Add the R binding over the C ABI hub (#230)

Adds an R binding (`bindings/r`) over the C ABI hub — the third language stecker after C# and Go, reaching the hub through R's native `.Call` interface (not extendr).

## What's here
- **`bindings/r`** — an R package exposing all 514 indicators as constructors that return a `wickra_indicator` object with generic `update`/`batch`/`reset` methods. The C glue (`src/wickra.c`) and R wrappers (`R/indicators.R`) are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C#/Go generators: scalar/batch, multi-output, bars, profile, profile-values, array-input). The opaque handle is an R external pointer freed by a registered finalizer; multi-output returns a named vector (`NA` at warmup), bars a matrix, profiles a list.
- **`examples/r`** — the full example suite mirroring C/C#/Go: streaming, backtest, multi_timeframe, parallel_assets (`mclapply`), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — an `r` job builds the C ABI library, installs the package, runs the `testthat` suite and the offline examples on Linux, macOS and Windows (`R CMD check` is clean: 0 warnings, 0 notes).
- **Docs** — R added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The package compiles a thin `.Call` glue layer against the prebuilt C ABI library (header via `WICKRA_INCLUDE_DIR`, library via `WICKRA_LIB_DIR`). On Windows the package's own `wickra.dll` would collide with the C ABI's `wickra.dll`, so `configure.win` stages a renamed copy (`wickra_abi.dll`) and builds an import library referencing it; `install.libs.R` bundles the DLL and `.onLoad` puts it on the load path. On Linux/macOS the rpath locates the shared library. No `release.yml` change — R is distributed via r-universe / source install (gated).

No Rust crate or `Cargo.toml` change — the R package is standalone and additive.
This commit is contained in:
kingchenc
2026-06-09 19:18:40 +02:00
committed by GitHub
parent 8225e1ab91
commit b7ef63400d
569 changed files with 30036 additions and 25 deletions
+17 -7
View File
@@ -20,7 +20,7 @@
Wickra is a multi-language technical-analysis library with a Rust core and
native bindings for Python, Node.js and WebAssembly, plus a C ABI that C, C++,
C# / .NET, Go and any other C-capable language links against. Every indicator is a
C# / .NET, Go, R and any other C-capable language links against. Every indicator is a
state machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation.
@@ -51,7 +51,8 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
[WASM](https://docs.wickra.org/Quickstart-WASM),
[C](https://docs.wickra.org/Quickstart-C),
[C#](https://docs.wickra.org/Quickstart-CSharp),
[Go](https://docs.wickra.org/Quickstart-Go).
[Go](https://docs.wickra.org/Quickstart-Go),
[R](https://docs.wickra.org/Quickstart-R).
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
every one of the 514 indicators; start at the
[indicators overview](https://docs.wickra.org/Indicators-Overview).
@@ -77,7 +78,7 @@ times to get there.
metrics — every single one updating in **O(1) per tick**. TA-Lib ships ~150 and
none of them stream.
- **One Rust core, five first-class targets.** Native **Python · Node.js ·
WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go and any other C-capable language —
WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go, R and any other C-capable language —
identical math, identical results, zero per-language reimplementation and zero
GIL bottleneck.
- **Correct by construction, not by hope.** Every `update` validates its input,
@@ -102,7 +103,7 @@ Every other library forces one of those compromises. Wickra doesn't:
| Library | Install | Streaming | Languages | Indicators | Active |
|------------------|-------------|-------------|-----------------------------|-----------:|--------|
| **★ Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node · WASM** | **514** | **yes** |
| | | | **C · C# · Go** | | |
| | | | **C · C# · Go · R** | | |
| kand | clean | yes | Python · WASM · Rust | ~60 | yes |
| ta-rs | clean | yes | Rust only | ~30 | stale |
| yata | clean | partial | Rust only | ~35 | yes |
@@ -174,7 +175,7 @@ construct it in signed mode (`Doji::new().signed()`, `Doji(signed=True)`,
`new Doji(true)`) for a dragonfly / gravestone `±1` reading.
Adding a new indicator means implementing one trait in Rust; every binding
inherits it automatically (the C ABI — and the C# and Go bindings generated from
inherits it automatically (the C ABI — and the C#, Go and R bindings generated from
it — regenerate from the core).
## Languages
@@ -188,6 +189,7 @@ it — regenerate from the core).
| C / C++ (C ABI) | header + library, see [`bindings/c`](bindings/c) | `examples/c/streaming.c` |
| C# / .NET (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
| Go (cgo, C ABI) | `go get github.com/wickra-lib/wickra/bindings/go`, see [`bindings/go`](bindings/go) | `examples/go/streaming` |
| R (`.Call`, C ABI) | `R CMD INSTALL bindings/r`, see [`bindings/r`](bindings/r) | `examples/r/streaming.R` |
Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index.
@@ -259,7 +261,8 @@ wickra/
│ ├── wasm/ wasm-bindgen (browsers, bundlers, Node)
│ ├── c/ C ABI (cdylib + staticlib) + generated include/wickra.h
│ ├── csharp/ .NET binding over the C ABI (publishes on NuGet)
── go/ Go binding over the C ABI via cgo (module tag)
── go/ Go binding over the C ABI via cgo (module tag)
│ └── r/ R binding over the C ABI via .Call (R package)
├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`)
@@ -268,7 +271,8 @@ wickra/
│ ├── wasm/ browser demo for `wickra-wasm`
│ ├── c/ C smoke + streaming, C++ RAII wrapper
│ ├── csharp/ streaming, backtest, strategies (load `Wickra`)
── go/ streaming, backtest, strategies (cgo binding)
── go/ streaming, backtest, strategies (cgo binding)
│ └── r/ streaming, backtest, strategies (.Call binding)
└── .github/workflows/ CI and release pipelines
```
@@ -308,6 +312,10 @@ dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj
# Go binding (requires a C compiler for cgo; links the C ABI above)
cp target/release/libwickra.so bindings/go/lib/ # .dylib on macOS, wickra.dll on Windows
cd bindings/go && go test ./...
# R binding (requires a C toolchain / Rtools; links the C ABI above)
WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" WICKRA_LIB_DIR="$PWD/target/release" \
R CMD INSTALL bindings/r
```
## Testing
@@ -329,6 +337,8 @@ Every layer is covered; run the suites with the commands in
and reference values.
- `bindings/go`: `go test` cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input), reset, and lifecycle.
- `bindings/r`: `testthat` cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input), reset, and validation.
## Contributing