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.
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@@ -15,7 +15,6 @@ Uses the checked-in ``examples/data/btcusdt-1h.csv`` dataset.
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from __future__ import annotations
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import csv
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import math
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from pathlib import Path
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@@ -26,18 +25,14 @@ ADX_FLOOR = 20.0
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def load_candles(path: Path) -> list[dict[str, float]]:
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with path.open() as fh:
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reader = csv.DictReader(fh)
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return [
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{
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"open": float(r["open"]),
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"high": float(r["high"]),
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"low": float(r["low"]),
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"close": float(r["close"]),
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"volume": float(r["volume"]),
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}
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for r in reader
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]
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# Native CandleReader: validates the header, tolerates a UTF-8 BOM and field
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# whitespace, and raises ValueError on a malformed row. No third-party CSV.
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candles = ta.CandleReader(path.read_text(encoding="utf-8")).read()
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# CandleReader yields (open, high, low, close, volume, timestamp) tuples.
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return [
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{"open": o, "high": h, "low": l, "close": c, "volume": v}
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for o, h, l, c, v, _ts in candles
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]
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def print_summary(
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