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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@@ -28,6 +28,37 @@ public class DataLayerTests
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return rows.ToArray();
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}
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[Fact]
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public void ResamplerMatchesGolden()
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{
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var input = Read("input"); // open,high,low,close,volume (timestamp = row index)
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using var r = new Resampler(5);
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var got = new List<double[]>();
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for (var i = 0; i < input.Length; i++)
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{
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var c = r.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], i);
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if (c.HasValue)
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{
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got.Add(new[] { c.Value.Open, c.Value.High, c.Value.Low, c.Value.Close, c.Value.Volume, (double)c.Value.Timestamp });
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}
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}
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var f = r.Flush();
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if (f.HasValue)
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{
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got.Add(new[] { f.Value.Open, f.Value.High, f.Value.Low, f.Value.Close, f.Value.Volume, (double)f.Value.Timestamp });
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}
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var want = Read("data_resampled");
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Assert.Equal(want.Length, got.Count);
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for (var i = 0; i < got.Count; i++)
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{
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for (var j = 0; j < 6; j++)
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{
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var tol = 1e-9 * Math.Max(1, Math.Abs(want[i][j]));
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Assert.True(Math.Abs(got[i][j] - want[i][j]) <= tol, $"resample row {i} col {j}: {got[i][j]} vs {want[i][j]}");
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}
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}
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}
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[Theory]
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[InlineData(false, "data_candles")]
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[InlineData(true, "data_candles_gap")]
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@@ -26580,6 +26580,50 @@ public sealed class RenkoTrailingStop : IDisposable
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public void Dispose() => _handle.Dispose();
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}
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public sealed class Resampler : IDisposable
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{
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private readonly WickraHandle _handle;
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public Resampler(long timeframe)
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{
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var ptr = NativeMethods.wickra_resampler_new(timeframe);
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if (ptr == nint.Zero)
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{
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throw new ArgumentException("invalid Resampler parameters");
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}
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_handle = new WickraHandle(ptr, NativeMethods.wickra_resampler_free);
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}
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public Candle? Update(double open, double high, double low, double close, double volume, long timestamp)
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{
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WickraCandle native;
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bool ok;
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unsafe
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{
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ok = NativeMethods.wickra_resampler_update(_handle.DangerousGetHandle(), open, high, low, close, volume, timestamp, &native);
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}
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GC.KeepAlive(_handle);
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return ok ? new Candle(native.open, native.high, native.low, native.close, native.volume, native.timestamp) : null;
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}
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/// <summary>Emit the final, still-open candle (null if none is pending).</summary>
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public Candle? Flush()
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{
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WickraCandle native;
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bool ok;
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unsafe
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{
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ok = NativeMethods.wickra_resampler_flush(_handle.DangerousGetHandle(), &native);
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}
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GC.KeepAlive(_handle);
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return ok ? new Candle(native.open, native.high, native.low, native.close, native.volume, native.timestamp) : null;
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}
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public void Dispose() => _handle.Dispose();
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}
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public sealed class RickshawMan : IDisposable
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{
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private readonly WickraHandle _handle;
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@@ -12416,6 +12416,20 @@ internal static partial class NativeMethods
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[LibraryImport(WickraNative.LibraryName)]
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internal static partial void wickra_tick_aggregator_free(nint handle);
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[LibraryImport(WickraNative.LibraryName)]
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internal static partial nint wickra_resampler_new(long timeframe);
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[LibraryImport(WickraNative.LibraryName)]
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[return: MarshalAs(UnmanagedType.U1)]
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internal static unsafe partial bool wickra_resampler_update(nint handle, double open, double high, double low, double close, double volume, long timestamp, WickraCandle* @out);
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[LibraryImport(WickraNative.LibraryName)]
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[return: MarshalAs(UnmanagedType.U1)]
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internal static unsafe partial bool wickra_resampler_flush(nint handle, WickraCandle* @out);
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[LibraryImport(WickraNative.LibraryName)]
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internal static partial void wickra_resampler_free(nint handle);
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}
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[StructLayout(LayoutKind.Sequential)]
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