feat(data-layer): Resampler (candle resampling) in all 10 languages (#310)

* feat(data-layer): Resampler (candle resampling) in all 10 languages

Second data-layer feature (F3): resample candles into a higher timeframe.

- Native (Node.js/WASM): new Resampler(timeframe) -> update(o,h,l,c,v,ts):
  Candle|null + flush(): Candle|null. Python the same -> tuple|None.
- C ABI: wickra_resampler_new/update/flush/free (update has the multi-output
  shape so the generators auto-emit it; flush is bespoke). Go Update -> (Candle,
  bool) + Flush; C# Candle? Update/Flush; Java Candle update/flush; R update()
  generic + a flush() S3 method (extends base::flush); C/C++ direct.
- Cross-language golden (testdata/golden/data_resampled.csv): the shared input
  candles resampled into 5-unit buckets, the final partial bucket via flush,
  pinned bit-for-bit across every binding.

Verified locally in all 10 (3 candles for the 5-unit smoke; 16 for the golden).
The WickraCandle output record is shared with the tick aggregator (deduped).

* test(node): exclude data-layer types from the indicator completeness contract

The Resampler exposes update(), so the completeness test flagged it as an
indicator and required batch/reset/isReady/warmupPeriod, which a data-layer type
does not have. Exclude TickAggregator and Resampler like the bar builders.
This commit is contained in:
kingchenc
2026-06-15 22:36:16 +02:00
committed by GitHub
parent 8a103ef920
commit cb6da4d737
30 changed files with 901 additions and 4 deletions
+8
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@@ -8,6 +8,14 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
### Added
- **Candle resampling in all 10 languages (data layer).** The `Resampler`
aggregates candles into a higher timeframe (e.g. 1m → 5m): `update(open, high,
low, close, volume, timestamp)` returns the completed higher-timeframe candle on
a bucket boundary (else `null`/`None`/`NA`), and `flush()` emits the final,
still-open candle. Exposed natively (Node.js / WASM / Python) and over the C ABI
(Go / C# / Java return `(Candle, bool)` / `Candle?` / `Candle`; R via `update()`
and a `flush()` S3 method; C / C++ directly). A cross-language golden
(`testdata/golden/data_resampled.csv`) pins the resampled stream identically.
- **Tick-to-candle aggregation in all 10 languages (data layer).** The
`TickAggregator` — roll trade ticks up into fixed-timeframe OHLCV candles, with
optional gap filling — is now exposed natively (Node.js / WASM `push(price,