refactor: move IO responsibility out of Processor trait

hftbacktest-derive/src/lib.rs

@@ -294,7 +294,6 @@ pub fn build_asset(input: TokenStream) -> TokenStream {
                             }
 
                             let local: Box<dyn LocalProcessor<#marketdepth>> = Box::new(#local_ident::new(
-                                reader.clone(),
                                 market_depth,
                                 State::new(asset_type.clone(), fee_model.clone()),
                                 latency_model.clone(),
@@ -318,7 +317,6 @@ pub fn build_asset(input: TokenStream) -> TokenStream {
                             let queue_model = #qm_construct;
 
                             let exch: Box<dyn Processor> = Box::new(#exch_ident::new(
-                                reader,
                                 market_depth,
                                 State::new(asset_type, fee_model.clone()),
                                 latency_model,
@@ -329,7 +327,8 @@ pub fn build_asset(input: TokenStream) -> TokenStream {
 
                             Asset {
                                 local,
-                                exch
+                                exch,
+                                reader
                             }
                         },
                     });

hftbacktest/src/backtest/data/mod.rs

@@ -59,6 +59,19 @@ where
         }
     }
 
+    pub fn from_data(data: &[D]) -> Self {
+        let byte_len = size_of::<D>() * data.len();
+        let bytes = unsafe { std::slice::from_raw_parts(data.as_ptr() as *const u8, byte_len) };
+
+        unsafe {
+            let mut dest_data_ptr = DataPtr::new(byte_len);
+            let mut dest_data = dest_data_ptr.ptr.as_mut().expect("data ptr is null");
+
+            dest_data.copy_from_slice(bytes);
+            Self::from_data_ptr(dest_data_ptr, 0)
+        }
+    }
+
     /// Constructs `Data` from [`DataPtr`] with the specified offset.
     ///
     /// # Safety