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

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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
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examples/r/README.md
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@@ -24,10 +24,10 @@ Rscript streaming.R
| `strategy_rsi_mean_reversion.R` | RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | `Rscript strategy_rsi_mean_reversion.R` |
| `strategy_macd_adx.R` | MACD crossover entries gated by ADX(14) > 20. | `Rscript strategy_macd_adx.R` |
| `strategy_bollinger_squeeze.R` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `Rscript strategy_bollinger_squeeze.R` |
| `fetch_btcusdt.R` | Download real BTCUSDT klines from the Binance REST API into a CSV (`jsonlite`). | `Rscript fetch_btcusdt.R` |
| `live_binance.R` | Stream live Binance klines through EMA(20) over a WebSocket (`websocket`). | `Rscript live_binance.R` |
| `fetch_btcusdt.R` | Download real BTCUSDT klines from the Binance REST API into a CSV (native `fetch_binance_klines`). | `Rscript fetch_btcusdt.R` |
| `live_binance.R` | Stream live Binance klines through EMA(20) via the native `BinanceFeed`. | `Rscript live_binance.R` |
`fetch_btcusdt.R` and `live_binance.R` require network access (and the
`jsonlite` / `websocket` packages); the rest run offline on deterministic
synthetic data. `parallel_assets.R` forks via `parallel::mclapply` on Unix and
runs serially on Windows.
`fetch_btcusdt.R` and `live_binance.R` require network access but no third-party
packages — they use Wickra's native REST fetcher and live feed; the rest run
offline on deterministic synthetic data. `parallel_assets.R` forks via
`parallel::mclapply` on Unix and runs serially on Windows.