true
-      }
-      if (item.turnover !== undefined && item.turnover !== 0) {
-        hasTurnover = true
-      }
-      if (hasVolume && hasTurnover) break
-    }
-
-    // 复用现有视图，直接更新数据
-    const { timestamps, opens, highs, lows, closes, volumes, turnovers } = layout
-
-    for (let i = 0; i < newLength; i++) {
-      const item = data[i]!
-      timestamps[i] = item.timestamp
-      opens[i] = item.open
-      highs[i] = item.high
-      lows[i] = item.low
-      closes[i] = item.close
-      volumes[i] = item.volume ?? 0
-      turnovers[i] = item.turnover ?? 0
-    }
-
-    return {
-      ...layout,
-      hasVolume,
-      hasTurnover,
-    }
-  }
-
-  /**
-   * 将 SoA 布局转换回 KLineData[]（用于测试和兼容性）
-   * @param layout SoA 布局
-   * @returns K线数据数组
-   */
-  static toKLineData(layout: KLineSoALayout): KLineData[] {
-    const result: KLineData[] = new Array(layout.length)
-    const { timestamps, opens, highs, lows, closes, volumes, turnovers, hasVolume, hasTurnover } = layout
-
-    for (let i = 0; i < layout.length; i++) {
-      const item: KLineData = {
-        timestamp: timestamps[i]!,
-        open: opens[i]!,
-        high: highs[i]!,
-        low: lows[i]!,
-        close: closes[i]!,
-      }
-
-      if (hasVolume) {
-        const vol = volumes[i]!
-        if (vol !== 0) item.volume = vol
-      }
-      if (hasTurnover) {
-        const to = turnovers[i]!
-        if (to !== 0) item.turnover = to
-      }
-
-      result[i] = item
-    }
-
-    return result
-  }
-
-  /**
-   * 创建子视图（用于 Worker 中处理部分数据范围）
-   * @param layout 原 SoA 布局
-   * @param start 起始索引（包含）
-   * @param end 结束索引（不包含）
-   * @returns 子视图对象（共享同一缓冲区）
-   */
-  static createSubview(layout: KLineSoALayout, start: number, end: number): KLineSoALayout {
-    if (start < 0) start = 0
-    if (end > layout.length) end = layout.length
-    if (start >= end) {
-      throw new Error(`Invalid subview range: [${start}, ${end})`)
-    }
-
-    const length = end - start
-    // 每列的总字节数 = 数据长度 * 每元素字节数
-    const columnByteLength = layout.length * BYTES_PER_COLUMN
-
-    return {
-      buffer: layout.buffer,
-      length,
-      isShared: layout.isShared,
-      hasVolume: layout.hasVolume,
-      hasTurnover: layout.hasTurnover,
-      timestamps: new Float64Array(
-        layout.buffer,
-        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.TIMESTAMP,
-        length
-      ),
-      opens: new Float64Array(
-        layout.buffer,
-        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.OPEN,
-        length
-      ),
-      highs: new Float64Array(
-        layout.buffer,
-        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.HIGH,
-        length
-      ),
-      lows: new Float64Array(
-        layout.buffer,
-        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.LOW,
-        length
-      ),
-      closes: new Float64Array(
-        layout.buffer,
-        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.CLOSE,
-        length
-      ),
-      volumes: new Float64Array(
-        layout.buffer,
-        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.VOLUME,
-        length
-      ),
-      turnovers: new Float64Array(
-        layout.buffer,
-        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.TURNOVER,
-        length
-      ),
-    }
-  }
-
-  /**
-   * 获取缓冲区信息（用于调试和序列化）
-   */
-  static getBufferInfo(layout: KLineSoALayout): {
-    byteLength: number
-    isShared: boolean
-    length: number
-    columns: string[]
-  } {
-    return {
-      byteLength: layout.buffer.byteLength,
-      isShared: layout.isShared,
-      length: layout.length,
-      columns: ['timestamp', 'open', 'high', 'low', 'close', 'volume', 'turnover'],
-    }
-  }
-}
-
-/**
- * 获取 SoA 布局中 closes 列的视图（最常用列）
- * 用于指标计算中快速访问收盘价
- */
-export function getClosesView(layout: KLineSoALayout): Float64Array {
-  return layout.closes
-}
-
-/**
- * 获取 SoA 布局中 highs/lows 列的视图
- * 用于需要高低价的指标（如 BOLL、STOCH、WMSR）
- */
-export function getHighsLowsViews(layout: KLineSoALayout): { highs: Float64Array; lows: Float64Array } {
-  return { highs: layout.highs, lows: layout.lows }
-}
-
-/**
- * 获取 SoA 布局中 OHLC 四价视图
- */
-export function getOHLCViews(layout: KLineSoALayout): {
-  opens: Float64Array
-  highs: Float64Array
-  lows: Float64Array
-  closes: Float64Array
-} {
-  return {
-    opens: layout.opens,
-    highs: layout.highs,
-    lows: layout.lows,
-    closes: layout.closes,
-  }
-}
+import type { KLineData } from '../../types/price'
+
+/**
+ * KLineData 的 SoA (Structure of Arrays) 布局
+ * 用于零拷贝传输到 Web Worker
+ *
+ * 内存布局：
+ * | timestamps | opens | highs | lows | closes | volumes | turnovers |
+ * |   8*N      |  8*N  |  8*N  |  8*N |   8*N  |   8*N   |    8*N    |
+ *
+ * 其中 N 为数据长度，每列 8 字节（Float64）
+ */
+export interface KLineSoALayout {
+  /** 底层缓冲区（SharedArrayBuffer 或 ArrayBuffer） */
+  buffer: SharedArrayBuffer | ArrayBuffer
+  /** 数据长度 */
+  length: number
+  /** 是否使用 SharedArrayBuffer */
+  isShared: boolean
+  /** 是否有成交量数据 */
+  hasVolume: boolean
+  /** 是否有成交额数据 */
+  hasTurnover: boolean
+  /** 时间戳数组（毫秒） */
+  timestamps: Float64Array
+  /** 开盘价数组 */
+  opens: Float64Array
+  /** 最高价数组 */
+  highs: Float64Array
+  /** 最低价数组 */
+  lows: Float64Array
+  /** 收盘价数组 */
+  closes: Float64Array
+  /** 成交量数组（无值时为 0） */
+  volumes: Float64Array
+  /** 成交额数组（无值时为 0） */
+  turnovers: Float64Array
+}
+
+/** 列索引定义（用于计算 offset） */
+const enum ColumnIndex {
+  TIMESTAMP = 0,
+  OPEN = 1,
+  HIGH = 2,
+  LOW = 3,
+  CLOSE = 4,
+  VOLUME = 5,
+  TURNOVER = 6,
+  COUNT = 7,
+}
+
+/** 每列的字节数 */
+const BYTES_PER_COLUMN = 8 // Float64
+
+/**
+ * SharedKLineBuffer - K线数据的 SoA 管理类
+ *
+ * 提供 AoS (KLineData[]) 与 SoA 布局之间的转换，
+ * 支持 SharedArrayBuffer（零拷贝）和 ArrayBuffer（降级）
+ */
+export class SharedKLineBuffer {
+  /**
+   * 检测 SharedArrayBuffer 是否可用
+   * 需要页面有 COOP/COEP 头支持
+   */
+  static detectSupport(): boolean {
+    try {
+      if (typeof SharedArrayBuffer === 'undefined') {
+        return false
+      }
+      // 尝试创建并检测能否成功创建视图
+      const testSab = new SharedArrayBuffer(8)
+      const testView = new Float64Array(testSab)
+      testView[0] = 1.0
+      return testView[0] === 1.0
+    } catch {
+      return false
+    }
+  }
+
+  /**
+   * 计算 SoA 布局所需的总字节数
+   */
+  static calculateByteLength(length: number): number {
+    return length * BYTES_PER_COLUMN * ColumnIndex.COUNT
+  }
+
+  /**
+   * 将 KLineData[] 转换为 SoA 布局
+   * @param data K线数据数组（AoS 格式）
+   * @param preferShared 是否优先使用 SharedArrayBuffer（默认 true）
+   * @returns SoA 布局对象
+   */
+  static fromKLineData(
+    data: KLineData[],
+    preferShared: boolean = true
+  ): KLineSoALayout {
+    const length = data.length
+    const byteLength = SharedKLineBuffer.calculateByteLength(length)
+    const useShared = preferShared && SharedKLineBuffer.detectSupport()
+
+    // 检测是否有 volume 和 turnover 数据
+    let hasVolume = false
+    let hasTurnover = false
+    for (const item of data) {
+      if (item.volume !== undefined && item.volume !== 0) {
+        hasVolume = true
+      }
+      if (item.turnover !== undefined && item.turnover !== 0) {
+        hasTurnover = true
+      }
+      if (hasVolume && hasTurnover) break
+    }
+
+    // 创建缓冲区
+    const buffer = useShared
+      ? new SharedArrayBuffer(byteLength)
+      : new ArrayBuffer(byteLength)
+
+    // 创建列视图
+    const timestamps = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.TIMESTAMP, length)
+    const opens = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.OPEN, length)
+    const highs = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.HIGH, length)
+    const lows = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.LOW, length)
+    const closes = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.CLOSE, length)
+    const volumes = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.VOLUME, length)
+    const turnovers = new Float64Array(buffer, length * BYTES_PER_COLUMN * ColumnIndex.TURNOVER, length)
+
+    // 填充数据
+    for (let i = 0; i < length; i++) {
+      const item = data[i]!
+      timestamps[i] = item.timestamp
+      opens[i] = item.open
+      highs[i] = item.high
+      lows[i] = item.low
+      closes[i] = item.close
+      volumes[i] = item.volume ?? 0
+      turnovers[i] = item.turnover ?? 0
+    }
+
+    return {
+      buffer,
+      length,
+      isShared: useShared,
+      hasVolume,
+      hasTurnover,
+      timestamps,
+      opens,
+      highs,
+      lows,
+      closes,
+      volumes,
+      turnovers,
+    }
+  }
+
+  /**
+   * 更新现有 SoA 布局的数据（尽可能复用缓冲区）
+   * 如果新数据长度超过原缓冲区，会创建新缓冲区
+   *
+   * @param layout 现有 SoA 布局
+   * @param data 新的 K线数据
+   * @returns 更新后的 SoA 布局（可能是新对象）
+   */
+  static updateExisting(layout: KLineSoALayout, data: KLineData[]): KLineSoALayout {
+    const newLength = data.length
+    const oldLength = layout.length
+
+    // 如果长度变化或缓冲区类型不匹配，创建新布局
+    if (newLength !== oldLength) {
+      return SharedKLineBuffer.fromKLineData(data, layout.isShared)
+    }
+
+    // 检测是否有 volume 和 turnover 数据
+    let hasVolume = false
+    let hasTurnover = false
+    for (const item of data) {
+      if (item.volume !== undefined && item.volume !== 0) {
+        hasVolume = true
+      }
+      if (item.turnover !== undefined && item.turnover !== 0) {
+        hasTurnover = true
+      }
+      if (hasVolume && hasTurnover) break
+    }
+
+    // 复用现有视图，直接更新数据
+    const { timestamps, opens, highs, lows, closes, volumes, turnovers } = layout
+
+    for (let i = 0; i < newLength; i++) {
+      const item = data[i]!
+      timestamps[i] = item.timestamp
+      opens[i] = item.open
+      highs[i] = item.high
+      lows[i] = item.low
+      closes[i] = item.close
+      volumes[i] = item.volume ?? 0
+      turnovers[i] = item.turnover ?? 0
+    }
+
+    return {
+      ...layout,
+      hasVolume,
+      hasTurnover,
+    }
+  }
+
+  /**
+   * 将 SoA 布局转换回 KLineData[]（用于测试和兼容性）
+   * @param layout SoA 布局
+   * @returns K线数据数组
+   */
+  static toKLineData(layout: KLineSoALayout): KLineData[] {
+    const result: KLineData[] = new Array(layout.length)
+    const { timestamps, opens, highs, lows, closes, volumes, turnovers, hasVolume, hasTurnover } = layout
+
+    for (let i = 0; i < layout.length; i++) {
+      const item: KLineData = {
+        timestamp: timestamps[i]!,
+        open: opens[i]!,
+        high: highs[i]!,
+        low: lows[i]!,
+        close: closes[i]!,
+      }
+
+      if (hasVolume) {
+        const vol = volumes[i]!
+        if (vol !== 0) item.volume = vol
+      }
+      if (hasTurnover) {
+        const to = turnovers[i]!
+        if (to !== 0) item.turnover = to
+      }
+
+      result[i] = item
+    }
+
+    return result
+  }
+
+  /**
+   * 创建子视图（用于 Worker 中处理部分数据范围）
+   * @param layout 原 SoA 布局
+   * @param start 起始索引（包含）
+   * @param end 结束索引（不包含）
+   * @returns 子视图对象（共享同一缓冲区）
+   */
+  static createSubview(layout: KLineSoALayout, start: number, end: number): KLineSoALayout {
+    if (start < 0) start = 0
+    if (end > layout.length) end = layout.length
+    if (start >= end) {
+      throw new Error(`Invalid subview range: [${start}, ${end})`)
+    }
+
+    const length = end - start
+    // 每列的总字节数 = 数据长度 * 每元素字节数
+    const columnByteLength = layout.length * BYTES_PER_COLUMN
+
+    return {
+      buffer: layout.buffer,
+      length,
+      isShared: layout.isShared,
+      hasVolume: layout.hasVolume,
+      hasTurnover: layout.hasTurnover,
+      timestamps: new Float64Array(
+        layout.buffer,
+        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.TIMESTAMP,
+        length
+      ),
+      opens: new Float64Array(
+        layout.buffer,
+        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.OPEN,
+        length
+      ),
+      highs: new Float64Array(
+        layout.buffer,
+        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.HIGH,
+        length
+      ),
+      lows: new Float64Array(
+        layout.buffer,
+        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.LOW,
+        length
+      ),
+      closes: new Float64Array(
+        layout.buffer,
+        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.CLOSE,
+        length
+      ),
+      volumes: new Float64Array(
+        layout.buffer,
+        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.VOLUME,
+        length
+      ),
+      turnovers: new Float64Array(
+        layout.buffer,
+        start * BYTES_PER_COLUMN + columnByteLength * ColumnIndex.TURNOVER,
+        length
+      ),
+    }
+  }
+
+  /**
+   * 获取缓冲区信息（用于调试和序列化）
+   */
+  static getBufferInfo(layout: KLineSoALayout): {
+    byteLength: number
+    isShared: boolean
+    length: number
+    columns: string[]
+  } {
+    return {
+      byteLength: layout.buffer.byteLength,
+      isShared: layout.isShared,
+      length: layout.length,
+      columns: ['timestamp', 'open', 'high', 'low', 'close', 'volume', 'turnover'],
+    }
+  }
+}
+
+/**
+ * 获取 SoA 布局中 closes 列的视图（最常用列）
+ * 用于指标计算中快速访问收盘价
+ */
+export function getClosesView(layout: KLineSoALayout): Float64Array {
+  return layout.closes
+}
+
+/**
+ * 获取 SoA 布局中 highs/lows 列的视图
+ * 用于需要高低价的指标（如 BOLL、STOCH、WMSR）
+ */
+export function getHighsLowsViews(layout: KLineSoALayout): { highs: Float64Array; lows: Float64Array } {
+  return { highs: layout.highs, lows: layout.lows }
+}
+
+/**
+ * 获取 SoA 布局中 OHLC 四价视图
+ */
+export function getOHLCViews(layout: KLineSoALayout): {
+  opens: Float64Array
+  highs: Float64Array
+  lows: Float64Array
+  closes: Float64Array
+} {
+  return {
+    opens: layout.opens,
+    highs: layout.highs,
+    lows: layout.lows,
+    closes: layout.closes,
+  }
+}