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
+29
View File
@@ -20,6 +20,7 @@ use wickra::{
Indicator, IntradayIntensity, MacdIndicator, Rsi, Sma, Tick,
};
use wickra_data::aggregator::{TickAggregator, Timeframe};
use wickra_data::resample::Resampler;
const N: usize = 80;
@@ -185,9 +186,37 @@ fn main() {
emit_profiles(dir, &candles);
emit_bars(dir, &candles);
emit_data_layer(dir);
emit_resampler(dir, &candles);
println!("golden fixtures written to {}", dir.display());
}
/// Data layer: the resampler. Resamples the shared input candles (timestamp =
/// row index) into 5-unit buckets; the final partial bucket comes out of flush.
fn emit_resampler(dir: &Path, candles: &[Candle]) {
let mut resampler = Resampler::new(Timeframe::new(5).unwrap());
let mut rows = Vec::new();
for &candle in candles {
if let Some(out) = resampler.push(candle).expect("valid resample push") {
rows.push(format!(
"{},{},{},{},{},{}",
out.open, out.high, out.low, out.close, out.volume, out.timestamp
));
}
}
if let Some(out) = resampler.flush().expect("valid resample flush") {
rows.push(format!(
"{},{},{},{},{},{}",
out.open, out.high, out.low, out.close, out.volume, out.timestamp
));
}
write_csv(
dir,
"data_resampled",
"open,high,low,close,volume,timestamp",
&rows,
);
}
/// Deterministic trade tick `i`: price on the shared varied path, a small
/// repeating size, and a timestamp that places roughly three ticks per
/// 1000-unit bucket. A deliberate jump at `i == 36` opens a multi-bucket gap so