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Handle rangebreak gaps in candlestick & ohlc #4814

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Merged
merged 4 commits into from
May 7, 2020
Merged

Handle rangebreak gaps in candlestick & ohlc #4814

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615757f
improve handling of gaps in distinctVals
archmoj May 5, 2020
97f6b7b
add new mock to lock issue 4742
archmoj May 5, 2020
8a4bae3
add new candlestick mock with rangebreaks - issue 4795
archmoj May 7, 2020
2f3b098
BADNUM values sorted at the end - no need for first - tested in IE11
archmoj May 7, 2020
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38 changes: 29 additions & 9 deletions src/lib/search.js
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Original file line number Diff line number Diff line change
Expand Up @@ -12,6 +12,7 @@
var isNumeric = require('fast-isnumeric');
var loggers = require('./loggers');
var identity = require('./identity');
var BADNUM = require('../constants/numerical').BADNUM;

// don't trust floating point equality - fraction of bin size to call
// "on the line" and ensure that they go the right way specified by
Expand Down Expand Up @@ -74,20 +75,39 @@ exports.distinctVals = function(valsIn) {
var vals = valsIn.slice(); // otherwise we sort the original array...
vals.sort(exports.sorterAsc);

var l = vals.length - 1;
var minDiff = (vals[l] - vals[0]) || 1;
var errDiff = minDiff / (l || 1) / 10000;
var v2 = [vals[0]];
var first;
for(first = 0; first < vals.length; first++) {
if(vals[first] !== BADNUM) break;
}
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Oh interesting, I wouldn't have guessed that the problem traced back to distinctVals, nice find!

TIL:

all undefined elements are sorted to the end of the array, with no call to compareFunction

https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array/sort

So perhaps all we need is the loop to find last and the rest of this can stay as it was, as we'll never have undefined anywhere else after a sort?

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maybe worth testing this in IE before relying on it. I've confirmed in Chrome, FF, Safari on my mac so seems robust on modern browsers.

If it were to fail on IE, I wouldn't trust that sorting works at all then with interspersed undefined values, and better would be to filter these out before even starting (instead of the slice() call)

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@alexcjohnson good catch! Not working on IE11.

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@archmoj archmoj May 7, 2020 •
edited
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@alexcjohnson Correction. It appear to be working on IE11.

IE11

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@alexcjohnson correction number 2: It is sometimes working and sometime not.
So let's fix that for IE11.

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OK. The logic is modified by 2f3b098 & tested in IE11 and it works.


var last;
for(last = vals.length - 1; last > -1; last--) {
if(vals[last] !== BADNUM) break;
}

var minDiff = (vals[last] - vals[first]) || 1;
var errDiff = minDiff / ((last - first) || 1) / 10000;
var newVals = [];
var preV;
for(var i = first; i <= last; i++) {
var v = vals[i];
if(v === BADNUM) continue;

for(var i = 0; i < l; i++) {
// make sure values aren't just off by a rounding error
if(vals[i + 1] > vals[i] + errDiff) {
minDiff = Math.min(minDiff, vals[i + 1] - vals[i]);
v2.push(vals[i + 1]);
var diff = v - preV;

if(preV === undefined) {
newVals.push(v);
preV = v;
} else if(diff > errDiff) {
minDiff = Math.min(minDiff, diff);

newVals.push(v);
preV = v;
}
}

return {vals: v2, minDiff: minDiff};
return {vals: newVals, minDiff: minDiff};
};

/**
Expand Down
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75 changes: 75 additions & 0 deletions test/image/mocks/axes_breaks-candlestick.json
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Original file line number Diff line number Diff line change
@@ -0,0 +1,75 @@
{
"data": [
{
"type": "candlestick",
"x": [
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in this mock, it would be great to see some data in the next visible range, like after 9am the next day, just to capture some of the tick labelling etc

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Good point. I added another mock in 8a4bae3.
And we are going to revise tick behaviour (including these mocks) in #4734 after this PR is merged.

"2020-01-02 17:00",
"2020-01-02 17:10",
"2020-01-02 17:20",
"2020-01-02 17:30",
"2020-01-02 17:40",
"2020-01-02 17:50",
"2020-01-02 18:00",
"2020-01-02 18:10"
],
"open": [
10,
10,
10,
10,
10,
10,
10,
10
],
"high": [
12,
12,
12,
12,
12,
12,
12,
14
],
"low": [
8,
8,
8,
8,
8,
8,
3,
8
],
"close": [
12,
7,
11,
10.5,
9,
8.5,
3,
14
]
}
],
"layout": {
"width": 600,
"height": 400,
"title": {
"text": "Candlestick with rangebreaks"
},
"xaxis": {
"rangebreaks": [
{
"pattern": "hour",
"bounds": [
18,
9
]
}
]
}
}
}
2 changes: 2 additions & 0 deletions test/jasmine/tests/mock_test.js
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Expand Up @@ -50,6 +50,7 @@ var list = [
'autorange-tozero-rangemode',
'axes_booleans',
'axes_breaks',
'axes_breaks-candlestick',
'axes_breaks-finance',
'axes_breaks-gridlines',
'axes_breaks-night_autorange-reversed',
Expand Down Expand Up @@ -1078,6 +1079,7 @@ figs['automargin-title-standoff'] = require('@mocks/automargin-title-standoff');
figs['autorange-tozero-rangemode'] = require('@mocks/autorange-tozero-rangemode');
// figs['axes_booleans'] = require('@mocks/axes_booleans');
figs['axes_breaks'] = require('@mocks/axes_breaks');
figs['axes_breaks-candlestick'] = require('@mocks/axes_breaks-candlestick');
figs['axes_breaks-finance'] = require('@mocks/axes_breaks-finance');
figs['axes_breaks-gridlines'] = require('@mocks/axes_breaks-gridlines');
figs['axes_breaks-night_autorange-reversed'] = require('@mocks/axes_breaks-night_autorange-reversed');
Expand Down