scuriolus 0.3.0

Scuriolus is a modular trading bot platform.
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
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146

use chrono::{DateTime, Datelike as _, DurationRound as _, TimeDelta, TimeZone as _, Utc, Weekday};
use strum_macros::{Display, EnumIter};

use crate::core::{CoreError, CoreResult};

/// Avalaible Kline intervals
#[derive(
    Debug,
    Display,
    serde::Serialize,
    serde::Deserialize,
    Clone,
    Copy,
    PartialEq,
    EnumIter,
    Eq,
    PartialOrd,
    Ord,
    Hash,
)]
pub enum Interval {
    /// 1 minute
    OneMinute,

    /// 5 minutes
    FiveMinutes,

    /// 15 minutes
    FifteenMinutes,

    /// 30 minutes
    ThirtyMinutes,

    /// 1 hour
    OneHour,

    /// 4 hours
    FourHours,

    /// 1 day
    OneDay,

    /// 1 week
    OneWeek,

    /// 1 month
    OneMonth,
}

impl Interval {
    pub fn next_interval_to_zoom_out(&self) -> Option<Interval> {
        match self {
            Interval::OneMinute => Some(Interval::FiveMinutes),
            Interval::FiveMinutes => Some(Interval::FifteenMinutes),
            Interval::FifteenMinutes => Some(Interval::OneHour),
            Interval::ThirtyMinutes => Some(Interval::OneHour),
            Interval::OneHour => Some(Interval::OneDay),
            Interval::FourHours => Some(Interval::OneDay),
            Interval::OneDay => Some(Interval::OneWeek),
            Interval::OneWeek => None,
            Interval::OneMonth => None,
        }
    }

    pub fn time_delta(&self) -> TimeDelta {
        match self {
            Interval::OneMinute => TimeDelta::minutes(1),
            Interval::FiveMinutes => TimeDelta::minutes(5),
            Interval::FifteenMinutes => TimeDelta::minutes(15),
            Interval::ThirtyMinutes => TimeDelta::minutes(30),
            Interval::OneHour => TimeDelta::hours(1),
            Interval::FourHours => TimeDelta::hours(4),
            Interval::OneDay => TimeDelta::days(1),
            Interval::OneWeek => TimeDelta::weeks(1),
            Interval::OneMonth => TimeDelta::days(30),
        }
    }

    /// Given a target date, returns the start and end date of the interval
    /// this target date belongs to.
    ///
    /// For the precision of 1 week, the start date will always be a Monday.
    /// If the date is exactly on a boundary, the interval starting on this boundary will be returned
    ///
    ///  ## Arguments
    ///
    /// * `target` - The target date to get the bounds for
    pub fn get_time_bounds(
        &self,
        target: DateTime<Utc>,
    ) -> CoreResult<(DateTime<Utc>, DateTime<Utc>)> {
        match self {
            Interval::OneWeek => {
                let mut start = target.duration_trunc(Interval::OneDay.time_delta())?;
                let mut end = target.duration_round_up(Interval::OneDay.time_delta())?;

                while start.weekday() != Weekday::Mon {
                    start -= TimeDelta::days(1);
                }
                while end.weekday() != Weekday::Mon && end <= start {
                    end += TimeDelta::days(1);
                }

                Ok((end, start))
            }
            Interval::OneMonth => {
                let start = Utc
                    .with_ymd_and_hms(target.year(), target.month(), 1, 0, 0, 0)
                    .single()
                    .ok_or(CoreError::comput_error("Error creating start date"))?;
                let end = if target.month() == 12 {
                    Utc.with_ymd_and_hms(target.year() + 1, 1, 1, 0, 0, 0)
                } else {
                    Utc.with_ymd_and_hms(target.year(), target.month() + 1, 1, 0, 0, 0)
                }
                .single()
                .ok_or(CoreError::comput_error("Error creating start date"))?;
                Ok((start, end))
            }
            _ => {
                let start = target.duration_trunc(self.time_delta())?;
                let end = target.duration_round_up(self.time_delta())?;
                if start != end {
                    Ok((start, end))
                } else {
                    Ok((start, end + self.time_delta()))
                }
            }
        }
    }

    pub fn short_string(&self) -> String {
        match self {
            Interval::OneMinute => "1m",
            Interval::FiveMinutes => "5m",
            Interval::FifteenMinutes => "15m",
            Interval::ThirtyMinutes => "30m",
            Interval::OneHour => "1h",
            Interval::FourHours => "4h",
            Interval::OneDay => "1d",
            Interval::OneWeek => "1w",
            Interval::OneMonth => "1M",
        }
        .to_string()
    }
}