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