mql-rust/src/data/parser.rs

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
}