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OHLC equal open close cases fix #1655

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Merged
merged 8 commits into from
Jun 8, 2017
Merged

OHLC equal open close cases fix #1655

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af277b6
fixing ohlc showing wrong color when open equals close
noway Apr 22, 2017
20494db
lint
noway Apr 22, 2017
c4f7703
isolating state logic in getFilterFn
noway Apr 28, 2017
961fed4
Merge branch 'master' into pr-16190-ohlc-equal-open-close
etpinard May 8, 2017
ca3fa4d
lint + add test for open[i] === close[i] cases
etpinard May 8, 2017
9575ab6
simplify equal open/close fix
alexcjohnson Jun 8, 2017
597adf9
ensure o, h, l, and c are all numeric - or drop the whole point
alexcjohnson Jun 8, 2017
dd1f770
fixed baseline images for correct numeric comparison in candlestick
alexcjohnson Jun 8, 2017
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57 changes: 54 additions & 3 deletions src/traces/ohlc/helpers.js
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Original file line number Diff line number Diff line change
Expand Up @@ -95,14 +95,65 @@ exports.makeTransform = function(traceIn, state, direction) {
};

exports.getFilterFn = function(direction) {
return new _getFilterFn(direction);
};

function _getFilterFn(direction) {
var isPrevThisDirection = null;
var cPrev = null;
var fn;

switch(direction) {
case 'increasing':
return function(o, c) { return o <= c; };
fn = function(o, c) {
if(o === c) {
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We haven't cast to numbers, have we? Looks like this will break if we mix strings and numbers (or use different string representations of the same number, like '2.0' and '2.00'

I guess a point should get dropped if any of o, h, l, c is not numeric?

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checked all to ensure they're numeric in 597adf9

if(c > cPrev) {
return true; // increasing
} else if(c < cPrev) {
return false; // decreasing
} else {
if(isPrevThisDirection === true) {
return true; // determine by last candle
} else if(isPrevThisDirection === false) {
return false; // determine by last candle
} else {
return true; // If we don't have previous data, assume it was increasing
}
}
}
return o < c;
};
break;

case 'decreasing':
return function(o, c) { return o > c; };
fn = function(o, c) {
if(o === c) {
if(c > cPrev) {
return false; // increasing
} else if(c < cPrev) {
return true; // decreasing
} else {
if(isPrevThisDirection === true) {
return true; // determine by last candle
} else if(isPrevThisDirection === false) {
return false; // determine by last candle
} else {
return false; // If we don't have previous data, assume it was increasing
}
}
}
return o > c;
};
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This is a lot of duplication with just a few true <-> false flips... looks like we could keep the perf up without the duplication if we made one function isIncreasing(o, c), which looks at a state var isPrevIncreasing (which would also simplify the logic there as we wouldn't need to deal with null, just initialize it to true), then move the switch logic into creating the wrapper function below:

function increasingFilter(o, c) {
    var isThisIncreasing = isIncreasing(o, c);
    isPrevIncreasing = isThisIncreasing; // why add !! to this?
    cPrev = c;
    return isThisIncreasing;
}

function decreasingFilter(o, c) {
    var isThisIncreasing = isIncreasing(o, c);
    isPrevIncreasing = isThisIncreasing; // why add !! to this?
    cPrev = c;
    return !isThisIncreasing; // the only difference...
}

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@alexcjohnson I vaguely remember you mentioning on slack that you had a commit implementing your solution on a branch. If that's not case, I'll try to push something up to get this PR in this week's 1.28.0.

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simplified these filters (even more than ^^) in 9575ab6

break;
}
};

return function(o, c) {
var out = fn(o, c);
isPrevThisDirection = !!out;
cPrev = c;
return out;
};
}

exports.addRangeSlider = function(data, layout) {
var hasOneVisibleTrace = false;
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39 changes: 39 additions & 0 deletions test/jasmine/tests/finance_test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -704,6 +704,45 @@ describe('finance charts calc transforms:', function() {
expect(out[1].x).toEqual([]);
expect(out[3].x).toEqual([]);
});

it('should handle cases where \'open\' and \'close\' entries are equal', function() {
var out = _calc([{
type: 'ohlc',
open: [0, 1, 0, 2, 1, 1, 2, 2],
high: [3, 3, 3, 3, 3, 3, 3, 3],
low: [-1, -1, -1, -1, -1, -1, -1, -1],
close: [0, 2, 0, 1, 1, 1, 2, 2],
tickwidth: 0
}, {
type: 'candlestick',
open: [0, 2, 0, 1],
high: [3, 3, 3, 3],
low: [-1, -1, -1, -1],
close: [0, 1, 0, 2]
}]);

expect(out[0].x).toEqual([
0, 0, 0, 0, 0, 0, null,
1, 1, 1, 1, 1, 1, null,
6, 6, 6, 6, 6, 6, null,
7, 7, 7, 7, 7, 7, null
]);
expect(out[1].x).toEqual([
2, 2, 2, 2, 2, 2, null,
3, 3, 3, 3, 3, 3, null,
4, 4, 4, 4, 4, 4, null,
5, 5, 5, 5, 5, 5, null
]);

expect(out[2].x).toEqual([
0, 0, 0, 0, 0, 0,
3, 3, 3, 3, 3, 3
]);
expect(out[3].x).toEqual([
1, 1, 1, 1, 1, 1,
2, 2, 2, 2, 2, 2
]);
});
});

describe('finance charts updates:', function() {
Expand Down