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examples(python): add a stdlib-only fetch_btcusdt script

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Python had no sibling for the Rust `fetch_btcusdt` data-generator —
adding it closes the "fetch (data-gen)" cell for Python and lets users
without a Rust toolchain regenerate the bundled BTCUSDT datasets.

* examples/python/fetch_btcusdt.py — uses only the standard library
  (urllib.request + json + csv); same pagination strategy as the Rust
  version (paginate backwards via `endTime`, drop the in-progress
  bucket, sort and trim to the configured target). Applies the same
  OHLC validity check the Rust `Candle::new` constructor enforces
  (finite fields, high >= low/open/close, low <= open/close,
  volume >= 0) so a malformed kline is skipped rather than written.
* Number formatting matches Rust's `f64` Display: shortest round-trip,
  no trailing `.0` for whole-number floats. Verified by running the
  script and `git diff`-ing against the checked-in dataset: every row
  older than the run is byte-identical to Rust's output; the diff only
  shows the most recent ~24 hours where Binance has produced fresh
  candles since the original snapshot.

examples/README.md gains the new row.
This commit is contained in:
kingchenc
2026-05-23 00:38:38 +02:00
parent a707eb5d62
commit b948b0b9cf
2 changed files with 210 additions and 0 deletions
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examples/README.md
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@@ -27,6 +27,7 @@ The Rust examples live in the `wickra-examples` workspace member crate.
| `live_trading.py` | Live Binance feed → RSI / MACD / Bollinger → signals. | `python -m examples.python.live_trading --symbol BTCUSDT --interval 1m` |
| `multi_timeframe.py` | Resample a 1-minute CSV to coarser timeframes and compare. | `python -m examples.python.multi_timeframe <1m.csv>` |
| `parallel_assets.py` | Process many symbols in parallel — the Rust extension releases the GIL during batch computation. | `python -m examples.python.parallel_assets --assets 200 --bars 5000` |
| `fetch_btcusdt.py` | Download real BTCUSDT klines from the Binance REST API into `examples/data/` (urllib + stdlib only). | `python -m examples.python.fetch_btcusdt` |
`live_trading.py` additionally needs `pip install websockets`.