added monthly and weekly analyses

* src/main.rs:
* src/resample.rs:
* src/signals.rs:
* web/template.html (Stock RSI / KD):

1 files changed, 42 insertions, 19 deletions

diff --git a/src/main.rs b/src/main.rs
index 8ca9df5..f48b35a 100644
--- a/src/main.rs
+++ b/src/main.rs
@@ -1,13 +1,15 @@
 mod data;
 mod indicators;
+mod resample;
 mod signals;
 
+use resample::Interval;
 use serde_json::json;
 use std::path::PathBuf;
 use std::process::ExitCode;
 
 const TEMPLATE: &str = include_str!("../web/template.html");
-const USAGE: &str = "usage: stock <input.csv> [-o out.html] [--rsi 14] [--kd 9] [--atr 2.5 | --swing PCT] [--smooth N]";
+const USAGE: &str = "usage: stock <input.csv> [-o out.html] [--rsi 14] [--kd 9] [--atr 2.5 | --swing PCT] [--smooth N] [--interval day|week|month]";
 // Swing detection for divergences: ZigZag with a reversal threshold of k*ATR(14) (--atr, default 2.5)
 // or a fixed percentage (--swing). --smooth N locates swings on an N-bar EMA, then snaps them to real highs/lows.
 
@@ -19,12 +21,13 @@ struct Args {
     atr_k: f64,
     swing: Option<f64>,
     smooth: usize,
+    interval: Interval,
 }
 
 fn parse_args() -> Result<Args, String> {
     let mut it = std::env::args().skip(1);
     let (mut input, mut output, mut rsi, mut kd) = (None, None, 14, 9);
-    let (mut atr_k, mut swing, mut smooth) = (2.5, None, 0);
+    let (mut atr_k, mut swing, mut smooth, mut interval) = (2.5, None, 0, Interval::Day);
     while let Some(a) = it.next() {
         let mut val = |name: &str| it.next().ok_or(format!("{name} needs a value"));
         match a.as_str() {
@@ -34,6 +37,10 @@ fn parse_args() -> Result<Args, String> {
             "--swing" => swing = Some(val("--swing")?.parse().map_err(|e| format!("--swing: {e}"))?),
             "--atr" => atr_k = val("--atr")?.parse().map_err(|e| format!("--atr: {e}"))?,
             "--smooth" => smooth = val("--smooth")?.parse().map_err(|e| format!("--smooth: {e}"))?,
+            "--interval" => {
+                let v = val("--interval")?;
+                interval = Interval::parse(&v).ok_or(format!("--interval: expected day, week or month, got '{v}'"))?;
+            }
             "-h" | "--help" => return Err(String::new()),
             _ if a.starts_with('-') => return Err(format!("unknown option {a}")),
             _ => input = Some(PathBuf::from(a)),
@@ -42,39 +49,55 @@ fn parse_args() -> Result<Args, String> {
     if rsi == 0 || kd == 0 || atr_k <= 0.0 || swing.is_some_and(|p| !(p > 0.0 && p < 100.0)) {
         return Err("periods must be positive, --atr > 0, --swing within (0, 100)".into());
     }
-    Ok(Args { input: input.ok_or("missing input.csv")?, output, rsi, kd, atr_k, swing, smooth })
+    Ok(Args { input: input.ok_or("missing input.csv")?, output, rsi, kd, atr_k, swing, smooth, interval })
 }
 
-fn run() -> Result<PathBuf, String> {
-    let args = parse_args()?;
-    let candles = data::load_csv(&args.input)?;
-    let rsi = indicators::rsi(&candles, args.rsi);
-    let (k, d) = indicators::kd(&candles, args.kd);
-
+/// Indicators, signals and divergences for one bar interval; also returns a stats text.
+fn analyse(candles: &[data::Candle], interval: Interval, args: &Args) -> (serde_json::Value, String) {
+    let rsi = indicators::rsi(candles, args.rsi);
+    let (k, d) = indicators::kd(candles, args.kd);
     let thr = match args.swing {
         Some(p) => signals::Threshold::Percent(p),
-        None => signals::Threshold::Atr { k: args.atr_k, atr: indicators::atr(&candles, 14) },
+        None => signals::Threshold::Atr { k: args.atr_k, atr: indicators::atr(candles, 14) },
     };
     let swings = if args.smooth > 0 {
-        let found = signals::zigzag(&indicators::ema_candles(&candles, args.smooth), &thr);
-        signals::snap_swings(&candles, &found, args.smooth)
+        let found = signals::zigzag(&indicators::ema_candles(candles, args.smooth), &thr);
+        signals::snap_swings(candles, &found, args.smooth)
     } else {
-        signals::zigzag(&candles, &thr)
+        signals::zigzag(candles, &thr)
     };
-    let mut divs = signals::divergences(&candles, &swings, &thr, &rsi, "RSI", &signals::Filters::rsi());
-    divs.extend(signals::divergences(&candles, &swings, &thr, &k, "K", &signals::Filters::k()));
+    let mut divs = signals::divergences(candles, &swings, &thr, &rsi, "RSI", &signals::Filters::rsi());
+    divs.extend(signals::divergences(candles, &swings, &thr, &k, "K", &signals::Filters::k()));
     divs.sort_by_key(|d| d.confirmed);
-    print!("{}", signals::forward_stats(&candles, &divs, &[5, 10, 20]));
+    let stats = format!("[{}] {} bars\n{}", interval.name(), candles.len(), signals::forward_stats(candles, &divs, &[5, 10, 20]));
     let payload = json!({
-        "name": args.input.file_stem().map(|s| s.to_string_lossy().into_owned()).unwrap_or_default(),
-        "rsiPeriod": args.rsi,
-        "kdPeriod": args.kd,
         "candles": candles,
         "rsi": rsi,
         "k": k,
         "d": d,
         "crosses": signals::crosses(&k, &d),
         "divergences": divs,
+        "partial": resample::last_bar_partial(candles, interval),
+    });
+    (payload, stats)
+}
+
+fn run() -> Result<PathBuf, String> {
+    let args = parse_args()?;
+    let daily = data::load_csv(&args.input)?;
+
+    let mut intervals = serde_json::Map::new();
+    for interval in Interval::ALL {
+        let (payload, stats) = analyse(&resample::resample(&daily, interval), interval, &args);
+        print!("{stats}");
+        intervals.insert(interval.name().into(), payload);
+    }
+    let payload = json!({
+        "name": args.input.file_stem().map(|s| s.to_string_lossy().into_owned()).unwrap_or_default(),
+        "rsiPeriod": args.rsi,
+        "kdPeriod": args.kd,
+        "initial": args.interval.name(),
+        "intervals": intervals,
     });
     // "</" would end the <script> element early.
     let json = payload.to_string().replace("</", "<\\/");