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