Adding initial data ingest and basic http API

.gitignore

@@ -0,0 +1,3 @@
+5-min-stocks/*
+scratch-pad/*
+5_minute.db.sqlite

data-to-sql/.gitignore

@@ -0,0 +1 @@
+/target

data-to-sql/Cargo.lock

@@ -0,0 +1,263 @@
+# This file is automatically @generated by Cargo.
+# It is not intended for manual editing.
+version = 3
+
+[[package]]
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+ "once_cell",
+ "version_check",
+]
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+ "walkdir",
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data-to-sql/Cargo.toml

@@ -0,0 +1,11 @@
+[package]
+name = "data-to-sql"
+version = "0.1.0"
+edition = "2021"
+
+# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+
+[dependencies]
+csv = "*"
+walkdir = "*"
+rusqlite = "*"

data-to-sql/src/main.rs

@@ -0,0 +1,49 @@
+use csv;
+use rusqlite::{Connection, params};
+use walkdir::WalkDir;
+
+fn main() {
+    let current_dir = std::env::current_dir().expect("Current Directory Exists");
+    let parent_path_obj = current_dir.parent().expect("Parent exists").join("5-min-stocks/data/5_min/us/");
+    let parent_path = parent_path_obj.to_str().expect("Directory exists");
+
+    let conn = Connection::open("5_minute.db.sqlite").expect("Connection");
+    conn.execute_batch(
+        "PRAGMA journal_mode = OFF;
+              PRAGMA synchronous = 0;
+              PRAGMA cache_size = 1000000;
+              PRAGMA locking_mode = EXCLUSIVE;
+              PRAGMA temp_store = MEMORY;",
+    )
+    .expect("PRAGMA");
+    let mut stmt = conn.prepare(
+        "INSERT INTO raw_data (ticker, per, date, time, open, high, low, close) values (?1, ?2, ?3 , ?4, ?5, ?6, ?7, ?8)",
+       ).expect("insert");
+    for entry in WalkDir::new(parent_path.clone()) {
+        let entry = entry.unwrap();
+        if entry.file_type().is_dir() {
+            continue
+        }
+        let nyse_full= entry.path().as_os_str().to_str().expect("Full path a string").to_owned() ;
+        //let new_name = nyse_full.clone() + ".csv";
+        //fs::rename(nyse_full.clone(), new_name.clone()).expect("fs rename");
+        let mut reader = csv::Reader::from_path(nyse_full.clone()).expect("Read file");
+        print!("reading {}", nyse_full);
+        conn.execute(
+            "Create table if not Exists raw_data (ticker text, per text, date real, time real, open real, high real, low real, close real)",
+            [],
+        ).expect("Table created");
+        print!("read {}", nyse_full);
+        for r in reader.records() {
+            let r = r.expect("Record");
+            stmt.execute(params![&r[0],
+                &r[1],
+                &r[2],
+                &r[3],
+                &r[4],
+                &r[5],
+                &r[6],
+                &r[7]]).expect("INSERT");
+        }
+    }
+}

fin-data-api/.gitignore

@@ -0,0 +1 @@
+/target

fin-data-api/Cargo.lock

@@ -0,0 +1,1207 @@
+# This file is automatically @generated by Cargo.
+# It is not intended for manual editing.
+version = 3
+
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fin-data-api/Cargo.toml

@@ -0,0 +1,17 @@
+[package]
+name = "fin-data-api"
+version = "0.1.0"
+edition = "2021"
+
+# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+
+[dependencies]
+rusqlite = "*"
+warp="*"
+serde_json = "*"
+url = "*"
+tokio = {version = "*", features = ["rt", "rt-multi-thread", "macros"]}
+futures = "*"
+serde = { version="*", features = ["derive"] }
+redis = "*"
+tokio-rusqlite = "*"

fin-data-api/src/main.rs

@@ -0,0 +1,125 @@
+use std::convert::Infallible;
+
+use tokio_rusqlite::Connection;
+use serde::{Deserialize, Serialize};
+
+use serde_json::json;
+use warp::{Filter, http};
+use redis::{ Commands};
+
+
+#[derive(Debug, Serialize, Deserialize)]
+struct Ticker {
+    ticker: String,
+}
+
+#[derive(Debug, Serialize, Deserialize)]
+struct RawTickerData {
+    ticker: String,
+    per: String,
+    date: f64,
+    time: f64,
+    open: f64,
+    high: f64,
+    low: f64,
+    close: f64,
+}
+
+async fn connect() -> redis::RedisResult<redis::Connection> {
+    let client = redis::Client::open("redis://localhost:6379")?;
+    let con = client.get_connection().expect("Get redis");
+    Ok(con)
+}
+
+async fn data_route(ticker: String) -> std::result::Result<impl warp::Reply, Infallible> {
+    let mut con = connect().await.expect("connected");
+    let t = ticker.clone();
+    if let Ok(json) = con.hget::<String, String, String>(ticker.clone(), "data".to_string()) {
+        return Ok(warp::reply::with_status(
+            format!("{}", json),
+            http::StatusCode::OK
+        ));
+    }
+    
+    let conn = get_conn().await;
+    let res_json = conn
+        .call(move |conn| {
+            let mut stmt = conn.prepare(
+            "SELECT ticker, per, date, time, open, high, low, close from raw_data where ticker = ?1;",
+        ).expect("Prepared select");
+        let ticker_data = stmt.query_map([t.clone()], |row| {
+            Ok(RawTickerData {
+                ticker: row.get(0).expect("ticker Name Exists"),
+                per: row.get(1).expect("per Exists"),
+                date: row.get(2).expect("date Exists"),
+                time: row.get(3).expect("time Exists"),
+                open: row.get(4).expect("open Exists"),
+                high: row.get(5).expect("high Exists"),
+                low: row.get(6).expect("low Exists"),
+                close: row.get(7).expect("close Exists"),
+            })
+        }).expect("Map rows").enumerate().map(|(_, m)| {
+            return m.expect("Record exists")
+        });
+        let records: Vec<RawTickerData>  = ticker_data.collect();
+        let res_json = json!(records);
+        con.hset::<String, String, String, ()>(ticker.clone(), "data".to_string(), res_json.to_string().clone()).expect("set");
+        res_json.to_string()
+    }).await;
+    
+    Ok(warp::reply::with_status(
+        format!("{}", res_json),
+        http::StatusCode::OK
+    ))
+}
+
+async fn get_conn() -> Connection {
+    let current_dir = std::env::current_dir().expect("Current Directory Exists");
+    let db_path_obj = current_dir.parent().expect("Parent exists").join("data-to-sql");
+    let db_path = db_path_obj.to_str().expect("Directory exists");
+    let db_full= db_path.to_string() + "/5_minute.db.sqlite";
+    let conn = Connection::open(db_full.clone()).await.expect("Connection successs");
+    conn
+}
+
+async fn all_ticker_route() -> std::result::Result<impl warp::Reply, Infallible> {
+    let conn = get_conn().await;
+    
+    let res_json = conn
+    .call(move |conn| {
+        let mut stmt = conn.prepare(
+        "SELECT distinct ticker from raw_data;",
+    ).expect("Prepared select");
+    let ticker_data = stmt.query_map([], |row| {
+        Ok(Ticker {
+            ticker: row.get(0).expect("ticker Name Exists"),
+        })
+    }).expect("Map rows").enumerate().map(|(_, m)| {
+        return m.expect("Record exists")
+    });
+    let records: Vec<Ticker>  = ticker_data.collect();
+    let res_json = json!(records);
+    res_json.to_string()
+}).await;
+
+Ok(warp::reply::with_status(
+    format!("{}", res_json),
+    http::StatusCode::OK
+))
+}
+
+#[tokio::main]
+async fn main() {
+    let routes = warp::get() 
+        .and(warp::path("tick"))
+        .and(warp::path::param())
+        .and_then(data_route);
+        
+    let r2 = warp::get() 
+            .and(warp::path("tickers"))
+            .and_then(all_ticker_route);
+
+    warp::serve(routes.or(r2))
+    .run(([127, 0, 0, 1], 3030))
+    .await;
+}