feat(data): expose CandleReader (CSV) natively in all 10 languages (#311)

Add the data-layer CSV candle reader to every binding so loading OHLCV
candles from a CSV no longer needs a per-language CSV/dataframe dependency.

- C ABI: wickra_candle_reader_new(bytes, len) / _count / _read / _free over
  an opaque CandleReader handle (parse the whole buffer up front, then drain).
- Native: Node/WASM CandleReader.read() -> Candle[], Python read() -> list[tuple].
- C-ABI languages: Go Read() []Candle, C# Candle[] Read(), Java Candle[] read(),
  R read() S3 generic (n x 6 matrix); C / C++ call the C ABI directly.
- Cross-language golden testdata/golden/data_csv*.csv pins the parsed candles
  bit-for-bit across every binding.

Verified locally across Rust (test+clippy+fmt), Node, WASM, Python, C#, Go,
Java, R, and the C/C++ cmake parity suite.
This commit is contained in:
kingchenc
2026-06-16 00:10:58 +02:00
committed by GitHub
parent cb6da4d737
commit d362ae26a3
31 changed files with 867 additions and 6 deletions
+30
View File
@@ -2,6 +2,7 @@ package wickra
import (
"math"
"os"
"strconv"
"testing"
)
@@ -51,6 +52,35 @@ func TestResamplerGolden(t *testing.T) {
}
}
func TestCandleReaderGolden(t *testing.T) {
csv, err := os.ReadFile("../../testdata/golden/data_csv.csv")
if err != nil {
t.Fatalf("read data_csv.csv: %v", err)
}
r, err := NewCandleReader(string(csv))
if err != nil {
t.Fatalf("new: %v", err)
}
defer r.Close()
candles := r.Read()
got := make([][6]float64, len(candles))
for i, c := range candles {
got[i] = [6]float64{c.Open, c.High, c.Low, c.Close, c.Volume, float64(c.Timestamp)}
}
want := readGolden(t, "data_csv_candles")
if len(got) != len(want) {
t.Fatalf("candle reader: %d candles vs %d", len(got), len(want))
}
for i := range got {
for j := 0; j < 6; j++ {
w := dataParseF(t, want[i][j])
if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
t.Errorf("candle reader row %d col %d: %v vs %v", i, j, got[i][j], w)
}
}
}
}
func TestTickAggregatorGolden(t *testing.T) {
ticks := readGolden(t, "data_ticks")
cases := []struct {
+12
View File
@@ -128,6 +128,8 @@ typedef struct CalmarRatio CalmarRatio;
typedef struct Camarilla Camarilla;
typedef struct CandleReader CandleReader;
typedef struct CandleVolume CandleVolume;
typedef struct Cci Cci;
@@ -13736,6 +13738,16 @@ bool wickra_resampler_flush(struct Resampler *handle, struct WickraCandle *out);
void wickra_resampler_free(struct Resampler *handle);
struct CandleReader *wickra_candle_reader_new(const uint8_t *data, uintptr_t len);
uintptr_t wickra_candle_reader_count(const struct CandleReader *handle);
uintptr_t wickra_candle_reader_read(struct CandleReader *handle,
struct WickraCandle *out,
uintptr_t cap);
void wickra_candle_reader_free(struct CandleReader *handle);
#ifdef __cplusplus
} // extern "C"
#endif // __cplusplus
+51
View File
@@ -5746,6 +5746,57 @@ func (ind *Camarilla) Close() {
}
}
// CandleReader parses an OHLCV CSV buffer into candles over the Wickra C ABI.
type CandleReader struct {
handle *C.struct_CandleReader
}
// NewCandleReader parses a timestamp,open,high,low,close,volume CSV string (a
// leading UTF-8 BOM and field whitespace are tolerated). It returns
// ErrInvalidParams when the header or a row is malformed.
func NewCandleReader(csv string) (*CandleReader, error) {
data := []byte(csv)
var ptr *C.struct_CandleReader
if len(data) == 0 {
ptr = C.wickra_candle_reader_new(nil, 0)
} else {
ptr = C.wickra_candle_reader_new((*C.uint8_t)(unsafe.Pointer(&data[0])), C.uintptr_t(len(data)))
}
if ptr == nil {
return nil, ErrInvalidParams
}
obj := &CandleReader{handle: ptr}
runtime.SetFinalizer(obj, (*CandleReader).Close)
return obj, nil
}
// Read returns every candle parsed from the CSV, in file order.
func (ind *CandleReader) Read() []Candle {
n := int(C.wickra_candle_reader_count(ind.handle))
runtime.KeepAlive(ind)
if n <= 0 {
return nil
}
buf := make([]C.struct_WickraCandle, n)
C.wickra_candle_reader_read(ind.handle, &buf[0], C.uintptr_t(n))
runtime.KeepAlive(ind)
out := make([]Candle, n)
for i := 0; i < n; i++ {
out[i] = Candle{float64(buf[i].open), float64(buf[i].high), float64(buf[i].low), float64(buf[i].close), float64(buf[i].volume), int64(buf[i].timestamp)}
}
return out
}
// Close frees the native handle. It is idempotent and safe to call
// alongside the finalizer.
func (ind *CandleReader) Close() {
if ind.handle != nil {
C.wickra_candle_reader_free(ind.handle)
ind.handle = nil
runtime.SetFinalizer(ind, nil)
}
}
// CandleVolume wraps the CandleVolume indicator over the Wickra C ABI.
type CandleVolume struct {
handle *C.struct_CandleVolume