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Finalize MA bucket closes and extend MA rendering test #404

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Merged
qqrm merged 1 commit into from
Sep 18, 2025
Merged

Finalize MA bucket closes and extend MA rendering test #404

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32 changes: 22 additions & 10 deletions src/domain/chart/entities.rs
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
use super::value_objects::{ChartType, Viewport};
use crate::domain::market_data::services::{Aggregator, IchimokuData};
use crate::domain::market_data::{Candle, CandleSeries, MovingAverageEngine, TimeInterval, Volume};
use std::collections::HashMap;
use std::collections::{HashMap, HashSet};

/// Domain entity - Chart
#[derive(Debug, Clone)]
Expand All @@ -13,6 +13,7 @@ pub struct Chart {
pub indicators: Vec<Indicator>,
pub ichimoku: IchimokuData,
pub ma_engines: HashMap<TimeInterval, MovingAverageEngine>,
open_buckets: HashSet<TimeInterval>,
}

impl Chart {
Expand Down Expand Up @@ -45,6 +46,7 @@ impl Chart {
indicators: Vec::new(),
ichimoku: IchimokuData::default(),
ma_engines,
open_buckets: HashSet::new(),
}
}

Expand Down Expand Up @@ -79,6 +81,7 @@ impl Chart {
for e in self.ma_engines.values_mut() {
*e = MovingAverageEngine::new();
}
self.open_buckets.clear();

for candle in candles {
if let Some(base) = self.series.get_mut(&TimeInterval::TwoSeconds) {
Expand Down Expand Up @@ -213,21 +216,30 @@ impl Chart {
last.ohlcv.volume =
Volume::from(last.ohlcv.volume.value() + candle.ohlcv.volume.value());
}
self.open_buckets.insert(*interval);
continue;
}

let is_new_bucket = latest_ts.is_none_or(|ts| bucket_start > ts);
let was_full = series.count() == series.capacity();
let oldest_before = series.get_candles().front().map(|c| c.timestamp.value());
let new_candle = Aggregator::aggregate(std::slice::from_ref(&candle), *interval)
.unwrap_or_else(|| candle.clone());
series.add_candle(new_candle.clone());
let oldest_after = series.get_candles().front().map(|c| c.timestamp.value());
let replaced_oldest = was_full && oldest_before != oldest_after;
if (is_new_bucket || replaced_oldest)
let previous_close = if is_new_bucket {
series.latest().map(|c| c.ohlcv.close.value())
} else {
None
};

if is_new_bucket
&& self.open_buckets.remove(interval)
&& let Some(close) = previous_close
&& let Some(engine) = self.ma_engines.get_mut(interval)
{
engine.update_on_close(new_candle.ohlcv.close.value());
engine.update_on_close(close);
}

let new_candle = Aggregator::aggregate(std::slice::from_ref(&candle), *interval)
.unwrap_or_else(|| candle.clone());
series.add_candle(new_candle);
if is_new_bucket {
self.open_buckets.insert(*interval);
}
}
}
Expand Down
97 changes: 96 additions & 1 deletion tests/historical_ma_render.rs
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Original file line number Diff line number Diff line change
@@ -1,6 +1,9 @@
#![cfg(feature = "render")]
use price_chart_wasm::app::{current_interval, visible_range_by_time};
use price_chart_wasm::domain::chart::{Chart, value_objects::ChartType};
use price_chart_wasm::domain::market_data::{Candle, OHLCV, Price, Timestamp, Volume};
use price_chart_wasm::domain::market_data::{
Candle, OHLCV, Price, TimeInterval, Timestamp, Volume,
};
use price_chart_wasm::infrastructure::rendering::renderer::dummy_renderer;
wasm_bindgen_test::wasm_bindgen_test_configure!(run_in_browser);
#[test]
Expand Down Expand Up @@ -32,3 +35,95 @@ fn historical_sma20_rendered() {

assert!(!sma20_vertices.is_empty());
}

#[test]
fn minute_ma_tracks_closed_buckets() {
const BASE_PRICE: f64 = 100.0;
const MINUTES: u64 = 15;
const EMA_PERIOD: usize = 12;

fn minute_batch(minute: u64, price: f64) -> Vec<Candle> {
(0..30)
.map(|i| {
let ts = minute * 60_000 + i * 2_000;
Candle::new(
Timestamp::from_millis(ts),
OHLCV::new(
Price::from(price),
Price::from(price + 0.5),
Price::from(price - 0.5),
Price::from(price),
Volume::from(1.0),
),
)
})
.collect()
}

let mut candles = Vec::new();
for minute in 0..MINUTES {
candles.extend(minute_batch(minute, BASE_PRICE + minute as f64));
}

let mut chart = Chart::new("hist-minute-ma".to_string(), ChartType::Candlestick, 1000);
chart.set_historical_data(candles);

let minute_series = chart.get_series(TimeInterval::OneMinute).expect("minute series available");
let aggregated: Vec<Candle> = minute_series.get_candles().iter().cloned().collect();
assert_eq!(aggregated.len(), MINUTES as usize);

let closes: Vec<f64> = aggregated.iter().map(|c| c.ohlcv.close.value()).collect();
for (idx, close) in closes.iter().enumerate() {
let expected = BASE_PRICE + idx as f64;
assert!((close - expected).abs() < f64::EPSILON);
}

assert!(closes.len() > 1, "need at least one closed bucket");
let closed_closes = &closes[..closes.len() - 1];

let engine =
chart.ma_engines.get(&TimeInterval::OneMinute).expect("ma engine for minute interval");
let ema12 = &engine.data().ema_12;
assert_eq!(ema12.len(), closed_closes.len());

let alpha = 2.0 / (EMA_PERIOD as f64 + 1.0);
let mut expected_ema = Vec::with_capacity(closed_closes.len());
let mut last = closed_closes[0];
expected_ema.push(last);
for &close in closed_closes.iter().skip(1) {
last = alpha * close + (1.0 - alpha) * last;
expected_ema.push(last);
}

for (calc, exp) in ema12.iter().zip(expected_ema.iter()) {
assert!((calc.value() - *exp).abs() < 1e-6);
}

let prev_interval = current_interval().get_untracked();
current_interval().set(TimeInterval::OneMinute);
let renderer = dummy_renderer();
let (_, vertices, _) = renderer.create_geometry_for_test(&chart);
current_interval().set(prev_interval);

let ema_vertices: Vec<_> = vertices
.iter()
.filter(|v| {
(v.element_type - 2.0).abs() < f32::EPSILON && (v.color_type - 5.0).abs() < f32::EPSILON
})
.collect();

let (start_idx, visible_len) = visible_range_by_time(&aggregated, &chart.viewport, 1.0);
let period_offset = EMA_PERIOD - 1;
let drawn_points = ema12
.iter()
.enumerate()
.filter(|(idx, _)| {
let candle_idx = idx + period_offset;
*candle_idx >= start_idx && *candle_idx < start_idx + visible_len
})
.count();

assert!(drawn_points >= 2, "EMA line should have at least two points");
let expected_segments = drawn_points - 1;
assert_eq!(ema_vertices.len(), expected_segments * 6);
}
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