| `backtest.rs` | Compute a basket of indicators over an OHLCV CSV and print a summary. | `cargo run -p wickra-examples --bin backtest -- <ohlcv.csv>` |
| `multi_timeframe.rs` | Resample a 1-minute CSV via wickra-data and print indicators per timeframe. | `cargo run -p wickra-examples --bin multi_timeframe` |
| `parallel_assets.rs` | Serial vs `BatchExt::batch_parallel` (rayon) over a synthetic panel, with speedup. | `cargo run --release -p wickra-examples --bin parallel_assets -- --assets 200 --bars 5000` |
| `fetch_btcusdt.rs` | Download real BTCUSDT klines from the Binance REST API into `examples/data/`. | `cargo run -p wickra-examples --bin fetch_btcusdt` |
| `live_binance.rs` | Stream live Binance klines through an indicator over a resilient WebSocket. | `cargo run -p wickra-examples --bin live_binance` |
Build the C ABI library first (`cargo build -p wickra-c --release`), then run any
example with the .NET 8 SDK; the binding resolves the native library automatically.
| Example | What it does | Run |
| --- | --- | --- |
| `streaming` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `dotnet run --project examples/csharp/streaming` |
| `backtest` | Basket of indicators over an OHLCV series (CSV arg or synthetic). | `dotnet run --project examples/csharp/backtest -- <ohlcv.csv>` |
| `multi_timeframe` | Resample a 1-minute series to 5m / 15m and print an indicator per timeframe. | `dotnet run --project examples/csharp/multi_timeframe` |
| `parallel_assets` | SMA(20) batch over a panel, serial vs `Parallel.For`, with speedup. | `dotnet run -c Release --project examples/csharp/parallel_assets` |
| `strategy_rsi_mean_reversion` | RSI(14) mean-reversion with PnL / Sharpe / max-DD summary. | `dotnet run -c Release --project examples/csharp/strategy_rsi_mean_reversion` |
| `strategy_macd_adx` | Trend-follower: MACD crossover entries gated by ADX(14) > 20. | `dotnet run -c Release --project examples/csharp/strategy_macd_adx` |
| `strategy_bollinger_squeeze` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `dotnet run -c Release --project examples/csharp/strategy_bollinger_squeeze` |
| `fetch_btcusdt` | Download real BTCUSDT klines from the Binance REST API into a CSV. | `dotnet run --project examples/csharp/fetch_btcusdt` |
| `live_binance` | Stream live Binance klines through EMA(20) over a WebSocket. | `dotnet run --project examples/csharp/live_binance` |
The offline examples run on deterministic synthetic data (and under CI on all
three OSes); `fetch_btcusdt` and `live_binance` reach the network and are built
Build the C ABI library first (`cargo build -p wickra-c --release`) and install
the binding (`mvn -f bindings/java install -DskipTests`), then run any example
from this directory. The `exec` goal forks a JVM with
`--enable-native-access=ALL-UNNAMED`.
| Example | What it does | Run |
| --- | --- | --- |
| `Streaming` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `mvn exec:exec -Dexec.mainClass=org.wickra.examples.Streaming` |
| `Backtest` | Basket of indicators over an OHLCV series (CSV arg or synthetic). | `mvn exec:exec -Dexec.mainClass=org.wickra.examples.Backtest` |
| `MultiTimeframe` | Resample a 1-minute series to 5m / 15m and print an indicator per timeframe. | `mvn exec:exec -Dexec.mainClass=org.wickra.examples.MultiTimeframe` |
| `ParallelAssets` | SMA(20) batch over a panel, serial vs parallel streams, with speedup. | `mvn exec:exec -Dexec.mainClass=org.wickra.examples.ParallelAssets` |
| `StrategyBollingerSqueeze` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `mvn exec:exec -Dexec.mainClass=org.wickra.examples.StrategyBollingerSqueeze` |
| `FetchBtcusdt` | Download real BTCUSDT klines from the Binance REST API into a CSV. | `mvn exec:exec -Dexec.mainClass=org.wickra.examples.FetchBtcusdt` |
| `LiveBinance` | Stream live Binance klines through EMA(20) over a WebSocket. | `mvn exec:exec -Dexec.mainClass=org.wickra.examples.LiveBinance` |
The offline examples run on deterministic synthetic data (and under CI on all
three OSes); `FetchBtcusdt` and `LiveBinance` reach the network and are
| `multi_timeframe.py` | Resample a 1-minute CSV to coarser timeframes and compare. | `python -m examples.python.multi_timeframe <1m.csv>` |
| `parallel_assets.py` | Process many symbols in parallel — the Rust extension releases the GIL during batch computation. | `python -m examples.python.parallel_assets --assets 200 --bars 5000` |
| `fetch_btcusdt.py` | Download real BTCUSDT klines from the Binance REST API into `examples/data/` (urllib + stdlib only). | `python -m examples.python.fetch_btcusdt` |
| `multi_timeframe.js` | Roll a 1-minute CSV up to 5m / 15m / 1h / 4h / 1d and print indicators per timeframe. | `node multi_timeframe.js [path/to/1m.csv]` |
| `fetch_btcusdt.js` | Download real BTCUSDT klines from the Binance REST API into `examples/data/` (built-in `fetch`, Node 18+). | `node fetch_btcusdt.js` |
wasm-pack build bindings/wasm --target web --release --features panic-hook
```
Then serve the repository root (`python -m http.server`, `npx http-server`,
…) and open the demo you want in a browser.
| Example | What it does |
| --- | --- |
| `index.html` | Streams a synthetic price series through six indicators and draws a live `<canvas>` chart. |
| `backtest.html` | Streams a fetched OHLCV CSV through a basket of indicators (SMA, EMA, RSI, MACD, Bollinger, ATR, ADX, OBV) and prints a per-series summary table. |
| `multi_timeframe.html` | Fetches a 1-minute CSV, rolls it up to 5m / 15m / 1h / 4h / 1d in-page, prints RSI / MACD hist / ADX per timeframe. |
| `parallel_assets.html` | Spawns a pool of module Workers (each loading its own copy of the WASM module) and reports the speedup over a serial baseline. |
