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
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@@ -91,6 +91,28 @@ The offline examples run on deterministic synthetic data (and under CI on all
three OSes); `fetch_btcusdt` and `live_binance` reach the network and are built
but not run in CI.
## R — `examples/r/`
Build the C ABI library first (`cargo build -p wickra-c --release`) and install
the binding (see the [R binding README](../bindings/r)), then run any example
from this directory.
| Example | What it does | Run |
| --- | --- | --- |
| `streaming.R` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `Rscript streaming.R` |
| `backtest.R` | Basket of indicators over an OHLCV series (CSV arg or synthetic). | `Rscript backtest.R <ohlcv.csv>` |
| `multi_timeframe.R` | Resample a 1-minute series to 5m / 15m and print an indicator per timeframe. | `Rscript multi_timeframe.R` |
| `parallel_assets.R` | SMA(20) batch over a panel, serial vs `mclapply`, with speedup. | `Rscript parallel_assets.R 200 5000` |
| `strategy_rsi_mean_reversion.R` | RSI(14) mean-reversion with PnL / Sharpe / max-DD summary. | `Rscript strategy_rsi_mean_reversion.R` |
| `strategy_macd_adx.R` | Trend-follower: 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. | `Rscript fetch_btcusdt.R` |
| `live_binance.R` | Stream live Binance klines through EMA(20) over a WebSocket. | `Rscript live_binance.R` |
The offline examples run on deterministic synthetic data (and under CI on all
three OSes); `fetch_btcusdt.R` and `live_binance.R` reach the network and are
parse-checked but not run in CI.
## Python — `examples/python/`
| Example | What it does | Run |