| 6 | use std::path::Path; |
| 7 | |
| 8 | fn load_close_prices() -> Vec<f64> { |
| 9 | let path = Path::new(env!("CARGO_MANIFEST_DIR")) |
| 10 | .join("../../tests/fixtures/structural_breaks/dollar_bar_sample.csv"); |
| 11 | let mut rdr = ReaderBuilder::new().has_headers(true).from_path(path).unwrap(); |
| 12 | let mut close = Vec::new(); |
| 13 | for rec in rdr.records() { |
| 14 | let rec = rec.unwrap(); |
| 15 | close.push(rec[4].parse::<f64>().unwrap()); |
| 16 | } |
| 17 | close |
| 18 | } |
| 19 | |
| 20 | fn log_prices() -> Vec<f64> { |
| 21 | load_close_prices().into_iter().map(|v| v.ln()).collect() |