@363045841yyt/klinechart-core 0.7.3 → 0.7.5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +201 -201
- package/README.zh-CN.md +201 -201
- package/dist/controllers/index.d.ts +1 -0
- package/dist/controllers/index.d.ts.map +1 -1
- package/dist/controllers/index.js +1 -0
- package/dist/controllers/index.js.map +1 -1
- package/dist/engine/chart.d.ts +11 -19
- package/dist/engine/chart.d.ts.map +1 -1
- package/dist/engine/chart.js +92 -109
- package/dist/engine/chart.js.map +1 -1
- package/dist/engine/renderers/Indicator/indicatorData.d.ts +1 -0
- package/dist/engine/renderers/Indicator/indicatorData.d.ts.map +1 -1
- package/dist/engine/renderers/Indicator/indicatorData.js +1 -1
- package/dist/engine/renderers/Indicator/indicatorData.js.map +1 -1
- package/dist/engine/renderers/webgl/candleSurface.js +47 -47
- package/dist/engine/subPaneManager.d.ts +4 -0
- package/dist/engine/subPaneManager.d.ts.map +1 -1
- package/dist/engine/subPaneManager.js +13 -0
- package/dist/engine/subPaneManager.js.map +1 -1
- package/dist/version.d.ts +1 -1
- package/dist/version.d.ts.map +1 -1
- package/dist/version.js +1 -2
- package/dist/version.js.map +1 -1
- package/package.json +129 -122
- package/src/__tests__/signal.test.ts +124 -124
- package/src/config/chartSettings.ts +66 -66
- package/src/controllers/__tests__/drawing.test.ts +214 -214
- package/src/controllers/__tests__/indicatorSelector.test.ts +481 -481
- package/src/controllers/__tests__/toolbar.test.ts +225 -225
- package/src/controllers/createChartController.ts +665 -665
- package/src/controllers/createDrawingController.ts +96 -96
- package/src/controllers/createIndicatorSelectorController.ts +307 -307
- package/src/controllers/createToolbarController.ts +146 -146
- package/src/controllers/index.ts +20 -19
- package/src/controllers/types.ts +284 -284
- package/src/engine/__tests__/chart.dpr.test.ts +401 -401
- package/src/engine/__tests__/paneRenderer.resize.test.ts +92 -92
- package/src/engine/chart-store.ts +121 -121
- package/src/engine/chart.d.ts +617 -617
- package/src/engine/chart.ts +2803 -2815
- package/src/engine/controller/__tests__/interaction.dpr.test.ts +259 -259
- package/src/engine/controller/interaction.ts +722 -722
- package/src/engine/controller/markerInteraction.ts +130 -130
- package/src/engine/controller/pinchTracker.ts +82 -82
- package/src/engine/controller/tooltipPosition.ts +48 -48
- package/src/engine/draw/__tests__/pixelAlign.spec.ts +176 -176
- package/src/engine/draw/pixelAlign.ts +259 -259
- package/src/engine/drawing/index.ts +655 -655
- package/src/engine/drawing/interaction.ts +842 -842
- package/src/engine/drawing/plugin.ts +343 -343
- package/src/engine/indicators/__tests__/__fixtures__/golden/atr.json +38 -38
- package/src/engine/indicators/__tests__/__fixtures__/golden/dema.json +14 -14
- package/src/engine/indicators/__tests__/__fixtures__/golden/hma.json +14 -14
- package/src/engine/indicators/__tests__/__fixtures__/golden/index.ts +55 -55
- package/src/engine/indicators/__tests__/__fixtures__/golden/kama.json +14 -14
- package/src/engine/indicators/__tests__/__fixtures__/golden/tema.json +14 -14
- package/src/engine/indicators/__tests__/__fixtures__/golden/wma.json +40 -40
- package/src/engine/indicators/__tests__/__fixtures__/synthetic.ts +65 -65
- package/src/engine/indicators/__tests__/_propertyAssertions.ts +76 -76
- package/src/engine/indicators/__tests__/atr.test.ts +153 -153
- package/src/engine/indicators/__tests__/calculators.test.ts +614 -614
- package/src/engine/indicators/__tests__/cmf-mfi.test.ts +100 -100
- package/src/engine/indicators/__tests__/dema.test.ts +73 -73
- package/src/engine/indicators/__tests__/donchian.test.ts +70 -70
- package/src/engine/indicators/__tests__/hma.test.ts +73 -73
- package/src/engine/indicators/__tests__/ichimoku.test.ts +105 -105
- package/src/engine/indicators/__tests__/kama.test.ts +80 -80
- package/src/engine/indicators/__tests__/keltner.test.ts +65 -65
- package/src/engine/indicators/__tests__/pivot-fib.test.ts +110 -110
- package/src/engine/indicators/__tests__/roc.test.ts +68 -68
- package/src/engine/indicators/__tests__/sar.test.ts +86 -86
- package/src/engine/indicators/__tests__/scheduler.test.ts +831 -831
- package/src/engine/indicators/__tests__/soa.test.ts +533 -533
- package/src/engine/indicators/__tests__/structure.test.ts +110 -110
- package/src/engine/indicators/__tests__/supertrend.test.ts +65 -65
- package/src/engine/indicators/__tests__/tema.test.ts +68 -68
- package/src/engine/indicators/__tests__/trix.test.ts +70 -70
- package/src/engine/indicators/__tests__/volatility.test.ts +117 -117
- package/src/engine/indicators/__tests__/volume.test.ts +115 -115
- package/src/engine/indicators/__tests__/volumeProfile.test.ts +74 -74
- package/src/engine/indicators/__tests__/vwap.test.ts +69 -69
- package/src/engine/indicators/__tests__/wma.test.ts +112 -112
- package/src/engine/indicators/__tests__/zones.test.ts +95 -95
- package/src/engine/indicators/atrState.ts +27 -27
- package/src/engine/indicators/bollState.ts +51 -51
- package/src/engine/indicators/calculators.ts +2593 -2593
- package/src/engine/indicators/cciState.ts +25 -25
- package/src/engine/indicators/chaikinVolState.ts +32 -32
- package/src/engine/indicators/cmfState.ts +27 -27
- package/src/engine/indicators/demaState.ts +27 -27
- package/src/engine/indicators/donchianState.ts +43 -43
- package/src/engine/indicators/eneState.ts +43 -43
- package/src/engine/indicators/expmaState.ts +43 -43
- package/src/engine/indicators/fastkState.ts +25 -25
- package/src/engine/indicators/fibState.ts +41 -41
- package/src/engine/indicators/hmaState.ts +27 -27
- package/src/engine/indicators/hvState.ts +28 -28
- package/src/engine/indicators/ichimokuState.ts +70 -70
- package/src/engine/indicators/indicator.worker.ts +169 -169
- package/src/engine/indicators/indicatorDefinitionRegistry.ts +62 -62
- package/src/engine/indicators/indicatorMetadata.ts +110 -110
- package/src/engine/indicators/indicatorRegistry.ts +106 -106
- package/src/engine/indicators/indicatorRuntime.ts +1548 -1548
- package/src/engine/indicators/kamaState.ts +34 -34
- package/src/engine/indicators/keltnerState.ts +49 -49
- package/src/engine/indicators/kstState.ts +42 -42
- package/src/engine/indicators/maState.ts +36 -36
- package/src/engine/indicators/macdState.ts +76 -76
- package/src/engine/indicators/mfiState.ts +27 -27
- package/src/engine/indicators/momState.ts +25 -25
- package/src/engine/indicators/obvState.ts +25 -25
- package/src/engine/indicators/parkinsonState.ts +28 -28
- package/src/engine/indicators/pivotState.ts +51 -51
- package/src/engine/indicators/pvtState.ts +25 -25
- package/src/engine/indicators/rocState.ts +27 -27
- package/src/engine/indicators/rsiState.ts +65 -65
- package/src/engine/indicators/sarState.ts +41 -41
- package/src/engine/indicators/scheduler.ts +1205 -1205
- package/src/engine/indicators/soa.ts +352 -352
- package/src/engine/indicators/stateComposer.ts +1262 -1262
- package/src/engine/indicators/stochState.ts +26 -26
- package/src/engine/indicators/structureState.ts +69 -69
- package/src/engine/indicators/supertrendState.ts +37 -37
- package/src/engine/indicators/temaState.ts +27 -27
- package/src/engine/indicators/trixState.ts +35 -35
- package/src/engine/indicators/vmaState.ts +27 -27
- package/src/engine/indicators/volumeProfileState.ts +63 -63
- package/src/engine/indicators/vwapState.ts +29 -29
- package/src/engine/indicators/wmaState.ts +27 -27
- package/src/engine/indicators/wmsrState.ts +25 -25
- package/src/engine/indicators/workerProtocol.ts +613 -613
- package/src/engine/indicators/zonesState.ts +47 -47
- package/src/engine/layout/pane.ts +161 -161
- package/src/engine/marker/registry.ts +265 -265
- package/src/engine/paneRenderer.ts +169 -169
- package/src/engine/renderers/Indicator/atr.ts +237 -237
- package/src/engine/renderers/Indicator/boll.ts +317 -317
- package/src/engine/renderers/Indicator/cci.ts +275 -275
- package/src/engine/renderers/Indicator/chaikinVol.ts +138 -138
- package/src/engine/renderers/Indicator/cmf.ts +137 -137
- package/src/engine/renderers/Indicator/dema.ts +136 -136
- package/src/engine/renderers/Indicator/donchian.ts +137 -137
- package/src/engine/renderers/Indicator/ene.ts +271 -271
- package/src/engine/renderers/Indicator/expma.ts +197 -197
- package/src/engine/renderers/Indicator/fastk.ts +316 -316
- package/src/engine/renderers/Indicator/fib.ts +141 -141
- package/src/engine/renderers/Indicator/hma.ts +136 -136
- package/src/engine/renderers/Indicator/hv.ts +124 -124
- package/src/engine/renderers/Indicator/ichimoku.ts +181 -181
- package/src/engine/renderers/Indicator/index.ts +241 -241
- package/src/engine/renderers/Indicator/indicatorData.ts +650 -650
- package/src/engine/renderers/Indicator/kama.ts +136 -136
- package/src/engine/renderers/Indicator/keltner.ts +137 -137
- package/src/engine/renderers/Indicator/kst.ts +302 -302
- package/src/engine/renderers/Indicator/ma.ts +200 -200
- package/src/engine/renderers/Indicator/macd.ts +477 -477
- package/src/engine/renderers/Indicator/macdLegend.ts +141 -141
- package/src/engine/renderers/Indicator/mainIndicatorLegend.ts +272 -272
- package/src/engine/renderers/Indicator/mfi.ts +142 -142
- package/src/engine/renderers/Indicator/mom.ts +311 -311
- package/src/engine/renderers/Indicator/obv.ts +123 -123
- package/src/engine/renderers/Indicator/parkinson.ts +124 -124
- package/src/engine/renderers/Indicator/pivot.ts +131 -131
- package/src/engine/renderers/Indicator/pvt.ts +123 -123
- package/src/engine/renderers/Indicator/roc.ts +143 -143
- package/src/engine/renderers/Indicator/rsi.ts +390 -390
- package/src/engine/renderers/Indicator/sar.ts +113 -113
- package/src/engine/renderers/Indicator/scale/atr_scale.ts +19 -19
- package/src/engine/renderers/Indicator/scale/cci_scale.ts +19 -19
- package/src/engine/renderers/Indicator/scale/fastk_scale.ts +19 -19
- package/src/engine/renderers/Indicator/scale/indicator_scale.ts +204 -204
- package/src/engine/renderers/Indicator/scale/kst_scale.ts +19 -19
- package/src/engine/renderers/Indicator/scale/macd_scale.ts +22 -22
- package/src/engine/renderers/Indicator/scale/mom_scale.ts +19 -19
- package/src/engine/renderers/Indicator/scale/rsi_scale.ts +19 -19
- package/src/engine/renderers/Indicator/scale/stoch_scale.ts +19 -19
- package/src/engine/renderers/Indicator/scale/volume_scale.ts +26 -26
- package/src/engine/renderers/Indicator/scale/wmsr_scale.ts +19 -19
- package/src/engine/renderers/Indicator/stoch.ts +359 -359
- package/src/engine/renderers/Indicator/structure.ts +126 -126
- package/src/engine/renderers/Indicator/subPaneConfig.ts +265 -265
- package/src/engine/renderers/Indicator/supertrend.ts +115 -115
- package/src/engine/renderers/Indicator/tema.ts +136 -136
- package/src/engine/renderers/Indicator/trix.ts +158 -158
- package/src/engine/renderers/Indicator/vma.ts +124 -124
- package/src/engine/renderers/Indicator/volumeProfile.ts +125 -125
- package/src/engine/renderers/Indicator/vwap.ts +123 -123
- package/src/engine/renderers/Indicator/wma.ts +136 -136
- package/src/engine/renderers/Indicator/wmsr.ts +328 -328
- package/src/engine/renderers/Indicator/zones.ts +104 -104
- package/src/engine/renderers/__tests__/boll.renderer.test.ts +314 -314
- package/src/engine/renderers/__tests__/ene.renderer.test.ts +305 -305
- package/src/engine/renderers/__tests__/expma.renderer.test.ts +279 -279
- package/src/engine/renderers/__tests__/ma.renderer.test.ts +426 -426
- package/src/engine/renderers/__tests__/mainIndicatorLegend.renderer.test.ts +502 -502
- package/src/engine/renderers/__tests__/yAxis.renderer.test.ts +173 -173
- package/src/engine/renderers/candle.ts +459 -459
- package/src/engine/renderers/crosshair.ts +69 -69
- package/src/engine/renderers/customMarkers.ts +162 -162
- package/src/engine/renderers/extremaMarkers.ts +246 -246
- package/src/engine/renderers/gridLines.ts +90 -90
- package/src/engine/renderers/lastPrice.ts +97 -97
- package/src/engine/renderers/paneTitle.ts +136 -136
- package/src/engine/renderers/subVolume.ts +236 -236
- package/src/engine/renderers/timeAxis.ts +121 -121
- package/src/engine/renderers/webgl/candleSurface.ts +955 -955
- package/src/engine/renderers/webgl/sharedWebGLSurface.ts +146 -146
- package/src/engine/renderers/yAxis.ts +105 -105
- package/src/engine/scale/__tests__/logFormula.spec.ts +148 -148
- package/src/engine/scale/logFormula.ts +130 -130
- package/src/engine/scale/price.ts +39 -39
- package/src/engine/scale/priceScale.ts +264 -264
- package/src/engine/subPaneManager.ts +442 -427
- package/src/engine/theme/colors.ts +642 -642
- package/src/engine/theme/fonts.ts +20 -20
- package/src/engine/utils/klineConfig.ts +49 -49
- package/src/engine/utils/tickCount.ts +11 -11
- package/src/engine/utils/tickPosition.ts +214 -214
- package/src/engine/utils/zoom.ts +83 -83
- package/src/engine/viewport/viewport.ts +67 -67
- package/src/index.ts +3 -3
- package/src/plugin/ConfigManager.ts +93 -93
- package/src/plugin/EventBus.ts +77 -77
- package/src/plugin/HookSystem.ts +106 -106
- package/src/plugin/PluginHost.ts +243 -243
- package/src/plugin/PluginRegistry.ts +92 -92
- package/src/plugin/StateStore.ts +73 -73
- package/src/plugin/index.ts +19 -19
- package/src/plugin/rendererPluginManager.ts +368 -368
- package/src/plugin/stateKeys.ts +8 -8
- package/src/plugin/types.ts +526 -526
- package/src/reactivity/index.ts +2 -2
- package/src/reactivity/signal.ts +119 -119
- package/src/semantic/controller.ts +251 -251
- package/src/semantic/drawShape.ts +260 -260
- package/src/semantic/index.ts +28 -28
- package/src/semantic/schema.json +256 -256
- package/src/semantic/types.ts +251 -251
- package/src/semantic/validator.ts +349 -349
- package/src/types/kLine.ts +13 -13
- package/src/types/price.ts +56 -56
- package/src/types/volumePrice.ts +33 -33
- package/src/utils/dateFormat.ts +208 -208
- package/src/utils/kLineDraw/axis.ts +562 -562
- package/src/utils/priceToY.ts +34 -34
- package/src/utils/volumePrice.ts +202 -202
- 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
|
+
})
|