На CPU вычисления

src/intervals.cpp

@@ -0,0 +1,83 @@
+#include "intervals.hpp"
+#include <algorithm>
+#include <cmath>
+#include <fstream>
+#include <iomanip>
+#include <sstream>
+#include <ctime>
+
+std::vector<Interval> find_intervals(const std::vector<DayStats>& days, double threshold) {
+    if (days.empty()) {
+        return {};
+    }
+    
+    std::vector<Interval> intervals;
+    
+    size_t start_idx = 0;
+    double price_base = days[start_idx].avg;
+    
+    for (size_t i = 1; i < days.size(); i++) {
+        double price_now = days[i].avg;
+        double change = std::abs(price_now - price_base) / price_base;
+        
+        if (change >= threshold) {
+            Interval interval;
+            interval.start_day = days[start_idx].day;
+            interval.end_day = days[i].day;
+            interval.start_avg = price_base;
+            interval.end_avg = price_now;
+            interval.change = change;
+            
+            // Находим min(Open) и max(Close) в интервале
+            interval.min_open = days[start_idx].open;
+            interval.max_close = days[start_idx].close;
+            
+            for (size_t j = start_idx; j <= i; j++) {
+                interval.min_open = std::min(interval.min_open, days[j].open);
+                interval.max_close = std::max(interval.max_close, days[j].close);
+            }
+            
+            intervals.push_back(interval);
+            
+            // Начинаем новый интервал
+            start_idx = i + 1;
+            if (start_idx >= days.size()) {
+                break;
+            }
+            price_base = days[start_idx].avg;
+        }
+    }
+    
+    return intervals;
+}
+
+std::string day_index_to_date(DayIndex day) {
+    time_t ts = static_cast<time_t>(day) * 86400;
+    struct tm* tm_info = gmtime(&ts);
+    
+    std::ostringstream oss;
+    oss << std::setfill('0') 
+        << (tm_info->tm_year + 1900) << "-"
+        << std::setw(2) << (tm_info->tm_mon + 1) << "-"
+        << std::setw(2) << tm_info->tm_mday;
+    
+    return oss.str();
+}
+
+void write_intervals(const std::string& filename, const std::vector<Interval>& intervals) {
+    std::ofstream out(filename);
+    
+    out << std::fixed << std::setprecision(2);
+    out << "start_date,end_date,min_open,max_close,start_avg,end_avg,change\n";
+    
+    for (const auto& iv : intervals) {
+        out << day_index_to_date(iv.start_day) << ","
+            << day_index_to_date(iv.end_day) << ","
+            << iv.min_open << ","
+            << iv.max_close << ","
+            << iv.start_avg << ","
+            << iv.end_avg << ","
+            << std::setprecision(6) << iv.change << "\n";
+    }
+}
+