File size: 2,127 Bytes
59da845 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 | use std::str::FromStr;
#[derive(Debug, Clone)]
pub struct Ohlcv {
pub time: String,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub tick_volume: u64,
pub spread: u32,
}
#[derive(Debug, Clone)]
pub struct Tick {
pub time: String,
pub bid: f64,
pub ask: f64,
pub volume: u64,
}
pub fn parse_ohlcv_csv(csv_data: &str) -> Vec<Ohlcv> {
let mut results = Vec::new();
let mut lines = csv_data.lines();
// Skip header
lines.next();
for line in lines {
if line.trim().is_empty() {
continue;
}
let parts: Vec<&str> = line.split(',').collect();
if parts.len() >= 7 {
if let (Ok(o), Ok(h), Ok(l), Ok(c), Ok(tv), Ok(s)) = (
f64::from_str(parts[1]),
f64::from_str(parts[2]),
f64::from_str(parts[3]),
f64::from_str(parts[4]),
u64::from_str(parts[5]),
u32::from_str(parts[6]),
) {
results.push(Ohlcv {
time: parts[0].to_string(),
open: o,
high: h,
low: l,
close: c,
tick_volume: tv,
spread: s,
});
}
}
}
results
}
pub fn parse_tick_csv(csv_data: &str) -> Vec<Tick> {
let mut results = Vec::new();
let mut lines = csv_data.lines();
// Skip header
lines.next();
for line in lines {
if line.trim().is_empty() {
continue;
}
let parts: Vec<&str> = line.split(',').collect();
if parts.len() >= 4 {
if let (Ok(b), Ok(a), Ok(v)) = (
f64::from_str(parts[1]),
f64::from_str(parts[2]),
u64::from_str(parts[3]),
) {
results.push(Tick {
time: parts[0].to_string(),
bid: b,
ask: a,
volume: v,
});
}
}
}
results
}
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