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66 lines
1.4 KiB
Go
66 lines
1.4 KiB
Go
package csvsource
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import (
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"encoding/csv"
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"io"
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"time"
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"github.com/c9s/bbgo/pkg/types"
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)
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var _ KLineReader = (*CSVKLineReader)(nil)
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// CSVKLineReader is a KLineReader that reads from a CSV file.
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type CSVKLineReader struct {
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csv *csv.Reader
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decoder CSVKLineDecoder
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}
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// MakeCSVKLineReader is a factory method type that creates a new CSVKLineReader.
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type MakeCSVKLineReader func(csv *csv.Reader) *CSVKLineReader
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// NewCSVKLineReader creates a new CSVKLineReader with the default Binance decoder.
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func NewCSVKLineReader(csv *csv.Reader) *CSVKLineReader {
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return &CSVKLineReader{
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csv: csv,
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decoder: BinanceCSVKLineDecoder,
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}
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}
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// NewCSVKLineReaderWithDecoder creates a new CSVKLineReader with the given decoder.
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func NewCSVKLineReaderWithDecoder(csv *csv.Reader, decoder CSVKLineDecoder) *CSVKLineReader {
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return &CSVKLineReader{
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csv: csv,
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decoder: decoder,
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}
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}
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// Read reads the next KLine from the underlying CSV data.
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func (r *CSVKLineReader) Read(interval time.Duration) (types.KLine, error) {
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var k types.KLine
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rec, err := r.csv.Read()
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if err != nil {
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return k, err
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}
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return r.decoder(rec, interval)
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}
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// ReadAll reads all the KLines from the underlying CSV data.
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func (r *CSVKLineReader) ReadAll(interval time.Duration) ([]types.KLine, error) {
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var ks []types.KLine
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for {
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k, err := r.Read(interval)
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if err == io.EOF {
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break
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}
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if err != nil {
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return nil, err
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}
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ks = append(ks, k)
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}
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return ks, nil
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}
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