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
+5 -4
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@@ -27,10 +27,11 @@ const BAR_BUILDERS = new Set([
'ThreeLineBreakBars',
]);
// Data-layer types (tick aggregator, resampler) are not `Indicator`s: they
// transform raw market data into candles and have their own update/flush shape,
// so they are excluded from the streaming-indicator completeness contract.
const DATA_LAYER = new Set(['TickAggregator', 'Resampler']);
// Data-layer types (tick aggregator, resampler, CSV candle reader) are not
// `Indicator`s: they transform raw market data into candles and have their own
// update/flush/read shape, so they are excluded from the streaming-indicator
// completeness contract.
const DATA_LAYER = new Set(['TickAggregator', 'Resampler', 'CandleReader']);
// An "indicator class" is an exported constructor whose prototype carries the
// streaming `update` method. This excludes `version` (a plain function), the bar
+8 -1
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@@ -8,7 +8,7 @@ const test = require('node:test');
const assert = require('node:assert/strict');
const fs = require('node:fs');
const path = require('node:path');
const { TickAggregator, Resampler } = require('..');
const { TickAggregator, Resampler, CandleReader } = require('..');
const GOLDEN = path.resolve(__dirname, '..', '..', '..', 'testdata', 'golden');
@@ -52,6 +52,13 @@ test('tick aggregator gap-fill matches the golden candles', () => {
assertCandles(run(true), readCsv('data_candles_gap'), 'gap');
});
test('candle reader matches the golden candles', () => {
const csv = fs.readFileSync(path.join(GOLDEN, 'data_csv.csv'), 'utf8');
const reader = new CandleReader(csv);
const got = reader.read().map((c) => [c.open, c.high, c.low, c.close, c.volume, c.timestamp]);
assertCandles(got, readCsv('data_csv_candles'), 'candle-reader');
});
const INPUT = readCsv('input'); // open,high,low,close,volume (timestamp = row index)
function runResample() {
+11
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@@ -5973,3 +5973,14 @@ export declare class Resampler {
/** Emit the final, still-open candle (or `null` if none is pending). */
flush(): CandleValue | null
}
export type CandleReaderNode = CandleReader
/**
* Parse OHLCV candles from a CSV string (header `timestamp,open,high,low,close,
* volume`; a leading UTF-8 BOM is stripped).
*/
export declare class CandleReader {
/** Parse the whole CSV up front; throws on a malformed header or row. */
constructor(csv: string)
/** Return every parsed candle as `{ open, high, low, close, volume, timestamp }`. */
read(): Array<CandleValue>
}
File diff suppressed because one or more lines are too long
+27
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@@ -22000,3 +22000,30 @@ impl ResamplerNode {
.map(candle_to_value))
}
}
// ===== Data layer: CSV candle reader =====
/// Parse OHLCV candles from a CSV string (header `timestamp,open,high,low,close,
/// volume`; a leading UTF-8 BOM is stripped).
#[napi(js_name = "CandleReader")]
pub struct CandleReaderNode {
candles: Vec<wc::Candle>,
}
#[napi]
impl CandleReaderNode {
/// Parse the whole CSV up front; throws on a malformed header or row.
#[napi(constructor)]
pub fn new(csv: String) -> napi::Result<Self> {
let mut reader =
wickra_data::csv::CandleReader::from_reader(csv.as_bytes()).map_err(map_data_err)?;
let candles = reader.read_all().map_err(map_data_err)?;
Ok(Self { candles })
}
/// Return every parsed candle as `{ open, high, low, close, volume, timestamp }`.
#[napi]
pub fn read(&self) -> Vec<CandleValue> {
self.candles.iter().map(|&c| candle_to_value(c)).collect()
}
}