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
+2 -1
View File
@@ -180,7 +180,8 @@ wickra/
├── crates/
│ ├── wickra-core/ core engine + all 71 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io)
│ │ + benches/ and examples/backtest.rs
│ │ + benches/, examples/ (backtest, fetch_btcusdt)
│ │ and examples/data/ real BTCUSDT datasets
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
│ + examples/live_binance.rs
├── bindings/