Add volume moving averages to platform runtime

crates/fidc-core/src/data.rs

@@ -311,10 +311,12 @@ struct SymbolPriceSeries {
     closes: Vec<f64>,
     prev_closes: Vec<f64>,
     last_prices: Vec<f64>,
+    volumes: Vec<f64>,
     open_prefix: Vec<f64>,
     close_prefix: Vec<f64>,
     prev_close_prefix: Vec<f64>,
     last_prefix: Vec<f64>,
+    volume_prefix: Vec<f64>,
 }
 
 impl SymbolPriceSeries {
@@ -327,10 +329,12 @@ impl SymbolPriceSeries {
         let closes = sorted.iter().map(|row| row.close).collect::<Vec<_>>();
         let prev_closes = sorted.iter().map(|row| row.prev_close).collect::<Vec<_>>();
         let last_prices = sorted.iter().map(|row| row.last_price).collect::<Vec<_>>();
+        let volumes = sorted.iter().map(|row| row.volume as f64).collect::<Vec<_>>();
         let open_prefix = prefix_sums(&opens);
         let close_prefix = prefix_sums(&closes);
         let prev_close_prefix = prefix_sums(&prev_closes);
         let last_prefix = prefix_sums(&last_prices);
+        let volume_prefix = prefix_sums(&volumes);
 
         Self {
             dates,
@@ -338,10 +342,12 @@ impl SymbolPriceSeries {
             closes,
             prev_closes,
             last_prices,
+            volumes,
             open_prefix,
             close_prefix,
             prev_close_prefix,
             last_prefix,
+            volume_prefix,
         }
     }
 
@@ -396,6 +402,19 @@ impl SymbolPriceSeries {
         Some(sum / lookback as f64)
     }
 
+    fn decision_volume_moving_average(&self, date: NaiveDate, lookback: usize) -> Option<f64> {
+        if lookback == 0 {
+            return None;
+        }
+        let end = self.decision_end_index(date)?;
+        if end < lookback {
+            return None;
+        }
+        let start = end - lookback;
+        let sum = self.volume_prefix[end] - self.volume_prefix[start];
+        Some(sum / lookback as f64)
+    }
+
     fn end_index(&self, date: NaiveDate) -> Option<usize> {
         match self.dates.binary_search(&date) {
             Ok(idx) => Some(idx + 1),
@@ -797,6 +816,17 @@ impl DataSet {
             .and_then(|series| series.decision_close_moving_average(date, lookback))
     }
 
+    pub fn market_decision_volume_moving_average(
+        &self,
+        date: NaiveDate,
+        symbol: &str,
+        lookback: usize,
+    ) -> Option<f64> {
+        self.market_series_by_symbol
+            .get(symbol)
+            .and_then(|series| series.decision_volume_moving_average(date, lookback))
+    }
+
     pub fn market_moving_average(
         &self,
         date: NaiveDate,