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.
2026-06-17 01:49:11 +02:00
parent 2ae76bb90e
commit 677ea37402
40 changed files with 576 additions and 1102 deletions
@@ -4,6 +4,4 @@ go 1.23

 require github.com/wickra-lib/wickra/bindings/go v0.0.0

-require github.com/coder/websocket v1.8.14
-
 replace github.com/wickra-lib/wickra/bindings/go => ../../bindings/go
@@ -1,2 +0,0 @@
-github.com/coder/websocket v1.8.14 h1:9L0p0iKiNOibykf283eHkKUHHrpG7f65OE3BhhO7v9g=
-github.com/coder/websocket v1.8.14/go.mod h1:NX3SzP+inril6yawo5CQXx8+fk145lPDC6pumgx0mVg=
@@ -5,12 +5,11 @@
 package market

 import (
-	"bufio"
 	"fmt"
 	"math"
 	"os"
-	"strconv"
-	"strings"
+
+	wickra "github.com/wickra-lib/wickra/bindings/go"
 )

 // Bar is one OHLCV bar with a millisecond timestamp.
@@ -62,39 +61,25 @@ func SyntheticCandlesStep(count int, startTimestamp, stepMs int64) []Bar {
 	return bars
 }

-// LoadOhlcvCsv loads an OHLCV CSV. It accepts rows of
-// timestamp,open,high,low,close,volume or open,high,low,close,volume; a
-// non-numeric first row is treated as a header and skipped.
+// LoadOhlcvCsv loads a timestamp,open,high,low,close,volume OHLCV CSV with
+// Wickra's native CandleReader (header validation, BOM and field-whitespace
+// tolerance) — no manual CSV parsing.
 func LoadOhlcvCsv(path string) ([]Bar, error) {
-	file, err := os.Open(path)
+	data, err := os.ReadFile(path)
 	if err != nil {
 		return nil, err
 	}
-	defer file.Close()
-
-	var bars []Bar
-	scanner := bufio.NewScanner(file)
-	for scanner.Scan() {
-		line := strings.TrimSpace(scanner.Text())
-		if line == "" {
-			continue
-		}
-		cols := strings.Split(line, ",")
-		if _, err := strconv.ParseFloat(cols[0], 64); err != nil {
-			continue // header row
-		}
-		f := func(i int) float64 {
-			v, _ := strconv.ParseFloat(strings.TrimSpace(cols[i]), 64)
-			return v
-		}
-		if len(cols) >= 6 {
-			ts, _ := strconv.ParseInt(strings.TrimSpace(cols[0]), 10, 64)
-			bars = append(bars, Bar{f(1), f(2), f(3), f(4), f(5), ts})
-		} else {
-			bars = append(bars, Bar{f(0), f(1), f(2), f(3), f(4), int64(len(bars))})
-		}
+	reader, err := wickra.NewCandleReader(string(data))
+	if err != nil {
+		return nil, err
 	}
-	return bars, scanner.Err()
+	defer reader.Close()
+	candles := reader.Read()
+	bars := make([]Bar, len(candles))
+	for i, c := range candles {
+		bars[i] = Bar{c.Open, c.High, c.Low, c.Close, c.Volume, c.Timestamp}
+	}
+	return bars, nil
 }

 // EquityResult holds summary statistics for a long-only equity curve.
@@ -1,54 +1,42 @@
 // Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
-// Requires network access (build-only in CI). Runs for up to 60 seconds.
+// Uses Wickra's native BinanceFeed — no third-party WebSocket client. Requires
+// network access (build-only in CI). Runs for up to 60 seconds.
 package main

 import (
-	"context"
-	"encoding/json"
 	"fmt"
 	"log"
-	"strconv"
 	"time"

-	"github.com/coder/websocket"
 	wickra "github.com/wickra-lib/wickra/bindings/go"
 )

 func main() {
-	const url = "wss://stream.binance.com:9443/ws/btcusdt@kline_1m"
-	fmt.Printf("Connecting to %s (up to 60s)...\n", url)
+	fmt.Println("Streaming live BTCUSDT 1-minute klines from Binance (up to 60s)...")

-	ctx, cancel := context.WithTimeout(context.Background(), 60*time.Second)
-	defer cancel()
-
-	conn, _, err := websocket.Dial(ctx, url, nil)
+	// Native feed: a blocking poll over the same tested stream as the Rust core.
+	feed, err := wickra.NewBinanceFeed("BTCUSDT", wickra.OneMinute, "")
 	if err != nil {
-		log.Fatalf("dial: %v", err)
+		log.Fatalf("connect: %v", err)
 	}
-	defer conn.CloseNow()
+	defer feed.Close()

 	ema, _ := wickra.NewEma(20)
 	defer ema.Close()

-	for {
-		_, data, err := conn.Read(ctx)
+	deadline := time.Now().Add(60 * time.Second)
+	for time.Now().Before(deadline) {
+		// next() returns the event and ok=true, ok=false on timeout (poll again),
+		// or an error once the stream is closed.
+		event, ok, err := feed.Next(time.Second)
 		if err != nil {
-			fmt.Println("Done (time limit reached).")
+			fmt.Println("Done (feed closed).")
 			return
 		}
-
-		var msg struct {
-			K struct {
-				Close string `json:"c"`
-			} `json:"k"`
-		}
-		if err := json.Unmarshal(data, &msg); err != nil || msg.K.Close == "" {
+		if !ok {
 			continue
 		}
-		closePx, err := strconv.ParseFloat(msg.K.Close, 64)
-		if err != nil {
-			continue
-		}
-		fmt.Printf("close=%.2f  EMA(20)=%.2f\n", closePx, ema.Update(closePx))
+		fmt.Printf("close=%.2f  EMA(20)=%.2f\n", event.Close, ema.Update(event.Close))
 	}
+	fmt.Println("Done (time limit reached).")
 }
@@ -3,7 +3,6 @@ package main

 import (
 	"fmt"
-	"math"

 	wickra "github.com/wickra-lib/wickra/bindings/go"
 	"github.com/wickra-lib/wickra/examples/go/internal/market"
@@ -29,26 +28,21 @@ func resample(source []market.Bar, factor int) []market.Bar {
 	if factor <= 1 {
 		return source
 	}
+	// Native Resampler: bucket by an absolute timeframe (the synthetic bars step
+	// 60_000 ms, so factor minutes == factor*60_000 ms). No hand-written bucketing.
+	r, _ := wickra.NewResampler(int64(factor) * 60_000)
+	defer r.Close()
 	var out []market.Bar
-	for i := 0; i < len(source); i += factor {
-		end := i + factor
-		if end > len(source) {
-			end = len(source)
+	emit := func(c wickra.Candle) {
+		out = append(out, market.Bar{Open: c.Open, High: c.High, Low: c.Low, Close: c.Close, Volume: c.Volume, Timestamp: c.Timestamp})
+	}
+	for _, b := range source {
+		if c, ok := r.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp); ok {
+			emit(c)
 		}
-		high, low, volume := math.Inf(-1), math.Inf(1), 0.0
-		for j := i; j < end; j++ {
-			high = math.Max(high, source[j].High)
-			low = math.Min(low, source[j].Low)
-			volume += source[j].Volume
-		}
-		out = append(out, market.Bar{
-			Open:      source[i].Open,
-			High:      high,
-			Low:       low,
-			Close:     source[end-1].Close,
-			Volume:    volume,
-			Timestamp: source[i].Timestamp,
-		})
+	}
+	if c, ok := r.Flush(); ok {
+		emit(c)
 	}
 	return out
 }