examples: fix and harmonize the strategy backtests across all languages (#324)

The strategy_* examples were only syntax-smoked in CI, never run, which hid two
classes of problem:

1. Python strategy_macd_adx / strategy_bollinger_squeeze passed three separate
   arguments to the candle indicators ADX/ATR, whose .update() takes a single
   candle — a TypeError at runtime — and read the ADX tuple at index 0 (plus_di)
   instead of 2 (adx). Both fixed.

2. The Go / C# / R / Java strategies defaulted to synthetic data and used a
   different (annualised) one-line summary, so they printed wildly different
   numbers from the Rust/Python/Node/C/WASM suite. Rewrite them to the shared
   per-trade backtest (load the bundled BTCUSDT CSV by default, same entry/exit
   logic, same print_summary output).

All nine runnable bindings now print byte-identical backtest summaries on the
same data (MACD+ADX 246 trades / -47.19%, RSI 37 / -17.84%, Bollinger 1 / -7.82%),
verified by diffing each language's output against the Python reference. WASM
shares the same logic and bundled dataset (browser-rendered).
This commit is contained in:
kingchenc
2026-06-17 17:56:22 +02:00
committed by GitHub
parent 2e07c07a40
commit 75eefbbd08
20 changed files with 886 additions and 196 deletions
@@ -115,7 +115,7 @@ def main() -> None:
for c in candles:
bb_out = bb.update(c["close"])
atr_val = atr.update(c["high"], c["low"], c["close"])
atr_val = atr.update(c)
price = c["close"]
mtm = equity * (price / entry_price) if in_position else equity
equity_curve.append(mtm)
+2 -2
View File
@@ -101,7 +101,7 @@ def main() -> None:
for c in candles:
macd_out = macd.update(c["close"])
adx_out = adx.update(c["high"], c["low"], c["close"])
adx_out = adx.update(c)
price = c["close"]
mtm = equity * (price / entry_price) if in_position else equity
equity_curve.append(mtm)
@@ -112,7 +112,7 @@ def main() -> None:
# MACD output is a (macd, signal, histogram) tuple/object across
# bindings. The Python binding returns a namedtuple.
histogram = macd_out[2] if isinstance(macd_out, tuple) else macd_out.histogram
adx_value = adx_out[0] if isinstance(adx_out, tuple) else adx_out.adx
adx_value = adx_out[2] if isinstance(adx_out, tuple) else adx_out.adx
hist_sign = histogram > 0.0
cross_up = prev_hist_sign is False and hist_sign