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
+50
View File
@@ -28057,6 +28057,56 @@ func (ind *RenkoTrailingStop) Close() {
}
}
// Resampler wraps the Resampler indicator over the Wickra C ABI.
type Resampler struct {
handle *C.struct_Resampler
}
// NewResampler constructs a Resampler. It returns ErrInvalidParams when the
// native constructor rejects the arguments.
func NewResampler(timeframe int64) (*Resampler, error) {
ptr := C.wickra_resampler_new(C.int64_t(timeframe))
if ptr == nil {
return nil, ErrInvalidParams
}
obj := &Resampler{handle: ptr}
runtime.SetFinalizer(obj, (*Resampler).Close)
return obj, nil
}
// Update feeds one observation. The bool reports whether a value is
// available yet (false during warmup).
func (ind *Resampler) Update(open float64, high float64, low float64, close float64, volume float64, timestamp int64) (Candle, bool) {
var out C.struct_WickraCandle
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))
runtime.KeepAlive(ind)
if !ok {
return Candle{}, false
}
return Candle{float64(out.open), float64(out.high), float64(out.low), float64(out.close), float64(out.volume), int64(out.timestamp)}, true
}
// Flush emits the final, still-open candle (ok is false if none is pending).
func (ind *Resampler) Flush() (Candle, bool) {
var out C.struct_WickraCandle
ok := bool(C.wickra_resampler_flush(ind.handle, &out))
runtime.KeepAlive(ind)
if !ok {
return Candle{}, false
}
return Candle{float64(out.open), float64(out.high), float64(out.low), float64(out.close), float64(out.volume), int64(out.timestamp)}, true
}
// Close frees the native handle. It is idempotent and safe to call
// alongside the finalizer.
func (ind *Resampler) Close() {
if ind.handle != nil {
C.wickra_resampler_free(ind.handle)
ind.handle = nil
runtime.SetFinalizer(ind, nil)
}
}
// RickshawMan wraps the RickshawMan indicator over the Wickra C ABI.
type RickshawMan struct {
handle *C.struct_RickshawMan