From 5e856a3c09a8bb6d71770db52fbc3db4ec570e19 Mon Sep 17 00:00:00 2001
From: ryqdev <ykshang4119@gmail.com>
Date: Sat, 1 Jun 2024 14:52:56 +0800
Subject: [PATCH] add csv mode

---
 src/csv/csv.rs | 33 +++++++++++++++++++++++++++++++++
 src/csv/mod.rs |  1 +
 src/lib.rs     | 32 ++------------------------------
 3 files changed, 36 insertions(+), 30 deletions(-)
 create mode 100644 src/csv/csv.rs
 create mode 100644 src/csv/mod.rs

diff --git a/src/csv/csv.rs b/src/csv/csv.rs
new file mode 100644
index 0000000..40a7916
--- /dev/null
+++ b/src/csv/csv.rs
@@ -0,0 +1,33 @@
+use std::fs::File;
+use time::OffsetDateTime;
+use crate::{Bar};
+
+
+#[derive(Debug, serde::Deserialize, PartialEq)]
+struct CSVData {
+    date: String,
+    open: f64,
+    high: f64,
+    low: f64,
+    close: f64
+}
+
+// https://docs.rs/csv/latest/csv/struct.Reader.html
+pub fn get_bar_from_csv(symbol: &str) -> Result<Vec<Bar>, Box<dyn std::error::Error>> {
+    csv::ReaderBuilder::new()
+        .has_headers(true)
+        .from_reader( File::open(format!("data/{symbol}.csv"))?)
+        .deserialize::<CSVData>().map(|line| {
+        let record = line?;
+        Ok(Bar {
+            date: OffsetDateTime::now_utc(),
+            open: record.open,
+            high: record.high,
+            low: record.low,
+            close: record.close,
+            volume: 0.0,
+            wap: 0.0,
+            count: 0,
+        })
+    }).collect()
+}
diff --git a/src/csv/mod.rs b/src/csv/mod.rs
new file mode 100644
index 0000000..dd07493
--- /dev/null
+++ b/src/csv/mod.rs
@@ -0,0 +1 @@
+pub(crate) mod csv;
\ No newline at end of file
diff --git a/src/lib.rs b/src/lib.rs
index 4a8ac7f..f357a6c 100644
--- a/src/lib.rs
+++ b/src/lib.rs
@@ -7,6 +7,7 @@ pub mod broker;
 mod analyzer;
 mod visualization;
 pub mod strategy;
+mod csv;
 
 use std::fs::File;
 
@@ -132,7 +133,7 @@ impl Golden for BackTestGolden {
 
     fn set_data_feed(&mut self, symbol: &str) -> &mut dyn Golden{
         log::info!("set data feed for {}", symbol);
-        self.data = get_bar_from_csv(symbol).unwrap();
+        self.data = csv::csv::get_bar_from_csv(symbol).unwrap();
         self
     }
     fn set_broker(&mut self, cash: f64) -> &mut dyn Golden {
@@ -195,34 +196,5 @@ pub struct Bar {
     pub count: i32,
 }
 
-#[derive(Debug, serde::Deserialize, PartialEq)]
-struct CSVData {
-    date: String,
-    open: f64,
-    high: f64,
-    low: f64,
-    close: f64
-}
-
-// https://docs.rs/csv/latest/csv/struct.Reader.html
-pub fn get_bar_from_csv(symbol: &str) -> Result<Vec<Bar>, Box<dyn std::error::Error>> {
-    csv::ReaderBuilder::new()
-        .has_headers(true)
-        .from_reader( File::open(format!("data/{symbol}.csv"))?)
-        .deserialize::<CSVData>().map(|line| {
-        let record = line?;
-        Ok(Bar {
-            date: OffsetDateTime::now_utc(),
-            open: record.open,
-            high: record.high,
-            low: record.low,
-            close: record.close,
-            volume: 0.0,
-            wap: 0.0,
-            count: 0,
-        })
-    }).collect()
-}
-
 // fn connect_and_fetch_market_data() -> impl Iterator<Item = Bar>{
 //
\ No newline at end of file