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bytemuck::cast_slice; +use crate::records::{M1Record, TickRecord, OhlcItem, DataPoint}; + +use std::collections::HashMap; +use std::sync::{Arc, RwLock}; +use std::time::Instant; +use sysinfo::System; +use chrono::Local; + +#[derive(Debug, Clone)] +pub struct DataFile { + pub path: PathBuf, + pub symbol: String, + pub year: i32, + pub month: i32, +} + +struct CacheEntry { + data: Arc>, + last_accessed: Instant, +} + +pub struct DataServer { + base_path: PathBuf, + symbols: RwLock>>, + m1_cache: RwLock>>>, + tick_cache: RwLock>>, + sys: RwLock, +} + +fn log(msg: &str) { + println!("[{}] {}", Local::now().format("%H:%M:%S%.3f"), msg); +} + +impl DataServer { + pub fn new(path: impl AsRef) -> Self { + let mut sys = System::new_all(); + sys.refresh_memory(); + Self { + base_path: path.as_ref().to_path_buf(), + symbols: RwLock::new(HashMap::new()), + m1_cache: RwLock::new(HashMap::new()), + tick_cache: RwLock::new(HashMap::new()), + sys: RwLock::new(sys), + } + } + + pub async fn update_symbols(&self) -> tokio::io::Result<()> { + let mut entries = fs::read_dir(&self.base_path).await?; + let mut temp_map: HashMap> = HashMap::new(); + + while let Some(entry) = entries.next_entry().await? { + let path = entry.path(); + if let Some(file_name) = path.file_name().and_then(|n| n.to_str()) { + if let Some(data_file) = self.parse_file_name(&path, file_name) { + temp_map.entry(data_file.symbol.clone()).or_default().push(data_file); + } + } + } + + // Sort files within each symbol by year/month + for files in temp_map.values_mut() { + files.sort_by(|a, b| a.year.cmp(&b.year).then(a.month.cmp(&b.month))); + } + + let mut symbols = self.symbols.write().unwrap(); + *symbols = temp_map; + Ok(()) + } + + pub fn enumerate_symbols(&self) -> Vec { + let symbols = self.symbols.read().unwrap(); + let mut keys: Vec = symbols.keys().cloned().collect(); + keys.sort(); + keys + } + + fn parse_file_name(&self, path: &Path, file_name: &str) -> Option { + let stem = Path::new(file_name).file_stem()?.to_str()?; + let ext = Path::new(file_name).extension()?.to_str()?; + + let parts: Vec<&str> = stem.split('_').collect(); + if parts.len() < 3 { return None; } + + let month = parts.last()?.parse::().ok()?; + let year = parts[parts.len() - 2].parse::().ok()?; + let symbol = format!("{}.{}", parts[..parts.len() - 2].join("_"), ext); + + Some(DataFile { + path: path.to_path_buf(), + symbol, + year, + month, + }) + } + + fn check_memory_and_prune(&self) { + let mut sys = self.sys.write().unwrap(); + sys.refresh_memory(); + + let available = sys.available_memory(); + let total = sys.total_memory(); + let threshold = (total / 10).min(2 * 1024 * 1024 * 1024); + + if available < threshold { + self.prune_oldest(); + } + } + + fn prune_oldest(&self) { + let mut m1 = self.m1_cache.write().unwrap(); + let mut tick = self.tick_cache.write().unwrap(); + + let total_before = m1.len() + tick.len(); + let mut entries: Vec<(PathBuf, Instant, bool)> = m1.iter() + .map(|(p, e)| (p.clone(), e.last_accessed, true)) + .chain(tick.iter().map(|(p, e)| (p.clone(), e.last_accessed, false))) + .collect(); + + entries.sort_by_key(|e| e.1); + let to_remove = (entries.len() / 10).max(1); + + for i in 0..to_remove.min(entries.len()) { + let (path, _, is_m1) = &entries[i]; + if *is_m1 { m1.remove(path); } else { tick.remove(path); } + } + println!("\n[Cache] Memory low! Pruned {} items. ({} -> {})", to_remove, total_before, m1.len() + tick.len()); + } + + pub async fn load_m1_data(&self, data_file: &DataFile) -> anyhow::Result>>> { + { + let mut cache = self.m1_cache.write().unwrap(); + if let Some(entry) = cache.get_mut(&data_file.path) { + entry.last_accessed = Instant::now(); + return Ok(Arc::clone(&entry.data)); + } + } + + self.check_memory_and_prune(); + + let raw_data = self.read_from_zip::(&data_file.path).await?; + let mapped_data: Vec> = raw_data.into_iter() + .map(|r| r.to_ohlc()) + .collect(); + + let shared_data = Arc::new(mapped_data); + + let mut cache = self.m1_cache.write().unwrap(); + cache.insert(data_file.path.clone(), CacheEntry { + data: Arc::clone(&shared_data), + last_accessed: Instant::now(), + }); + + Ok(shared_data) + } + + pub async fn load_tick_data(&self, data_file: &DataFile) -> anyhow::Result>> { + { + let mut cache = self.tick_cache.write().unwrap(); + if let Some(entry) = cache.get_mut(&data_file.path) { + entry.last_accessed = Instant::now(); + return Ok(Arc::clone(&entry.data)); + } + } + + self.check_memory_and_prune(); + let data = self.read_from_zip::(&data_file.path).await?; + let shared_data = Arc::new(data); + + let mut cache = self.tick_cache.write().unwrap(); + cache.insert(data_file.path.clone(), CacheEntry { + data: Arc::clone(&shared_data), + last_accessed: Instant::now(), + }); + + Ok(shared_data) + } + + async fn read_from_zip(&self, path: &Path) -> anyhow::Result> { + let file = std::fs::File::open(path)?; + let mut archive = ZipArchive::new(file)?; + + for i in 0..archive.len() { + let mut file = archive.by_index(i)?; + if file.name().ends_with(".bin") { + let size = file.size() as usize; + let record_size = std::mem::size_of::(); + if size % record_size != 0 { + return Err(anyhow::anyhow!("Invalid file size for record type")); + } + + let mut bin_content = vec![0u8; size]; + file.read_exact(&mut bin_content)?; + let records: &[R] = cast_slice(&bin_content); + return Ok(records.to_vec()); + } + } + Err(anyhow::anyhow!("No .bin file found")) + } + + pub async fn process_symbol_m1(&self, symbol: &str) -> anyhow::Result<()> { + let files = { + let symbols = self.symbols.read().unwrap(); + symbols.get(symbol).cloned().ok_or_else(|| anyhow::anyhow!("Symbol not found"))? + }; + + log(&format!(">>> Loading Symbol: {} ({} files)", symbol, files.len())); + + for file in files { + if file.symbol.ends_with(".m1") { + let _ = self.load_m1_data(&file).await?; + } + } + Ok(()) + } +} + +#[tokio::main] +async fn main() -> anyhow::Result<()> { + let server = Arc::new(DataServer::new(r"\\COFFEE\TickData\Pepperstone")); + + log("Indexing symbols..."); + server.update_symbols().await?; + + let symbols = server.enumerate_symbols(); + log(&format!("Found {} symbols.", symbols.len())); + + let start_all = Instant::now(); + let mut set = tokio::task::JoinSet::new(); + let max_concurrency = 8; // Lower concurrency since we load full symbols now + + for symbol in symbols { + let s = Arc::clone(&server); + + while set.len() >= max_concurrency { + set.join_next().await; + } + + set.spawn(async move { + let _ = s.process_symbol_m1(&symbol).await; + }); + } + + while let Some(_) = set.join_next().await {} + + log(&format!("Finished loading all symbols in {:?}", start_all.elapsed())); + + let m1_count = server.m1_cache.read().unwrap().len(); + log(&format!("Final Cache State: {} M1 files in RAM.", m1_count)); + + Ok(()) +} diff --git a/src/records.rs b/src/records.rs new file mode 100644 index 0000000..a26e59e --- /dev/null +++ b/src/records.rs @@ -0,0 +1,66 @@ +use bytemuck::{Pod, Zeroable}; + +// Match Delphi TM1Record (Pack = 1, 48 Bytes) +#[repr(C, packed)] +#[derive(Debug, Copy, Clone, Pod, Zeroable)] +pub struct M1Record { + pub time: f64, + pub open: f64, + pub high: f64, + pub low: f64, + pub close: f64, + pub spread: f32, + pub volume: i32, +} + +// Match Delphi TTickRecord (Pack = 1, 24 Bytes) +#[repr(C, packed)] +#[derive(Debug, Copy, Clone, Pod, Zeroable)] +pub struct TickRecord { + pub time: f64, + pub ask: f64, + pub bid: f64, +} + +// Match Delphi TOhlcItem (Pack = 1) +#[repr(C, packed)] +#[derive(Debug, Copy, Clone, Pod, Zeroable)] +pub struct OhlcItem { + pub open: f64, + pub high: f64, + pub low: f64, + pub close: f64, + pub volume: i32, +} + +// Internal data point structure +#[repr(C, packed)] +#[derive(Debug, Copy, Clone, Pod, Zeroable)] +pub struct DataPoint { + pub time: f64, + pub data: T, +} + +impl M1Record { + pub fn to_ohlc(self) -> DataPoint { + DataPoint { + time: self.time, + data: OhlcItem { + open: self.open, + high: self.high, + low: self.low, + close: self.close, + volume: self.volume, + }, + } + } +} + +impl TickRecord { + pub fn to_data_point(self) -> DataPoint { + DataPoint { + time: self.time, + data: self, + } + } +}