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:
@@ -42,3 +42,24 @@ def test_tick_aggregator_matches_golden(gap_fill, fixture):
|
||||
for j in range(6):
|
||||
tol = 1e-9 * max(1.0, abs(w[j]))
|
||||
assert abs(g[j] - w[j]) <= tol, f"row {i} col {j}: {g[j]} vs {w[j]}"
|
||||
|
||||
|
||||
INPUT = _read("input") # open,high,low,close,volume (timestamp = row index)
|
||||
|
||||
|
||||
def test_resampler_matches_golden():
|
||||
r = ta.Resampler(5)
|
||||
got = []
|
||||
for i, (o, h, l, c, v) in enumerate(INPUT):
|
||||
candle = r.update(o, h, l, c, v, i)
|
||||
if candle is not None:
|
||||
got.append(candle)
|
||||
f = r.flush()
|
||||
if f is not None:
|
||||
got.append(f)
|
||||
want = _read("data_resampled")
|
||||
assert len(got) == len(want)
|
||||
for i, (g, w) in enumerate(zip(got, want)):
|
||||
for j in range(6):
|
||||
tol = 1e-9 * max(1.0, abs(w[j]))
|
||||
assert abs(g[j] - w[j]) <= tol, f"row {i} col {j}: {g[j]} vs {w[j]}"
|
||||
|
||||
Reference in New Issue
Block a user