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
+63
View File
@@ -21937,3 +21937,66 @@ impl TickAggregatorNode {
self.inner.fills_gaps()
}
}
// ===== Data layer: resampling (candle -> higher-timeframe candle) =====
fn candle_to_value(c: wc::Candle) -> CandleValue {
CandleValue {
open: c.open,
high: c.high,
low: c.low,
close: c.close,
volume: c.volume,
timestamp: c.timestamp as f64,
}
}
/// Resample candles into a higher timeframe (e.g. 1m -> 5m).
#[napi(js_name = "Resampler")]
pub struct ResamplerNode {
inner: wickra_data::resample::Resampler,
}
#[napi]
impl ResamplerNode {
/// Construct a resampler that aggregates inputs into `timeframe`-sized
/// candles (same unit as the candle timestamps).
#[napi(constructor)]
pub fn new(timeframe: f64) -> napi::Result<Self> {
let tf = wickra_data::aggregator::Timeframe::new(timeframe as i64).map_err(map_data_err)?;
Ok(Self {
inner: wickra_data::resample::Resampler::new(tf),
})
}
/// Push one candle; returns the completed higher-timeframe candle when a
/// bucket boundary is crossed, otherwise `null`.
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
volume: f64,
timestamp: f64,
) -> napi::Result<Option<CandleValue>> {
let candle =
wc::Candle::new(open, high, low, close, volume, timestamp as i64).map_err(map_err)?;
Ok(self
.inner
.push(candle)
.map_err(map_data_err)?
.map(candle_to_value))
}
/// Emit the final, still-open candle (or `null` if none is pending).
#[napi]
pub fn flush(&mut self) -> napi::Result<Option<CandleValue>> {
Ok(self
.inner
.flush()
.map_err(map_data_err)?
.map(candle_to_value))
}
}