FIX: fix memory leak
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@ -5,6 +5,8 @@ import "git.qtrade.icu/lychiyu/bbgo/pkg/types"
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const MaxNumOfKLines = 5_000
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const MaxNumOfKLines = 5_000
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const MaxNumOfKLinesTruncate = 100
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const MaxNumOfKLinesTruncate = 100
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const CapacityOfKLineWindowLimit = 5_000
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// MarketDataStore receives and maintain the public market data of a single symbol
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// MarketDataStore receives and maintain the public market data of a single symbol
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//
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//
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//go:generate callbackgen -type MarketDataStore
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//go:generate callbackgen -type MarketDataStore
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@ -58,10 +60,20 @@ func (store *MarketDataStore) AddKLine(k types.KLine) {
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}
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}
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window.Add(k)
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window.Add(k)
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if len(*window) > MaxNumOfKLines {
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truncateKLineWindowIfNeeded(window)
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*window = (*window)[MaxNumOfKLinesTruncate-1:]
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}
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store.EmitKLineClosed(k)
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store.EmitKLineClosed(k)
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store.EmitKLineWindowUpdate(k.Interval, *window)
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store.EmitKLineWindowUpdate(k.Interval, *window)
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}
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}
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func truncateKLineWindowIfNeeded(window *types.KLineWindow) {
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lenOfWindow := len(*window)
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capOfWindow := cap(*window)
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if lenOfWindow == capOfWindow && capOfWindow > CapacityOfKLineWindowLimit {
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size := CapacityOfKLineWindowLimit / 2
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start := lenOfWindow - size
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copy(*window, (*window)[start:])
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*window = (*window)[:size]
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}
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}
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45
pkg/bbgo/marketdatastore_test.go
Normal file
45
pkg/bbgo/marketdatastore_test.go
Normal file
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@ -0,0 +1,45 @@
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package bbgo
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import (
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"testing"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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)
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func TestMarketDataStore_AddKLineAndTruncateWindow(t *testing.T) {
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store := NewMarketDataStore("BTCUSD")
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interval := types.Interval1s
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var maxCap int = 0
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capFixed := false
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var gid uint64 = 0
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// insert 1.5 * CapacityOfKLineWindowLimit KLine into window
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for ; gid < CapacityOfKLineWindowLimit+(CapacityOfKLineWindowLimit/2); gid++ {
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store.AddKLine(types.KLine{
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Interval: interval,
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GID: gid,
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})
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// if the capacity is > CapacityOfKLineWindowLimit, the capacity should be fixed. We use this if expression to verify it then.
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if !capFixed && cap(*store.KLineWindows[interval]) > CapacityOfKLineWindowLimit {
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maxCap = cap(*store.KLineWindows[interval])
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capFixed = true
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}
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}
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window := store.KLineWindows[interval]
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// make sure the capacity is fixed
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assert.Equal(t, maxCap, cap(*window))
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// after truncate, it will remain (CapacityOfKLineWindowLimit / 2) KLine in the window
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// so the first GIC will be the maxCap - (CapacityOfKLineWindowLimit / 2)
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truncatedGID := uint64(maxCap - (CapacityOfKLineWindowLimit / 2))
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for _, kline := range *window {
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assert.Equal(t, truncatedGID, kline.GID)
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truncatedGID++
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}
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}
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@ -2,8 +2,9 @@ package types
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import (
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import (
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"encoding/json"
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"encoding/json"
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"github.com/stretchr/testify/assert"
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"testing"
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"testing"
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"github.com/stretchr/testify/assert"
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)
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)
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func TestKLineWindow_Tail(t *testing.T) {
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func TestKLineWindow_Tail(t *testing.T) {
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