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
+23
View File
@@ -189,3 +189,26 @@ flush.wickra_indicator <- function(con) {
out <- .Call(paste0("wk_", con$prefix, "_flush"), con$ptr, PACKAGE = "wickra")
out
}
#' Read every candle parsed by a CSV candle reader
#'
#' Returns all the candles a [CandleReader()] parsed from its CSV, as a numeric
#' matrix with columns `open`, `high`, `low`, `close`, `volume`, `timestamp`.
#'
#' @param object A `wickra_indicator` created by [CandleReader()].
#' @return A numeric matrix with six named columns (zero rows for an empty CSV).
#' @examples
#' r <- CandleReader("timestamp,open,high,low,close,volume\n0,100,101,99,100.5,10\n")
#' read(r)
#' @export
read <- function(object) {
UseMethod("read")
}
#' @rdname read
#' @export
read.wickra_indicator <- function(object) {
out <- .Call(paste0("wk_", object$prefix, "_read"), object$ptr, PACKAGE = "wickra")
colnames(out) <- c("open", "high", "low", "close", "volume", "timestamp")
out
}