Оптимизировал агрегацию на процессоре

src/aggregation.cpp

@@ -1,12 +1,17 @@
 #include "aggregation.hpp"
 #include "utils.hpp"
-#include <map>
+
 #include <algorithm>
+#include <cstdint>
 #include <limits>
+#include <vector>
 
 std::vector<PeriodStats> aggregate_periods(const std::vector<Record>& records) {
-    int64_t interval = get_aggregation_interval();
+    const int64_t interval = get_aggregation_interval();
-    
+
+    std::vector<PeriodStats> result;
+    if (records.empty()) return result;
+
     struct PeriodAccumulator {
         double avg_sum = 0.0;
         double open_min = std::numeric_limits<double>::max();
@@ -14,37 +19,57 @@ std::vector<PeriodStats> aggregate_periods(const std::vector<Record>& records) {
         double close_min = std::numeric_limits<double>::max();
         double close_max = std::numeric_limits<double>::lowest();
         int64_t count = 0;
+
+        void add(const Record& r) {
+            const double avg = (r.low + r.high) / 2.0;
+            avg_sum += avg;
+            open_min = std::min(open_min, r.open);
+            open_max = std::max(open_max, r.open);
+            close_min = std::min(close_min, r.close);
+            close_max = std::max(close_max, r.close);
+            ++count;
+        }
     };
-    
+
-    std::map<PeriodIndex, PeriodAccumulator> periods;
+    PeriodIndex current_period =
-    
+        static_cast<PeriodIndex>(records[0].timestamp) / interval;
-    for (const auto& r : records) {
+
-        PeriodIndex period = static_cast<PeriodIndex>(r.timestamp) / interval;
+    PeriodAccumulator acc;
-        auto& acc = periods[period];
+    acc.add(records[0]);
-        
+
-        double avg = (r.low + r.high) / 2.0;
+    for (size_t i = 1; i < records.size(); ++i) {
-        acc.avg_sum += avg;
+        const Record& r = records[i];
-        acc.open_min = std::min(acc.open_min, r.open);
+        const PeriodIndex period =
-        acc.open_max = std::max(acc.open_max, r.open);
+            static_cast<PeriodIndex>(r.timestamp) / interval;
-        acc.close_min = std::min(acc.close_min, r.close);
+
-        acc.close_max = std::max(acc.close_max, r.close);
+        if (period != current_period) {
-        acc.count++;
+            PeriodStats stats;
+            stats.period = current_period;
+            stats.avg = acc.avg_sum / static_cast<double>(acc.count);
+            stats.open_min = acc.open_min;
+            stats.open_max = acc.open_max;
+            stats.close_min = acc.close_min;
+            stats.close_max = acc.close_max;
+            stats.count = acc.count;
+            result.push_back(stats);
+
+            current_period = period;
+            acc = PeriodAccumulator{};
+        }
+
+        acc.add(r);
     }
-    
+
-    std::vector<PeriodStats> result;
+    // последний период
-    result.reserve(periods.size());
+    PeriodStats stats;
-    
+    stats.period = current_period;
-    for (const auto& [period, acc] : periods) {
+    stats.avg = acc.avg_sum / static_cast<double>(acc.count);
-        PeriodStats stats;
+    stats.open_min = acc.open_min;
-        stats.period = period;
+    stats.open_max = acc.open_max;
-        stats.avg = acc.avg_sum / static_cast<double>(acc.count);
+    stats.close_min = acc.close_min;
-        stats.open_min = acc.open_min;
+    stats.close_max = acc.close_max;
-        stats.open_max = acc.open_max;
+    stats.count = acc.count;
-        stats.close_min = acc.close_min;
+    result.push_back(stats);
-        stats.close_max = acc.close_max;
+
-        stats.count = acc.count;
-        result.push_back(stats);
-    }
-    
     return result;
 }