umputun / rlb-stats / 33739405608

88%

master: 89%

Build Type

Pull #65

github

Committed by paskal

Commit Message

Aggregate candles in a single pass

Previously, aggregateCandles rebuilt each output window by rescanning the
whole candle slice, O(windows x candles): a 30-day dashboard with about 43k
minute candles and 100 windows walked the slice once per window. Candles are
now bucketed by window index in one pass over an input sorted by StartMinute,
keyed by an origin-aligned time, and non-empty windows are emitted in order.

Window offsets are counted in whole seconds instead of through time.Sub,
whose Duration saturates at roughly 292 years and would collapse candles
further apart than that into one window at a wrong timestamp. Cancellation is
checked at window boundaries so a cancelled request returns only complete
windows, never a partially filled one.

Windows align to the earliest candle as before, with one deliberate change:
the origin used to be seeded with time.Now() and only replaced by an earlier
candle, so a set of candles lying entirely in the future was aligned to the
wall clock and its window stamps moved on every request. The origin is now
always the earliest candle. Skip-empty semantics and the partial result on
cancellation are unchanged.

Tests cover the cancellation path, that cancellation lands only at window
boundaries, the empty-window skip, candles more than 292 years apart, and
that unsorted input aggregates the same as sorted input.

Pull Request Pull Request #65: Aggregate candles in a single pass

Coverage Stats

50 of 51 new or added lines in 1 file covered. (98.04%)

1 existing line in 1 file now uncovered.

658 of 744 relevant lines covered (88.44%)

105.8 hits per line