examples: add streaming demos for Python and Rust
Python and Rust both lacked a standalone "streaming indicators" example that mirrors examples/node/streaming.js — the quickstart docs cover the pattern, but a runnable file makes the parity visible across all four languages. * examples/python/streaming.py — argparse-driven synthetic streaming demo feeding SMA(20) / EMA(20) / RSI(14) / MACD(12,26,9), tagging BUY?/SELL? candidates when RSI extremes and MACD-histogram direction agree. * examples/rust/src/bin/streaming.rs — same demo as a wickra-examples binary, reusing the seeded LCG so its first 40 rows are bit-identical to the Python (and Node) sibling — a strong cross-language consistency signal verified by running both side by side. * examples/README.md gains a `streaming` row in the Rust and Python tables.
This commit is contained in:
kingchenc
@@ -11,6 +11,7 @@ The Rust examples live in the `wickra-examples` workspace member crate.
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| Example | What it does | Run |
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| --- | --- | --- |
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| `streaming.rs` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `cargo run -p wickra-examples --bin streaming` |
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| `backtest.rs` | Compute a basket of indicators over an OHLCV CSV and print a summary. | `cargo run -p wickra-examples --bin backtest -- <ohlcv.csv>` |
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| `fetch_btcusdt.rs` | Download real BTCUSDT klines from the Binance REST API into `examples/data/`. | `cargo run -p wickra-examples --bin fetch_btcusdt` |
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| `live_binance.rs` | Stream live Binance klines through an indicator over a resilient WebSocket. | `cargo run -p wickra-examples --bin live_binance` |
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@@ -19,6 +20,7 @@ The Rust examples live in the `wickra-examples` workspace member crate.
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| Example | What it does | Run |
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| --- | --- | --- |
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| `streaming.py` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `python -m examples.python.streaming` |
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| `backtest.py` | Basket of indicators over an OHLCV CSV. | `python -m examples.python.backtest <ohlcv.csv>` |
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| `live_trading.py` | Live Binance feed → RSI / MACD / Bollinger → signals. | `python -m examples.python.live_trading --symbol BTCUSDT --interval 1m` |
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| `multi_timeframe.py` | Resample a 1-minute CSV to coarser timeframes and compare. | `python -m examples.python.multi_timeframe <1m.csv>` |
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@@ -0,0 +1,101 @@
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"""Streaming indicators with the Wickra Python binding.
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Feeds a synthetic price series through several indicators tick by tick — the
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same O(1)-per-update model a live trading bot would use — and prints a status
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line whenever every indicator has warmed up. The Python counterpart of
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``examples/node/streaming.js`` and ``examples/rust/src/bin/streaming.rs``.
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Run with::
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python -m examples.python.streaming
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"""
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from __future__ import annotations
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import argparse
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import math
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import wickra as ta
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def make_series(n: int) -> list[float]:
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"""Deterministic synthetic series: slow trend + two oscillations + tiny noise.
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The seeded linear-congruential generator matches the Node sibling example
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so a side-by-side run produces visibly comparable streams.
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"""
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seed = 1234567
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prices: list[float] = []
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for t in range(n):
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seed = (seed * 1103515245 + 12345) & 0x7FFFFFFF
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rand = seed / 0x7FFFFFFF
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price = (
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100.0
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+ t * 0.05
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+ math.sin(t * 0.07) * 8.0
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+ math.cos(t * 0.21) * 3.0
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+ (rand - 0.5)
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)
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prices.append(price)
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return prices
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def fmt(value: float | None) -> str:
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if value is None:
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return " -- "
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if isinstance(value, float) and math.isnan(value):
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return " -- "
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return f"{value:7.2f}"
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def main() -> int:
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parser = argparse.ArgumentParser(
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description=__doc__.splitlines()[0] if __doc__ else None,
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)
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parser.add_argument(
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"--ticks",
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type=int,
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default=120,
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help="number of synthetic price ticks to stream (default: 120)",
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)
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args = parser.parse_args()
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if args.ticks <= 0:
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parser.error("--ticks must be positive")
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print(f"Wickra {ta.__version__} — streaming indicator demo (Python)\n")
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sma = ta.SMA(20)
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ema = ta.EMA(20)
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rsi = ta.RSI(14)
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macd = ta.MACD(12, 26, 9)
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prices = make_series(args.ticks)
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signals = 0
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for t, price in enumerate(prices):
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sma_v = sma.update(price)
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ema_v = ema.update(price)
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rsi_v = rsi.update(price)
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macd_v = macd.update(price) # (macd, signal, histogram) or None
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# Only act once every indicator has produced a value.
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if sma_v is None or ema_v is None or rsi_v is None or macd_v is None:
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continue
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_macd_line, _signal, histogram = macd_v
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overbought = rsi_v > 70 and histogram < 0
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oversold = rsi_v < 30 and histogram > 0
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tag = "SELL?" if overbought else "BUY? " if oversold else " "
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if overbought or oversold:
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signals += 1
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print(
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f"t={t:>3} price={fmt(price)} sma={fmt(sma_v)} ema={fmt(ema_v)} "
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f"rsi={fmt(rsi_v)} macd_hist={fmt(histogram)} {tag}"
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)
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print(f"\nDone — {signals} candidate signal(s) over {len(prices)} ticks.")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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@@ -0,0 +1,109 @@
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//! Streaming indicators with the Wickra Rust crate.
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//!
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//! Feeds a synthetic price series through several indicators tick by tick —
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//! the same O(1)-per-update model a live trading bot would use — and prints
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//! a status line whenever every indicator has warmed up. The Rust
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//! counterpart of `examples/python/streaming.py` and
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//! `examples/node/streaming.js`.
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//!
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//! Build with:
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//! ```text
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//! cargo run --release -p wickra-examples --bin streaming
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//! ```
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use std::env;
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use wickra::{Ema, Indicator, MacdIndicator, Rsi, Sma};
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const DEFAULT_TICKS: usize = 120;
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/// Deterministic synthetic series matching the Node sibling example's
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/// seeded LCG, so a side-by-side run produces visibly comparable streams.
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fn make_series(n: usize) -> Vec<f64> {
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let mut seed: u64 = 1_234_567;
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(0..n)
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.map(|t| {
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seed = (seed.wrapping_mul(1_103_515_245).wrapping_add(12_345)) & 0x7FFF_FFFF;
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let rand = seed as f64 / 0x7FFF_FFFF_u64 as f64;
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let tf = t as f64;
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100.0 + tf * 0.05 + (tf * 0.07).sin() * 8.0 + (tf * 0.21).cos() * 3.0 + (rand - 0.5)
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})
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.collect()
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}
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fn fmt(v: Option<f64>) -> String {
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match v {
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Some(x) if x.is_finite() => format!("{x:7.2}"),
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_ => " -- ".to_string(),
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}
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}
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fn parse_ticks() -> Result<usize, Box<dyn std::error::Error>> {
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let mut args = env::args().skip(1);
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match args.next().as_deref() {
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None => Ok(DEFAULT_TICKS),
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Some("--ticks") => match args.next() {
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Some(n) => n
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.parse::<usize>()
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.map_err(|e| format!("--ticks: {e}").into()),
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None => Err("--ticks requires a value".into()),
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},
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Some(other) => Err(format!("unexpected argument: {other}").into()),
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}
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}
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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let ticks = parse_ticks()?;
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if ticks == 0 {
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return Err("--ticks must be positive".into());
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}
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println!("Wickra streaming indicator demo (Rust)\n");
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let mut sma = Sma::new(20)?;
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let mut ema = Ema::new(20)?;
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let mut rsi = Rsi::new(14)?;
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let mut macd = MacdIndicator::new(12, 26, 9)?;
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let prices = make_series(ticks);
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let mut signals = 0usize;
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for (t, &price) in prices.iter().enumerate() {
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let sma_v = sma.update(price);
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let ema_v = ema.update(price);
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let rsi_v = rsi.update(price);
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let macd_v = macd.update(price);
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// Only act once every indicator has produced a value.
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let (Some(sv), Some(ev), Some(rv), Some(m)) = (sma_v, ema_v, rsi_v, macd_v) else {
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continue;
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};
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let overbought = rv > 70.0 && m.histogram < 0.0;
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let oversold = rv < 30.0 && m.histogram > 0.0;
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let tag = if overbought {
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"SELL?"
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} else if oversold {
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"BUY? "
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} else {
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" "
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};
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if overbought || oversold {
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signals += 1;
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}
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println!(
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"t={t:>3} price={} sma={} ema={} rsi={} macd_hist={} {tag}",
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fmt(Some(price)),
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fmt(Some(sv)),
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fmt(Some(ev)),
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fmt(Some(rv)),
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fmt(Some(m.histogram)),
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);
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}
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println!(
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"\nDone — {signals} candidate signal(s) over {} ticks.",
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prices.len()
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);
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Ok(())
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}
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