finance-query 2.5.0

A Rust library for querying financial data
Documentation 
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

use super::events::ChartEvents;
use super::indicators::ChartIndicators;
use super::{Candle, ChartMeta};
/// Chart Result module
///
/// Contains the main ChartResult type and conversion methods.
/// This type is internal implementation detail and not exposed in the public API.
use serde::{Deserialize, Serialize};

/// Chart result for a single symbol
#[derive(Debug, Clone, Serialize, Deserialize)]
pub(crate) struct ChartResult {
    /// Metadata about the chart
    pub meta: ChartMeta,
    /// Timestamps for each data point
    pub timestamp: Option<Vec<i64>>,
    /// Price indicators (OHLCV)
    pub indicators: ChartIndicators,
    /// Events (dividends, splits, capital gains)
    #[serde(default)]
    pub events: Option<ChartEvents>,
}

impl ChartResult {
    /// Convert chart result to a vector of candles
    pub(crate) fn to_candles(&self) -> Vec<Candle> {
        let timestamps = match &self.timestamp {
            Some(ts) => ts,
            None => return vec![],
        };

        let quote = match self.indicators.quote.first() {
            Some(q) => q,
            None => return vec![],
        };

        let opens = quote.open.as_ref();
        let highs = quote.high.as_ref();
        let lows = quote.low.as_ref();
        let closes = quote.close.as_ref();
        let volumes = quote.volume.as_ref();
        let adj_closes = self
            .indicators
            .adj_close
            .as_ref()
            .and_then(|ac| ac.first())
            .and_then(|ac| ac.adj_close.as_ref());

        timestamps
            .iter()
            .enumerate()
            .filter_map(|(i, &ts)| {
                let open = opens.and_then(|o| o.get(i)).and_then(|v| *v)?;
                let high = highs.and_then(|h| h.get(i)).and_then(|v| *v)?;
                let low = lows.and_then(|l| l.get(i)).and_then(|v| *v)?;
                let close = closes.and_then(|c| c.get(i)).and_then(|v| *v)?;
                let volume = volumes.and_then(|v| v.get(i)).and_then(|v| *v).unwrap_or(0);
                let adj_close = adj_closes.and_then(|ac| ac.get(i)).and_then(|v| *v);

                Some(Candle {
                    timestamp: ts,
                    open,
                    high,
                    low,
                    close,
                    volume,
                    adj_close,
                })
            })
            .collect()
    }
}