feat(lapaloma-financial): OHLC + candlesticks con preserva-volatilidad

- axis.rs: paint_axes extraído a función pública reusable entre
  crates de visualización. LapalomaChartElement::paint_axes ahora
  es un thin wrapper.
- OhlcBuffer: stride 6 f32 por bar (t, o, h, l, c, v). Bar struct
  con is_bull/is_bear. price_range y time_range. 5 tests.
- aggregate_time_bucketed (sección 3.2 del ARCHITECTURE.md):
  buckets por TIEMPO (no índice) — open=first, close=last,
  high=max, low=min, volume=sum. Preserva volatilidad (los wicks
  sobreviven al downsample, a diferencia de LTTB). Fallback a
  copy 1:1 si el span temporal es cero. 4 tests cubren bucket
  count, preservation of volatility, fallback, empty input.
- paint_candlesticks: render agnóstico contra el trait Canvas.
  Wick = stroke_line vertical (high → low). Body = fill_rect
  open ↔ close con color bull/bear/neutral. body_width derivado
  del spacing entre bars (con body_min_width floor).
- LapalomaCandlestickElement: Element GPUI que reusa paint_axes
  + paint_candlesticks. Sin pan-blit cache en v0.1 (≤500 bars
  on-screen no lo necesita).
- crates/apps/lapaloma-financial-demo: random walk determinístico
  (xorshift32 inline + seed fijo) de 120 bars, pan + zoom + reset
  igual que el cartesian demo. Paleta nórdica para bull (#a3be8c)
  y bear (#bf616a).

60 tests verdes (28 cartesian + 20 core + 9 financial + 3 render).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
sergio
2026-05-13 03:22:21 +00:00
parent 2b8e990cf9
commit d1ce4c8970
12 changed files with 1065 additions and 98 deletions
Generated
+12
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@@ -5423,6 +5423,18 @@ dependencies = [
"lapaloma-render",
]
[[package]]
name = "lapaloma-financial-demo"
version = "0.1.0"
dependencies = [
"gpui",
"lapaloma-cartesian",
"lapaloma-financial",
"lapaloma-render",
"yahweh-launcher",
"yahweh-theme",
]
[[package]]
name = "lapaloma-flow"
version = "0.1.0"
+1
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@@ -139,6 +139,7 @@ members = [
"crates/apps/lapaloma-demo",
"crates/apps/lapaloma-stream-demo",
"crates/apps/lapaloma-phosphor-demo",
"crates/apps/lapaloma-financial-demo",
]
[workspace.package]
@@ -0,0 +1,16 @@
[package]
name = "lapaloma-financial-demo"
version = { workspace = true }
edition = { workspace = true }
license = { workspace = true }
authors = { workspace = true }
publish = { workspace = true }
description = "Lapaloma — demo de candlesticks OHLC. Random walk sintético de 120 días con pan + zoom."
[dependencies]
gpui = { workspace = true }
yahweh-launcher = { path = "../../modules/ui_engine/libs/launcher" }
yahweh-theme = { path = "../../modules/ui_engine/libs/theme" }
lapaloma-render = { path = "../../modules/ui_engine/widgets/lapaloma-render", features = ["gpui"] }
lapaloma-cartesian = { path = "../../modules/ui_engine/widgets/lapaloma-cartesian" }
lapaloma-financial = { path = "../../modules/ui_engine/widgets/lapaloma-financial" }
@@ -0,0 +1,231 @@
//! `lapaloma-financial-demo` — chart OHLC con random walk.
//!
//! Genera 120 "días" de bars con un random walk determinístico
//! (sin RNG runtime — derivado de un seed fijo + xorshift32 inline)
//! y los pinta con `LapalomaCandlestickElement`. Pan + zoom igual
//! al cartesian demo.
use gpui::{
div, prelude::*, px, ClickEvent, Context, IntoElement, MouseButton, MouseDownEvent,
MouseMoveEvent, MouseUpEvent, Point, Render, ScrollDelta, ScrollWheelEvent, Window,
};
use lapaloma_cartesian::ChartViewport;
use lapaloma_financial::{
lapaloma_candlestick, Bar, CandlestickStyle, OhlcBuffer,
};
use lapaloma_render::Color;
use yahweh_launcher::launch_app;
use yahweh_theme::Theme;
const N_BARS: usize = 120;
const WHEEL_SENSITIVITY: f64 = 0.0015;
fn main() {
launch_app(
"Lapaloma — candlesticks (drag = pan, wheel = zoom, dbl-click = reset)",
(960., 560.),
FinancialDemo::new,
);
}
struct FinancialDemo {
data: OhlcBuffer,
viewport: ChartViewport,
initial_viewport: ChartViewport,
drag: Option<DragAnchor>,
}
#[derive(Clone, Copy)]
struct DragAnchor {
start_position: Point<gpui::Pixels>,
viewport_at_start: ChartViewport,
}
impl FinancialDemo {
fn new(_cx: &mut Context<Self>) -> Self {
let data = synth_random_walk(N_BARS, 100.0, 0xc0ffee);
let (lo, hi) = data.price_range().unwrap_or((0.0, 1.0));
let pad = (hi - lo) * 0.08;
let viewport = ChartViewport::new(
-0.5,
N_BARS as f64 - 0.5,
(lo - pad) as f64,
(hi + pad) as f64,
);
Self {
data,
viewport,
initial_viewport: viewport,
drag: None,
}
}
fn on_mouse_down(&mut self, e: &MouseDownEvent, _w: &mut Window, cx: &mut Context<Self>) {
self.drag = Some(DragAnchor {
start_position: e.position,
viewport_at_start: self.viewport,
});
cx.notify();
}
fn on_mouse_move(&mut self, e: &MouseMoveEvent, window: &mut Window, cx: &mut Context<Self>) {
let Some(anchor) = self.drag else { return };
let win = window.viewport_size();
let w: f32 = win.width.into();
let h: f32 = win.height.into();
if w <= 0.0 || h <= 0.0 {
return;
}
let sx: f32 = e.position.x.into();
let sy: f32 = e.position.y.into();
let ax: f32 = anchor.start_position.x.into();
let ay: f32 = anchor.start_position.y.into();
let dfx = ((sx - ax) / w) as f64;
let dfy = ((sy - ay) / h) as f64;
let mut vp = anchor.viewport_at_start;
vp.pan_fraction(dfx, dfy);
self.viewport = vp;
cx.notify();
}
fn on_mouse_up(&mut self, _e: &MouseUpEvent, _w: &mut Window, cx: &mut Context<Self>) {
if self.drag.take().is_some() {
cx.notify();
}
}
fn on_scroll(&mut self, e: &ScrollWheelEvent, window: &mut Window, cx: &mut Context<Self>) {
let win = window.viewport_size();
let w: f32 = win.width.into();
let h: f32 = win.height.into();
if w <= 0.0 || h <= 0.0 {
return;
}
let dy_px: f32 = match e.delta {
ScrollDelta::Pixels(p) => p.y.into(),
ScrollDelta::Lines(p) => p.y * 16.0,
};
let factor = (-dy_px as f64 * WHEEL_SENSITIVITY).exp();
let sx: f32 = e.position.x.into();
let sy: f32 = e.position.y.into();
let ax = (sx / w).clamp(0.0, 1.0) as f64;
let ay = (1.0 - sy / h).clamp(0.0, 1.0) as f64;
self.viewport.zoom_uniform(factor, (ax, ay));
cx.notify();
}
fn on_click(&mut self, e: &ClickEvent, _w: &mut Window, cx: &mut Context<Self>) {
if let ClickEvent::Mouse(m) = e {
if m.up.click_count >= 2 {
self.viewport = self.initial_viewport;
cx.notify();
}
}
}
}
impl Render for FinancialDemo {
fn render(&mut self, _w: &mut Window, cx: &mut Context<Self>) -> impl IntoElement {
let theme = Theme::global(cx).clone();
let plot_bg = Color::rgba(0.06, 0.08, 0.10, 1.0);
let style = CandlestickStyle {
bull_color: Color::from_hex(0xa3be8c),
bear_color: Color::from_hex(0xbf616a),
..CandlestickStyle::default()
};
let chart = lapaloma_candlestick(self.data.clone(), self.viewport)
.background(plot_bg)
.style(style);
let (lo, hi) = self.data.price_range().unwrap_or((0.0, 0.0));
let drag_active = self.drag.is_some();
div()
.id("lapaloma-financial-root")
.size_full()
.bg(theme.bg_app.clone())
.p(px(16.))
.flex()
.flex_col()
.gap(px(10.))
.child(
div()
.text_color(theme.fg_text)
.text_size(px(18.))
.child("Lapaloma — candlesticks"),
)
.child(
div()
.flex()
.gap(px(16.))
.text_size(px(11.))
.text_color(theme.fg_muted)
.child(format!("{} bars (random walk)", N_BARS))
.child(format!("price [{:.2}, {:.2}]", lo, hi))
.child(if drag_active { "· dragging" } else { "" }),
)
.child(
div()
.id("lapaloma-financial-chart")
.w_full()
.flex_grow()
.child(chart)
.on_mouse_down(MouseButton::Left, cx.listener(Self::on_mouse_down))
.on_mouse_move(cx.listener(Self::on_mouse_move))
.on_mouse_up(MouseButton::Left, cx.listener(Self::on_mouse_up))
.on_scroll_wheel(cx.listener(Self::on_scroll))
.on_click(cx.listener(Self::on_click)),
)
}
}
/// xorshift32 inline — RNG determinístico mínimo. No criptográfico,
/// pero perfecto para series sintéticas reproducibles.
fn xorshift32(state: &mut u32) -> u32 {
let mut x = *state;
x ^= x << 13;
x ^= x >> 17;
x ^= x << 5;
*state = x;
x
}
fn rand_f32(state: &mut u32) -> f32 {
xorshift32(state) as f32 / u32::MAX as f32
}
fn synth_random_walk(n: usize, start_price: f32, seed: u32) -> OhlcBuffer {
let mut rng = seed.max(1);
let mut buf = OhlcBuffer::with_capacity(n);
let mut close = start_price;
let drift = 0.05; // tendencia mínima alcista
let vol = 1.2;
for i in 0..n {
let r1 = rand_f32(&mut rng) - 0.5;
let r2 = rand_f32(&mut rng) - 0.5;
let r3 = rand_f32(&mut rng) - 0.5;
let r4 = rand_f32(&mut rng) - 0.5;
let open = close;
let move_close = drift + r1 * vol * 2.0;
let new_close = (open + move_close).max(1.0);
// Wicks: ruido por encima/debajo del rango open-close.
let body_hi = open.max(new_close);
let body_lo = open.min(new_close);
let wick_up = (r2.abs() * vol * 1.2).max(0.05);
let wick_dn = (r3.abs() * vol * 1.2).max(0.05);
let high = body_hi + wick_up;
let low = (body_lo - wick_dn).max(0.1);
let volume = 1000.0 + r4.abs() * 8000.0;
buf.push_bar(Bar {
t: i as f32,
o: open,
h: high,
l: low,
c: new_close,
v: volume,
});
close = new_close;
}
buf
}
@@ -20,6 +20,10 @@
//! semántica.
use lapaloma_core::scale::nice_step;
use lapaloma_render::{Canvas, Color, Point, StrokeStyle};
use crate::coord_system::CoordinateSystem;
use crate::viewport::ChartViewport;
/// Lado del plot donde vive el eje.
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
@@ -135,6 +139,111 @@ impl Default for AxisStyle {
}
}
const MONO_GLYPH_RATIO: f32 = 0.55;
/// Pinta las dos líneas base (X y Y), los tick marks y los labels
/// decimados de ambos ejes. Función reusable entre crates de
/// visualización (cartesian, financial, etc.) — recibe todo por
/// args para no atarse al state de un Element específico.
pub fn paint_axes(
canvas: &mut dyn Canvas,
cs: &CoordinateSystem,
viewport: &ChartViewport,
color: Color,
style: AxisStyle,
target_ticks_x: usize,
target_ticks_y: usize,
) {
let plot = cs.plot;
let axis_stroke = StrokeStyle::new(style.axis_line_width_px, color);
let tick_stroke = StrokeStyle::new(style.tick_width_px, color);
let tlen = style.tick_length_px;
canvas.stroke_line(
Point::new(plot.x, plot.bottom()),
Point::new(plot.right(), plot.bottom()),
axis_stroke,
);
canvas.stroke_line(
Point::new(plot.x, plot.y),
Point::new(plot.x, plot.bottom()),
axis_stroke,
);
// X axis ticks + labels.
let x_ticks = ticks_nice(viewport.x_min, viewport.x_max, target_ticks_x);
let x_step = nice_step(viewport.x_min, viewport.x_max, target_ticks_x);
let mut x_pos: Vec<f32> = Vec::with_capacity(x_ticks.len());
let mut x_lbl: Vec<String> = Vec::with_capacity(x_ticks.len());
let mut x_widths: Vec<f32> = Vec::with_capacity(x_ticks.len());
for v in &x_ticks {
let pixel = cs.data_to_pixel(*v, viewport.y_min).x;
if pixel < plot.x - 0.5 || pixel > plot.right() + 0.5 {
continue;
}
canvas.stroke_line(
Point::new(pixel, plot.bottom()),
Point::new(pixel, plot.bottom() + tlen),
tick_stroke,
);
let lbl = format_tick(*v, x_step);
let w = lbl.len() as f32 * style.label_size_px * MONO_GLYPH_RATIO;
x_pos.push(pixel);
x_widths.push(w);
x_lbl.push(lbl);
}
let keep_x = decimate_labels(&x_pos, &x_widths, style.label_min_spacing_px);
for i in keep_x {
let half = x_widths[i] * 0.5;
canvas.draw_text(
Point::new(
x_pos[i] - half,
plot.bottom() + tlen + style.label_offset_px,
),
&x_lbl[i],
color,
style.label_size_px,
);
}
// Y axis ticks + labels con decimación vertical.
let y_ticks = ticks_nice(viewport.y_min, viewport.y_max, target_ticks_y);
let y_step = nice_step(viewport.y_min, viewport.y_max, target_ticks_y);
let y_label_pitch = style.label_size_px + style.label_min_spacing_px;
let mut prev_py: Option<f32> = None;
for v in &y_ticks {
let py = cs.data_to_pixel(viewport.x_min, *v).y;
if py < plot.y - 0.5 || py > plot.bottom() + 0.5 {
continue;
}
canvas.stroke_line(
Point::new(plot.x - tlen, py),
Point::new(plot.x, py),
tick_stroke,
);
let label_ok = match prev_py {
None => true,
Some(p) => (py - p).abs() >= y_label_pitch,
};
if !label_ok {
continue;
}
let lbl = format_tick(*v, y_step);
let w = lbl.len() as f32 * style.label_size_px * MONO_GLYPH_RATIO;
canvas.draw_text(
Point::new(
plot.x - tlen - style.label_offset_px - w,
py - style.label_size_px * 0.5,
),
&lbl,
color,
style.label_size_px,
);
prev_py = Some(py);
}
}
#[cfg(test)]
mod tests {
use super::*;
@@ -32,17 +32,15 @@ use gpui::{
};
use lapaloma_core::buffer::DataBuffer;
use lapaloma_core::scale::nice_step;
use lapaloma_render::{Canvas, Color, Point, Rect, StrokeStyle, WindowCanvas};
use lapaloma_render::{Canvas, Color, Rect, StrokeStyle, WindowCanvas};
use crate::axis::{decimate_labels, format_tick, ticks_nice, AxisStyle};
use crate::axis::{self, AxisStyle};
use crate::coord_system::CoordinateSystem;
use crate::series::LineSeries;
use crate::viewport::ChartViewport;
const TARGET_TICKS_X: usize = 8;
const TARGET_TICKS_Y: usize = 6;
const MONO_GLYPH_RATIO: f32 = 0.55;
/// Cache de coords proyectadas para reuso entre frames. Es lo
/// que habilita el pan-blit: el caller lo crea una vez y lo
@@ -188,91 +186,15 @@ impl LapalomaChartElement {
}
fn paint_axes(&self, canvas: &mut dyn Canvas, cs: &CoordinateSystem) {
let plot = cs.plot;
let style = self.axis_style;
let axis_stroke = StrokeStyle::new(style.axis_line_width_px, self.axis_color);
let tick_stroke = StrokeStyle::new(style.tick_width_px, self.axis_color);
let tlen = style.tick_length_px;
canvas.stroke_line(
Point::new(plot.x, plot.bottom()),
Point::new(plot.right(), plot.bottom()),
axis_stroke,
axis::paint_axes(
canvas,
cs,
&self.viewport,
self.axis_color,
self.axis_style,
TARGET_TICKS_X,
TARGET_TICKS_Y,
);
canvas.stroke_line(
Point::new(plot.x, plot.y),
Point::new(plot.x, plot.bottom()),
axis_stroke,
);
let x_ticks = ticks_nice(self.viewport.x_min, self.viewport.x_max, TARGET_TICKS_X);
let x_step = nice_step(self.viewport.x_min, self.viewport.x_max, TARGET_TICKS_X);
let mut x_pos: Vec<f32> = Vec::with_capacity(x_ticks.len());
let mut x_lbl: Vec<String> = Vec::with_capacity(x_ticks.len());
let mut x_widths: Vec<f32> = Vec::with_capacity(x_ticks.len());
for v in &x_ticks {
let pixel = cs.data_to_pixel(*v, self.viewport.y_min).x;
if pixel < plot.x - 0.5 || pixel > plot.right() + 0.5 {
continue;
}
canvas.stroke_line(
Point::new(pixel, plot.bottom()),
Point::new(pixel, plot.bottom() + tlen),
tick_stroke,
);
let lbl = format_tick(*v, x_step);
let w = lbl.len() as f32 * style.label_size_px * MONO_GLYPH_RATIO;
x_pos.push(pixel);
x_widths.push(w);
x_lbl.push(lbl);
}
let keep_x = decimate_labels(&x_pos, &x_widths, style.label_min_spacing_px);
for i in keep_x {
let half = x_widths[i] * 0.5;
let origin_x = x_pos[i] - half;
let origin_y = plot.bottom() + tlen + style.label_offset_px;
canvas.draw_text(
Point::new(origin_x, origin_y),
&x_lbl[i],
self.axis_color,
style.label_size_px,
);
}
let y_ticks = ticks_nice(self.viewport.y_min, self.viewport.y_max, TARGET_TICKS_Y);
let y_step = nice_step(self.viewport.y_min, self.viewport.y_max, TARGET_TICKS_Y);
let y_label_pitch = style.label_size_px + style.label_min_spacing_px;
let mut prev_py: Option<f32> = None;
for v in &y_ticks {
let py = cs.data_to_pixel(self.viewport.x_min, *v).y;
if py < plot.y - 0.5 || py > plot.bottom() + 0.5 {
continue;
}
canvas.stroke_line(
Point::new(plot.x - tlen, py),
Point::new(plot.x, py),
tick_stroke,
);
let label_ok = match prev_py {
None => true,
Some(p) => (py - p).abs() >= y_label_pitch,
};
if !label_ok {
continue;
}
let lbl = format_tick(*v, y_step);
let w = lbl.len() as f32 * style.label_size_px * MONO_GLYPH_RATIO;
let origin_x = plot.x - tlen - style.label_offset_px - w;
let origin_y = py - style.label_size_px * 0.5;
canvas.draw_text(
Point::new(origin_x, origin_y),
&lbl,
self.axis_color,
style.label_size_px,
);
prev_py = Some(py);
}
}
/// Rebuild full: LTTB + projection por serie. Pinta directo desde
@@ -11,4 +11,8 @@ description = "Lapaloma — gráficos financieros. OHLC / candlesticks con agreg
lapaloma-core = { path = "../../libs/lapaloma-core" }
lapaloma-render = { path = "../lapaloma-render" }
lapaloma-cartesian = { path = "../lapaloma-cartesian" }
gpui = { workspace = true }
gpui = { workspace = true, optional = true }
[features]
default = ["gpui"]
gpui = ["dep:gpui", "lapaloma-render/gpui", "lapaloma-cartesian/gpui"]
@@ -0,0 +1,165 @@
//! Aggregation de OHLC por bucket de **tiempo** (no de índice).
//!
//! Bucket index = `floor((bar.t - t_start) / bucket_duration)`.
//! Cuando cambia el bucket, commit del anterior:
//!
//! - `open` = primer `open` del bucket.
//! - `close` = último `close` del bucket.
//! - `high` = max(`high`) del bucket.
//! - `low` = min(`low`) del bucket.
//! - `volume` = sum(`volume`) del bucket.
//! - `t` = timestamp del primer bar del bucket (canónico para
//! ploteo; el doc original sugiere usar el inicio del bucket
//! pero acá preferimos el sample real para no introducir bias).
//!
//! Buckets vacíos no se emiten — el length de salida es ≤ inputs.
//! Fallback a index-bucketing si el span temporal es cero (todos
//! los timestamps colapsados, e.g. tick-data).
use crate::ohlc_buffer::{Bar, OhlcBuffer, STRIDE};
/// Agrega `src` en buckets de duración `bucket_duration` (en
/// unidades de `bar.t`). Escribe el output en `out` extendiéndolo
/// (no se clearea; el caller decide).
///
/// Si `bucket_duration <= 0` o el span del input es cero, hace
/// fallback a index-bucketing con `samples_per_bucket = 1` (es decir,
/// copia el input tal cual). Esto evita panic con tick-data
/// colapsado.
pub fn aggregate_time_bucketed(src: &OhlcBuffer, bucket_duration: f32, out: &mut OhlcBuffer) {
if src.is_empty() {
return;
}
let n = src.len();
let (t_first, t_last) = src.time_range().unwrap();
if bucket_duration <= 0.0 || (t_last - t_first).abs() < f32::EPSILON {
// Fallback: copia tal cual.
for i in 0..n {
out.push_bar(src.bar(i));
}
return;
}
let mut current_bucket = i64::MIN;
let mut acc_t: f32 = 0.0;
let mut acc_o: f32 = 0.0;
let mut acc_h: f32 = f32::NEG_INFINITY;
let mut acc_l: f32 = f32::INFINITY;
let mut acc_c: f32 = 0.0;
let mut acc_v: f32 = 0.0;
let mut has_acc = false;
for i in 0..n {
let b = src.bar(i);
let bucket = ((b.t - t_first) / bucket_duration).floor() as i64;
if bucket != current_bucket {
if has_acc {
out.push_bar(Bar {
t: acc_t,
o: acc_o,
h: acc_h,
l: acc_l,
c: acc_c,
v: acc_v,
});
}
current_bucket = bucket;
acc_t = b.t;
acc_o = b.o;
acc_h = b.h;
acc_l = b.l;
acc_c = b.c;
acc_v = b.v;
has_acc = true;
} else {
if b.h > acc_h {
acc_h = b.h;
}
if b.l < acc_l {
acc_l = b.l;
}
acc_c = b.c;
acc_v += b.v;
}
}
if has_acc {
out.push_bar(Bar {
t: acc_t,
o: acc_o,
h: acc_h,
l: acc_l,
c: acc_c,
v: acc_v,
});
}
// Una métrica de cordura: el output nunca puede ser más largo
// que el input.
debug_assert!(out.bars().len() / STRIDE <= n);
}
#[cfg(test)]
mod tests {
use super::*;
fn fixture() -> OhlcBuffer {
// 10 bars con t en `[0, 9]`, valores deterministicos.
let mut b = OhlcBuffer::with_capacity(10);
for i in 0..10 {
let t = i as f32;
let base = 100.0 + (i as f32) * 0.5;
b.push_values(t, base, base + 1.0, base - 1.0, base + 0.2, 10.0);
}
b
}
#[test]
fn bucket_de_3_agrega_a_4_bars() {
// 10 inputs con t en `[0, 9]`, bucket 3 → buckets 0-2, 3-5, 6-8, 9.
// = 4 buckets.
let src = fixture();
let mut out = OhlcBuffer::new();
aggregate_time_bucketed(&src, 3.0, &mut out);
assert_eq!(out.len(), 4);
}
#[test]
fn aggregation_preserva_volatilidad() {
// Inventamos un bucket donde un bar tiene spike alto y otro
// spike bajo. El aggregate debe capturar AMBOS extremos.
let mut src = OhlcBuffer::new();
src.push_values(0.0, 10.0, 12.0, 9.0, 11.0, 5.0);
src.push_values(0.5, 11.0, 20.0, 10.5, 11.5, 5.0); // spike up
src.push_values(0.8, 11.5, 12.0, 2.0, 11.0, 5.0); // spike down
let mut out = OhlcBuffer::new();
aggregate_time_bucketed(&src, 1.0, &mut out);
assert_eq!(out.len(), 1);
let agg = out.bar(0);
assert_eq!(agg.h, 20.0, "max H debe sobrevivir");
assert_eq!(agg.l, 2.0, "min L debe sobrevivir");
assert_eq!(agg.o, 10.0, "first open");
assert_eq!(agg.c, 11.0, "last close");
assert_eq!(agg.v, 15.0, "sum volumes");
}
#[test]
fn fallback_a_index_si_span_cero() {
// Todos los t iguales — fallback copia 1:1.
let mut src = OhlcBuffer::new();
src.push_values(7.0, 1.0, 2.0, 0.0, 1.5, 1.0);
src.push_values(7.0, 1.5, 2.5, 1.0, 2.0, 1.0);
src.push_values(7.0, 2.0, 3.0, 1.0, 1.0, 1.0);
let mut out = OhlcBuffer::new();
aggregate_time_bucketed(&src, 1.0, &mut out);
assert_eq!(out.len(), 3, "span 0 ⇒ copy 1:1");
}
#[test]
fn empty_no_emite() {
let src = OhlcBuffer::new();
let mut out = OhlcBuffer::new();
aggregate_time_bucketed(&src, 1.0, &mut out);
assert_eq!(out.len(), 0);
}
}
@@ -0,0 +1,121 @@
//! Render de candlesticks sobre cualquier `Canvas`.
//!
//! Por cada bar visible:
//! - **Wick** = línea vertical de `(t, low)` a `(t, high)`.
//! - **Body** = rect de `(t - body_w/2, open)` a `(t + body_w/2, close)`,
//! relleno bull (close > open) / bear (close < open) / neutro.
//!
//! Esta función es agnóstica de gpui — habla contra el trait
//! `Canvas`. El `Element` GPUI que la consume vive en `element.rs`.
use lapaloma_cartesian::CoordinateSystem;
use lapaloma_render::{Canvas, Color, Point, Rect, StrokeStyle};
use crate::ohlc_buffer::OhlcBuffer;
/// Estilo visual de los candlesticks.
#[derive(Debug, Clone, Copy)]
pub struct CandlestickStyle {
pub bull_color: Color,
pub bear_color: Color,
/// Color del body cuando open == close. Suele ser el axis color.
pub neutral_color: Color,
/// Ancho del wick (línea central). En píxeles.
pub wick_width: f32,
/// Ancho mínimo del body, en píxeles. Cuando el spacing entre
/// bars cae por debajo, el body usa este floor.
pub body_min_width: f32,
/// Fracción del spacing entre bars consecutivas que ocupa el body.
/// 0.7 deja un gap del 30% entre velas.
pub body_width_ratio: f32,
}
impl Default for CandlestickStyle {
fn default() -> Self {
Self {
bull_color: Color::from_hex(0x88c08a),
bear_color: Color::from_hex(0xbf616a),
neutral_color: Color::rgba(0.7, 0.7, 0.75, 1.0),
wick_width: 1.0,
body_min_width: 2.0,
body_width_ratio: 0.7,
}
}
}
/// Dibuja todas las velas del buffer visibles en el viewport del
/// `CoordinateSystem`. Bars fuera de rango se skippean.
pub fn paint_candlesticks(
canvas: &mut dyn Canvas,
cs: &CoordinateSystem,
data: &OhlcBuffer,
style: CandlestickStyle,
) {
let n = data.len();
if n == 0 {
return;
}
let plot = cs.plot;
let viewport = cs.viewport;
// Spacing entre bars consecutivas en píxeles. Asume bars
// aproximadamente equiespaciadas en X (caso típico OHLC
// post-aggregation).
let body_width = if n >= 2 {
let first_t = data.bar(0).t as f64;
let last_t = data.bar(n - 1).t as f64;
let span_t = (last_t - first_t).max(f32::EPSILON as f64);
let span_px = (span_t / viewport.x_span()) * plot.w as f64;
let spacing = span_px / (n as f64 - 1.0);
((spacing * style.body_width_ratio as f64) as f32).max(style.body_min_width)
} else {
style.body_min_width
};
let half_body = body_width * 0.5;
for i in 0..n {
let bar = data.bar(i);
// Clip aproximado: si el bar entero queda fuera del viewport
// X, lo saltamos.
if (bar.t as f64) < viewport.x_min - viewport.x_span() * 0.05
|| (bar.t as f64) > viewport.x_max + viewport.x_span() * 0.05
{
continue;
}
let px_center = cs.data_to_pixel(bar.t as f64, bar.o as f64).x;
let py_open = cs.data_to_pixel(bar.t as f64, bar.o as f64).y;
let py_close = cs.data_to_pixel(bar.t as f64, bar.c as f64).y;
let py_high = cs.data_to_pixel(bar.t as f64, bar.h as f64).y;
let py_low = cs.data_to_pixel(bar.t as f64, bar.l as f64).y;
let color = if bar.is_bull() {
style.bull_color
} else if bar.is_bear() {
style.bear_color
} else {
style.neutral_color
};
// Wick: línea vertical de high a low.
canvas.stroke_line(
Point::new(px_center, py_high),
Point::new(px_center, py_low),
StrokeStyle::new(style.wick_width, color),
);
// Body: rect entre open y close.
let (y_top, y_bot) = if py_open < py_close {
(py_open, py_close)
} else {
(py_close, py_open)
};
let body_h = (y_bot - y_top).max(1.0); // floor 1px para doji
canvas.fill_rect(
Rect::new(px_center - half_body, y_top, body_width, body_h),
color,
);
}
}
@@ -0,0 +1,176 @@
//! `LapalomaCandlestickElement` — Element GPUI para charts OHLC.
//!
//! Reusa `lapaloma_cartesian::axis::paint_axes` para los ejes y el
//! `WindowCanvas` adapter de `lapaloma-render` para el output.
//! El render mismo de las velas lo hace `paint_candlesticks` que
//! es agnóstico de gpui — facilita futuros backends (SVG, wgpu).
//!
//! Sin cache pan-blit en v0.1: las velas se redibujan cada frame.
//! Para hasta ~500 bars on-screen son sub-millisecond; con
//! aggregation razonable (1 bar por columna de pixel) eso cubre
//! cualquier caso humano. Si se necesita más, se replica el
//! patrón de `LapalomaChartElement::with_cache`.
use std::panic;
use gpui::{
App, Bounds, Element, ElementId, GlobalElementId, InspectorElementId, IntoElement, LayoutId,
Pixels, Style, Window,
};
use lapaloma_cartesian::axis::{self, AxisStyle};
use lapaloma_cartesian::{ChartViewport, CoordinateSystem};
use lapaloma_render::{Canvas, Color, Rect, WindowCanvas};
use crate::candlestick::{paint_candlesticks, CandlestickStyle};
use crate::ohlc_buffer::OhlcBuffer;
const TARGET_TICKS_X: usize = 8;
const TARGET_TICKS_Y: usize = 6;
pub struct LapalomaCandlestickElement {
pub data: OhlcBuffer,
pub viewport: ChartViewport,
pub style: CandlestickStyle,
pub background: Option<Color>,
pub axis_color: Color,
pub axis_style: AxisStyle,
pub margin_bottom: f32,
pub margin_left: f32,
pub margin_top: f32,
pub margin_right: f32,
}
impl LapalomaCandlestickElement {
pub fn new(data: OhlcBuffer, viewport: ChartViewport) -> Self {
Self {
data,
viewport,
style: CandlestickStyle::default(),
background: None,
axis_color: Color::rgba(0.6, 0.6, 0.65, 0.8),
axis_style: AxisStyle::default(),
margin_bottom: 24.0,
margin_left: 48.0,
margin_top: 8.0,
margin_right: 8.0,
}
}
pub fn background(mut self, color: Color) -> Self {
self.background = Some(color);
self
}
pub fn axis_color(mut self, color: Color) -> Self {
self.axis_color = color;
self
}
pub fn style(mut self, style: CandlestickStyle) -> Self {
self.style = style;
self
}
pub fn margins(mut self, top: f32, right: f32, bottom: f32, left: f32) -> Self {
self.margin_top = top;
self.margin_right = right;
self.margin_bottom = bottom;
self.margin_left = left;
self
}
fn plot_rect(&self, bounds: Rect) -> Rect {
Rect::new(
bounds.x + self.margin_left,
bounds.y + self.margin_top,
(bounds.w - self.margin_left - self.margin_right).max(1.0),
(bounds.h - self.margin_top - self.margin_bottom).max(1.0),
)
}
}
impl IntoElement for LapalomaCandlestickElement {
type Element = Self;
fn into_element(self) -> Self::Element {
self
}
}
impl Element for LapalomaCandlestickElement {
type RequestLayoutState = ();
type PrepaintState = ();
fn id(&self) -> Option<ElementId> {
None
}
fn source_location(&self) -> Option<&'static panic::Location<'static>> {
None
}
fn request_layout(
&mut self,
_id: Option<&GlobalElementId>,
_inspector_id: Option<&InspectorElementId>,
window: &mut Window,
cx: &mut App,
) -> (LayoutId, Self::RequestLayoutState) {
let mut style = Style::default();
style.size.width = gpui::Length::Definite(gpui::DefiniteLength::Fraction(1.0));
style.size.height = gpui::Length::Definite(gpui::DefiniteLength::Fraction(1.0));
let id = window.request_layout(style, [], cx);
(id, ())
}
fn prepaint(
&mut self,
_id: Option<&GlobalElementId>,
_inspector_id: Option<&InspectorElementId>,
_bounds: Bounds<Pixels>,
_request_layout: &mut Self::RequestLayoutState,
_window: &mut Window,
_cx: &mut App,
) -> Self::PrepaintState {
}
fn paint(
&mut self,
_id: Option<&GlobalElementId>,
_inspector_id: Option<&InspectorElementId>,
bounds: Bounds<Pixels>,
_request_layout: &mut Self::RequestLayoutState,
_prepaint: &mut Self::PrepaintState,
window: &mut Window,
_cx: &mut App,
) {
let ox: f32 = bounds.origin.x.into();
let oy: f32 = bounds.origin.y.into();
let w: f32 = bounds.size.width.into();
let h: f32 = bounds.size.height.into();
let outer = Rect::new(ox, oy, w, h);
let plot = self.plot_rect(outer);
let cs = CoordinateSystem::new(self.viewport, plot);
let mut canvas = WindowCanvas::new(window);
if let Some(bg) = self.background {
canvas.fill_rect(outer, bg);
}
axis::paint_axes(
&mut canvas,
&cs,
&self.viewport,
self.axis_color,
self.axis_style,
TARGET_TICKS_X,
TARGET_TICKS_Y,
);
paint_candlesticks(&mut canvas, &cs, &self.data, self.style);
}
}
pub fn lapaloma_candlestick(
data: OhlcBuffer,
viewport: ChartViewport,
) -> LapalomaCandlestickElement {
LapalomaCandlestickElement::new(data, viewport)
}
@@ -1,16 +1,40 @@
//! `lapaloma-financial` — OHLC y candlesticks.
//!
//! Buffer: 6 floats por bar `[t, o, h, l, c, v]`. Agregación
//! preserva volatilidad (max(h)/min(l), no LTTB — ver sección 3.2):
//! time-bucketing con fallback a index-bucketing cuando todos los
//! timestamps colapsan.
//! Layout del buffer: 6 floats por bar `[t, o, h, l, c, v]` (time,
//! open, high, low, close, volume). Mismo principio P1 del doc
//! canónico: array plano, sin objetos por bar.
//!
//! Re-usa `lapaloma-cartesian` para viewport, ejes y gestures;
//! sólo aporta el `CandlestickSeries` y la lógica de aggregación.
//! Aggregation (sección 3.2 del ARCHITECTURE.md):
//! - **Time bucketing** (no index bucketing) para que weekends /
//! holidays no colapsen la rate.
//! - `open` = primero del bucket, `close` = último, `high` = max,
//! `low` = min, `volume` = sum.
//! - **Preserva volatilidad** — LTTB caería los wicks; estos los
//! conserva por construcción.
//!
//! Render: dos batches separados — barras alcistas (close > open,
//! verdes) y bajistas (close < open, rojas). v0.1 emite un quad
//! por body + un line por wick (≈ 2 draw calls por bar; aceptable
//! hasta ~500 bars on-screen). Optimización futura: agrupar
//! N bodies en un solo PathBuilder fill.
#![forbid(unsafe_code)]
#![allow(dead_code)]
pub mod ohlc_buffer {}
pub mod aggregate {}
pub mod candlestick {}
pub mod ohlc_buffer;
pub mod aggregate;
#[cfg(feature = "gpui")]
pub mod candlestick;
#[cfg(feature = "gpui")]
pub mod element;
pub use ohlc_buffer::{Bar, OhlcBuffer};
pub use aggregate::aggregate_time_bucketed;
#[cfg(feature = "gpui")]
pub use candlestick::{paint_candlesticks, CandlestickStyle};
#[cfg(feature = "gpui")]
pub use element::{lapaloma_candlestick, LapalomaCandlestickElement};
@@ -0,0 +1,186 @@
//! `OhlcBuffer` — buffer plano de bars con stride 6 `f32`.
//!
//! Memoria contigua: `[t0, o0, h0, l0, c0, v0, t1, o1, …]`.
//! Acceso O(1) por índice; un memcpy completo para hidratar desde
//! una fuente externa.
/// Una barra OHLC + volumen. Valor leído del buffer; no es la
/// representación de almacenamiento (que vive como `[f32; 6]`).
#[derive(Debug, Clone, Copy, PartialEq)]
pub struct Bar {
pub t: f32,
pub o: f32,
pub h: f32,
pub l: f32,
pub c: f32,
pub v: f32,
}
impl Bar {
pub fn is_bull(self) -> bool {
self.c > self.o
}
pub fn is_bear(self) -> bool {
self.c < self.o
}
}
pub const STRIDE: usize = 6;
#[derive(Debug, Clone, Default)]
pub struct OhlcBuffer {
bars: Vec<f32>,
revision: u64,
}
impl OhlcBuffer {
pub fn new() -> Self {
Self::default()
}
pub fn with_capacity(n: usize) -> Self {
Self {
bars: Vec::with_capacity(n * STRIDE),
revision: 0,
}
}
pub fn from_raw(bars: Vec<f32>) -> Self {
assert!(bars.len() % STRIDE == 0, "OhlcBuffer: stride 6 required");
Self { bars, revision: 0 }
}
pub fn push_bar(&mut self, b: Bar) {
self.bars.push(b.t);
self.bars.push(b.o);
self.bars.push(b.h);
self.bars.push(b.l);
self.bars.push(b.c);
self.bars.push(b.v);
self.revision = self.revision.wrapping_add(1);
}
pub fn push_values(&mut self, t: f32, o: f32, h: f32, l: f32, c: f32, v: f32) {
self.push_bar(Bar { t, o, h, l, c, v });
}
pub fn len(&self) -> usize {
self.bars.len() / STRIDE
}
pub fn is_empty(&self) -> bool {
self.bars.is_empty()
}
pub fn bar(&self, i: usize) -> Bar {
let off = i * STRIDE;
Bar {
t: self.bars[off],
o: self.bars[off + 1],
h: self.bars[off + 2],
l: self.bars[off + 3],
c: self.bars[off + 4],
v: self.bars[off + 5],
}
}
/// Slice plano del buffer subyacente.
pub fn bars(&self) -> &[f32] {
&self.bars
}
pub fn revision(&self) -> u64 {
self.revision
}
pub fn clear(&mut self) {
self.bars.clear();
self.revision = self.revision.wrapping_add(1);
}
/// Min/max de `low` y `high` sobre todo el buffer.
/// Útil para autoscale del Y axis.
pub fn price_range(&self) -> Option<(f32, f32)> {
if self.is_empty() {
return None;
}
let mut lo = f32::INFINITY;
let mut hi = f32::NEG_INFINITY;
for i in 0..self.len() {
let b = self.bar(i);
if b.l < lo {
lo = b.l;
}
if b.h > hi {
hi = b.h;
}
}
Some((lo, hi))
}
/// Rango temporal `[t_min, t_max]`. None si vacío.
pub fn time_range(&self) -> Option<(f32, f32)> {
if self.is_empty() {
return None;
}
let first = self.bars[0];
let last = self.bars[self.bars.len() - STRIDE];
Some((first, last))
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn push_y_lectura() {
let mut b = OhlcBuffer::with_capacity(2);
b.push_values(1.0, 10.0, 12.0, 9.0, 11.0, 100.0);
b.push_values(2.0, 11.0, 13.0, 10.0, 10.5, 80.0);
assert_eq!(b.len(), 2);
assert_eq!(b.bar(0).c, 11.0);
assert_eq!(b.bar(1).h, 13.0);
}
#[test]
fn bull_y_bear() {
let bull = Bar { t: 0.0, o: 10.0, h: 11.0, l: 9.0, c: 10.5, v: 0.0 };
let bear = Bar { t: 0.0, o: 10.0, h: 11.0, l: 9.0, c: 9.5, v: 0.0 };
assert!(bull.is_bull());
assert!(!bull.is_bear());
assert!(bear.is_bear());
assert!(!bear.is_bull());
}
#[test]
fn price_range_correcto() {
let mut b = OhlcBuffer::new();
b.push_values(0.0, 10.0, 15.0, 8.0, 12.0, 0.0);
b.push_values(1.0, 12.0, 14.0, 7.0, 9.0, 0.0);
b.push_values(2.0, 9.0, 11.0, 9.0, 10.0, 0.0);
let (lo, hi) = b.price_range().unwrap();
assert_eq!(lo, 7.0);
assert_eq!(hi, 15.0);
}
#[test]
fn time_range() {
let mut b = OhlcBuffer::new();
b.push_values(10.0, 0.0, 0.0, 0.0, 0.0, 0.0);
b.push_values(50.0, 0.0, 0.0, 0.0, 0.0, 0.0);
b.push_values(100.0, 0.0, 0.0, 0.0, 0.0, 0.0);
assert_eq!(b.time_range(), Some((10.0, 100.0)));
}
#[test]
fn revision_bumps_en_push_y_clear() {
let mut b = OhlcBuffer::new();
let r0 = b.revision();
b.push_values(0.0, 1.0, 1.0, 1.0, 1.0, 1.0);
assert_ne!(r0, b.revision());
let r1 = b.revision();
b.clear();
assert_ne!(r1, b.revision());
}
}