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:
@@ -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() {
|
||||
|
||||
Reference in New Issue
Block a user