xd

Author: xnerhu

Cargo.lock

@@ -9,7 +9,7 @@
 
 </div>
 
-**qPACE**: The Technical Analysis framework for Python and JavaScript, written in Rust, designed to be extremely fast. Everything you need in one place.
+**qPACE**: The Technical Analysis framework for Python and JavaScript, written in Rust, designed to be extremely fast. Everything you need in one place - from research to production.
 
 ![backtest summary](/static/backtest_summary.png)
 

README.md

@@ -398,23 +398,40 @@ pub fn zip_ohlcv_bars(
     return bars;
 }
 
-cfg_if::cfg_if! { if #[cfg(feature = "bindings_wasm")] {
-    #[wasm_bindgen(js_name=zipOhlcvBars)]
-    #[inline]
-    pub fn js_zip_ohlcv_bars(
-        open_time: Option<Vec<js_sys::Date>>,
-        close_time: Option<Vec<js_sys::Date>>,
-        open: Option<Vec<f64>>,
-        high: Option<Vec<f64>>,
-        low: Option<Vec<f64>>,
-        close: Option<Vec<f64>>,
-        volume: Option<Vec<f64>>,
-    ) -> Vec<OhlcvBar> {
-        let open_time = open_time.map(|list| list.iter().map(|x| Some(DateTime::from(x))).collect::<Vec<_>>());
-        let close_time = close_time.map(|list| list.iter().map(|x| Some(DateTime::from(x))).collect::<Vec<_>>());
-        zip_ohlcv_bars(open_time, close_time, open, high, low, close, volume)
-    }
-}}
+#[cfg(feature = "bindings_wasm")]
+#[wasm_bindgen(js_name=zipOhlcvBars)]
+#[inline]
+pub fn js_zip_ohlcv_bars(
+    open_time: Option<Vec<js_sys::Date>>,
+    close_time: Option<Vec<js_sys::Date>>,
+    open: Option<Vec<f64>>,
+    high: Option<Vec<f64>>,
+    low: Option<Vec<f64>>,
+    close: Option<Vec<f64>>,
+    volume: Option<Vec<f64>>,
+) -> Vec<OhlcvBar> {
+    let open_time = open_time.map(|list| {
+        list.iter()
+            .map(|x| Some(DateTime::from(x)))
+            .collect::<Vec<_>>()
+    });
+    let close_time = close_time.map(|list| {
+        list.iter()
+            .map(|x| Some(DateTime::from(x)))
+            .collect::<Vec<_>>()
+    });
+    zip_ohlcv_bars(open_time, close_time, open, high, low, close, volume)
+}
+
+// implement unzip for js
+// #[cfg(feature = "bindings_wasm")]
+// #[wasm_bindgen(js_name=unzipOhlcvBars)]
+// #[inline]
+// pub fn js_unzip_ohlcv_bars(bars: Vec<OhlcvBar>) -> Vec<Vec<Option<js_sys::Date>>> {
+//     let open_time = bars.iter().map(|bar| Some(js_sys::Date::new(&bar.open_time.to_string()))).collect::<Vec<_>>();
+//     let close_time = bars.iter().map(|bar| Some(js_sys::Date::new(&bar.close_time.to_string()))).collect::<Vec<_>>();
+//     vec![open_time, close_time]
+// }
 
 cfg_if::cfg_if! { if #[cfg(feature = "polars")] {
     #[inline]

core/ohlcv.rs

@@ -2,6 +2,8 @@ cfg_if::cfg_if! { if #[cfg(feature = "bindings_wasm")] {
   use wasm_bindgen::prelude::*;
   use js_sys::{Object, Reflect};
   use crate::timeframe_js::{JsTimeframe};
+  use js_sys::Float64Array;
+  use js_sys::Array;
 }}
 use crate::ohlcv::{zip_ohlcv_bars, Ohlcv};
 use crate::timeframe::Timeframe;
@@ -16,6 +18,16 @@ use std::rc::Rc;
 use std::sync::{Arc, RwLock};
 use std::{ffi::OsStr, ops::Range, path::Path};
 
+#[cfg(feature = "bindings_wasm")]
+#[wasm_bindgen(raw_module = "../../lib/internal.js")]
+extern "C" {
+    #[wasm_bindgen(js_name = readOhlcvBarsFromPath)]
+    fn js_read_ohlcv_bars_from_path(format: &str, path: &str, time_unit: &str) -> Vec<OhlcvBar>;
+
+    #[wasm_bindgen(js_name = writeOhlcvBarsToPath)]
+    fn js_write_ohlcv_bars_to_path(format: &str, path: &str, bars: Vec<OhlcvBar>);
+}
+
 #[cfg(feature = "bindings_wasm")]
 #[wasm_bindgen(js_class=OhlcvBar)]
 impl OhlcvBar {
@@ -127,12 +139,12 @@ impl OhlcvBar {
         let obj = Object::new();
         let _ = Reflect::set(
             &obj,
-            &"openTime".into(),
+            &"open_time".into(),
             &JsValue::from(self.js_open_time()),
         );
         let _ = Reflect::set(
             &obj,
-            &"closeTime".into(),
+            &"close_time".into(),
             &JsValue::from(self.js_close_time()),
         );
         let _ = Reflect::set(&obj, &"open".into(), &JsValue::from(self.js_open()));
@@ -142,6 +154,43 @@ impl OhlcvBar {
         let _ = Reflect::set(&obj, &"volume".into(), &JsValue::from(self.js_volume()));
         obj.into()
     }
+
+    #[wasm_bindgen(js_name = "fromJSON")]
+    pub fn js_from_json(json: JsValue) -> Self {
+        let obj = json.unchecked_into::<Object>();
+        let open_time = Reflect::get(&obj, &"open_time".into())
+            .unwrap()
+            .unchecked_into::<js_sys::Date>();
+        let close_time = Reflect::get(&obj, &"close_time".into())
+            .unwrap()
+            .unchecked_into::<js_sys::Date>();
+        let open = Reflect::get(&obj, &"open".into())
+            .unwrap()
+            .as_f64()
+            .unwrap();
+        let high = Reflect::get(&obj, &"high".into())
+            .unwrap()
+            .as_f64()
+            .unwrap();
+        let low = Reflect::get(&obj, &"low".into()).unwrap().as_f64().unwrap();
+        let close = Reflect::get(&obj, &"close".into())
+            .unwrap()
+            .as_f64()
+            .unwrap();
+        let volume = Reflect::get(&obj, &"volume".into())
+            .unwrap()
+            .as_f64()
+            .unwrap();
+        Self::new(
+            open_time.into(),
+            close_time.into(),
+            open,
+            high,
+            low,
+            close,
+            volume,
+        )
+    }
 }
 
 #[cfg(feature = "bindings_wasm")]
@@ -343,4 +392,36 @@ impl JsOhlcv {
     pub fn js_add_many(&mut self, bars: Vec<OhlcvBar>) {
         self.push_many(&bars);
     }
+
+    #[wasm_bindgen(js_name = "readCSV")]
+    #[inline]
+    #[doc = "`time_unit: 'ms' | 's`. Default: 'ms'"]
+    pub fn js_read_csv(path: &str, time_unit: Option<String>) -> JsOhlcv {
+        let time_unit = time_unit.unwrap_or("ms".to_string());
+        let bars = js_read_ohlcv_bars_from_path("csv", path, &time_unit);
+        Ohlcv::from_bars(bars).into()
+    }
+
+    #[wasm_bindgen(js_name = "readParquet")]
+    #[inline]
+    #[doc = "`time_unit: 'ms' | 's`. Default: 'ms'"]
+    pub fn js_read_parquet(path: &str, time_unit: Option<String>) -> JsOhlcv {
+        let time_unit = time_unit.unwrap_or("ms".to_string());
+        let bars = js_read_ohlcv_bars_from_path("parquet", path, &time_unit);
+        Ohlcv::from_bars(bars).into()
+    }
+
+    #[wasm_bindgen(js_name = "writeCSV")]
+    #[inline]
+    pub fn js_write_csv(&self, path: &str) {
+        let bars = self.all_bars();
+        js_write_ohlcv_bars_to_path("csv", path, bars.to_vec());
+    }
+
+    #[wasm_bindgen(js_name = "writeParquet")]
+    #[inline]
+    pub fn js_write_parquet(&self, path: &str) {
+        let bars = self.all_bars();
+        js_write_ohlcv_bars_to_path("parquet", path, bars.to_vec());
+    }
 }

core/ohlcv_js.rs

@@ -145,6 +145,22 @@ impl OhlcvBar {
         dict.set_item("volume", self.volume())?;
         return Ok(dict.to_object(py));
     }
+
+    // #[pyo3(name = "from_dict")]
+    // #[inline]
+    // pub fn py_from_dict(py: Python<'_>, dict: PyDict) -> PyResult<OhlcvBar> {
+    //     let open_time = dict.get_item("open_time").and_then(|x| x.extract().ok());
+    //     let close_time = dict.get_item("close_time").and_then(|x| x.extract().ok());
+    //     let open = dict.get_item("open").and_then(|x| x.extract().ok());
+    //     let high = dict.get_item("high").and_then(|x| x.extract().ok());
+    //     let low = dict.get_item("low").and_then(|x| x.extract().ok());
+    //     let close = dict.get_item("close").and_then(|x| x.extract().ok());
+    //     let volume = dict.get_item("volume").and_then(|x| x.extract().ok());
+
+    //     Ok(OhlcvBar::new(
+    //         open_time, close_time, open, high, low, close, volume,
+    //     ))
+    // }
 }
 
 #[cfg(feature = "bindings_py")]