Files
fidc-backtest-engine/crates/fidc-core/src/instrument.rs

62 lines
1.7 KiB
Rust

use chrono::NaiveDate;
use serde::{Deserialize, Serialize};
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct Instrument {
pub symbol: String,
pub name: String,
pub board: String,
pub round_lot: u32,
#[serde(default, with = "optional_date_format")]
pub listed_at: Option<NaiveDate>,
#[serde(default, with = "optional_date_format")]
pub delisted_at: Option<NaiveDate>,
#[serde(default = "default_status")]
pub status: String,
}
impl Instrument {
pub fn effective_round_lot(&self) -> u32 {
self.round_lot.max(1)
}
pub fn is_delisted_before(&self, date: NaiveDate) -> bool {
self.delisted_at
.is_some_and(|delisted_at| delisted_at < date)
}
}
fn default_status() -> String {
"active".to_string()
}
mod optional_date_format {
use chrono::NaiveDate;
use serde::{self, Deserialize, Deserializer, Serializer};
const FORMAT: &str = "%Y-%m-%d";
pub fn serialize<S>(value: &Option<NaiveDate>, serializer: S) -> Result<S::Ok, S::Error>
where
S: Serializer,
{
match value {
Some(date) => serializer.serialize_some(&date.format(FORMAT).to_string()),
None => serializer.serialize_none(),
}
}
pub fn deserialize<'de, D>(deserializer: D) -> Result<Option<NaiveDate>, D::Error>
where
D: Deserializer<'de>,
{
let value = Option::<String>::deserialize(deserializer)?;
match value.as_deref().map(str::trim).filter(|v| !v.is_empty()) {
Some(text) => NaiveDate::parse_from_str(text, FORMAT)
.map(Some)
.map_err(serde::de::Error::custom),
None => Ok(None),
}
}
}