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
+31
View File
@@ -16101,3 +16101,34 @@ impl WasmResampler {
}
}
}
// ===== 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).
#[wasm_bindgen(js_name = CandleReader)]
pub struct WasmCandleReader {
candles: Vec<wc::Candle>,
}
#[wasm_bindgen(js_class = CandleReader)]
impl WasmCandleReader {
/// Parse the whole CSV up front; throws on a malformed header or row.
#[wasm_bindgen(constructor)]
pub fn new(csv: &str) -> Result<WasmCandleReader, JsError> {
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 a `{ open, high, low, close, volume,
/// timestamp }` object.
pub fn read(&self) -> Array {
let arr = Array::new();
for &c in &self.candles {
arr.push(&candle_object(c));
}
arr
}
}
+7
View File
@@ -50,6 +50,13 @@ test('wasm tick aggregator gap-fill matches the golden candles', () => {
assertCandles(run(true), readCsv('data_candles_gap'), 'gap');
});
test('wasm candle reader matches the golden candles', () => {
const csv = fs.readFileSync(path.join(GOLDEN, 'data_csv.csv'), 'utf8');
const reader = new W.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() {