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.
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@@ -678,6 +678,8 @@ typedef struct RenkoBars RenkoBars;
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typedef struct RenkoTrailingStop RenkoTrailingStop;
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typedef struct Resampler Resampler;
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typedef struct RickshawMan RickshawMan;
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typedef struct RisingThreeMethods RisingThreeMethods;
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@@ -13719,6 +13721,21 @@ intptr_t wickra_tick_aggregator_drain(struct TickAggregator *handle,
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void wickra_tick_aggregator_free(struct TickAggregator *handle);
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struct Resampler *wickra_resampler_new(int64_t timeframe);
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bool wickra_resampler_update(struct Resampler *handle,
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double open,
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double high,
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double low,
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double close,
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double volume,
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int64_t timestamp,
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struct WickraCandle *out);
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bool wickra_resampler_flush(struct Resampler *handle, struct WickraCandle *out);
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void wickra_resampler_free(struct Resampler *handle);
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#ifdef __cplusplus
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} // extern "C"
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#endif // __cplusplus
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@@ -116,6 +116,8 @@ use wickra_core::{
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use wickra_data::aggregator::{TickAggregator as DataTickAggregator, Timeframe};
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use wickra_data::resample::Resampler;
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// ===== Scalar indicators (f64 -> f64) =====
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/// Create a `AdaptiveCycle` indicator.
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@@ -68188,6 +68190,102 @@ pub unsafe extern "C" fn wickra_tick_aggregator_free(handle: *mut TickAggregator
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}
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}
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/// Convert a core candle into the C-ABI view.
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fn candle_to_c(candle: Candle) -> WickraCandle {
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WickraCandle {
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open: candle.open,
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high: candle.high,
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low: candle.low,
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close: candle.close,
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volume: candle.volume,
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timestamp: candle.timestamp,
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}
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}
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/// Create a resampler aggregating input candles into `timeframe`-sized candles
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/// (the same unit as the candle timestamps). Returns `NULL` on a non-positive
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/// timeframe; release with `wickra_resampler_free`.
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#[no_mangle]
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pub extern "C" fn wickra_resampler_new(timeframe: i64) -> *mut Resampler {
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match Timeframe::new(timeframe) {
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Ok(tf) => Box::into_raw(Box::new(Resampler::new(tf))),
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Err(_) => ptr::null_mut(),
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}
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}
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/// Push one candle. On `true` the completed higher-timeframe candle is written to
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/// `*out`; `false` means none closed yet (still aggregating), a `NULL` handle /
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/// `out`, or an invalid input candle.
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///
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/// # Safety
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/// `handle` (from `wickra_resampler_new`, not freed) and `out` must be valid or `NULL`.
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#[no_mangle]
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pub unsafe extern "C" fn wickra_resampler_update(
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handle: *mut Resampler,
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open: f64,
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high: f64,
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low: f64,
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close: f64,
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volume: f64,
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timestamp: i64,
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out: *mut WickraCandle,
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) -> bool {
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let Some(resampler) = handle.as_mut() else {
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return false;
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};
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if out.is_null() {
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return false;
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}
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let Ok(candle) = Candle::new(open, high, low, close, volume, timestamp) else {
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return false;
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};
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match resampler.push(candle) {
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Ok(Some(emitted)) => {
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*out = candle_to_c(emitted);
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true
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}
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_ => false,
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}
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}
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/// Flush the final, still-open candle. On `true` it is written to `*out`; `false`
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/// means nothing was pending or `handle` / `out` is `NULL`.
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///
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/// # Safety
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/// `handle` (from `wickra_resampler_new`, not freed) and `out` must be valid or `NULL`.
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#[no_mangle]
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pub unsafe extern "C" fn wickra_resampler_flush(
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handle: *mut Resampler,
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out: *mut WickraCandle,
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) -> bool {
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let Some(resampler) = handle.as_mut() else {
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return false;
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};
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if out.is_null() {
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return false;
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}
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match resampler.flush() {
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Ok(Some(emitted)) => {
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*out = candle_to_c(emitted);
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true
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}
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_ => false,
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}
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}
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/// Destroy a resampler created by `wickra_resampler_new`. No-op if `handle` is
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/// `NULL`.
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///
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/// # Safety
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/// `handle` must have been returned by `wickra_resampler_new` and not previously
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/// freed, or `NULL`.
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#[no_mangle]
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pub unsafe extern "C" fn wickra_resampler_free(handle: *mut Resampler) {
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if !handle.is_null() {
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drop(Box::from_raw(handle));
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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