extern crate itertools; extern crate clap; extern crate byteorder; extern crate sdb_core; #[macro_use] extern crate indoc; mod dtfnumpy; mod dtfcheck; mod dtfcat; mod dtfsplit; mod dtfconcat; mod dtfrepair; use clap::{Arg, App}; fn main() { let matches = App::new("dtftools") .version("1.0.0") .author("Alice Shinoji out # count number of updates across files dtftools cat --folder ./test/zrx -m # same as above but rebin into minute candle dtftools cat --folder ./test/zrx --symbol bnc_zrx_btc --min 1514764800000 --max 1514851200000 --csv --timebars > out # hour candle dtftools cat --folder ./test/zrx --symbol bnc_zrx_btc --min 1514764800000 --max 1514851200000 --csv --timebars -minutes 60 > out # read metadata of file dtftools cat -m test.dtf # convert to csv dtftools cat test.dtf --csv ")) .arg( Arg::with_name("input") .value_name("INPUT") .help("file to read") .required(false) .takes_value(true), ) .arg( Arg::with_name("output") .short("o") .long("output") .value_name("OUTPUT") .help("output file") .required(false) .takes_value(true), ) .arg( Arg::with_name("symbol") .long("symbol") .value_name("SYMBOL") .help("symbol too lookup") .required(false) .takes_value(true), ) .arg( Arg::with_name("min") .long("min") .value_name("MIN") .help("minimum value to filter for") .required(false) .takes_value(true) ) .arg( Arg::with_name("max") .long("max") .value_name("MAX") .help("maximum value to filter for") .required(false) .takes_value(true) ) .arg( Arg::with_name("folder") .long("folder") .conflicts_with("input") .requires("symbol") .value_name("FOLDER") .help("folder to search") .required(false) .takes_value(true) ) .arg( Arg::with_name("meta") .short("m") .long("show_metadata") .help("read only the metadata"), ) .arg(Arg::with_name("csv") .long("csv") .conflicts_with("json") .help("set output format as csv")) .arg(Arg::with_name("json") .long("json") .conflicts_with("csv") .help("set output format as json")) .arg(Arg::with_name("timebars") .short("t") .long("timebars") .help("output rebinned time-candles")) .arg(Arg::with_name("aligned") .short("a") .long("aligned") .requires("timebars") .help(indoc!(" align with minute mark (\"snap to grid\") --|------|------|------|--> | ^ discard up to this point "))) .arg(Arg::with_name("minutes") .short("g") .long("minutes") .required(false) .requires("timebars") .value_name("MINUTES") .help("granularity in minute. e.g. -m 60 # hour candle") .takes_value(true)) ) .subcommand(clap::SubCommand::with_name("check") .about(indoc!(" Check dtf file for defect Examples: dtftools check 1.dtf -c ")) .arg( Arg::with_name("threshold") .short("t") .long("threshold") .help("gap threshold in seconds") .default_value("60") .value_name("THRESHOLD") .required(false) .takes_value(true) ) .arg( Arg::with_name("input") .value_name("INPUT") .help("file to read") .required(true) .takes_value(true) )) .subcommand(clap::SubCommand::with_name("numpy") .about(indoc!(" Convert dtf files to .npz format Examples: dtftools numpy 1.dtf -c ")) .arg( Arg::with_name("compressed") .short("c") .long("compressed") .help("use Deflated compression") ) .arg( Arg::with_name("input") .value_name("INPUT") .help("file to read") .required(true) .takes_value(true), )) .subcommand(clap::SubCommand::with_name("concat") .about(indoc!(" Concatenates two DTF files into a single output file. Examples: dtfconcat file1.dtf file2.dtf output.dtf ")) .arg( Arg::with_name("input1") .value_name("INPUT1") .help("First file to read") .required(true) .takes_value(true) .index(1) ) .arg( Arg::with_name("input2") .value_name("INPUT2") .help("Second file to read") .required(true) .takes_value(true) .index(2) ) .arg( Arg::with_name("output") .value_name("OUTPUT") .help("Output file") .required(true) .takes_value(true) .index(3) )) .subcommand(clap::SubCommand::with_name("split") .about(indoc!(" Splits big dtf files into smaller ones Examples: dtftools split test.dtf -f test-{}.dtf ")) .arg( Arg::with_name("input") .value_name("INPUT") .help("file to read") .required(true) .takes_value(true)) .arg( Arg::with_name("BATCH") .short("b") .long("batch_size") .value_name("BATCH_SIZE") .help("Specify the number of batches to read") .required(true) .takes_value(true), )) .subcommand(clap::SubCommand::with_name("repair") .about(indoc!(" Examples: dtftools repair test.dtf -o test-repaired.dtf ")) .arg( Arg::with_name("input") .value_name("INPUT") .help("file to read") .required(true) .takes_value(true)) .arg( Arg::with_name("output") .short("o") .long("output") .value_name("OUTPUT") .help("output file") .required(false) .takes_value(true), )) .get_matches(); if let Some(matches) = matches.subcommand_matches("cat") { dtfcat::run(matches); } else if let Some(matches) = matches.subcommand_matches("check") { dtfcheck::run(matches); } else if let Some(matches) = matches.subcommand_matches("numpy") { dtfnumpy::run(matches); } else if let Some(matches) = matches.subcommand_matches("split") { dtfsplit::run(matches); } else if let Some(matches) = matches.subcommand_matches("concat") { dtfconcat::run(matches); } else if let Some(matches) = matches.subcommand_matches("repair") { dtfrepair::run(matches); } else { println!("{}", matches.usage()); } }