Done some initial work

data.go

@@ -0,0 +1,161 @@
+package autotrader
+
+import (
+	"encoding/csv"
+	"errors"
+	"io"
+	"os"
+	"strconv"
+	"time"
+
+	df "github.com/rocketlaunchr/dataframe-go"
+)
+
+type DataCSVLayout struct {
+	LatestFirst bool   // Whether the latest data is first in the dataframe. If false, the latest data is last.
+	DateFormat  string // The format of the date column. Example: "03/22/2006". See https://pkg.go.dev/time#pkg-constants for more information.
+	Date        string
+	Open        string
+	High        string
+	Low         string
+	Close       string
+	Volume      string
+}
+
+func ReadDataCSV(path string, layout DataCSVLayout) (*df.DataFrame, error) {
+	f, err := os.Open(path)
+	if err != nil {
+		return nil, err
+	}
+	defer f.Close()
+	return ReadDataCSVFromReader(f, layout)
+}
+
+func ReadDataCSVFromReader(r io.Reader, layout DataCSVLayout) (*df.DataFrame, error) {
+	data, err := ReadCSVFromReader(r, layout.DateFormat, layout.LatestFirst)
+	if err != nil {
+		return data, err
+	}
+
+	// Rename the columns and remove any columns that are not needed.
+	for _, name := range data.Names() {
+		var newName string
+		switch name {
+		case layout.Date:
+			newName = "Date"
+		case layout.Open:
+			newName = "Open"
+		case layout.High:
+			newName = "High"
+		case layout.Low:
+			newName = "Low"
+		case layout.Close:
+			newName = "Close"
+		case layout.Volume:
+			newName = "Volume"
+		default:
+			data.RemoveSeries(name)
+			continue
+		}
+		idx, err := data.NameToColumn(name)
+		if err != nil {
+			panic(err)
+		}
+		data.Series[idx].Rename(newName)
+	}
+
+	err = data.ReorderColumns([]string{"Date", "Open", "High", "Low", "Close", "Volume"})
+	if err != nil {
+		return data, err
+	}
+
+	// TODO: Reverse the dataframe if the latest data is first.
+	return data, nil
+}
+
+func ReadCSVFromReader(r io.Reader, dateLayout string, readReversed bool) (*df.DataFrame, error) {
+	csv := csv.NewReader(r)
+	csv.LazyQuotes = true
+	records, err := csv.ReadAll()
+	if err != nil {
+		return nil, err
+	}
+
+	if len(records) < 2 {
+		return nil, errors.New("csv file must have at least 2 rows")
+	}
+
+	seriesSlice := make([]df.Series, 0, 12)
+	// TODO: change Capacity to Size.
+	initOptions := &df.SeriesInit{Capacity: len(records) - 1}
+
+	// Replace column names with standard ones.
+	for j, val := range records[0] {
+		// Check what type the next row is to determine the type of the series.
+		nextRow := records[1][j]
+		var series df.Series
+		if _, err := strconv.ParseFloat(nextRow, 64); err == nil {
+			series = df.NewSeriesFloat64(val, initOptions)
+		} else if _, err := strconv.ParseInt(nextRow, 10, 64); err == nil {
+			series = df.NewSeriesInt64(val, initOptions)
+		} else if _, err := time.Parse(dateLayout, nextRow); err == nil {
+			series = df.NewSeriesTime(val, initOptions)
+		} else {
+			series = df.NewSeriesString(val, initOptions)
+		}
+
+		// Create the series columns and label them.
+		seriesSlice = append(seriesSlice, series)
+	}
+
+	// Set the direction to iterate the records.
+	var startIdx, stopIdx, inc int
+	if readReversed {
+		startIdx = len(records) - 1
+		stopIdx = 0 // Stop before the first row because it contains the column names.
+		inc = -1
+	} else {
+		startIdx = 1 // Skip first row because it contains the column names.
+		stopIdx = len(records)
+		inc = 1
+	}
+
+	for i := startIdx; i != stopIdx; i += inc {
+		rec := records[i]
+
+		// Add rows to the series.
+		for j, val := range rec {
+			series := seriesSlice[j]
+			switch series.Type() {
+			case "float64":
+				val, err := strconv.ParseFloat(val, 64)
+				if err != nil {
+					series.Append(nil)
+				} else {
+					series.Append(val)
+				}
+			case "int64":
+				val, err := strconv.ParseInt(val, 10, 64)
+				if err != nil {
+					series.Append(nil)
+				} else {
+					series.Append(val)
+				}
+			case "time":
+				val, err := time.Parse(dateLayout, val)
+				if err != nil {
+					series.Append(nil)
+				} else {
+					series.Append(val)
+				}
+			case "string":
+				series.Append(val)
+			}
+			seriesSlice[j] = series
+		}
+	}
+
+	// NOTE: we specifically construct the DataFrame at the end of the function because it likes to set
+	// state like number of rows and columns at initialization and won't let you change it later.
+	return df.NewDataFrame(seriesSlice...), nil
+}