examples: add multi-timeframe demos for Rust and Node

Python's examples/python/multi_timeframe.py had no Rust or Node sibling. Add both — the Rust version uses wickra-data's `Resampler` / `resample_all` (the canonical path; no manual roll-up), the Node version mirrors the Python one's inline aggregation because wickra-data's resampler is currently Rust-only. * examples/rust/src/bin/multi_timeframe.rs — reads the bundled 1m CSV via `CandleReader`, resamples to 5m / 15m / 1h / 4h / 1d via `resample_all`, prints last RSI(14), MACD(12,26,9) histogram and ADX(14) per timeframe. * examples/node/multi_timeframe.js — same outputs from a hand-rolled bucket aggregator; reuses the new examples/data/ default path. * examples/README.md gains the new rows. Run side by side: the Rust and Node summaries are bit-identical at every timeframe (50000 / 10000 / 3334 / 834 / 209 / 35 bars; same RSI, MACD histogram and ADX to two decimals) — confirming both the Rust resampler and the inline Node aggregator produce the same OHLC buckets.
2026-05-23 00:15:48 +02:00
parent 5a4cf66022
commit 962ced0712
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+//! Multi-timeframe indicators with the Wickra Rust stack.
+//!
+//! Reads the bundled 1-minute BTCUSDT CSV (or a path passed on the command
+//! line), resamples it via [`wickra_data::resample::resample_all`] to 5m /
+//! 15m / 1h / 4h / 1d, and prints the last RSI(14), MACD(12,26,9) histogram
+//! and ADX(14) at each timeframe. The Rust counterpart of
+//! `examples/python/multi_timeframe.py`.
+//!
+//! Run with:
+//! ```text
+//! cargo run --release -p wickra-examples --bin multi_timeframe
+//! ```
+
+use std::env;
+use std::path::PathBuf;
+
+use wickra::{Adx, Candle, Indicator, MacdIndicator, Rsi};
+use wickra_data::aggregator::Timeframe;
+use wickra_data::csv::CandleReader;
+use wickra_data::resample::resample_all;
+
+const ONE_MINUTE_MS: i64 = 60_000;
+
+fn default_csv() -> PathBuf {
+    PathBuf::from(env!("CARGO_MANIFEST_DIR"))
+        .join("..")
+        .join("data")
+        .join("btcusdt-1m.csv")
+}
+
+fn summarize(label: &str, candles: &[Candle]) {
+    if candles.is_empty() {
+        println!("  {label:<5} (empty)");
+        return;
+    }
+    let mut rsi = Rsi::new(14).expect("RSI(14) constructor cannot fail");
+    let mut macd = MacdIndicator::new(12, 26, 9).expect("MACD(12,26,9) constructor cannot fail");
+    let mut adx = Adx::new(14).expect("ADX(14) constructor cannot fail");
+
+    let mut last_rsi: Option<f64> = None;
+    let mut last_hist: Option<f64> = None;
+    let mut last_adx: Option<f64> = None;
+    for c in candles {
+        if let Some(v) = rsi.update(c.close) {
+            last_rsi = Some(v);
+        }
+        if let Some(m) = macd.update(c.close) {
+            last_hist = Some(m.histogram);
+        }
+        if let Some(a) = adx.update(*c) {
+            last_adx = Some(a.adx);
+        }
+    }
+    let last_close = candles.last().expect("non-empty").close;
+    println!(
+        "  {label:<5} bars={:>5}  last_close={last_close:>10.2}  rsi={}  macd_hist={}  adx={}",
+        candles.len(),
+        last_rsi.map_or_else(|| "    --".to_string(), |v| format!("{v:>6.2}")),
+        last_hist.map_or_else(|| " --   ".to_string(), |v| format!("{v:+6.2}")),
+        last_adx.map_or_else(|| "    --".to_string(), |v| format!("{v:>6.2}")),
+    );
+}
+
+fn main() -> Result<(), Box<dyn std::error::Error>> {
+    let path = env::args().nth(1).map_or_else(default_csv, PathBuf::from);
+
+    println!("Multi-timeframe view of {}", path.display());
+
+    let mut reader = CandleReader::open(&path)?;
+    let ones: Vec<Candle> = reader.read_all()?;
+    summarize("1m", &ones);
+
+    for &(label, minutes) in &[
+        ("5m", 5_i64),
+        ("15m", 15),
+        ("1h", 60),
+        ("4h", 240),
+        ("1d", 1440),
+    ] {
+        let tf = Timeframe::millis(minutes * ONE_MINUTE_MS)?;
+        let resampled = resample_all(tf, ones.iter().copied().map(Ok))?;
+        summarize(label, &resampled);
+    }
+    Ok(())
+}