rs_backtester/
utilities.rs

1use csv::Writer;
2use std::error::Error;
3use std::fs::File;
4use crate::datas::Data;
5use crate::strategies::Strategy;
6
7// Define a trait for custom data structures
8pub trait SerializeAsCsv {
9    fn to_csv(&self, writer: &mut Writer<std::fs::File>) -> Result<(), Box<dyn Error>>;
10}
11
12
13// General function to serialize any type that implements SerializeAsCsv
14pub fn serialize_to_csv<T: SerializeAsCsv>(data: &T, file_path: &str) -> Result<(), Box<dyn Error>> {
15    let mut wtr = Writer::from_path(file_path)?;
16    data.to_csv(&mut wtr)?;
17    wtr.flush()?;
18    Ok(())
19}
20
21impl SerializeAsCsv for Data {
22    fn to_csv(&self, writer: &mut Writer<File>) -> Result<(), Box<dyn Error>> {
23        writer.serialize(("ticker","date","open","high","low","close")).expect("couldn't write csv");
24        for i in 0..self.datetime.len() {
25            writer.write_record(&[
26                self.ticker.clone(),
27                self.datetime[i].to_string(),
28                self.open[i].to_string(),
29                self.high[i].to_string(),
30                self.low[i].to_string(),
31                self.close[i].to_string(),
32            ])?;
33        }
34        Ok(())
35    }
36}
37
38impl SerializeAsCsv for Strategy {
39    fn to_csv(&self, writer: &mut Writer<File>) -> Result<(), Box<dyn Error>> {
40        if let Some(indicators) = self.indicator.clone() {
41            let mut header: Vec<String> = Vec::new();
42            header.push("Name".to_string());
43            header.push("Choice".to_string());
44            for (index,_) in indicators.iter().enumerate(){
45                header.push(format!("Indicator {}", index+1));
46            }
47            writer.write_record(&header)?;
48            for i in 0..self.choices.len() {
49                let mut row: Vec<String> = vec![self.name.to_string(),self.choices[i].to_string().into()];
50                row.extend(indicators.iter().map(|indicator|indicator[i].to_string()));
51                writer.write_record(&row)?;
52            }
53        }
54        Ok(())
55    }
56}
rs_backtester/utilities.rs

rs_backtester/
utilities.rs
