fetch_candlesticks_traits/
chrono_range.rs

1use chrono::{Duration, NaiveDateTime, Utc};
2
3pub struct TimestampBuilder {
4    pub ts_fmt: String,
5    start: i64,
6    end: i64,
7    step: i64,
8    interval: String,
9    pub limit: i64,
10}
11
12impl Default for TimestampBuilder {
13    fn default() -> Self {
14        Self {
15            ts_fmt: "%Y-%m-%d %H:%M".into(),
16            start: 0,
17            end: 0,
18            step: 900000,
19            interval: "15m".into(),
20            limit: 499,
21        }
22    }
23}
24
25impl TimestampBuilder {
26    pub fn new<S1, S2, S3>(
27        start: S1,
28        end: Option<S2>,
29        step: S3,
30    ) -> Result<Self, Box<dyn std::error::Error>>
31    where
32        S1: AsRef<str>,
33        S2: AsRef<str>,
34        S3: AsRef<str>,
35    {
36        let mut builder = TimestampBuilder::default();
37        builder.start = NaiveDateTime::parse_from_str(start.as_ref(), builder.ts_fmt.as_ref())?
38            .timestamp_millis();
39        builder.end = match end {
40            Some(end) => NaiveDateTime::parse_from_str(end.as_ref(), builder.ts_fmt.as_ref())?
41                .timestamp_millis(),
42            None => Utc::now().naive_utc().timestamp_millis(),
43        };
44        if builder.start >= builder.end {
45            return Err("start is later than end".into());
46        }
47        builder.interval = step.as_ref().into();
48        builder.step = match step.as_ref() {
49            "15m" => Duration::minutes(15).num_milliseconds(),
50            _ => todo!(),
51        };
52        Ok(builder)
53    }
54
55    pub fn build(&self) -> Vec<i64> {
56        let mut list: Vec<i64> = (self.start..self.end)
57            .step_by((self.step * self.limit) as usize)
58            // .map(|ts| NaiveDateTime::from_timestamp_millis(ts).unwrap())
59            .collect();
60        list.push(self.end);
61        list
62    }
63}
64
65#[cfg(test)]
66mod tests {
67    use super::*;
68
69    #[test]
70    #[should_panic]
71    fn ts_same_start_end() {
72        TimestampBuilder::new("2023-02-22 00:00", Some("2023-02-22 00:00"), "15m").unwrap();
73    }
74    #[test]
75    fn ts_under_limit() -> Result<(), Box<dyn std::error::Error>> {
76        let ts =
77            TimestampBuilder::new("2023-02-22 00:00", Some("2023-02-27 04:44"), "15m")?.build();
78        assert_eq!(ts.len(), 2);
79        let ts: Vec<_> = ts.windows(2).collect();
80        assert_eq!(ts.len(), 1);
81        Ok(())
82    }
83    #[test]
84    fn ts_as_same_as_limit() -> Result<(), Box<dyn std::error::Error>> {
85        let ts =
86            TimestampBuilder::new("2023-02-22 00:00", Some("2023-02-27 04:45"), "15m")?.build();
87        assert_eq!(ts.len(), 2);
88        let ts: Vec<_> = ts.windows(2).collect();
89        assert_eq!(ts.len(), 1);
90        Ok(())
91    }
92    #[test]
93    fn ts_exceed_limit() -> Result<(), Box<dyn std::error::Error>> {
94        let ts =
95            TimestampBuilder::new("2023-02-22 00:00", Some("2023-02-27 04:46"), "15m")?.build();
96        assert_eq!(ts.len(), 3);
97        let ts: Vec<_> = ts.windows(2).collect();
98        assert_eq!(ts.len(), 2);
99        Ok(())
100    }
101    #[test]
102    #[should_panic]
103    #[allow(unused)]
104    fn ts_panic_parse_str() {
105        TimestampBuilder::new("2023-02-22 00:00:00", None::<String>, "15m").unwrap();
106    }
107    #[test]
108    #[should_panic]
109    #[allow(unused)]
110    fn ts_panic_parse_step() {
111        TimestampBuilder::new("2023-02-22 00:00", None::<String>, "1d");
112    }
113    #[test]
114    fn ts_too_long_span() -> Result<(), Box<dyn std::error::Error>> {
115        let ts =
116            TimestampBuilder::new("2020-01-01 00:00", Some("2023-03-01 00:00"), "15m")?.build();
117        assert_eq!(ts.len(), 224);
118        let ts: Vec<_> = ts.windows(2).collect();
119        assert_eq!(ts.len(), 223);
120        Ok(())
121    }
122    #[test]
123    #[should_panic]
124    fn ts_start_later_than_end() {
125        TimestampBuilder::new("2023-03-01 01:00", Some("2023-03-01 00:00"), "15m").unwrap();
126    }
127}
fetch_candlesticks_traits/chrono_range.rs

fetch_candlesticks_traits/
chrono_range.rs
