streamlined csv (fewer cols)

src/csv.rs

@@ -202,7 +202,12 @@ fn run(start: Instant, logger: &slog::Logger) -> Result<usize, String> {
 
     let mut wtr = csv::Writer::from_writer(wtr);
 
-    wtr.write_record(&["time","ratio","bmex","gdax","n_bmex","n_gdax","bmex_amt","gdax_amt"]).map_err(|e| format!("writing CSV headers to output file failed: {}", e))?;
+    wtr.write_record(&[
+        "time",
+        "ratio",
+        "bmex",
+        "gdax",
+    ]).map_err(|e| format!("writing CSV headers to output file failed: {}", e))?;
 
     let headers: csv::StringRecord = rdr.headers().map_err(|e| format!("failed to parse CSV headers: {}", e))?.clone();
     let mut row = csv::StringRecord::new();
@@ -241,12 +246,12 @@ fn run(start: Instant, logger: &slog::Logger) -> Result<usize, String> {
 
         n += 1;
 
-        if trade.ticker != t!(btc-usd) { continue }
-
         // verify data is sorted by time
         assert!(trade.time >= last_time);
         last_time = trade.time;
 
+        if trade.ticker != t!(btc-usd) { continue }
+
         if trade.time >= next_hour { // finalize last hour, and prepare for this hour
             if n_bmex == 0 || n_gdax == 0 {
                 wtr.write_record(&[
@@ -254,10 +259,6 @@ fn run(start: Instant, logger: &slog::Logger) -> Result<usize, String> {
                     "NaN",
                     "NaN",
                     "NaN",
-                    &format!("{}", n_bmex),
-                    &format!("{}", n_gdax),
-                    &format!("{}", bmex_amt),
-                    &format!("{}", gdax_amt),
                 ]).map_err(|e| format!("writing output row failed: {}", e))?;
             } else {
                 let bmex_wt_avg = bmex_total / bmex_amt;
@@ -268,10 +269,6 @@ fn run(start: Instant, logger: &slog::Logger) -> Result<usize, String> {
                     &format!("{}", ratio),
                     &format!("{}", bmex_wt_avg),
                     &format!("{}", gdax_wt_avg),
-                    &format!("{}", n_bmex),
-                    &format!("{}", n_gdax),
-                    &format!("{}", bmex_amt),
-                    &format!("{}", gdax_amt),
                 ]).map_err(|e| format!("writing output row failed: {}", e))?;
             }
             n_written += 1;
@@ -295,10 +292,6 @@ fn run(start: Instant, logger: &slog::Logger) -> Result<usize, String> {
                     "NaN",
                     "NaN",
                     "NaN",
-                    "0",
-                    "0",
-                    "0.0",
-                    "0.0",
                 ]).map_err(|e| format!("writing output row failed: {}", e))?;
 
                 n_written += 1;