Add get price data helper

crates/fidc-core/src/data.rs

@@ -325,6 +325,26 @@ pub struct DailySnapshotBundle {
     pub corporate_actions: Vec<CorporateAction>,
 }
 
+#[derive(Debug, Clone, Serialize)]
+pub struct PriceBar {
+    #[serde(with = "date_format")]
+    pub date: NaiveDate,
+    pub timestamp: Option<String>,
+    pub symbol: String,
+    pub frequency: String,
+    pub open: f64,
+    pub high: f64,
+    pub low: f64,
+    pub close: f64,
+    pub last_price: f64,
+    pub volume: u64,
+    pub amount: f64,
+    pub bid1: f64,
+    pub ask1: f64,
+    pub bid1_volume: u64,
+    pub ask1_volume: u64,
+}
+
 #[derive(Debug, Clone)]
 pub struct EligibleUniverseSnapshot {
     pub symbol: String,
@@ -959,6 +979,45 @@ impl DataSet {
         })
     }
 
+    pub fn get_price(
+        &self,
+        symbol: &str,
+        start: NaiveDate,
+        end: NaiveDate,
+        frequency: &str,
+    ) -> Vec<PriceBar> {
+        if start > end {
+            return Vec::new();
+        }
+        match normalize_history_frequency(frequency).as_deref() {
+            Some("1d") => self
+                .market_by_date
+                .range(start..=end)
+                .flat_map(|(_, rows)| rows.iter())
+                .filter(|row| row.symbol == symbol)
+                .map(daily_market_price_bar)
+                .collect(),
+            Some("1m") | Some("tick") => {
+                let mut bars = self
+                    .execution_quotes_index
+                    .iter()
+                    .filter(|((date, quote_symbol), _)| {
+                        quote_symbol == symbol && *date >= start && *date <= end
+                    })
+                    .flat_map(|(_, rows)| rows.iter())
+                    .map(intraday_quote_price_bar)
+                    .collect::<Vec<_>>();
+                bars.sort_by(|left, right| {
+                    left.date
+                        .cmp(&right.date)
+                        .then_with(|| left.timestamp.cmp(&right.timestamp))
+                });
+                bars
+            }
+            _ => Vec::new(),
+        }
+    }
+
     pub fn price(&self, date: NaiveDate, symbol: &str, field: PriceField) -> Option<f64> {
         let snapshot = self.market(date, symbol)?;
         Some(snapshot.price(field))
@@ -1416,6 +1475,46 @@ fn intraday_quote_visible(
     }
 }
 
+fn daily_market_price_bar(snapshot: &DailyMarketSnapshot) -> PriceBar {
+    PriceBar {
+        date: snapshot.date,
+        timestamp: snapshot.timestamp.clone(),
+        symbol: snapshot.symbol.clone(),
+        frequency: "1d".to_string(),
+        open: snapshot.open,
+        high: snapshot.high,
+        low: snapshot.low,
+        close: snapshot.close,
+        last_price: snapshot.last_price,
+        volume: snapshot.volume,
+        amount: 0.0,
+        bid1: snapshot.bid1,
+        ask1: snapshot.ask1,
+        bid1_volume: snapshot.bid1_volume,
+        ask1_volume: snapshot.ask1_volume,
+    }
+}
+
+fn intraday_quote_price_bar(snapshot: &IntradayExecutionQuote) -> PriceBar {
+    PriceBar {
+        date: snapshot.date,
+        timestamp: Some(snapshot.timestamp.format("%Y-%m-%d %H:%M:%S").to_string()),
+        symbol: snapshot.symbol.clone(),
+        frequency: "tick".to_string(),
+        open: snapshot.last_price,
+        high: snapshot.last_price,
+        low: snapshot.last_price,
+        close: snapshot.last_price,
+        last_price: snapshot.last_price,
+        volume: snapshot.volume_delta,
+        amount: snapshot.amount_delta,
+        bid1: snapshot.bid1,
+        ask1: snapshot.ask1,
+        bid1_volume: snapshot.bid1_volume,
+        ask1_volume: snapshot.ask1_volume,
+    }
+}
+
 fn normalize_field(field: &str) -> String {
     field
         .trim()