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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@@ -360,6 +360,7 @@ from ._wickra import (
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CandleVolume,
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# Data layer
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TickAggregator,
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Resampler,
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# Market Profile
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CompositeProfile,
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HighLowVolumeNodes,
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@@ -906,6 +907,7 @@ __all__ = [
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"CandleVolume",
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# Data layer
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"TickAggregator",
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"Resampler",
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# Market Profile
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"CompositeProfile",
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"HighLowVolumeNodes",
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@@ -28287,6 +28287,7 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyCompositeProfile>()?;
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// Data layer.
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m.add_class::<PyTickAggregator>()?;
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m.add_class::<PyResampler>()?;
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// Candlestick patterns.
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m.add_class::<PyDoji>()?;
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m.add_class::<PyHammer>()?;
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@@ -28616,3 +28617,52 @@ impl PyTickAggregator {
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format!("TickAggregator(fills_gaps={})", self.inner.fills_gaps())
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}
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}
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// ===== Data layer: resampling (candle -> higher-timeframe candle) =====
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/// Resample candles into a higher timeframe (e.g. 1m -> 5m).
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#[pyclass(name = "Resampler", module = "wickra._wickra", skip_from_py_object)]
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#[derive(Clone)]
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struct PyResampler {
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inner: wickra_data::resample::Resampler,
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}
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#[pymethods]
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impl PyResampler {
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#[new]
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fn new(timeframe: i64) -> PyResult<Self> {
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let tf = wickra_data::aggregator::Timeframe::new(timeframe).map_err(map_data_err)?;
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Ok(Self {
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inner: wickra_data::resample::Resampler::new(tf),
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})
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}
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/// Push one candle; returns the completed higher-timeframe candle as
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/// `(open, high, low, close, volume, timestamp)` on a bucket boundary, else
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/// `None`.
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fn update(
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&mut self,
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open: f64,
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high: f64,
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low: f64,
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close: f64,
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volume: f64,
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timestamp: i64,
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) -> PyResult<Option<CandleTuple>> {
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let candle = wc::Candle::new(open, high, low, close, volume, timestamp).map_err(map_err)?;
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Ok(self
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.inner
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.push(candle)
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.map_err(map_data_err)?
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.map(|c| (c.open, c.high, c.low, c.close, c.volume, c.timestamp)))
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}
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/// Emit the final, still-open candle (or `None` if none is pending).
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fn flush(&mut self) -> PyResult<Option<CandleTuple>> {
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Ok(self
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.inner
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.flush()
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.map_err(map_data_err)?
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.map(|c| (c.open, c.high, c.low, c.close, c.volume, c.timestamp)))
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}
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}
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@@ -42,3 +42,24 @@ def test_tick_aggregator_matches_golden(gap_fill, fixture):
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for j in range(6):
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tol = 1e-9 * max(1.0, abs(w[j]))
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assert abs(g[j] - w[j]) <= tol, f"row {i} col {j}: {g[j]} vs {w[j]}"
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INPUT = _read("input") # open,high,low,close,volume (timestamp = row index)
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def test_resampler_matches_golden():
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r = ta.Resampler(5)
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got = []
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for i, (o, h, l, c, v) in enumerate(INPUT):
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candle = r.update(o, h, l, c, v, i)
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if candle is not None:
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got.append(candle)
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f = r.flush()
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if f is not None:
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got.append(f)
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want = _read("data_resampled")
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assert len(got) == len(want)
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for i, (g, w) in enumerate(zip(got, want)):
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for j in range(6):
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tol = 1e-9 * max(1.0, abs(w[j]))
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assert abs(g[j] - w[j]) <= tol, f"row {i} col {j}: {g[j]} vs {w[j]}"
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