examples: add real BTCUSDT candle datasets from Binance

Add seven OHLCV datasets under crates/wickra/examples/data/, one per
timeframe (1m/5m/15m/1h/12h/1d/1month), holding real BTCUSDT spot klines
fetched from the Binance REST API. The new fetch_btcusdt example
regenerates them: it paginates the klines endpoint through the system
curl, parses with serde_json, validates every candle via Candle::new and
keeps only fully closed buckets.

The indicator benchmarks now run against the 1m dataset instead of a
synthetic series, and a new example_data integration test checks that
every file parses and carries evenly spaced, monotonic timestamps.

The monthly file is named btcusdt-1month.csv rather than btcusdt-1M.csv
so it does not collide with btcusdt-1m.csv on case-insensitive
filesystems (Windows, default macOS).

This commit is contained in:

kingchenc

2026-05-22 21:47:17 +02:00

parent d2f99efd78

commit 2b3a1b7384

14 changed files with 88729 additions and 57 deletions

Cargo.lock

Generated

View File

@@ -1974,6 +1974,7 @@ dependencies = [
  "approx",
  "criterion",
  "proptest",
  "serde_json",
  "wickra-core",
  "wickra-data",
 ]