improve types.ShrinkSlice

pkg/bbgo/marketdatastore.go

@@ -67,6 +67,6 @@ func (store *MarketDataStore) AddKLine(k types.KLine) {
 	store.EmitKLineWindowUpdate(k.Interval, *window)
 }
 
-func truncateKLineWindowIfNeeded(window *types.KLineWindow) int {
-	return types.ShrinkSlice(window, KLineWindowShrinkThreshold, KLineWindowShrinkSize)
+func truncateKLineWindowIfNeeded(window *types.KLineWindow) {
+	*window = types.ShrinkSlice(*window, KLineWindowShrinkThreshold, KLineWindowShrinkSize)
 }

pkg/indicator/v2/cross.go

@@ -38,8 +38,8 @@ func Cross(a, b types.Float64Source) *CrossStream {
 }
 
 func (s *CrossStream) Truncate() {
-	types.ShrinkSlice(&s.a, MaxSliceSize, TruncateSize)
-	types.ShrinkSlice(&s.b, MaxSliceSize, TruncateSize)
+	s.a = types.ShrinkSlice(s.a, MaxSliceSize, TruncateSize)
+	s.b = types.ShrinkSlice(s.b, MaxSliceSize, TruncateSize)
 }
 
 func (s *CrossStream) calculate() {

pkg/indicator/v2/ewma.go

@@ -20,7 +20,7 @@ func EWMA2(source types.Float64Source, window int) *EWMAStream {
 }
 
 func (s *EWMAStream) Truncate() {
-	types.ShrinkSlice(&s.Slice, s.window*5, s.window*2)
+	s.Slice = types.ShrinkSlice(s.Slice, s.window*5, s.window*2)
 }
 
 func (s *EWMAStream) Calculate(v float64) float64 {

pkg/indicator/v2/klines.go

@@ -55,7 +55,7 @@ func KLines(source types.Stream, symbol string, interval types.Interval) *KLineS
 		s.kLines = append(s.kLines, k)
 		s.EmitUpdate(k)
 
-		types.ShrinkSlice(&s.kLines, MaxNumOfKLines, MaxNumOfKLines/5)
+		s.kLines = types.ShrinkSlice(s.kLines, MaxNumOfKLines, MaxNumOfKLines/5)
 	}))
 
 	return s

pkg/indicator/v2/price.go

@@ -42,7 +42,7 @@ func (s *PriceStream) AddSubscriber(f func(v float64)) {
 }
 
 func (s *PriceStream) Truncate() {
-	types.ShrinkSlice(&s.Slice, 5000, 2000)
+	s.Slice = types.ShrinkSlice(s.Slice, 5000, 2000)
 }
 
 func (s *PriceStream) PushAndEmit(v float64) {

pkg/indicator/v2/rma.go

@@ -50,7 +50,7 @@ func (s *RMAStream) Calculate(x float64) float64 {
 }
 
 func (s *RMAStream) Truncate() {
-	types.ShrinkSlice(&s.Slice, MaxSliceSize, TruncateSize)
+	s.Slice = types.ShrinkSlice(s.Slice, MaxSliceSize, TruncateSize)
 }
 
 func checkWindow(window int) {

pkg/indicator/v2/tr.go

@@ -27,7 +27,7 @@ func TR2(source KLineSubscription) *TRStream {
 }
 
 func (s *TRStream) Truncate() {
-	types.ShrinkSlice(&s.Slice, MaxSliceSize, TruncateSize)
+	s.Slice = types.ShrinkSlice(s.Slice, MaxSliceSize, TruncateSize)
 }
 
 func (s *TRStream) calculateAndPush(high, low, cls float64) {

pkg/indicator/v2/truncate.go

@@ -10,6 +10,5 @@ const MaxSliceSize = 5000
 const TruncateSize = 1000
 
 func generalTruncate(slice []float64) []float64 {
-	types.ShrinkSlice(&slice, MaxSliceSize, TruncateSize)
-	return slice
+	return types.ShrinkSlice(slice, MaxSliceSize, TruncateSize)
 }

pkg/strategy/xmaker/signal_trade.go

@@ -12,7 +12,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-const tradeSliceCapacityLimit = 20000
+const tradeSliceCapacityLimit = 10000
 const tradeSliceShrinkThreshold = tradeSliceCapacityLimit * 4 / 5
 const tradeSliceShrinkSize = tradeSliceCapacityLimit * 1 / 5
 
@@ -39,7 +39,7 @@ type TradeVolumeWindowSignal struct {
 func (s *TradeVolumeWindowSignal) handleTrade(trade types.Trade) {
 	s.mu.Lock()
 	s.trades = append(s.trades, trade)
-	types.ShrinkSlice(&s.trades, tradeSliceShrinkThreshold, tradeSliceShrinkSize)
+	s.trades = types.ShrinkSlice(s.trades, tradeSliceShrinkThreshold, tradeSliceShrinkSize)
 	s.mu.Unlock()
 }
 

pkg/types/kline.go

@@ -697,21 +697,21 @@ func KLineHighPriceMapper(k KLine) float64 {
 }
 
 // ShrinkSlice shrinks the slice to the new size by removing the old klines
-func ShrinkSlice[S ~[]E, E comparable](slice *S, thresholdLen, newSize int) int {
-	curLen := len(*slice)
-	curCap := cap(*slice)
+func ShrinkSlice[S ~[]E, E comparable](slice S, thresholdLen, newSize int) S {
+	curLen := len(slice)
+	curCap := cap(slice)
 
 	// newSize can't be larger than half of the current capacity
 	if newSize > curCap/2 {
 		newSize = curCap / 2
 	}
 
-	if curLen < thresholdLen {
-		return 0
+	if curLen < thresholdLen || curLen <= newSize {
+		return slice
 	}
 
 	start := curLen - newSize
-	copy(*slice, (*slice)[start:])
-	*slice = (*slice)[:newSize]
-	return newSize
+	newSlice := make(S, newSize)
+	copy(newSlice, slice[start:])
+	return newSlice
 }

pkg/types/kline_test.go

@@ -57,3 +57,14 @@ func TestKLineWindow_Truncate(t *testing.T) {
 	assert.Len(t, win, 1)
 	assert.Equal(t, 11603.0, win.Last().Open.Float64())
 }
+
+func TestShrinkSlice(t *testing.T) {
+	var slice = make([]float64, 0, 100)
+	for i := 0; i < 50000; i++ {
+		slice = append(slice, float64(i))
+	}
+
+	slice2 := ShrinkSlice(slice, 40000, 10000)
+	assert.NotEqual(t, &slice2, &slice)
+	assert.Equal(t, 10000, len(slice2))
+}