foxhunt/services/backtesting_service/examples/export_dbn_to_csv.rs

//! DBN to CSV Export Example
//!
//! Exports ES.FUT DBN data to CSV format for external analysis.

use anyhow::Result;
use backtesting_service::dbn_repository::DbnMarketDataRepository;
use backtesting_service::repositories::MarketDataRepository;
use std::collections::HashMap;
use std::fs::File;
use std::io::Write;

#[tokio::main]
async fn main() -> Result<()> {
    println!("ES.FUT DBN to CSV Exporter");
    println!("==========================\n");

    // Load data
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        "test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn".to_string(),
    );

    let repo = DbnMarketDataRepository::new(file_mapping).await?;

    let symbols = vec!["ES.FUT".to_string()];
    let start_time = 1704153600_000_000_000i64; // 2024-01-02 00:00:00 UTC
    let end_time = 1704240000_000_000_000i64; // 2024-01-03 00:00:00 UTC

    println!("📂 Loading data from DBN file...");
    let data = repo
        .load_historical_data(&symbols, start_time, end_time)
        .await?;

    if data.is_empty() {
        println!("❌ ERROR: No data loaded!");
        return Ok(());
    }

    println!("✅ Loaded {} bars", data.len());

    // Export to CSV
    let output_path = "ES.FUT_2024-01-02.csv";
    let mut file = File::create(output_path)?;

    println!("\n📝 Writing CSV file: {}", output_path);

    // Write header with detailed column descriptions
    writeln!(
        file,
        "timestamp_utc,timestamp_unix_ns,symbol,open,high,low,close,volume"
    )?;

    // Write data
    for bar in &data {
        writeln!(
            file,
            "{},{},{},{},{},{},{},{}",
            bar.timestamp.format("%Y-%m-%d %H:%M:%S"),
            bar.timestamp.timestamp_nanos_opt().unwrap_or(0),
            bar.symbol,
            bar.open,
            bar.high,
            bar.low,
            bar.close,
            bar.volume
        )?;
    }

    println!(
        "✅ Successfully exported {} bars to {}",
        data.len(),
        output_path
    );
    println!();

    // Print sample rows
    println!("📋 Sample Data (first 5 rows):");
    println!(
        "{:<20} {:<10} {:>8} {:>8} {:>8} {:>8} {:>10}",
        "Timestamp", "Symbol", "Open", "High", "Low", "Close", "Volume"
    );
    println!("{}", "-".repeat(85));

    for bar in data.iter().take(5) {
        println!(
            "{:<20} {:<10} {:>8.2} {:>8.2} {:>8.2} {:>8.2} {:>10.0}",
            bar.timestamp.format("%Y-%m-%d %H:%M:%S"),
            bar.symbol,
            bar.open,
            bar.high,
            bar.low,
            bar.close,
            bar.volume
        );
    }

    println!("\n💡 Usage Examples:");
    println!("  • Python pandas: df = pd.read_csv('{}') ", output_path);
    println!("  • R: data <- read.csv('{}') ", output_path);
    println!("  • Excel: Open file directly");
    println!("  • SQL: LOAD DATA INFILE '{}' INTO TABLE ...", output_path);
    println!();
    println!("📊 Analysis Tools:");
    println!("  • Calculate moving averages");
    println!("  • Plot candlestick charts");
    println!("  • Compute technical indicators (RSI, MACD, Bollinger Bands)");
    println!("  • Run statistical analysis");

    Ok(())
}