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examples: add real BTCUSDT candle datasets from Binance

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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).
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kingchenc
2026-05-22 21:47:17 +02:00
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@@ -152,6 +152,37 @@ A runnable example lives at `crates/wickra-data/examples/live_binance.rs`:
cargo run -p wickra-data --example live_binance --features live-binance
```
## Example datasets
The repository ships seven ready-to-use OHLCV datasets under
`crates/wickra/examples/data/`, one per timeframe, holding real Binance
**BTCUSDT** spot candles in the standard `timestamp,open,high,low,close,volume`
layout the `CandleReader` reads. The timestamp is each candle's open time in
milliseconds.
| File | Timeframe | Rows |
| --- | --- | --- |
| `btcusdt-1m.csv` | 1 minute | 50 000 |
| `btcusdt-5m.csv` | 5 minutes | 10 000 |
| `btcusdt-15m.csv` | 15 minutes | 10 000 |
| `btcusdt-1h.csv` | 1 hour | 10 000 |
| `btcusdt-12h.csv` | 12 hours | 5 000 |
| `btcusdt-1d.csv` | 1 day | full history |
| `btcusdt-1month.csv` | 1 month | full history |
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. The
indicator benchmarks and the `example_data` integration test both run against
these files.
Regenerate them with the latest market history — this downloads from the
Binance REST API and needs the system `curl` (shipped with Windows 10+, macOS
and Linux):
```bash
cargo run -p wickra --example fetch_btcusdt
```
## See also
- [Quickstart: Rust](Quickstart-Rust.md) — the core indicator API.