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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@@ -20,6 +20,37 @@ func dataParseF(t *testing.T, s string) float64 {
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return v
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}
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func TestResamplerGolden(t *testing.T) {
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input := readGolden(t, "input") // open,high,low,close,volume (timestamp = row index)
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r, err := NewResampler(5)
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if err != nil {
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t.Fatalf("new: %v", err)
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}
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var got [][6]float64
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for i, row := range input {
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o, h, l, c, v := dataParseF(t, row[0]), dataParseF(t, row[1]), dataParseF(t, row[2]), dataParseF(t, row[3]), dataParseF(t, row[4])
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if k, ok := r.Update(o, h, l, c, v, int64(i)); ok {
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got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
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}
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}
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if k, ok := r.Flush(); ok {
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got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
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}
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r.Close()
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want := readGolden(t, "data_resampled")
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if len(got) != len(want) {
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t.Fatalf("resample: %d candles vs %d", len(got), len(want))
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}
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for i := range got {
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for j := 0; j < 6; j++ {
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w := dataParseF(t, want[i][j])
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if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
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t.Errorf("resample row %d col %d: %v vs %v", i, j, got[i][j], w)
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}
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}
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}
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}
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func TestTickAggregatorGolden(t *testing.T) {
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ticks := readGolden(t, "data_ticks")
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cases := []struct {
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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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@@ -28057,6 +28057,56 @@ func (ind *RenkoTrailingStop) Close() {
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}
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}
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// Resampler wraps the Resampler indicator over the Wickra C ABI.
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type Resampler struct {
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handle *C.struct_Resampler
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}
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// NewResampler constructs a Resampler. It returns ErrInvalidParams when the
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// native constructor rejects the arguments.
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func NewResampler(timeframe int64) (*Resampler, error) {
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ptr := C.wickra_resampler_new(C.int64_t(timeframe))
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if ptr == nil {
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return nil, ErrInvalidParams
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}
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obj := &Resampler{handle: ptr}
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runtime.SetFinalizer(obj, (*Resampler).Close)
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return obj, nil
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}
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// Update feeds one observation. The bool reports whether a value is
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// available yet (false during warmup).
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func (ind *Resampler) Update(open float64, high float64, low float64, close float64, volume float64, timestamp int64) (Candle, bool) {
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var out C.struct_WickraCandle
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ok := bool(C.wickra_resampler_update(ind.handle, C.double(open), C.double(high), C.double(low), C.double(close), C.double(volume), C.int64_t(timestamp), &out))
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runtime.KeepAlive(ind)
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if !ok {
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return Candle{}, false
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}
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return Candle{float64(out.open), float64(out.high), float64(out.low), float64(out.close), float64(out.volume), int64(out.timestamp)}, true
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}
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// Flush emits the final, still-open candle (ok is false if none is pending).
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func (ind *Resampler) Flush() (Candle, bool) {
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var out C.struct_WickraCandle
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ok := bool(C.wickra_resampler_flush(ind.handle, &out))
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runtime.KeepAlive(ind)
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if !ok {
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return Candle{}, false
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}
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return Candle{float64(out.open), float64(out.high), float64(out.low), float64(out.close), float64(out.volume), int64(out.timestamp)}, true
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}
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// Close frees the native handle. It is idempotent and safe to call
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// alongside the finalizer.
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func (ind *Resampler) Close() {
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if ind.handle != nil {
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C.wickra_resampler_free(ind.handle)
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ind.handle = nil
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runtime.SetFinalizer(ind, nil)
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}
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}
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// RickshawMan wraps the RickshawMan indicator over the Wickra C ABI.
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type RickshawMan struct {
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handle *C.struct_RickshawMan
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