Add instrument history helpers

2026-04-23 19:43:36 -07:00
parent ca49b6dbb3
commit f4030f2607
6 changed files with 60 additions and 16 deletions
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -802,6 +802,21 @@ impl DataSet {
        instruments
    }

+    pub fn instruments_history(&self, symbols: &[&str]) -> Vec<&Instrument> {
+        symbols
+            .iter()
+            .filter_map(|symbol| self.instruments.get(*symbol))
+            .collect()
+    }
+
+    pub fn active_instruments(&self, date: NaiveDate, symbols: &[&str]) -> Vec<&Instrument> {
+        symbols
+            .iter()
+            .filter_map(|symbol| self.instruments.get(*symbol))
+            .filter(|instrument| instrument.is_active_on(date))
+            .collect()
+    }
+
    pub fn instrument(&self, symbol: &str) -> Option<&Instrument> {
        self.instruments.get(symbol)
    }