feat: rename candlestick functions to represent use-case; add test to…

… make sure trades slice is not ordered

candlestick/candlestick.go

@@ -1,7 +1,7 @@
 package candlestick
 
 import (
-	csgo "github.com/cpustejovsky/customsortgo/sort"
+	csgo "github.com/cpustejovsky/customsortgo/pure"
 	"sort"
 )
 
@@ -12,7 +12,10 @@ type TradeAggregate struct {
 	Low   float64
 }
 
-func AggregateTrades(trades []float64) TradeAggregate {
+// NewTradeAggregate returns a TradeAggregate based on a copy of the income trades slice
+// This is nearly 4x slower than AggregateTrades
+// Use if you do not want to mutate your data
+func NewTradeAggregate(trades []float64) TradeAggregate {
 	sortedTrades := csgo.NewSortedFloats(trades)
 	return TradeAggregate{
 		Open:  trades[0],
@@ -22,7 +25,10 @@ func AggregateTrades(trades []float64) TradeAggregate {
 	}
 }
 
-func AggregateTradesSideEffects(trades []float64) TradeAggregate {
+// AggregateTrades returns a TradeAggregate based on the incoming trades slice, mutating the slice
+// This is nearly 4x faster than NewTradeAggregate
+// Use if the original order of incoming slice does not need to be retained
+func AggregateTrades(trades []float64) TradeAggregate {
 	//Mark first and last items in list of trades
 	ta := TradeAggregate{
 		Open:  trades[0],

candlestick/candlestick_test.go

@@ -7,25 +7,26 @@ import (
 )
 
 func TestAggregateTrades(t *testing.T) {
-	trades := []float64{14, 14, 15, 15, 16, 15, 13, 12, 13}
+	trades := []float64{14.0, 14.0, 15.0, 15.0, 16.0, 15.0, 13.0, 12.0, 13.0}
 	want := candlestick.TradeAggregate{Open: 14, Close: 13, High: 16, Low: 12}
-	got := candlestick.AggregateTrades(trades)
+	got := candlestick.NewTradeAggregate(trades)
 	assert.Equal(t, want.Open, got.Open, "Open")
 	assert.Equal(t, want.Close, got.Close, "Close")
 	assert.Equal(t, want.High, got.High, "High")
 	assert.Equal(t, want.Low, got.Low, "Low")
+	assert.Equal(t, 14.0, trades[0])
 }
 
 func BenchmarkAggregateTrades(b *testing.B) {
 	trades := []float64{14, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 13}
 	for n := 0; n < b.N; n++ {
-		candlestick.AggregateTrades(trades)
+		candlestick.NewTradeAggregate(trades)
 	}
 }
 
 func BenchmarkAggregateTradesSideEffects(b *testing.B) {
 	trades := []float64{14, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 14, 15, 15, 16, 15, 13, 12, 13}
 	for n := 0; n < b.N; n++ {
-		candlestick.AggregateTradesSideEffects(trades)
+		candlestick.AggregateTrades(trades)
 	}
 }