FIX: fix memory leak

pkg/bbgo/marketdatastore.go

@@ -5,6 +5,8 @@ import "github.com/c9s/bbgo/pkg/types"
 const MaxNumOfKLines = 5_000
 const MaxNumOfKLinesTruncate = 100
 
+const CapacityOfKLineWindowLimit = 5_000
+
 // MarketDataStore receives and maintain the public market data of a single symbol
 //go:generate callbackgen -type MarketDataStore
 type MarketDataStore struct {
@@ -57,8 +59,11 @@ func (store *MarketDataStore) AddKLine(k types.KLine) {
 	}
 	window.Add(k)
 
-	if len(*window) > MaxNumOfKLines {
-		*window = (*window)[MaxNumOfKLinesTruncate-1:]
+	lenOfWindow := len(*window)
+	capOfWindow := cap(*window)
+
+	if lenOfWindow == capOfWindow && capOfWindow > CapacityOfKLineWindowLimit {
+		window.TruncateByCopy(CapacityOfKLineWindowLimit / 2)
 	}
 
 	store.EmitKLineClosed(k)

pkg/types/kline.go

@@ -450,6 +450,17 @@ func (k *KLineWindow) Truncate(size int) {
 	*k = kn
 }
 
+// Remain remove the old kline to remain only size klines in the window
+func (k *KLineWindow) TruncateByCopy(size int) {
+	start := len(*k) - size
+	if start <= 0 {
+		return
+	}
+
+	copy(*k, (*k)[start:])
+	*k = (*k)[:size]
+}
+
 func (k KLineWindow) GetBody() fixedpoint.Value {
 	return k.GetChange()
 }

pkg/types/kline_test.go

@@ -2,8 +2,9 @@ package types
 
 import (
 	"encoding/json"
-	"github.com/stretchr/testify/assert"
 	"testing"
+
+	"github.com/stretchr/testify/assert"
 )
 
 func TestKLineWindow_Tail(t *testing.T) {
@@ -56,3 +57,45 @@ func TestKLineWindow_Truncate(t *testing.T) {
 	assert.Len(t, win, 1)
 	assert.Equal(t, 11603.0, win.Last().Open.Float64())
 }
+
+func TestKLineWindow_TruncateByCopy(t *testing.T) {
+	window := KLineWindow{
+		{GID: 0},
+		{GID: 1},
+		{GID: 2},
+		{GID: 3},
+		{GID: 4},
+		{GID: 5},
+		{GID: 6},
+		{GID: 7},
+		{GID: 8},
+		{GID: 9},
+	}
+
+	assert.Equal(t, 10, len(window))
+	assert.Equal(t, 10, cap(window))
+
+	window.TruncateByCopy(4)
+
+	assert.Equal(t, 4, len(window))
+	assert.Equal(t, 10, cap(window))
+
+	var startGID uint64 = 6
+	for i := range window {
+		assert.Equal(t, startGID, window[i].GID)
+		startGID++
+	}
+
+	window.Add(KLine{GID: 10})
+	window.Add(KLine{GID: 11})
+	window.Add(KLine{GID: 12})
+
+	assert.Equal(t, 7, len(window))
+	assert.Equal(t, 10, cap(window))
+
+	startGID = 6
+	for i := range window {
+		assert.Equal(t, startGID, window[i].GID)
+		startGID++
+	}
+}