examples: migrate to the native data layer (drop ws/coder-websocket/jackson/jsonlite) (#316)

Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges.

Migrates the runnable examples off third-party data-I/O packages onto Wickra's
native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`).

## Third-party packages removed (the zero-dep selling point)
- **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile
- **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`)
- **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml
- **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes

Each language's CSV loading now goes through `CandleReader`, manual resampling
through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST
download through the native fetcher.

## Verification
Ran the offline examples per language against the bundled data — backtest and
multi_timeframe produce identical output across Python / Node / Go / Java / R
(e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars).

C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch.

Note: the streaming `strategy_*` examples have pre-existing candle-indicator
runtime bugs (CI only syntax-smokes them); the CSV migration preserves their
shape and leaves those bugs for a separate fix.
This commit is contained in:
kingchenc
2026-06-17 01:49:11 +02:00
committed by GitHub
parent 2ae76bb90e
commit 677ea37402
40 changed files with 576 additions and 1102 deletions
+9 -26
View File
@@ -45,34 +45,17 @@ public static class MarketData
/// </summary>
public static Bar[] LoadOhlcvCsv(string path)
{
var bars = new List<Bar>();
foreach (var rawLine in File.ReadLines(path))
// Native CandleReader: header validation, BOM and field-whitespace tolerance.
// No manual CSV parsing.
using var reader = new Wickra.CandleReader(File.ReadAllText(path));
var candles = reader.Read();
var bars = new Bar[candles.Length];
for (var i = 0; i < candles.Length; i++)
{
var line = rawLine.Trim();
if (line.Length == 0)
{
continue;
}
var cols = line.Split(',');
if (!double.TryParse(cols[0], System.Globalization.CultureInfo.InvariantCulture, out _) &&
!long.TryParse(cols[0], out _))
{
continue; // header row
}
double F(int i) => double.Parse(cols[i], System.Globalization.CultureInfo.InvariantCulture);
if (cols.Length >= 6)
{
bars.Add(new Bar(F(1), F(2), F(3), F(4), F(5), long.Parse(cols[0])));
}
else
{
bars.Add(new Bar(F(0), F(1), F(2), F(3), F(4), bars.Count));
}
var c = candles[i];
bars[i] = new Bar(c.Open, c.High, c.Low, c.Close, c.Volume, (long)c.Timestamp);
}
return bars.ToArray();
return bars;
}
}