npm - @yuants/app-virtual-exchange - Versions diffs - 0.18.5 → 0.18.7 - Mend

@yuants/app-virtual-exchange 0.18.5 → 0.18.7

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Files changed (92) hide show

package/dist/app-virtual-exchange.d.ts ADDED Viewed

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1	+ export { }

package/dist/credential.js.map CHANGED Viewed

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1	- 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{ createCache } from '@yuants/cache';\nimport { getCredentialId } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { ISecret, listSecrets, readSecret, writeSecret } from '@yuants/secret';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\nimport { defer, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\n\ninterface IExchangeCredential {\n type: string;\n payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credentialReader = process.env.NODE_UNIT_PUBLIC_KEY \|\| terminal.keyPair.public_key;\n\n/*\n 根据 secret sign 解析出对应的 exchange credential\n * 此处可以做缓存，因为同一个 secret sign 对应的 credential 信息永远不会变化，可以节约解密和后续 SQL 查询的开销\n * 得到 credential 后，此 credential 不一定是有效的，因为可能凭证信息已经过期或被撤销\n /\nconst secretSignToCredentialIdCache = createCache(async (sign: string) => {\n const sql = `SELECT FROM secret WHERE sign = ${escapeSQL(sign)} LIMIT 1;`;\n const res = await requestSQL<ISecret[]>(terminal, sql);\n if (res.length === 0) throw newError('SECRET_NOT_FOUND', { sign });\n const secret = res[0];\n const decrypted = await readSecret(terminal, secret);\n const credential = JSON.parse(new TextDecoder().decode(decrypted)) as IExchangeCredential;\n return credential;\n});\n\n/*\n 根据 credential 信息解析出对应的 credential ID\n * 此处可以做缓存，因为同一个 credential 永远对应同一个 credential ID，可以节约后续 SQL 查询的开销\n * 但是需要注意的是，credential ID 可能会因为凭证被撤销而失效，但是可以在下游调用其他服务时感知到，因此可以永久缓存\n /\nconst credentialIdCache = createCache(async (credentialKey: string) => {\n const credential = JSON.parse(credentialKey) as IExchangeCredential;\n const res = await getCredentialId(terminal, credential);\n return res.data;\n});\n\nconst listAllCredentials = async () => {\n const secrets = await listSecrets(terminal, {\n reader: credentialReader,\n tags: { type: 'exchange_credential' },\n });\n\n const results = await Promise.allSettled(secrets.map((secret) => getCredentialBySecretId(secret.sign)));\n return results.map(\n (\n result,\n index,\n ): {\n sign: string;\n credential: IExchangeCredential \| null;\n credentialId: string \| null;\n error: any;\n } => {\n if (result.status === 'fulfilled') {\n return {\n sign: secrets[index].sign,\n credential: result.value.credential,\n credentialId: result.value.credentialId,\n error: null,\n };\n } else {\n return {\n sign: secrets[index].sign,\n credential: null,\n credentialId: null,\n error: `${result.reason}`,\n };\n }\n },\n );\n};\n\nterminal.server.provideService<IExchangeCredential, ISecret>(\n 'VEX/RegisterExchangeCredential',\n {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string' },\n payload: { type: 'object' },\n },\n },\n async (msg) => {\n const credential = msg.req;\n const secretData = new TextEncoder().encode(JSON.stringify(credential));\n const secret = await writeSecret(terminal, credentialReader, { type: 'exchange_credential' }, secretData);\n return { res: { code: 0, message: 'OK', data: secret } };\n },\n);\n\n// For Debugging Purpose\nterminal.server.provideService('VEX/ListExchangeCredential', {}, async () => {\n return { res: { code: 0, message: 'OK', data: await listAllCredentials() } };\n});\n\nterminal.server.provideService<void, string[]>('VEX/ListCredentials', {}, async () => {\n const credentials = await firstValueFrom(validCredentials$);\n return { res: { code: 0, message: 'OK', data: [...credentials.keys()] } };\n});\n\nexport const validCredentials$ = defer(() => listAllCredentials()).pipe(\n map((x) => {\n const map = new Map<string, IExchangeCredential>();\n if (!x) return map;\n for (const xx of x) {\n if (xx.credentialId && xx.credential) {\n map.set(xx.credentialId, xx.credential);\n }\n }\n return map;\n }),\n repeat({ delay: 10000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nexport const validCredentialTypes$ = validCredentials$.pipe(\n map((credentials) => {\n const types = new Set<string>();\n credentials.forEach((credential) => {\n types.add(credential.type);\n });\n return Array.from(types);\n }),\n);\n\n/\n 根据 secret sign 解析出对应的 credential 以及 credential ID\n * @param sign - secret sign\n * @returns 解析得到的 credential 以及对应的 credential ID\n * @throws 如果无法解析出对应的 credential 或 credential ID，则抛出异常\n \n 不依赖 List Credential 服务，可以及时感知凭证的新增和变更\n */\nexport const getCredentialBySecretId = async (sign: string) => {\n const credential = await secretSignToCredentialIdCache.query(sign);\n if (!credential) throw newError('CREDENTIAL_NOT_RESOLVED', { sign });\n const credentialId = await credentialIdCache.query(JSON.stringify(credential));\n if (!credentialId) throw newError('CREDENTIAL_ID_NOT_RESOLVED', { sign });\n return { sign, credential, credentialId };\n};\n"]}
1	+ 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{ createCache } from '@yuants/cache';\nimport { getCredentialId } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { ISecret, listSecrets, readSecret, writeSecret } from '@yuants/secret';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\nimport { defer, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\n\ninterface IExchangeCredential {\n type: string;\n payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credentialReader = process.env.NODE_UNIT_PUBLIC_KEY \|\| terminal.keyPair.public_key;\n\n/*\n 根据 secret sign 解析出对应的 exchange credential\n * 此处可以做缓存，因为同一个 secret sign 对应的 credential 信息永远不会变化，可以节约解密和后续 SQL 查询的开销\n * 得到 credential 后，此 credential 不一定是有效的，因为可能凭证信息已经过期或被撤销\n /\nconst secretSignToCredentialIdCache = createCache(async (sign: string) => {\n const sql = `SELECT FROM secret WHERE sign = ${escapeSQL(sign)} LIMIT 1;`;\n const res = await requestSQL<ISecret[]>(terminal, sql);\n if (res.length === 0) throw newError('SECRET_NOT_FOUND', { sign });\n const secret = res[0];\n const decrypted = await readSecret(terminal, secret);\n const credential = JSON.parse(new TextDecoder().decode(decrypted)) as IExchangeCredential;\n return credential;\n});\n\n/*\n 根据 credential 信息解析出对应的 credential ID\n * 此处可以做缓存，因为同一个 credential 永远对应同一个 credential ID，可以节约后续 SQL 查询的开销\n * 但是需要注意的是，credential ID 可能会因为凭证被撤销而失效，但是可以在下游调用其他服务时感知到，因此可以永久缓存\n /\nconst credentialIdCache = createCache(async (credentialKey: string) => {\n const credential = JSON.parse(credentialKey) as IExchangeCredential;\n const res = await getCredentialId(terminal, credential);\n return res.data;\n});\n\nconst listAllCredentials = async () => {\n const secrets = await listSecrets(terminal, {\n reader: credentialReader,\n tags: { type: 'exchange_credential' },\n });\n\n const results = await Promise.allSettled(secrets.map((secret) => getCredentialBySecretId(secret.sign)));\n return results.map(\n (\n result,\n index,\n ): {\n sign: string;\n credential: IExchangeCredential \| null;\n credentialId: string \| null;\n error: any;\n } => {\n if (result.status === 'fulfilled') {\n return {\n sign: secrets[index].sign,\n credential: result.value.credential,\n credentialId: result.value.credentialId,\n error: null,\n };\n } else {\n return {\n sign: secrets[index].sign,\n credential: null,\n credentialId: null,\n error: `${result.reason}`,\n };\n }\n },\n );\n};\n\nterminal.server.provideService<IExchangeCredential, ISecret>(\n 'VEX/RegisterExchangeCredential',\n {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string' },\n payload: { type: 'object' },\n },\n },\n async (msg) => {\n const credential = msg.req;\n const secretData = new TextEncoder().encode(JSON.stringify(credential));\n const secret = await writeSecret(terminal, credentialReader, { type: 'exchange_credential' }, secretData);\n return { res: { code: 0, message: 'OK', data: secret } };\n },\n);\n\n// For Debugging Purpose\nterminal.server.provideService('VEX/ListExchangeCredential', {}, async () => {\n return { res: { code: 0, message: 'OK', data: await listAllCredentials() } };\n});\n\nterminal.server.provideService<void, string[]>('VEX/ListCredentials', {}, async () => {\n const credentials = await firstValueFrom(validCredentials$);\n return { res: { code: 0, message: 'OK', data: [...credentials.keys()] } };\n});\n\nexport const validCredentials$ = defer(() => listAllCredentials()).pipe(\n map((x) => {\n const map = new Map<string, IExchangeCredential>();\n if (!x) return map;\n for (const xx of x) {\n if (xx.credentialId && xx.credential) {\n map.set(xx.credentialId, xx.credential);\n }\n }\n return map;\n }),\n repeat({ delay: 10000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nexport const validCredentialTypes$ = validCredentials$.pipe(\n map((credentials) => {\n const types = new Set<string>();\n credentials.forEach((credential) => {\n types.add(credential.type);\n });\n return Array.from(types);\n }),\n);\n\n/\n 根据 secret sign 解析出对应的 credential 以及 credential ID\n * @param sign - secret sign\n * @returns 解析得到的 credential 以及对应的 credential ID\n * @throws 如果无法解析出对应的 credential 或 credential ID，则抛出异常\n \n 不依赖 List Credential 服务，可以及时感知凭证的新增和变更\n */\nexport const getCredentialBySecretId = async (sign: string) => {\n const credential = await secretSignToCredentialIdCache.query(sign);\n if (!credential) throw newError('CREDENTIAL_NOT_RESOLVED', { sign });\n const credentialId = await credentialIdCache.query(JSON.stringify(credential));\n if (!credentialId) throw newError('CREDENTIAL_ID_NOT_RESOLVED', { sign });\n return { sign, credential, credentialId };\n};\n"]}

package/dist/legacy-services.js.map CHANGED Viewed

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{ provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { cancelOrder, getOrders, getPositions, modifyOrder, submitOrder } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { listWatch, newError } from '@yuants/utils';\nimport { map, Observable } from 'rxjs';\nimport { validCredentials$ } from './credential';\nimport { polyfillOrders, polyfillPosition } from './position';\n\nconst terminal = Terminal.fromNodeEnv();\n\nvalidCredentials$\n .pipe(\n map((x) => Array.from(x.entries())),\n listWatch(\n ([id]) => id,\n ([credential_id, credential]) =>\n new Observable((sub) => {\n console.info(`Setting up VEX services for credential: ${credential_id}`);\n // Setup AccountInfo Service\n {\n const service = provideAccountInfoService(\n terminal,\n credential_id,\n async () => {\n const res = await getPositions(terminal, credential);\n if (!res.data) throw newError('FETCH_POSITIONS_FAILED', { credential_id, res });\n const polyfilledPositions = await polyfillPosition(res.data);\n polyfilledPositions.forEach((pos) => {\n pos.account_id = credential_id;\n });\n return polyfilledPositions;\n },\n {\n auto_refresh_interval: 1000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup Pending Orders Service\n {\n const service = providePendingOrdersService(\n terminal,\n credential_id,\n async () => {\n const res = await getOrders(terminal, credential);\n if (!res.data) throw newError('FETCH_ORDERS_FAILED', { credential_id, res });\n\n res.data.forEach((order) => {\n order.account_id = credential_id;\n });\n\n await polyfillOrders(res.data);\n\n return res.data;\n },\n {\n auto_refresh_interval: 10000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup SubmitOrder Service\n {\n const service = terminal.server.provideService<IOrder, { order_id: string }>(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const [order] = await polyfillOrders([msg.req]);\n const res = await submitOrder(terminal, credential, order);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup ModifyOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const [order] = await polyfillOrders([msg.req]);\n const res = await modifyOrder(terminal, credential, order);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup CancelOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const [order] = await polyfillOrders([msg.req]);\n const res = await cancelOrder(terminal, credential, order);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n }),\n ),\n )\n .subscribe();\n"]}
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{ provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { cancelOrder, getOrders, getPositions, modifyOrder, submitOrder } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { listWatch, newError } from '@yuants/utils';\nimport { map, Observable } from 'rxjs';\nimport { validCredentials$ } from './credential';\nimport { polyfillOrders, polyfillPosition } from './position';\n\nconst terminal = Terminal.fromNodeEnv();\n\nvalidCredentials$\n .pipe(\n map((x) => Array.from(x.entries())),\n listWatch(\n ([id]) => id,\n ([credential_id, credential]) =>\n new Observable((sub) => {\n console.info(`Setting up VEX services for credential: ${credential_id}`);\n // Setup AccountInfo Service\n {\n const service = provideAccountInfoService(\n terminal,\n credential_id,\n async () => {\n const res = await getPositions(terminal, credential);\n if (!res.data) throw newError('FETCH_POSITIONS_FAILED', { credential_id, res });\n const polyfilledPositions = await polyfillPosition(res.data);\n polyfilledPositions.forEach((pos) => {\n pos.account_id = credential_id;\n });\n return polyfilledPositions;\n },\n {\n auto_refresh_interval: 1000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup Pending Orders Service\n {\n const service = providePendingOrdersService(\n terminal,\n credential_id,\n async () => {\n const res = await getOrders(terminal, credential);\n if (!res.data) throw newError('FETCH_ORDERS_FAILED', { credential_id, res });\n\n res.data.forEach((order) => {\n order.account_id = credential_id;\n });\n\n await polyfillOrders(res.data);\n\n return res.data;\n },\n {\n auto_refresh_interval: 10000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup SubmitOrder Service\n {\n const service = terminal.server.provideService<IOrder, { order_id: string }>(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const [order] = await polyfillOrders([msg.req]);\n const res = await submitOrder(terminal, credential, order);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup ModifyOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const [order] = await polyfillOrders([msg.req]);\n const res = await modifyOrder(terminal, credential, order);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup CancelOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const [order] = await polyfillOrders([msg.req]);\n const res = await cancelOrder(terminal, credential, order);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n }),\n ),\n )\n .subscribe();\n"]}

package/dist/position.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n async (product_id: string) => {\n const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n product_id,\n )} order by created_at desc limit 2`;\n const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n if (rates.length < 2) return undefined;\n const prev = new Date(rates[0].created_at).getTime();\n const prevOfPrev = new Date(rates[1].created_at).getTime();\n const interval = prev - prevOfPrev;\n return {\n prev,\n prevOfPrev,\n interval,\n };\n },\n { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote, interestRateInterval] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n interestRateIntervalCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale \|\| 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale \|\| 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale \|\| 1) * pos.volume * pos.closable_price);\n }\n\n if (quote && pos.size) {\n const sizeNum = +pos.size;\n if (pos.current_price === undefined) {\n if (sizeNum > 0) {\n // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n pos.current_price = (quote.ask_price \|\| quote.last_price) + '';\n } else {\n // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n pos.current_price = (quote.bid_price \|\| quote.last_price) + '';\n }\n }\n\n // 计算名义价值\n if (pos.notional === undefined) {\n pos.notional = sizeNum * (+pos.current_price \|\| 0) + '';\n }\n }\n\n // 利率相关信息的追加\n if (quote) {\n // 优先使用 quote 表中的结算间隔\n if (quote.interest_rate_settlement_interval) {\n pos.settlement_interval = +quote.interest_rate_settlement_interval;\n }\n if (quote.interest_rate_next_settled_at !== null) {\n const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n // 优先使用行情数据中的下一个结算时间\n pos.settlement_scheduled_at = nextSettledAt;\n\n // 如果还没有结算周期，使用下一个结算时间推算结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval !== undefined) {\n const interval = nextSettledAt - interestRateInterval.prev;\n pos.settlement_interval = interval;\n }\n } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n // 估算下一个结算时间\n // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n }\n\n // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval) {\n pos.settlement_interval = interestRateInterval.interval;\n }\n\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n for (const order of orders) {\n const theProduct = await productCache.query(order.product_id);\n if (theProduct) {\n if (order.size !== undefined) {\n const sizeNum = +order.size;\n const sizeStep = theProduct.volume_step * theProduct.value_scale;\n if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n // check size is multiple of sizeStep\n if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n order,\n sizeStep,\n sizeNum,\n product: theProduct,\n });\n }\n\n if (sizeNum >= 0) {\n order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n } else {\n order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n }\n order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n }\n }\n }\n return orders;\n};\n"]}
1	+ 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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n async (product_id: string) => {\n const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n product_id,\n )} order by created_at desc limit 2`;\n const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n if (rates.length < 2) return undefined;\n const prev = new Date(rates[0].created_at).getTime();\n const prevOfPrev = new Date(rates[1].created_at).getTime();\n const interval = prev - prevOfPrev;\n return {\n prev,\n prevOfPrev,\n interval,\n };\n },\n { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote, interestRateInterval] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n interestRateIntervalCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale \|\| 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale \|\| 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale \|\| 1) * pos.volume * pos.closable_price);\n }\n\n if (quote && pos.size) {\n const sizeNum = +pos.size;\n if (pos.current_price === undefined) {\n if (sizeNum > 0) {\n // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n pos.current_price = (quote.ask_price \|\| quote.last_price) + '';\n } else {\n // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n pos.current_price = (quote.bid_price \|\| quote.last_price) + '';\n }\n }\n\n // 计算名义价值\n if (pos.notional === undefined) {\n pos.notional = sizeNum * (+pos.current_price \|\| 0) + '';\n }\n }\n\n // 利率相关信息的追加\n if (quote) {\n // 优先使用 quote 表中的结算间隔\n if (quote.interest_rate_settlement_interval) {\n pos.settlement_interval = +quote.interest_rate_settlement_interval;\n }\n if (quote.interest_rate_next_settled_at !== null) {\n const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n // 优先使用行情数据中的下一个结算时间\n pos.settlement_scheduled_at = nextSettledAt;\n\n // 如果还没有结算周期，使用下一个结算时间推算结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval !== undefined) {\n const interval = nextSettledAt - interestRateInterval.prev;\n pos.settlement_interval = interval;\n }\n } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n // 估算下一个结算时间\n // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n }\n\n // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval) {\n pos.settlement_interval = interestRateInterval.interval;\n }\n\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n for (const order of orders) {\n const theProduct = await productCache.query(order.product_id);\n if (theProduct) {\n if (order.size !== undefined) {\n const sizeNum = +order.size;\n const sizeStep = theProduct.volume_step * theProduct.value_scale;\n if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n // check size is multiple of sizeStep\n if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n order,\n sizeStep,\n sizeNum,\n product: theProduct,\n });\n }\n\n if (sizeNum >= 0) {\n order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n } else {\n order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n }\n order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n }\n }\n }\n return orders;\n};\n"]}

package/dist/quote/__tests__/implementations.test.js CHANGED Viewed

@@ -92,7 +92,7 @@ describe('IQuoteState implementations', () => {
                 quoteState.update({
                     product_001: {
                         last_price: ['100.0', 1000],
-                        ask_price: ['101.0', 2000],
+                        ask_price: ['101.0', 2000], // 较新的时间戳
                         bid_price: ['99.0', 500], // 较旧的时间戳
                     },
                     product_002: {

package/dist/quote/__tests__/implementations.test.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ implementations } from '../implementations';\nimport { IQuoteKey, IQuoteUpdateAction } from '../types';\n\n// 测试所有实现的通用测试套件\ndescribe('IQuoteState implementations', () => {\n // 测试每个实现\n Object.entries(implementations).forEach(([name, createQuoteState]) => {\n describe(`${name} implementation`, () => {\n let quoteState: ReturnType<typeof createQuoteState>;\n\n beforeEach(() => {\n quoteState = createQuoteState();\n });\n\n // 测试 1: 初始状态应该是空的\n it('should have empty initial state', () => {\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual({});\n });\n\n // 测试 2: 更新单个产品的单个字段\n it('should update single field for single product', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证通过 getValueTuple 获取\n const tuple = quoteState.getValueTuple('product_001', 'last_price');\n expect(tuple).toEqual(['100.5', 1000]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 3: 更新多个产品和多个字段\n it('should update multiple fields for multiple products', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n ask_price: ['101.0', 1001],\n },\n product_002: {\n bid_price: ['99.0', 1002],\n ask_volume: ['500', 1003],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证所有字段\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);\n expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 4: 更新应该覆盖旧的时间戳，但忽略更旧的时间戳\n it('should overwrite with newer timestamp, ignore older timestamp', () => {\n // 初始更新\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n // 用更新的时间戳覆盖\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n\n // 用更旧的时间戳尝试覆盖（应该被忽略）\n quoteState.update({\n product_001: {\n last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧\n },\n });\n\n // 应该仍然是旧的值\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n });\n\n // 测试 5: 获取不存在的产品或字段应该返回 undefined\n it('should return undefined for non-existent product or field', () => {\n expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();\n\n // 添加一个产品但不包含该字段\n quoteState.update({\n product_001: {\n ask_price: ['101.0', 1000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();\n expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();\n });\n\n // 测试 6: filter 方法应该返回符合条件的数据\n it('should filter data by product_ids, fields, and updated_at', () => {\n // 设置测试数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000], // 较新的时间戳\n bid_price: ['99.0', 500], // 较旧的时间戳\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n product_003: {\n last_price: ['300.0', 1200],\n },\n });\n\n // 测试 1: 过滤特定产品和字段，时间阈值 1000\n const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);\n\n expect(result1).toEqual({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000],\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n });\n\n // 测试 2: 过滤时间阈值 1500（排除较旧的数据）\n const result2 = quoteState.filter(\n ['product_001', 'product_002', 'product_003'],\n ['last_price', 'bid_price'],\n 1500,\n );\n\n expect(result2).toEqual({\n product_001: {\n // last_price 时间戳 1000 < 1500，应该被排除\n // bid_price 时间戳 500 < 1500，应该被排除\n },\n product_002: {\n last_price: ['200.0', 1500],\n },\n product_003: {\n // last_price 时间戳 1200 < 1500，应该被排除\n },\n });\n\n // 测试 3: 过滤不存在的产品应该返回空对象\n const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);\n\n expect(result3).toEqual({\n non_existent: {},\n });\n });\n\n // 测试 7: 空更新不应该改变状态\n it('should handle empty update action', () => {\n // 先添加一些数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n const beforeDump = quoteState.dumpAsObject();\n\n // 空更新\n quoteState.update({});\n\n const afterDump = quoteState.dumpAsObject();\n expect(afterDump).toEqual(beforeDump);\n });\n\n // 测试 8: 更新时只提供部分字段，不应影响其他字段\n it('should not affect other fields when updating partial fields', () => {\n // 初始设置两个字段\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 1001],\n },\n });\n\n // 只更新一个字段\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n // last_price 应该更新，ask_price 应该保持不变\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n });\n\n // 测试 9: 重复的更新应该保持幂等性\n it('should be idempotent for duplicate updates', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.0', 1000],\n },\n };\n\n // 多次执行相同的更新\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n\n // 状态应该与单次更新相同\n expect(quoteState.dumpAsObject()).toEqual(updateAction);\n });\n\n // 测试 10: 字段名称应该是 IQuoteKey 类型\n it('should handle all IQuoteKey field types', () => {\n const allFields: IQuoteKey[] = [\n 'last_price',\n 'ask_price',\n 'ask_volume',\n 'bid_volume',\n 'bid_price',\n 'interest_rate_short',\n 'open_interest',\n 'interest_rate_prev_settled_at',\n 'interest_rate_next_settled_at',\n 'interest_rate_long',\n ];\n\n const updateAction: IQuoteUpdateAction = {\n product_001: {},\n };\n\n // 为每个字段设置值\n allFields.forEach((field, index) => {\n updateAction['product_001'][field] = [`value_${index}`, 1000 + index];\n });\n\n quoteState.update(updateAction);\n\n // 验证每个字段\n allFields.forEach((field, index) => {\n expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);\n });\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 11: filterValues 方法应该返回值（即使字段不存在）\n it('should return values via filterValues (even if field missing)', () => {\n // 设置测试数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000],\n // bid_price not set\n },\n product_002: {\n last_price: ['200.0', 1500],\n },\n });\n\n // 测试 1: 获取存在的字段\n const result1 = quoteState.filterValues(['product_001', 'product_002'], ['last_price', 'ask_price']);\n expect(result1).toEqual({\n product_001: {\n last_price: '100.0',\n ask_price: '101.0',\n },\n product_002: {\n last_price: '200.0',\n ask_price: '',\n },\n });\n\n // 测试 2: 获取不存在的产品和字段\n const result2 = quoteState.filterValues(['product_001', 'non_existent'], ['last_price', 'bid_price']);\n expect(result2).toEqual({\n product_001: {\n last_price: '100.0',\n bid_price: '',\n },\n non_existent: {\n last_price: '',\n bid_price: '',\n },\n });\n\n // 测试 3: 空产品列表\n const result3 = quoteState.filterValues([], ['last_price']);\n expect(result3).toEqual({});\n\n // 测试 4: 空字段列表\n const result4 = quoteState.filterValues(['product_001'], []);\n expect(result4).toEqual({\n product_001: {},\n });\n\n // 测试 5: 所有字段类型\n const allFields: IQuoteKey[] = [\n 'last_price',\n 'ask_price',\n 'ask_volume',\n 'bid_volume',\n 'bid_price',\n 'interest_rate_short',\n 'open_interest',\n 'interest_rate_prev_settled_at',\n 'interest_rate_next_settled_at',\n 'interest_rate_long',\n ];\n const result5 = quoteState.filterValues(['product_001'], allFields);\n expect(Object.keys(result5.product_001)).toEqual(allFields);\n expect(result5.product_001.last_price).toBe('100.0');\n expect(result5.product_001.ask_price).toBe('101.0');\n // 其他字段应为空字符串\n expect(result5.product_001.bid_price).toBe('');\n expect(result5.product_001.ask_volume).toBe('');\n });\n });\n });\n});\n"]}
1	+ 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{ implementations } from '../implementations';\nimport { IQuoteKey, IQuoteUpdateAction } from '../types';\n\n// 测试所有实现的通用测试套件\ndescribe('IQuoteState implementations', () => {\n // 测试每个实现\n Object.entries(implementations).forEach(([name, createQuoteState]) => {\n describe(`${name} implementation`, () => {\n let quoteState: ReturnType<typeof createQuoteState>;\n\n beforeEach(() => {\n quoteState = createQuoteState();\n });\n\n // 测试 1: 初始状态应该是空的\n it('should have empty initial state', () => {\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual({});\n });\n\n // 测试 2: 更新单个产品的单个字段\n it('should update single field for single product', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证通过 getValueTuple 获取\n const tuple = quoteState.getValueTuple('product_001', 'last_price');\n expect(tuple).toEqual(['100.5', 1000]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 3: 更新多个产品和多个字段\n it('should update multiple fields for multiple products', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n ask_price: ['101.0', 1001],\n },\n product_002: {\n bid_price: ['99.0', 1002],\n ask_volume: ['500', 1003],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证所有字段\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);\n expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 4: 更新应该覆盖旧的时间戳，但忽略更旧的时间戳\n it('should overwrite with newer timestamp, ignore older timestamp', () => {\n // 初始更新\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n // 用更新的时间戳覆盖\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n\n // 用更旧的时间戳尝试覆盖（应该被忽略）\n quoteState.update({\n product_001: {\n last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧\n },\n });\n\n // 应该仍然是旧的值\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n });\n\n // 测试 5: 获取不存在的产品或字段应该返回 undefined\n it('should return undefined for non-existent product or field', () => {\n expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();\n\n // 添加一个产品但不包含该字段\n quoteState.update({\n product_001: {\n ask_price: ['101.0', 1000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();\n expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();\n });\n\n // 测试 6: filter 方法应该返回符合条件的数据\n it('should filter data by product_ids, fields, and updated_at', () => {\n // 设置测试数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000], // 较新的时间戳\n bid_price: ['99.0', 500], // 较旧的时间戳\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n product_003: {\n last_price: ['300.0', 1200],\n },\n });\n\n // 测试 1: 过滤特定产品和字段，时间阈值 1000\n const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);\n\n expect(result1).toEqual({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000],\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n });\n\n // 测试 2: 过滤时间阈值 1500（排除较旧的数据）\n const result2 = quoteState.filter(\n ['product_001', 'product_002', 'product_003'],\n ['last_price', 'bid_price'],\n 1500,\n );\n\n expect(result2).toEqual({\n product_001: {\n // last_price 时间戳 1000 < 1500，应该被排除\n // bid_price 时间戳 500 < 1500，应该被排除\n },\n product_002: {\n last_price: ['200.0', 1500],\n },\n product_003: {\n // last_price 时间戳 1200 < 1500，应该被排除\n },\n });\n\n // 测试 3: 过滤不存在的产品应该返回空对象\n const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);\n\n expect(result3).toEqual({\n non_existent: {},\n });\n });\n\n // 测试 7: 空更新不应该改变状态\n it('should handle empty update action', () => {\n // 先添加一些数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n const beforeDump = quoteState.dumpAsObject();\n\n // 空更新\n quoteState.update({});\n\n const afterDump = quoteState.dumpAsObject();\n expect(afterDump).toEqual(beforeDump);\n });\n\n // 测试 8: 更新时只提供部分字段，不应影响其他字段\n it('should not affect other fields when updating partial fields', () => {\n // 初始设置两个字段\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 1001],\n },\n });\n\n // 只更新一个字段\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n // last_price 应该更新，ask_price 应该保持不变\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n });\n\n // 测试 9: 重复的更新应该保持幂等性\n it('should be idempotent for duplicate updates', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.0', 1000],\n },\n };\n\n // 多次执行相同的更新\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n\n // 状态应该与单次更新相同\n expect(quoteState.dumpAsObject()).toEqual(updateAction);\n });\n\n // 测试 10: 字段名称应该是 IQuoteKey 类型\n it('should handle all IQuoteKey field types', () => {\n const allFields: IQuoteKey[] = [\n 'last_price',\n 'ask_price',\n 'ask_volume',\n 'bid_volume',\n 'bid_price',\n 'interest_rate_short',\n 'open_interest',\n 'interest_rate_prev_settled_at',\n 'interest_rate_next_settled_at',\n 'interest_rate_long',\n ];\n\n const updateAction: IQuoteUpdateAction = {\n product_001: {},\n };\n\n // 为每个字段设置值\n allFields.forEach((field, index) => {\n updateAction['product_001'][field] = [`value_${index}`, 1000 + index];\n });\n\n quoteState.update(updateAction);\n\n // 验证每个字段\n allFields.forEach((field, index) => {\n expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);\n });\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 11: filterValues 方法应该返回值（即使字段不存在）\n it('should return values via filterValues (even if field missing)', () => {\n // 设置测试数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000],\n // bid_price not set\n },\n product_002: {\n last_price: ['200.0', 1500],\n },\n });\n\n // 测试 1: 获取存在的字段\n const result1 = quoteState.filterValues(['product_001', 'product_002'], ['last_price', 'ask_price']);\n expect(result1).toEqual({\n product_001: {\n last_price: '100.0',\n ask_price: '101.0',\n },\n product_002: {\n last_price: '200.0',\n ask_price: '',\n },\n });\n\n // 测试 2: 获取不存在的产品和字段\n const result2 = quoteState.filterValues(['product_001', 'non_existent'], ['last_price', 'bid_price']);\n expect(result2).toEqual({\n product_001: {\n last_price: '100.0',\n bid_price: '',\n },\n non_existent: {\n last_price: '',\n bid_price: '',\n },\n });\n\n // 测试 3: 空产品列表\n const result3 = quoteState.filterValues([], ['last_price']);\n expect(result3).toEqual({});\n\n // 测试 4: 空字段列表\n const result4 = quoteState.filterValues(['product_001'], []);\n expect(result4).toEqual({\n product_001: {},\n });\n\n // 测试 5: 所有字段类型\n const allFields: IQuoteKey[] = [\n 'last_price',\n 'ask_price',\n 'ask_volume',\n 'bid_volume',\n 'bid_price',\n 'interest_rate_short',\n 'open_interest',\n 'interest_rate_prev_settled_at',\n 'interest_rate_next_settled_at',\n 'interest_rate_long',\n ];\n const result5 = quoteState.filterValues(['product_001'], allFields);\n expect(Object.keys(result5.product_001)).toEqual(allFields);\n expect(result5.product_001.last_price).toBe('100.0');\n expect(result5.product_001.ask_price).toBe('101.0');\n // 其他字段应为空字符串\n expect(result5.product_001.bid_price).toBe('');\n expect(result5.product_001.ask_volume).toBe('');\n });\n });\n });\n});\n"]}

package/dist/quote/benchmark/ForkedQuoteStateComparisonTest.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ exec } from 'child_process';\nimport { promisify } from 'util';\nimport { QuoteStateComparisonTest } from './QuoteStateComparisonTest';\nimport { PerformanceTester } from './PerformanceTester';\n\nconst execAsync = promisify(exec);\n\n/*\n 使用子进程进行隔离内存测试的对比测试类\n * 每个实现都在独立的子进程中运行，确保内存测试的公平性\n /\nexport class ForkedQuoteStateComparisonTest {\n private nameA: string;\n private nameB: string;\n private workerScriptPath: string;\n\n constructor(\n nameA: string = 'Current',\n nameB: string = 'Baseline',\n workerScriptPath: string = __dirname + '/worker.ts',\n ) {\n this.nameA = nameA;\n this.nameB = nameB;\n this.workerScriptPath = workerScriptPath;\n }\n\n /\n 运行单个测试场景的子进程\n /\n private async runWorkerTest(\n implName: string,\n testType: string,\n productCount: number,\n extraArgs: Record<string, string> = {},\n ): Promise<any> {\n // 构建命令行参数\n const args = [`--impl=${implName}`, `--test=${testType}`, `--product-count=${productCount}`];\n\n // 添加额外参数\n for (const [key, value] of Object.entries(extraArgs)) {\n args.push(`--${key}=${value}`);\n }\n\n // 执行 worker 脚本，启用 GC 以进行公平的内存测试\n const command = `node --expose-gc $(which ts-node) ${this.workerScriptPath} ${args.join(' ')}`;\n\n try {\n const { stdout, stderr } = await execAsync(command);\n\n if (stderr && stderr.trim()) {\n console.error(`Worker stderr (${implName}, ${testType}, ${productCount}):`, stderr);\n }\n\n const result = JSON.parse(stdout.trim());\n\n if (!result.success) {\n // 子进程返回了失败结果\n return {\n success: false,\n error: result.error \|\| 'Unknown error',\n impl: implName,\n test: testType,\n productCount,\n avgTime: null,\n time: null,\n heapUsedDiff: null,\n };\n }\n\n return result;\n } catch (error) {\n // 子进程执行失败（如 OOM killed、命令不存在等）\n console.error(`Worker execution failed (${implName}, ${testType}, ${productCount}):`, error);\n\n // 返回一个失败对象，而不是抛出错误\n return {\n success: false,\n error: error instanceof Error ? error.message : String(error),\n impl: implName,\n test: testType,\n productCount,\n avgTime: null,\n time: null,\n heapUsedDiff: null,\n };\n }\n }\n\n /\n 运行初始化测试对比\n /\n async runInitializationTestComparison(\n productCount: number,\n iterations: number = 3,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(`运行初始化对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品)`);\n\n const resultA = await this.runWorkerTest('current', 'init', productCount, {\n iterations: iterations.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'init', productCount, {\n iterations: iterations.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行更新测试对比\n /\n async runUpdateTestComparison(\n productCount: number,\n updateCount: number,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(\n `运行更新对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品, ${updateCount} 更新)`,\n );\n\n const resultA = await this.runWorkerTest('current', 'update', productCount, {\n 'update-count': updateCount.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'update', productCount, {\n 'update-count': updateCount.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行查询测试对比\n /\n async runQueryTestComparison(\n productCount: number,\n queryCount: number,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(\n `运行查询对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品, ${queryCount} 查询)`,\n );\n\n const resultA = await this.runWorkerTest('current', 'query', productCount, {\n 'query-count': queryCount.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'query', productCount, {\n 'query-count': queryCount.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行过滤测试对比\n /\n async runFilterTestComparison(\n productCount: number,\n filterCount: number,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(\n `运行过滤对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品, ${filterCount} 过滤)`,\n );\n\n const resultA = await this.runWorkerTest('current', 'filter', productCount, {\n 'filter-count': filterCount.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'filter', productCount, {\n 'filter-count': filterCount.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行转储测试对比\n /\n async runDumpTestComparison(productCount: number): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(`运行转储对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品)`);\n\n const resultA = await this.runWorkerTest('current', 'dump', productCount);\n const resultB = await this.runWorkerTest('baseline', 'dump', productCount);\n\n return { resultA, resultB };\n }\n\n /\n 打印对比结果（复用现有的对比结果打印逻辑）\n /\n private printComparisonResults(resultsA: any[], resultsB: any[], testType: string): void {\n // 创建一个临时的 QuoteStateComparisonTest 实例来复用其打印逻辑\n const tempComparison = new QuoteStateComparisonTest(\n () => {\n throw new Error('Not implemented');\n },\n () => {\n throw new Error('Not implemented');\n },\n this.nameA,\n this.nameB,\n );\n\n // 使用私有方法，需要类型断言来访问\n const privateMethod = (tempComparison as any).printComparisonResults;\n if (typeof privateMethod === 'function') {\n privateMethod.call(tempComparison, resultsA, resultsB, testType);\n } else {\n // 如果无法访问私有方法，使用简化版本\n console.log(`\\n${this.nameA} vs ${this.nameB} - ${testType} 对比结果:`);\n for (let i = 0; i < Math.min(resultsA.length, resultsB.length); i++) {\n const a = resultsA[i];\n const b = resultsB[i];\n\n // 检查是否有失败的测试\n const isAFailed = a.success === false;\n const isBFailed = b.success === false;\n\n if (isAFailed \|\| isBFailed) {\n console.log(`\\n产品数量: ${a.productCount \|\| b.productCount}`);\n\n if (isAFailed) {\n console.log(`❌ ${this.nameA} 测试失败: ${a.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameA}: ${a.avgTime \|\| a.time}ms`);\n }\n\n if (isBFailed) {\n console.log(`❌ ${this.nameB} 测试失败: ${b.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameB}: ${b.avgTime \|\| b.time}ms`);\n }\n\n // 打印内存使用（即使只有一个实现有数据）\n const memoryUsedA = a.heapUsedDiff;\n const memoryUsedB = b.heapUsedDiff;\n const hasMemoryA = memoryUsedA !== undefined && memoryUsedA !== null && !isNaN(memoryUsedA);\n const hasMemoryB = memoryUsedB !== undefined && memoryUsedB !== null && !isNaN(memoryUsedB);\n\n if (hasMemoryA \|\| hasMemoryB) {\n console.log(`\\n内存使用:`);\n if (hasMemoryA) {\n console.log(`${this.nameA}: ${PerformanceTester.formatBytes(memoryUsedA)}`);\n }\n if (hasMemoryB) {\n console.log(`${this.nameB}: ${PerformanceTester.formatBytes(memoryUsedB)}`);\n }\n }\n\n console.log('-'.repeat(80));\n continue;\n }\n\n console.log(`产品数量 ${a.productCount}: ${a.avgTime \|\| a.time}ms vs ${b.avgTime \|\| b.time}ms`);\n\n // 打印内存使用（即使只有一个实现有数据）\n const memoryUsedA = a.heapUsedDiff;\n const memoryUsedB = b.heapUsedDiff;\n const hasMemoryA = memoryUsedA !== undefined && memoryUsedA !== null && !isNaN(memoryUsedA);\n const hasMemoryB = memoryUsedB !== undefined && memoryUsedB !== null && !isNaN(memoryUsedB);\n\n if (hasMemoryA \|\| hasMemoryB) {\n console.log(`\\n内存使用:`);\n if (hasMemoryA) {\n console.log(`${this.nameA}: ${PerformanceTester.formatBytes(memoryUsedA)}`);\n }\n if (hasMemoryB) {\n console.log(`${this.nameB}: ${PerformanceTester.formatBytes(memoryUsedB)}`);\n }\n\n // 只有当两个实现都有有效内存数据时才进行对比\n if (hasMemoryA && hasMemoryB && memoryUsedA > 0 && memoryUsedB > 0) {\n const memoryRatio = memoryUsedA / memoryUsedB;\n const memoryPercentDiff = ((memoryRatio - 1) 100).toFixed(2);\n if (memoryRatio > 1) {\n console.log(`${this.nameB} 节省 ${memoryPercentDiff}% 内存`);\n } else {\n console.log(`${this.nameA} 节省 ${(-parseFloat(memoryPercentDiff)).toFixed(2)}% 内存`);\n }\n }\n }\n\n console.log('-'.repeat(80));\n }\n }\n }\n\n /*\n 运行完整的对比测试套件\n /\n async runComparisonTestSuite(): Promise<void> {\n console.log(`开始子进程隔离内存对比测试: ${this.nameA} vs ${this.nameB}`);\n console.log('注意：每个测试都在独立的子进程中运行，确保内存测试的公平性');\n\n const testScenarios = [\n {\n productCount: 10000,\n label: '10K',\n updateIterations: 1000,\n queryIterations: 10000,\n filterIterations: 1000,\n },\n {\n productCount: 100000,\n label: '100K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n {\n productCount: 1000000,\n label: '1M',\n updateIterations: 10,\n queryIterations: 100,\n filterIterations: 10,\n },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runInitializationTestComparison(scenario.productCount, 3);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '初始化测试');\n\n // 更新测试对比\n console.log('\\n运行更新测试对比...');\n const updateResultsA = [];\n const updateResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runUpdateTestComparison(\n scenario.productCount,\n scenario.updateIterations,\n );\n updateResultsA.push(resultA);\n updateResultsB.push(resultB);\n } catch (error) {\n console.error(`更新对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(updateResultsA, updateResultsB, '更新测试');\n\n // 查询测试对比\n console.log('\\n运行查询测试对比...');\n const queryResultsA = [];\n const queryResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runQueryTestComparison(\n scenario.productCount,\n scenario.queryIterations,\n );\n queryResultsA.push(resultA);\n queryResultsB.push(resultB);\n } catch (error) {\n console.error(`查询对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(queryResultsA, queryResultsB, '查询测试');\n\n // 过滤测试对比\n console.log('\\n运行过滤测试对比...');\n const filterResultsA = [];\n const filterResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runFilterTestComparison(\n scenario.productCount,\n scenario.filterIterations,\n );\n filterResultsA.push(resultA);\n filterResultsB.push(resultB);\n } catch (error) {\n console.error(`过滤对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(filterResultsA, filterResultsB, '过滤测试');\n\n // 转储测试对比\n console.log('\\n运行转储测试对比...');\n const dumpResultsA = [];\n const dumpResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runDumpTestComparison(scenario.productCount);\n dumpResultsA.push(resultA);\n dumpResultsB.push(resultB);\n } catch (error) {\n console.error(`转储对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(dumpResultsA, dumpResultsB, '转储测试');\n\n console.log('\\n子进程隔离内存对比测试完成!');\n }\n\n /\n 运行快速对比测试（仅测试小数据量）\n */\n async runQuickComparisonTest(): Promise<void> {\n console.log(`开始快速子进程对比测试: ${this.nameA} vs ${this.nameB}`);\n\n const quickScenarios = [\n {\n productCount: 1000,\n label: '1K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n { productCount: 10000, label: '10K', updateIterations: 10, queryIterations: 100, filterIterations: 10 },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of quickScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runInitializationTestComparison(scenario.productCount, 2);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '快速初始化测试');\n\n console.log('\\n快速子进程对比测试完成!');\n }\n}\n"]}
1	+ 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{ exec } from 'child_process';\nimport { promisify } from 'util';\nimport { QuoteStateComparisonTest } from './QuoteStateComparisonTest';\nimport { PerformanceTester } from './PerformanceTester';\n\nconst execAsync = promisify(exec);\n\n/*\n 使用子进程进行隔离内存测试的对比测试类\n * 每个实现都在独立的子进程中运行，确保内存测试的公平性\n /\nexport class ForkedQuoteStateComparisonTest {\n private nameA: string;\n private nameB: string;\n private workerScriptPath: string;\n\n constructor(\n nameA: string = 'Current',\n nameB: string = 'Baseline',\n workerScriptPath: string = __dirname + '/worker.ts',\n ) {\n this.nameA = nameA;\n this.nameB = nameB;\n this.workerScriptPath = workerScriptPath;\n }\n\n /\n 运行单个测试场景的子进程\n /\n private async runWorkerTest(\n implName: string,\n testType: string,\n productCount: number,\n extraArgs: Record<string, string> = {},\n ): Promise<any> {\n // 构建命令行参数\n const args = [`--impl=${implName}`, `--test=${testType}`, `--product-count=${productCount}`];\n\n // 添加额外参数\n for (const [key, value] of Object.entries(extraArgs)) {\n args.push(`--${key}=${value}`);\n }\n\n // 执行 worker 脚本，启用 GC 以进行公平的内存测试\n const command = `node --expose-gc $(which ts-node) ${this.workerScriptPath} ${args.join(' ')}`;\n\n try {\n const { stdout, stderr } = await execAsync(command);\n\n if (stderr && stderr.trim()) {\n console.error(`Worker stderr (${implName}, ${testType}, ${productCount}):`, stderr);\n }\n\n const result = JSON.parse(stdout.trim());\n\n if (!result.success) {\n // 子进程返回了失败结果\n return {\n success: false,\n error: result.error \|\| 'Unknown error',\n impl: implName,\n test: testType,\n productCount,\n avgTime: null,\n time: null,\n heapUsedDiff: null,\n };\n }\n\n return result;\n } catch (error) {\n // 子进程执行失败（如 OOM killed、命令不存在等）\n console.error(`Worker execution failed (${implName}, ${testType}, ${productCount}):`, error);\n\n // 返回一个失败对象，而不是抛出错误\n return {\n success: false,\n error: error instanceof Error ? error.message : String(error),\n impl: implName,\n test: testType,\n productCount,\n avgTime: null,\n time: null,\n heapUsedDiff: null,\n };\n }\n }\n\n /\n 运行初始化测试对比\n /\n async runInitializationTestComparison(\n productCount: number,\n iterations: number = 3,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(`运行初始化对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品)`);\n\n const resultA = await this.runWorkerTest('current', 'init', productCount, {\n iterations: iterations.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'init', productCount, {\n iterations: iterations.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行更新测试对比\n /\n async runUpdateTestComparison(\n productCount: number,\n updateCount: number,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(\n `运行更新对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品, ${updateCount} 更新)`,\n );\n\n const resultA = await this.runWorkerTest('current', 'update', productCount, {\n 'update-count': updateCount.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'update', productCount, {\n 'update-count': updateCount.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行查询测试对比\n /\n async runQueryTestComparison(\n productCount: number,\n queryCount: number,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(\n `运行查询对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品, ${queryCount} 查询)`,\n );\n\n const resultA = await this.runWorkerTest('current', 'query', productCount, {\n 'query-count': queryCount.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'query', productCount, {\n 'query-count': queryCount.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行过滤测试对比\n /\n async runFilterTestComparison(\n productCount: number,\n filterCount: number,\n ): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(\n `运行过滤对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品, ${filterCount} 过滤)`,\n );\n\n const resultA = await this.runWorkerTest('current', 'filter', productCount, {\n 'filter-count': filterCount.toString(),\n });\n const resultB = await this.runWorkerTest('baseline', 'filter', productCount, {\n 'filter-count': filterCount.toString(),\n });\n\n return { resultA, resultB };\n }\n\n /\n 运行转储测试对比\n /\n async runDumpTestComparison(productCount: number): Promise<{\n resultA: any;\n resultB: any;\n }> {\n console.log(`运行转储对比测试: ${this.nameA} vs ${this.nameB} (${productCount} 产品)`);\n\n const resultA = await this.runWorkerTest('current', 'dump', productCount);\n const resultB = await this.runWorkerTest('baseline', 'dump', productCount);\n\n return { resultA, resultB };\n }\n\n /\n 打印对比结果（复用现有的对比结果打印逻辑）\n /\n private printComparisonResults(resultsA: any[], resultsB: any[], testType: string): void {\n // 创建一个临时的 QuoteStateComparisonTest 实例来复用其打印逻辑\n const tempComparison = new QuoteStateComparisonTest(\n () => {\n throw new Error('Not implemented');\n },\n () => {\n throw new Error('Not implemented');\n },\n this.nameA,\n this.nameB,\n );\n\n // 使用私有方法，需要类型断言来访问\n const privateMethod = (tempComparison as any).printComparisonResults;\n if (typeof privateMethod === 'function') {\n privateMethod.call(tempComparison, resultsA, resultsB, testType);\n } else {\n // 如果无法访问私有方法，使用简化版本\n console.log(`\\n${this.nameA} vs ${this.nameB} - ${testType} 对比结果:`);\n for (let i = 0; i < Math.min(resultsA.length, resultsB.length); i++) {\n const a = resultsA[i];\n const b = resultsB[i];\n\n // 检查是否有失败的测试\n const isAFailed = a.success === false;\n const isBFailed = b.success === false;\n\n if (isAFailed \|\| isBFailed) {\n console.log(`\\n产品数量: ${a.productCount \|\| b.productCount}`);\n\n if (isAFailed) {\n console.log(`❌ ${this.nameA} 测试失败: ${a.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameA}: ${a.avgTime \|\| a.time}ms`);\n }\n\n if (isBFailed) {\n console.log(`❌ ${this.nameB} 测试失败: ${b.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameB}: ${b.avgTime \|\| b.time}ms`);\n }\n\n // 打印内存使用（即使只有一个实现有数据）\n const memoryUsedA = a.heapUsedDiff;\n const memoryUsedB = b.heapUsedDiff;\n const hasMemoryA = memoryUsedA !== undefined && memoryUsedA !== null && !isNaN(memoryUsedA);\n const hasMemoryB = memoryUsedB !== undefined && memoryUsedB !== null && !isNaN(memoryUsedB);\n\n if (hasMemoryA \|\| hasMemoryB) {\n console.log(`\\n内存使用:`);\n if (hasMemoryA) {\n console.log(`${this.nameA}: ${PerformanceTester.formatBytes(memoryUsedA)}`);\n }\n if (hasMemoryB) {\n console.log(`${this.nameB}: ${PerformanceTester.formatBytes(memoryUsedB)}`);\n }\n }\n\n console.log('-'.repeat(80));\n continue;\n }\n\n console.log(`产品数量 ${a.productCount}: ${a.avgTime \|\| a.time}ms vs ${b.avgTime \|\| b.time}ms`);\n\n // 打印内存使用（即使只有一个实现有数据）\n const memoryUsedA = a.heapUsedDiff;\n const memoryUsedB = b.heapUsedDiff;\n const hasMemoryA = memoryUsedA !== undefined && memoryUsedA !== null && !isNaN(memoryUsedA);\n const hasMemoryB = memoryUsedB !== undefined && memoryUsedB !== null && !isNaN(memoryUsedB);\n\n if (hasMemoryA \|\| hasMemoryB) {\n console.log(`\\n内存使用:`);\n if (hasMemoryA) {\n console.log(`${this.nameA}: ${PerformanceTester.formatBytes(memoryUsedA)}`);\n }\n if (hasMemoryB) {\n console.log(`${this.nameB}: ${PerformanceTester.formatBytes(memoryUsedB)}`);\n }\n\n // 只有当两个实现都有有效内存数据时才进行对比\n if (hasMemoryA && hasMemoryB && memoryUsedA > 0 && memoryUsedB > 0) {\n const memoryRatio = memoryUsedA / memoryUsedB;\n const memoryPercentDiff = ((memoryRatio - 1) 100).toFixed(2);\n if (memoryRatio > 1) {\n console.log(`${this.nameB} 节省 ${memoryPercentDiff}% 内存`);\n } else {\n console.log(`${this.nameA} 节省 ${(-parseFloat(memoryPercentDiff)).toFixed(2)}% 内存`);\n }\n }\n }\n\n console.log('-'.repeat(80));\n }\n }\n }\n\n /*\n 运行完整的对比测试套件\n /\n async runComparisonTestSuite(): Promise<void> {\n console.log(`开始子进程隔离内存对比测试: ${this.nameA} vs ${this.nameB}`);\n console.log('注意：每个测试都在独立的子进程中运行，确保内存测试的公平性');\n\n const testScenarios = [\n {\n productCount: 10000,\n label: '10K',\n updateIterations: 1000,\n queryIterations: 10000,\n filterIterations: 1000,\n },\n {\n productCount: 100000,\n label: '100K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n {\n productCount: 1000000,\n label: '1M',\n updateIterations: 10,\n queryIterations: 100,\n filterIterations: 10,\n },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runInitializationTestComparison(scenario.productCount, 3);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '初始化测试');\n\n // 更新测试对比\n console.log('\\n运行更新测试对比...');\n const updateResultsA = [];\n const updateResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runUpdateTestComparison(\n scenario.productCount,\n scenario.updateIterations,\n );\n updateResultsA.push(resultA);\n updateResultsB.push(resultB);\n } catch (error) {\n console.error(`更新对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(updateResultsA, updateResultsB, '更新测试');\n\n // 查询测试对比\n console.log('\\n运行查询测试对比...');\n const queryResultsA = [];\n const queryResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runQueryTestComparison(\n scenario.productCount,\n scenario.queryIterations,\n );\n queryResultsA.push(resultA);\n queryResultsB.push(resultB);\n } catch (error) {\n console.error(`查询对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(queryResultsA, queryResultsB, '查询测试');\n\n // 过滤测试对比\n console.log('\\n运行过滤测试对比...');\n const filterResultsA = [];\n const filterResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runFilterTestComparison(\n scenario.productCount,\n scenario.filterIterations,\n );\n filterResultsA.push(resultA);\n filterResultsB.push(resultB);\n } catch (error) {\n console.error(`过滤对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(filterResultsA, filterResultsB, '过滤测试');\n\n // 转储测试对比\n console.log('\\n运行转储测试对比...');\n const dumpResultsA = [];\n const dumpResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runDumpTestComparison(scenario.productCount);\n dumpResultsA.push(resultA);\n dumpResultsB.push(resultB);\n } catch (error) {\n console.error(`转储对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(dumpResultsA, dumpResultsB, '转储测试');\n\n console.log('\\n子进程隔离内存对比测试完成!');\n }\n\n /\n 运行快速对比测试（仅测试小数据量）\n */\n async runQuickComparisonTest(): Promise<void> {\n console.log(`开始快速子进程对比测试: ${this.nameA} vs ${this.nameB}`);\n\n const quickScenarios = [\n {\n productCount: 1000,\n label: '1K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n { productCount: 10000, label: '10K', updateIterations: 10, queryIterations: 100, filterIterations: 10 },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of quickScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const { resultA, resultB } = await this.runInitializationTestComparison(scenario.productCount, 2);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '快速初始化测试');\n\n console.log('\\n快速子进程对比测试完成!');\n }\n}\n"]}

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time: number }> {\n const start = performance.now();\n const result = await fn();\n const end = performance.now();\n return { result, time: end - start };\n }\n\n /\n 多次测量函数执行时间，取平均值\n /\n static async measureTimeWithStats<T>(\n fn: () => Promise<T> \| T,\n iterations: number = 5,\n ): Promise<{ result: T; avgTime: number; minTime: number; maxTime: number; times: number[] }> {\n const times: number[] = [];\n let finalResult: T \| undefined;\n\n for (let i = 0; i < iterations; i++) {\n const start = performance.now();\n const result = await fn();\n const end = performance.now();\n\n if (i === 0) finalResult = result;\n times.push(end - start);\n }\n\n const avgTime = times.reduce((a, b) => a + b, 0) / times.length;\n const minTime = Math.min(...times);\n const maxTime = Math.max(...times);\n\n return {\n result: finalResult!,\n avgTime,\n minTime,\n maxTime,\n times,\n };\n }\n\n /\n 尝试触发垃圾回收（如果可用）\n /\n static tryGarbageCollect(): void {\n if (typeof global !== 'undefined' && (global as any).gc) {\n try {\n (global as any).gc();\n } catch (error) {\n // 忽略GC错误\n }\n }\n }\n\n /\n 确保在内存测量前清理环境\n /\n static prepareForMemoryMeasurement(): void {\n // 触发GC（如果可用）\n this.tryGarbageCollect();\n\n // 给GC一些时间\n if (typeof setImmediate !== 'undefined') {\n // 使用setImmediate让事件循环有机会处理GC\n return;\n }\n }\n\n /\n 获取内存使用情况（在清理后）\n /\n static getMemoryUsage(): NodeJS.MemoryUsage \| null {\n this.prepareForMemoryMeasurement();\n if (typeof process !== 'undefined' && process.memoryUsage) {\n return process.memoryUsage();\n }\n return null;\n }\n\n /\n 测量内存使用增长\n /\n static async measureMemoryUsage<T>(fn: () => Promise<T> \| T): Promise<{\n result: T;\n memoryBefore: NodeJS.MemoryUsage \| null;\n memoryAfter: NodeJS.MemoryUsage \| null;\n heapUsedDiff: number \| null;\n }> {\n // 清理环境并获取初始内存\n this.prepareForMemoryMeasurement();\n const memoryBefore = this.getMemoryUsage();\n\n // 执行函数\n const result = await fn();\n\n // 再次清理环境并获取最终内存\n this.prepareForMemoryMeasurement();\n const memoryAfter = this.getMemoryUsage();\n\n // 计算内存差异\n let heapUsedDiff: number \| null = null;\n if (\n memoryBefore &&\n memoryAfter &&\n memoryBefore.heapUsed !== undefined &&\n memoryAfter.heapUsed !== undefined\n ) {\n heapUsedDiff = memoryAfter.heapUsed - memoryBefore.heapUsed;\n }\n\n return {\n result,\n memoryBefore,\n memoryAfter,\n heapUsedDiff,\n };\n }\n\n /\n 格式化字节大小\n /\n static formatBytes(bytes: number): string {\n const sizes = ['Bytes', 'KB', 'MB', 'GB'];\n if (bytes === 0) return '0 Bytes';\n if (isNaN(bytes)) return 'NaN';\n\n const sign = bytes < 0 ? 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time: number }> {\n const start = performance.now();\n const result = await fn();\n const end = performance.now();\n return { result, time: end - start };\n }\n\n /\n 多次测量函数执行时间，取平均值\n /\n static async measureTimeWithStats<T>(\n fn: () => Promise<T> \| T,\n iterations: number = 5,\n ): Promise<{ result: T; avgTime: number; minTime: number; maxTime: number; times: number[] }> {\n const times: number[] = [];\n let finalResult: T \| undefined;\n\n for (let i = 0; i < iterations; i++) {\n const start = performance.now();\n const result = await fn();\n const end = performance.now();\n\n if (i === 0) finalResult = result;\n times.push(end - start);\n }\n\n const avgTime = times.reduce((a, b) => a + b, 0) / times.length;\n const minTime = Math.min(...times);\n const maxTime = Math.max(...times);\n\n return {\n result: finalResult!,\n avgTime,\n minTime,\n maxTime,\n times,\n };\n }\n\n /\n 尝试触发垃圾回收（如果可用）\n /\n static tryGarbageCollect(): void {\n if (typeof global !== 'undefined' && (global as any).gc) {\n try {\n (global as any).gc();\n } catch (error) {\n // 忽略GC错误\n }\n }\n }\n\n /\n 确保在内存测量前清理环境\n /\n static prepareForMemoryMeasurement(): void {\n // 触发GC（如果可用）\n this.tryGarbageCollect();\n\n // 给GC一些时间\n if (typeof setImmediate !== 'undefined') {\n // 使用setImmediate让事件循环有机会处理GC\n return;\n }\n }\n\n /\n 获取内存使用情况（在清理后）\n /\n static getMemoryUsage(): NodeJS.MemoryUsage \| null {\n this.prepareForMemoryMeasurement();\n if (typeof process !== 'undefined' && process.memoryUsage) {\n return process.memoryUsage();\n }\n return null;\n }\n\n /\n 测量内存使用增长\n /\n static async measureMemoryUsage<T>(fn: () => Promise<T> \| T): Promise<{\n result: T;\n memoryBefore: NodeJS.MemoryUsage \| null;\n memoryAfter: NodeJS.MemoryUsage \| null;\n heapUsedDiff: number \| null;\n }> {\n // 清理环境并获取初始内存\n this.prepareForMemoryMeasurement();\n const memoryBefore = this.getMemoryUsage();\n\n // 执行函数\n const result = await fn();\n\n // 再次清理环境并获取最终内存\n this.prepareForMemoryMeasurement();\n const memoryAfter = this.getMemoryUsage();\n\n // 计算内存差异\n let heapUsedDiff: number \| null = null;\n if (\n memoryBefore &&\n memoryAfter &&\n memoryBefore.heapUsed !== undefined &&\n memoryAfter.heapUsed !== undefined\n ) {\n heapUsedDiff = memoryAfter.heapUsed - memoryBefore.heapUsed;\n }\n\n return {\n result,\n memoryBefore,\n memoryAfter,\n heapUsedDiff,\n };\n }\n\n /\n 格式化字节大小\n /\n static formatBytes(bytes: number): string {\n const sizes = ['Bytes', 'KB', 'MB', 'GB'];\n if (bytes === 0) return '0 Bytes';\n if (isNaN(bytes)) return 'NaN';\n\n const sign = bytes < 0 ? 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package/dist/quote/benchmark/QuoteStateComparisonTest.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ IQuoteState } from '../types';\nimport { PerformanceTester } from './PerformanceTester';\nimport { QuoteStateTestRunner } from './QuoteStateTestRunner';\n\n/*\n 行情状态对比测试类\n * 用于比较两个不同的 IQuoteState 实现\n /\nexport class QuoteStateComparisonTest {\n private runnerA: QuoteStateTestRunner;\n private runnerB: QuoteStateTestRunner;\n private nameA: string;\n private nameB: string;\n\n constructor(\n createStateA: () => IQuoteState,\n createStateB: () => IQuoteState,\n nameA: string = '实现A',\n nameB: string = '实现B',\n ) {\n this.runnerA = new QuoteStateTestRunner(createStateA);\n this.runnerB = new QuoteStateTestRunner(createStateB);\n this.nameA = nameA;\n this.nameB = nameB;\n }\n\n /\n 打印对比结果\n /\n private printComparisonResults(\n resultsA: any[],\n resultsB: any[],\n testType: string,\n key: string = 'time',\n ): void {\n console.log('\\n' + '='.repeat(100));\n console.log(`行情状态性能对比测试 - ${testType}`);\n console.log('='.repeat(100));\n\n console.log(`\\n${this.nameA} vs ${this.nameB} 性能对比:`);\n console.log('-'.repeat(80));\n\n for (let i = 0; i < Math.min(resultsA.length, resultsB.length); i++) {\n const resultA = resultsA[i];\n const resultB = resultsB[i];\n\n // 检查是否有失败的测试\n const isAFailed = resultA.success === false;\n const isBFailed = resultB.success === false;\n\n if (isAFailed \|\| isBFailed) {\n console.log(`\\n产品数量: ${resultA.productCount \|\| resultB.productCount}`);\n\n if (isAFailed) {\n console.log(`❌ ${this.nameA} 测试失败: ${resultA.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameA}: ${PerformanceTester.formatTime(resultA.avgTime \|\| resultA.time)}`);\n }\n\n if (isBFailed) {\n console.log(`❌ ${this.nameB} 测试失败: ${resultB.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameB}: ${PerformanceTester.formatTime(resultB.avgTime \|\| resultB.time)}`);\n }\n\n console.log('-'.repeat(80));\n continue;\n }\n\n if (resultA.productCount !== resultB.productCount) {\n console.log(`\\n⚠️ 产品数量不匹配: ${resultA.productCount} vs ${resultB.productCount}`);\n continue;\n }\n\n console.log(`\\n产品数量: ${resultA.productCount.toLocaleString()}`);\n\n // 自动检测使用哪个时间字段\n const timeKey = resultA.avgTime !== undefined ? 'avgTime' : 'time';\n const valueA = resultA[timeKey];\n const valueB = resultB[timeKey];\n\n const timeLabel = timeKey === 'avgTime' ? '平均时间' : '时间';\n console.log(`${this.nameA} (${timeLabel}): ${PerformanceTester.formatTime(valueA)}`);\n console.log(`${this.nameB} (${timeLabel}): ${PerformanceTester.formatTime(valueB)}`);\n\n if (valueA > 0 && valueB > 0) {\n const ratio = valueA / valueB;\n const percentDiff = ((ratio - 1) 100).toFixed(2);\n if (ratio > 1) {\n console.log(`${this.nameB} 快 ${percentDiff}% (${ratio.toFixed(2)}x)`);\n } else {\n console.log(\n `${this.nameA} 快 ${(-parseFloat(percentDiff)).toFixed(2)}% (${(1 / ratio).toFixed(2)}x)`,\n );\n }\n }\n\n // 处理新的内存数据结构（heapUsedDiff）和旧的数据结构（memoryBefore/memoryAfter）\n let memoryUsedA: number \| null = null;\n let memoryUsedB: number \| null = null;\n\n if (resultA.heapUsedDiff !== undefined && resultA.heapUsedDiff !== null) {\n memoryUsedA = resultA.heapUsedDiff;\n } else if (resultA.memoryBefore && resultA.memoryAfter) {\n memoryUsedA = resultA.memoryAfter.heapUsed - resultA.memoryBefore.heapUsed;\n }\n\n if (resultB.heapUsedDiff !== undefined && resultB.heapUsedDiff !== null) {\n memoryUsedB = resultB.heapUsedDiff;\n } else if (resultB.memoryBefore && resultB.memoryAfter) {\n memoryUsedB = resultB.memoryAfter.heapUsed - resultB.memoryBefore.heapUsed;\n }\n\n // 打印内存使用（即使只有一个实现有数据）\n const hasMemoryA = memoryUsedA !== null && !isNaN(memoryUsedA);\n const hasMemoryB = memoryUsedB !== null && !isNaN(memoryUsedB);\n\n if (hasMemoryA \|\| hasMemoryB) {\n console.log(`\\n内存使用:`);\n if (hasMemoryA) {\n console.log(`${this.nameA}: ${PerformanceTester.formatBytes(memoryUsedA!)}`);\n }\n if (hasMemoryB) {\n console.log(`${this.nameB}: ${PerformanceTester.formatBytes(memoryUsedB!)}`);\n }\n\n // 只有当两个实现都有有效内存数据时才进行对比\n if (hasMemoryA && hasMemoryB && memoryUsedA! > 0 && memoryUsedB! > 0) {\n const memoryRatio = memoryUsedA! / memoryUsedB!;\n const memoryPercentDiff = ((memoryRatio - 1) * 100).toFixed(2);\n if (memoryRatio > 1) {\n console.log(`${this.nameB} 节省 ${memoryPercentDiff}% 内存`);\n } else {\n console.log(`${this.nameA} 节省 ${(-parseFloat(memoryPercentDiff)).toFixed(2)}% 内存`);\n }\n }\n }\n\n console.log('-'.repeat(80));\n }\n }\n\n /*\n 运行完整的对比测试套件\n /\n async runComparisonTestSuite(): Promise<void> {\n console.log(`开始行情状态性能对比测试: ${this.nameA} vs ${this.nameB}`);\n\n const testScenarios = [\n {\n productCount: 10000,\n label: '10K',\n updateIterations: 1000,\n queryIterations: 10000,\n filterIterations: 1000,\n },\n {\n productCount: 100000,\n label: '100K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n {\n productCount: 1000000,\n label: '1M',\n updateIterations: 10,\n queryIterations: 100,\n filterIterations: 10,\n },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n // 使用3次迭代取平均值，减少随机性\n const resultA = await this.runnerA.runInitializationTest(scenario.productCount, 3);\n const resultB = await this.runnerB.runInitializationTest(scenario.productCount, 3);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '初始化测试');\n\n // 更新测试对比\n console.log('\\n运行更新测试对比...');\n const updateResultsA = [];\n const updateResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runUpdateTest(scenario.productCount, scenario.updateIterations);\n const resultB = await this.runnerB.runUpdateTest(scenario.productCount, scenario.updateIterations);\n updateResultsA.push(resultA);\n updateResultsB.push(resultB);\n } catch (error) {\n console.error(`更新对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(updateResultsA, updateResultsB, '更新测试');\n\n // 查询测试对比\n console.log('\\n运行查询测试对比...');\n const queryResultsA = [];\n const queryResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runQueryTest(scenario.productCount, scenario.queryIterations);\n const resultB = await this.runnerB.runQueryTest(scenario.productCount, scenario.queryIterations);\n queryResultsA.push(resultA);\n queryResultsB.push(resultB);\n } catch (error) {\n console.error(`查询对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(queryResultsA, queryResultsB, '查询测试');\n\n // 过滤测试对比\n console.log('\\n运行过滤测试对比...');\n const filterResultsA = [];\n const filterResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runFilterTest(scenario.productCount, scenario.filterIterations);\n const resultB = await this.runnerB.runFilterTest(scenario.productCount, scenario.filterIterations);\n filterResultsA.push(resultA);\n filterResultsB.push(resultB);\n } catch (error) {\n console.error(`过滤对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(filterResultsA, filterResultsB, '过滤测试');\n\n // 转储测试对比\n console.log('\\n运行转储测试对比...');\n const dumpResultsA = [];\n const dumpResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runDumpTest(scenario.productCount);\n const resultB = await this.runnerB.runDumpTest(scenario.productCount);\n dumpResultsA.push(resultA);\n dumpResultsB.push(resultB);\n } catch (error) {\n console.error(`转储对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(dumpResultsA, dumpResultsB, '转储测试');\n\n console.log('\\n对比测试完成!');\n }\n\n /\n 运行快速对比测试（仅测试小数据量）\n */\n async runQuickComparisonTest(): Promise<void> {\n console.log(`开始快速对比测试: ${this.nameA} vs ${this.nameB}`);\n\n const quickScenarios = [\n {\n productCount: 1000,\n label: '1K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n { productCount: 10000, label: '10K', updateIterations: 10, queryIterations: 100, filterIterations: 10 },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of quickScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n // 使用2次迭代取平均值（快速测试）\n const resultA = await this.runnerA.runInitializationTest(scenario.productCount, 2);\n const resultB = await this.runnerB.runInitializationTest(scenario.productCount, 2);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '快速初始化测试');\n\n console.log('\\n快速对比测试完成!');\n }\n}\n"]}
1	+ 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{ IQuoteState } from '../types';\nimport { PerformanceTester } from './PerformanceTester';\nimport { QuoteStateTestRunner } from './QuoteStateTestRunner';\n\n/*\n 行情状态对比测试类\n * 用于比较两个不同的 IQuoteState 实现\n /\nexport class QuoteStateComparisonTest {\n private runnerA: QuoteStateTestRunner;\n private runnerB: QuoteStateTestRunner;\n private nameA: string;\n private nameB: string;\n\n constructor(\n createStateA: () => IQuoteState,\n createStateB: () => IQuoteState,\n nameA: string = '实现A',\n nameB: string = '实现B',\n ) {\n this.runnerA = new QuoteStateTestRunner(createStateA);\n this.runnerB = new QuoteStateTestRunner(createStateB);\n this.nameA = nameA;\n this.nameB = nameB;\n }\n\n /\n 打印对比结果\n /\n private printComparisonResults(\n resultsA: any[],\n resultsB: any[],\n testType: string,\n key: string = 'time',\n ): void {\n console.log('\\n' + '='.repeat(100));\n console.log(`行情状态性能对比测试 - ${testType}`);\n console.log('='.repeat(100));\n\n console.log(`\\n${this.nameA} vs ${this.nameB} 性能对比:`);\n console.log('-'.repeat(80));\n\n for (let i = 0; i < Math.min(resultsA.length, resultsB.length); i++) {\n const resultA = resultsA[i];\n const resultB = resultsB[i];\n\n // 检查是否有失败的测试\n const isAFailed = resultA.success === false;\n const isBFailed = resultB.success === false;\n\n if (isAFailed \|\| isBFailed) {\n console.log(`\\n产品数量: ${resultA.productCount \|\| resultB.productCount}`);\n\n if (isAFailed) {\n console.log(`❌ ${this.nameA} 测试失败: ${resultA.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameA}: ${PerformanceTester.formatTime(resultA.avgTime \|\| resultA.time)}`);\n }\n\n if (isBFailed) {\n console.log(`❌ ${this.nameB} 测试失败: ${resultB.error \|\| 'Unknown error'}`);\n } else {\n console.log(`${this.nameB}: ${PerformanceTester.formatTime(resultB.avgTime \|\| resultB.time)}`);\n }\n\n console.log('-'.repeat(80));\n continue;\n }\n\n if (resultA.productCount !== resultB.productCount) {\n console.log(`\\n⚠️ 产品数量不匹配: ${resultA.productCount} vs ${resultB.productCount}`);\n continue;\n }\n\n console.log(`\\n产品数量: ${resultA.productCount.toLocaleString()}`);\n\n // 自动检测使用哪个时间字段\n const timeKey = resultA.avgTime !== undefined ? 'avgTime' : 'time';\n const valueA = resultA[timeKey];\n const valueB = resultB[timeKey];\n\n const timeLabel = timeKey === 'avgTime' ? '平均时间' : '时间';\n console.log(`${this.nameA} (${timeLabel}): ${PerformanceTester.formatTime(valueA)}`);\n console.log(`${this.nameB} (${timeLabel}): ${PerformanceTester.formatTime(valueB)}`);\n\n if (valueA > 0 && valueB > 0) {\n const ratio = valueA / valueB;\n const percentDiff = ((ratio - 1) 100).toFixed(2);\n if (ratio > 1) {\n console.log(`${this.nameB} 快 ${percentDiff}% (${ratio.toFixed(2)}x)`);\n } else {\n console.log(\n `${this.nameA} 快 ${(-parseFloat(percentDiff)).toFixed(2)}% (${(1 / ratio).toFixed(2)}x)`,\n );\n }\n }\n\n // 处理新的内存数据结构（heapUsedDiff）和旧的数据结构（memoryBefore/memoryAfter）\n let memoryUsedA: number \| null = null;\n let memoryUsedB: number \| null = null;\n\n if (resultA.heapUsedDiff !== undefined && resultA.heapUsedDiff !== null) {\n memoryUsedA = resultA.heapUsedDiff;\n } else if (resultA.memoryBefore && resultA.memoryAfter) {\n memoryUsedA = resultA.memoryAfter.heapUsed - resultA.memoryBefore.heapUsed;\n }\n\n if (resultB.heapUsedDiff !== undefined && resultB.heapUsedDiff !== null) {\n memoryUsedB = resultB.heapUsedDiff;\n } else if (resultB.memoryBefore && resultB.memoryAfter) {\n memoryUsedB = resultB.memoryAfter.heapUsed - resultB.memoryBefore.heapUsed;\n }\n\n // 打印内存使用（即使只有一个实现有数据）\n const hasMemoryA = memoryUsedA !== null && !isNaN(memoryUsedA);\n const hasMemoryB = memoryUsedB !== null && !isNaN(memoryUsedB);\n\n if (hasMemoryA \|\| hasMemoryB) {\n console.log(`\\n内存使用:`);\n if (hasMemoryA) {\n console.log(`${this.nameA}: ${PerformanceTester.formatBytes(memoryUsedA!)}`);\n }\n if (hasMemoryB) {\n console.log(`${this.nameB}: ${PerformanceTester.formatBytes(memoryUsedB!)}`);\n }\n\n // 只有当两个实现都有有效内存数据时才进行对比\n if (hasMemoryA && hasMemoryB && memoryUsedA! > 0 && memoryUsedB! > 0) {\n const memoryRatio = memoryUsedA! / memoryUsedB!;\n const memoryPercentDiff = ((memoryRatio - 1) * 100).toFixed(2);\n if (memoryRatio > 1) {\n console.log(`${this.nameB} 节省 ${memoryPercentDiff}% 内存`);\n } else {\n console.log(`${this.nameA} 节省 ${(-parseFloat(memoryPercentDiff)).toFixed(2)}% 内存`);\n }\n }\n }\n\n console.log('-'.repeat(80));\n }\n }\n\n /*\n 运行完整的对比测试套件\n /\n async runComparisonTestSuite(): Promise<void> {\n console.log(`开始行情状态性能对比测试: ${this.nameA} vs ${this.nameB}`);\n\n const testScenarios = [\n {\n productCount: 10000,\n label: '10K',\n updateIterations: 1000,\n queryIterations: 10000,\n filterIterations: 1000,\n },\n {\n productCount: 100000,\n label: '100K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n {\n productCount: 1000000,\n label: '1M',\n updateIterations: 10,\n queryIterations: 100,\n filterIterations: 10,\n },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n // 使用3次迭代取平均值，减少随机性\n const resultA = await this.runnerA.runInitializationTest(scenario.productCount, 3);\n const resultB = await this.runnerB.runInitializationTest(scenario.productCount, 3);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '初始化测试');\n\n // 更新测试对比\n console.log('\\n运行更新测试对比...');\n const updateResultsA = [];\n const updateResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runUpdateTest(scenario.productCount, scenario.updateIterations);\n const resultB = await this.runnerB.runUpdateTest(scenario.productCount, scenario.updateIterations);\n updateResultsA.push(resultA);\n updateResultsB.push(resultB);\n } catch (error) {\n console.error(`更新对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(updateResultsA, updateResultsB, '更新测试');\n\n // 查询测试对比\n console.log('\\n运行查询测试对比...');\n const queryResultsA = [];\n const queryResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runQueryTest(scenario.productCount, scenario.queryIterations);\n const resultB = await this.runnerB.runQueryTest(scenario.productCount, scenario.queryIterations);\n queryResultsA.push(resultA);\n queryResultsB.push(resultB);\n } catch (error) {\n console.error(`查询对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(queryResultsA, queryResultsB, '查询测试');\n\n // 过滤测试对比\n console.log('\\n运行过滤测试对比...');\n const filterResultsA = [];\n const filterResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runFilterTest(scenario.productCount, scenario.filterIterations);\n const resultB = await this.runnerB.runFilterTest(scenario.productCount, scenario.filterIterations);\n filterResultsA.push(resultA);\n filterResultsB.push(resultB);\n } catch (error) {\n console.error(`过滤对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(filterResultsA, filterResultsB, '过滤测试');\n\n // 转储测试对比\n console.log('\\n运行转储测试对比...');\n const dumpResultsA = [];\n const dumpResultsB = [];\n for (const scenario of testScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n const resultA = await this.runnerA.runDumpTest(scenario.productCount);\n const resultB = await this.runnerB.runDumpTest(scenario.productCount);\n dumpResultsA.push(resultA);\n dumpResultsB.push(resultB);\n } catch (error) {\n console.error(`转储对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(dumpResultsA, dumpResultsB, '转储测试');\n\n console.log('\\n对比测试完成!');\n }\n\n /\n 运行快速对比测试（仅测试小数据量）\n */\n async runQuickComparisonTest(): Promise<void> {\n console.log(`开始快速对比测试: ${this.nameA} vs ${this.nameB}`);\n\n const quickScenarios = [\n {\n productCount: 1000,\n label: '1K',\n updateIterations: 100,\n queryIterations: 1000,\n filterIterations: 100,\n },\n { productCount: 10000, label: '10K', updateIterations: 10, queryIterations: 100, filterIterations: 10 },\n ];\n\n // 初始化测试对比\n console.log('\\n运行初始化测试对比...');\n const initResultsA = [];\n const initResultsB = [];\n for (const scenario of quickScenarios) {\n console.log(`测试 ${scenario.label} 产品...`);\n try {\n // 使用2次迭代取平均值（快速测试）\n const resultA = await this.runnerA.runInitializationTest(scenario.productCount, 2);\n const resultB = await this.runnerB.runInitializationTest(scenario.productCount, 2);\n initResultsA.push(resultA);\n initResultsB.push(resultB);\n } catch (error) {\n console.error(`初始化对比测试失败 (${scenario.label}):`, error);\n }\n }\n this.printComparisonResults(initResultsA, initResultsB, '快速初始化测试');\n\n console.log('\\n快速对比测试完成!');\n }\n}\n"]}