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
+23 -1
View File
@@ -8,7 +8,7 @@ const test = require('node:test');
const assert = require('node:assert/strict');
const fs = require('node:fs');
const path = require('node:path');
const { TickAggregator } = require('..');
const { TickAggregator, Resampler } = require('..');
const GOLDEN = path.resolve(__dirname, '..', '..', '..', 'testdata', 'golden');
@@ -51,3 +51,25 @@ test('tick aggregator matches the golden candles', () => {
test('tick aggregator gap-fill matches the golden candles', () => {
assertCandles(run(true), readCsv('data_candles_gap'), 'gap');
});
const INPUT = readCsv('input'); // open,high,low,close,volume (timestamp = row index)
function runResample() {
const r = new Resampler(5);
const out = [];
INPUT.forEach(([o, h, l, c, v], i) => {
const candle = r.update(o, h, l, c, v, i);
if (candle) {
out.push([candle.open, candle.high, candle.low, candle.close, candle.volume, candle.timestamp]);
}
});
const f = r.flush();
if (f) {
out.push([f.open, f.high, f.low, f.close, f.volume, f.timestamp]);
}
return out;
}
test('resampler matches the golden candles', () => {
assertCandles(runResample(), readCsv('data_resampled'), 'resample');
});