()
| 9 | use std::path::Path; |
| 10 | |
| 11 | fn load_dollar_bars() -> (Vec<f64>, Vec<f64>, Vec<f64>, Vec<f64>, Vec<f64>) { |
| 12 | let path = Path::new(env!("CARGO_MANIFEST_DIR")) |
| 13 | .join("../../tests/fixtures/microstructural_features/dollar_bar_sample.csv"); |
| 14 | let mut rdr = ReaderBuilder::new().has_headers(true).from_path(path).unwrap(); |
| 15 | let mut close = Vec::new(); |
| 16 | let mut high = Vec::new(); |
| 17 | let mut low = Vec::new(); |
| 18 | let mut cum_dollar = Vec::new(); |
| 19 | let mut cum_vol = Vec::new(); |
| 20 | for rec in rdr.records() { |
| 21 | let rec = rec.unwrap(); |
| 22 | close.push(rec[4].parse::<f64>().unwrap()); |
| 23 | high.push(rec[2].parse::<f64>().unwrap()); |
| 24 | low.push(rec[3].parse::<f64>().unwrap()); |
| 25 | cum_dollar.push(rec[6].parse::<f64>().unwrap()); |
| 26 | cum_vol.push(rec[5].parse::<f64>().unwrap()); |
| 27 | } |
| 28 | (close, high, low, cum_dollar, cum_vol) |
| 29 | } |
| 30 | |
| 31 | #[test] |
| 32 | fn test_second_generation_intra_bar() { |
no outgoing calls
no test coverage detected