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AG-16239: Add high-frequency data benchmarks for bar, candlestick, OHLC, and line series #5550

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Merged
alantreadway merged 4 commits into from
Nov 8, 2025
Merged

AG-16239: Add high-frequency data benchmarks for bar, candlestick, OHLC, and line series #5550

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02a76b9
AG-16239 - Add benchmarks for high-freq-data bar and candlestick cases.
alantreadway Nov 6, 2025
8ea74ef
AG-16239 - Add benchmarks for high-freq-data ohlc case.
alantreadway Nov 6, 2025
9518efb
AG-16239 - Update benchmarks for high-freq-data line case.
alantreadway Nov 6, 2025
342cb20
AG-16239: Reset repeat count before single-run benchmarks
alantreadway Nov 7, 2025
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202 changes: 202 additions & 0 deletions packages/ag-charts-community/benchmarks/highFrequencyDataBar.test.ts
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Original file line number Diff line number Diff line change
@@ -0,0 +1,202 @@
import { describe as jestDescribe } from '@jest/globals';

import type { AgCartesianChartOptions } from 'ag-charts-types';

import { benchmark, setupBenchmark } from './benchmark';
import { isAtOrAfterVersion } from './compatibility';

const describeWhenSupported = isAtOrAfterVersion(12, 3, 0) ? jestDescribe : jestDescribe.skip;

describeWhenSupported('high-frequency data bar benchmark', () => {
const ctx = setupBenchmark<AgCartesianChartOptions>('high-freq-bar');

type Datum = {
timestamp: number;
price: number;
volume: number;
};

const INITIAL_POINTS = 100_000;
const BATCH_SIZE = 100;
const DATA_INTERVAL_MS = 250;
const START_TIMESTAMP = Date.UTC(2024, 0, 1, 0, 0, 0);
const BASE_PRICE = 100;

class HighFrequencyBarDataGenerator {
private index = 0;
private price = BASE_PRICE;

reset() {
this.index = 0;
this.price = BASE_PRICE;
}

take(count: number): Datum[] {
const batch: Datum[] = [];
for (let i = 0; i < count; i++) {
batch.push(this.next());
}
return batch;
}

private next(): Datum {
const index = this.index++;
const timestamp = START_TIMESTAMP + index * DATA_INTERVAL_MS;
const drift = Math.sin(index / 12) * 0.7 + Math.cos(index / 24) * 0.4;
this.price = Number((this.price + drift).toFixed(2));
return {
timestamp,
price: this.price,
volume: 600 + Math.round((Math.sin(index / 8) + 1) * 220),
};
}
}

const barDataGenerator = new HighFrequencyBarDataGenerator();

let data: Datum[] = [];

function createSeedData(count: number): Datum[] {
barDataGenerator.reset();
return barDataGenerator.take(count);
}

function createBatch(count: number): Datum[] {
return barDataGenerator.take(count);
}

beforeEach(() => {
data = createSeedData(INITIAL_POINTS);
});

describe('applyTransaction updates', () => {
beforeEach(async () => {
ctx.options.data = data;
await ctx.create();
});

benchmark(
'1x append batch (100 points)',
ctx,
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const append = createBatch(BATCH_SIZE);
data = data.concat(append);
await (ctx.chart as any).applyTransaction({ append });
},
15_000
);

benchmark(
'10x append batch (1k points total)',
ctx.repeatCount(10),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const append = createBatch(BATCH_SIZE);
data = data.concat(append);
await (ctx.chart as any).applyTransaction({ append });
},
30_000
);

benchmark(
'1x remove batch (100 points)',
ctx.repeatCount(1),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const remove = data.slice(0, BATCH_SIZE);
data = data.slice(BATCH_SIZE);
await (ctx.chart as any).applyTransaction({ remove });
},
15_000
);

benchmark(
'1x rolling window update (append + remove)',
ctx.repeatCount(1),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const remove = data.slice(0, BATCH_SIZE);
const append = createBatch(BATCH_SIZE);
data = data.slice(BATCH_SIZE).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
15_000
);

benchmark(
'10x rolling window update (append + remove)',
ctx.repeatCount(10),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const remove = data.slice(0, BATCH_SIZE);
const append = createBatch(BATCH_SIZE);
data = data.slice(BATCH_SIZE).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
30_000
);

benchmark(
'50x rolling window update (append + remove)',
ctx.repeatCount(50),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const remove = data.slice(0, BATCH_SIZE);
const append = createBatch(BATCH_SIZE);
data = data.slice(BATCH_SIZE).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
60_000
);
});

describe('different batch sizes', () => {
beforeEach(async () => {
ctx.options.data = data;
await ctx.create();
});

benchmark(
'applyTransaction - 10 points rolling window',
ctx.repeatCount(10),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const batchSize = 10;
const remove = data.slice(0, batchSize);
const append = createBatch(batchSize);
data = data.slice(batchSize).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
30_000
);

benchmark(
'applyTransaction - 500 points rolling window',
ctx.repeatCount(10),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const batchSize = 500;
const remove = data.slice(0, batchSize);
const append = createBatch(batchSize);
data = data.slice(batchSize).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
30_000
);

benchmark(
'applyTransaction - 1000 points rolling window',
ctx.repeatCount(10),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const batchSize = 1000;
const remove = data.slice(0, batchSize);
const append = createBatch(batchSize);
data = data.slice(batchSize).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
30_000
);
});
});
87 changes: 46 additions & 41 deletions ...nity/benchmarks/highFrequencyData.test.ts → .../benchmarks/highFrequencyDataLine.test.ts
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Original file line number Diff line number Diff line change
@@ -1,11 +1,14 @@
import { beforeEach, describe } from '@jest/globals';
import { describe as jestDescribe } from '@jest/globals';

import { AgCartesianChartOptions } from 'ag-charts-types';
import type { AgCartesianChartOptions } from 'ag-charts-types';

import { benchmark, setupBenchmark } from './benchmark';
import { isAtOrAfterVersion } from './compatibility';

describe('high-frequency data benchmark', () => {
const ctx = setupBenchmark<AgCartesianChartOptions>('high-freq-high-volume');
const describeWhenSupported = isAtOrAfterVersion(12, 3, 0) ? jestDescribe : jestDescribe.skip;

describeWhenSupported('high-frequency data line benchmark', () => {
const ctx = setupBenchmark<AgCartesianChartOptions>('high-freq-line');

type Datum = {
timestamp: number;
Expand All @@ -17,39 +20,50 @@ describe('high-frequency data benchmark', () => {
const DATA_INTERVAL_MS = 250;
const START_TIMESTAMP = Date.UTC(2024, 0, 1, 0, 0, 0);

let data: Datum[] = [];
let nextIndex = 0;

function generateDatum(index: number): Datum {
const timestamp = START_TIMESTAMP + index * DATA_INTERVAL_MS;
const trend = Math.sin(index / 240) * 40 + Math.cos(index / 80) * 25;
const volatility = Math.sin(index / 15) * 5;
const baseline = 1_000 + index * 0.02;
return {
timestamp,
value: Number((baseline + trend + volatility).toFixed(2)),
};
class HighFrequencyLineDataGenerator {
private index = 0;

reset() {
this.index = 0;
}

take(count: number): Datum[] {
const batch: Datum[] = [];
for (let i = 0; i < count; i++) {
batch.push(this.next());
}
return batch;
}

private next(): Datum {
const index = this.index++;
const timestamp = START_TIMESTAMP + index * DATA_INTERVAL_MS;
const trend = Math.sin(index / 240) * 40 + Math.cos(index / 80) * 25;
const volatility = Math.sin(index / 15) * 5;
const baseline = 1_000 + index * 0.02;

return {
timestamp,
value: Number((baseline + trend + volatility).toFixed(2)),
};
}
}

const lineDataGenerator = new HighFrequencyLineDataGenerator();

let data: Datum[] = [];

function createSeedData(count: number): Datum[] {
const result: Datum[] = [];
for (let i = 0; i < count; i++) {
result.push(generateDatum(i));
}
return result;
lineDataGenerator.reset();
return lineDataGenerator.take(count);
}

function createBatch(count: number): Datum[] {
const batch: Datum[] = [];
for (let i = 0; i < count; i++) {
batch.push(generateDatum(nextIndex++));
}
return batch;
return lineDataGenerator.take(count);
}

beforeEach(() => {
data = createSeedData(INITIAL_POINTS);
nextIndex = data.length;
});

describe('applyTransaction updates', () => {
Expand Down Expand Up @@ -84,7 +98,7 @@ describe('high-frequency data benchmark', () => {

benchmark(
'1x remove batch (100 points)',
ctx,
ctx.repeatCount(1),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const remove = data.slice(0, BATCH_SIZE);
Expand All @@ -96,7 +110,7 @@ describe('high-frequency data benchmark', () => {

benchmark(
'1x rolling window update (append + remove)',
ctx,
ctx.repeatCount(1),
{ expectedRelativeMB: 0.5, expectedCanvasCount: 2, autoSnapshot: false },
async () => {
const remove = data.slice(0, BATCH_SIZE);
Expand Down Expand Up @@ -147,10 +161,7 @@ describe('high-frequency data benchmark', () => {
async () => {
const batchSize = 10;
const remove = data.slice(0, batchSize);
const append: Datum[] = [];
for (let i = 0; i < batchSize; i++) {
append.push(generateDatum(nextIndex++));
}
const append = createBatch(batchSize);
data = data.slice(batchSize).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
Expand All @@ -164,10 +175,7 @@ describe('high-frequency data benchmark', () => {
async () => {
const batchSize = 500;
const remove = data.slice(0, batchSize);
const append: Datum[] = [];
for (let i = 0; i < batchSize; i++) {
append.push(generateDatum(nextIndex++));
}
const append = createBatch(batchSize);
data = data.slice(batchSize).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
Expand All @@ -181,10 +189,7 @@ describe('high-frequency data benchmark', () => {
async () => {
const batchSize = 1000;
const remove = data.slice(0, batchSize);
const append: Datum[] = [];
for (let i = 0; i < batchSize; i++) {
append.push(generateDatum(nextIndex++));
}
const append = createBatch(batchSize);
data = data.slice(batchSize).concat(append);
await (ctx.chart as any).applyTransaction({ append, remove });
},
Expand Down
3 changes: 2 additions & 1 deletion packages/ag-charts-community/project.json
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Original file line number Diff line number Diff line change
Expand Up @@ -89,7 +89,8 @@
"ag-charts-website-benchmarks_large-scale-multi-series_main.ts:generate-example",
"ag-charts-website-benchmarks_multi-series_main.ts:generate-example",
"ag-charts-website-benchmarks_resize_main.ts:generate-example",
"ag-charts-website-benchmarks_high-freq-high-volume_main.ts:generate-example"
"ag-charts-website-benchmarks_high-freq-line_main.ts:generate-example",
"ag-charts-website-benchmarks_high-freq-bar_main.ts:generate-example"
]
},
"pack": {
Expand Down
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