chore(examples): rename live_trading examples to live_binance (#301)
The examples stream a live Binance feed into the indicators and print signals;
they place no orders, so 'live_trading' overstated them and was inconsistent
with the C/Go/R examples already named live_binance. Rename the Python/Node/WASM
files to live_binance.* and update every reference, run command, header, and the
project-tree listings. Accurate use-case wording ('suitable for live trading
bots') and the risk disclaimers are left unchanged.
This commit is contained in:
kingchenc
+1
-1
@@ -227,7 +227,7 @@ A handful of indicators need care beyond naive accumulation:
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A typical full-stack call sequence for a Python live-trading example:
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```
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[ Python: live_trading.py ]
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[ Python: live_binance.py ]
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│
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▼
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[ binance.AsyncClient WebSocket ] ──── wickra_data live feed ───┐
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@@ -270,8 +270,8 @@ while let Some(event) = stream.next_event().await? {
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}
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```
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A Python live-trading example using the public `websockets` package lives at
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`examples/python/live_trading.py`.
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A Python live Binance feed example using the public `websockets` package lives at
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`examples/python/live_binance.py`.
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## Project layout
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@@ -294,8 +294,8 @@ wickra/
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├── examples/ examples/README.md indexes every language
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│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
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│ ├── rust/ Rust workspace member (`wickra-examples`)
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│ ├── python/ backtest, live trading, parallel assets, multi-tf
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│ ├── node/ streaming, backtest, live trading (load `wickra`)
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│ ├── python/ backtest, live Binance feed, parallel assets, multi-tf
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│ ├── node/ streaming, backtest, live Binance feed (load `wickra`)
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│ ├── wasm/ browser demo for `wickra-wasm`
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│ ├── c/ C smoke + streaming, C++ RAII wrapper
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│ ├── csharp/ streaming, backtest, strategies (load `Wickra`)
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+4
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@@ -142,7 +142,7 @@ build-checked but not run in CI.
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| --- | --- | --- |
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| `streaming.py` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `python -m examples.python.streaming` |
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| `backtest.py` | Basket of indicators over an OHLCV CSV. | `python -m examples.python.backtest <ohlcv.csv>` |
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| `live_trading.py` | Live Binance feed → RSI / MACD / Bollinger → signals. | `python -m examples.python.live_trading --symbol BTCUSDT --interval 1m` |
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| `live_binance.py` | Live Binance feed → RSI / MACD / Bollinger → signals. | `python -m examples.python.live_binance --symbol BTCUSDT --interval 1m` |
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| `multi_timeframe.py` | Resample a 1-minute CSV to coarser timeframes and compare. | `python -m examples.python.multi_timeframe <1m.csv>` |
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| `parallel_assets.py` | Process many symbols in parallel — the Rust extension releases the GIL during batch computation. | `python -m examples.python.parallel_assets --assets 200 --bars 5000` |
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| `fetch_btcusdt.py` | Download real BTCUSDT klines from the Binance REST API into `examples/data/` (urllib + stdlib only). | `python -m examples.python.fetch_btcusdt` |
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@@ -150,7 +150,7 @@ build-checked but not run in CI.
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| `strategy_macd_adx.py` | Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20. | `python -m examples.python.strategy_macd_adx` |
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| `strategy_bollinger_squeeze.py` | Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop. | `python -m examples.python.strategy_bollinger_squeeze` |
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`live_trading.py` additionally needs `pip install websockets`.
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`live_binance.py` additionally needs `pip install websockets`.
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## Node.js — `examples/node/`
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@@ -167,7 +167,7 @@ cd ../../examples/node && npm install # links wickra + installs `ws`
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| `backtest.js` | Basket of indicators over an OHLCV CSV; defaults to the bundled BTCUSDT daily dataset. | `node backtest.js [ohlcv.csv]` |
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| `multi_timeframe.js` | Roll a 1-minute CSV up to 5m / 15m / 1h / 4h / 1d and print indicators per timeframe. | `node multi_timeframe.js [path/to/1m.csv]` |
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| `parallel_assets.js` | Serial vs `worker_threads` pool over a synthetic panel, with speedup. | `node parallel_assets.js --assets 200 --bars 5000` |
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| `live_trading.js` | Live Binance feed → RSI / MACD / Bollinger → signals. | `node live_trading.js --symbol BTCUSDT --interval 1m` |
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| `live_binance.js` | Live Binance feed → RSI / MACD / Bollinger → signals. | `node live_binance.js --symbol BTCUSDT --interval 1m` |
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| `fetch_btcusdt.js` | Download real BTCUSDT klines from the Binance REST API into `examples/data/` (built-in `fetch`, Node 18+). | `node fetch_btcusdt.js` |
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| `strategy_rsi_mean_reversion.js` | Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary. | `node strategy_rsi_mean_reversion.js` |
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| `strategy_macd_adx.js` | Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20. | `node strategy_macd_adx.js` |
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@@ -188,7 +188,7 @@ Then serve the repository root (`python -m http.server`, `npx http-server`,
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| --- | --- |
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| `index.html` | Streams a synthetic price series through six indicators and draws a live `<canvas>` chart. |
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| `backtest.html` | Streams a fetched OHLCV CSV through a basket of indicators (SMA, EMA, RSI, MACD, Bollinger, ATR, ADX, OBV) and prints a per-series summary table. |
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| `live_trading.html` | Opens a browser-native `WebSocket` to Binance, runs RSI / MACD / Bollinger and flags BUY/SELL candidates. |
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| `live_binance.html` | Opens a browser-native `WebSocket` to Binance, runs RSI / MACD / Bollinger and flags BUY/SELL candidates. |
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| `multi_timeframe.html` | Fetches a 1-minute CSV, rolls it up to 5m / 15m / 1h / 4h / 1d in-page, prints RSI / MACD hist / ADX per timeframe. |
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| `parallel_assets.html` | Spawns a pool of module Workers (each loading its own copy of the WASM module) and reports the speedup over a serial baseline. |
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| `strategy_rsi_mean_reversion.html` | Hourly BTCUSDT RSI(14) mean-reversion (long < 30, exit > 70); prints a PnL / Sharpe / max-DD summary table. |
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@@ -1,7 +1,7 @@
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/* Live BTCUSDT indicator with the Wickra C ABI.
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*
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* The C counterpart of `examples/rust/src/bin/live_binance.rs`,
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* `examples/python/live_trading.py` and `examples/node/live_trading.js`. Those
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* `examples/python/live_binance.py` and `examples/node/live_binance.js`. Those
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* stream Binance over a WebSocket; the C ABI ships only the indicators and no
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* socket layer, so this example polls the Binance REST klines endpoint via the
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* system `curl` once per interval and feeds each newly *closed* candle into a
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@@ -1,17 +1,17 @@
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// Live trading skeleton for the Wickra Node binding.
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// Live Binance feed example for the Wickra Node binding.
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//
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// Connects to Binance's public WebSocket feed (no API key needed) and runs
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// RSI / MACD / Bollinger Bands on the incoming close prices. When RSI crosses
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// the common overbought / oversold thresholds *and* the MACD histogram
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// confirms the direction *and* price pierces the matching Bollinger band, a
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// signal line is printed. No orders are placed. It is the Node counterpart of
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// examples/python/live_trading.py.
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// examples/python/live_binance.py.
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//
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// Run it from the repository after building the native binding:
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//
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// cd bindings/node && npm install && npx napi build --platform --release
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// cd ../../examples/node && npm install # pulls `ws` for this example
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// node live_trading.js --symbol BTCUSDT --interval 1m
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// node live_binance.js --symbol BTCUSDT --interval 1m
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//
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// Stop it with Ctrl+C.
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@@ -1,4 +1,4 @@
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"""Live trading skeleton: stream Binance kline ticks → incremental indicators → signals.
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"""Live Binance feed: stream Binance kline ticks → incremental indicators → signals.
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This example connects to Binance's public WebSocket feed (no API key needed)
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and runs RSI / MACD / Bollinger Bands on the close prices coming in. When the
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@@ -7,7 +7,7 @@ confirms the direction, a `Signal` event is printed. No orders are placed.
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Run with::
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python -m examples.python.live_trading --symbol BTCUSDT --interval 1m
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python -m examples.python.live_binance --symbol BTCUSDT --interval 1m
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Dependencies::
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@@ -38,7 +38,7 @@ Then open the demo you want at `http://localhost:8000/examples/wasm/<file>`.
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| --- | --- |
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| `index.html` | The original showcase: streams a synthetic price series through six indicators and draws a live `<canvas>` chart with `SMA`, `EMA`, `RSI`, `MACD`, `BollingerBands` and `ATR` cards. |
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| `backtest.html` | Backtest: fetches an OHLCV CSV (default the bundled BTCUSDT daily dataset), streams every candle through a basket of eight indicators, prints a summary table. Mirrors `examples/python/backtest.py`. |
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| `live_trading.html` | Browser-native `WebSocket` to Binance kline streams; runs RSI / MACD / Bollinger on the incoming closes and flags BUY/SELL candidates when the three agree. Mirrors `examples/python/live_trading.py`. |
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| `live_binance.html` | Browser-native `WebSocket` to Binance kline streams; runs RSI / MACD / Bollinger on the incoming closes and flags BUY/SELL candidates when the three agree. Mirrors `examples/python/live_binance.py`. |
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| `multi_timeframe.html` | Fetches a 1-minute CSV, rolls it up in-page to 5m / 15m / 1h / 4h / 1d buckets and prints RSI / MACD-histogram / ADX per timeframe. Mirrors `examples/python/multi_timeframe.py`. |
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| `parallel_assets.html` | Synthetic `(assets, bars)` panel, serial baseline on the main thread vs. a pool of module Workers each loading its own copy of the WASM module. Mirrors `examples/python/parallel_assets.py`. |
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| `parallel_worker.js` | Module worker used by `parallel_assets.html` (not loaded directly). |
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@@ -2,7 +2,7 @@
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<html lang="en">
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<head>
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<meta charset="utf-8" />
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<title>Wickra WASM — live trading</title>
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<title>Wickra WASM — live Binance feed</title>
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<style>
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body { font-family: ui-sans-serif, system-ui, sans-serif; max-width: 980px; margin: 2rem auto; padding: 0 1rem; color: #1d1d1d; }
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h1 { margin-bottom: .25rem; }
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@@ -22,14 +22,14 @@
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</style>
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</head>
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<body>
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<h1>Wickra WASM — live trading</h1>
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<h1>Wickra WASM — live Binance feed</h1>
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<p class="meta">
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Connects to Binance's public kline WebSocket from the browser, streams
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every tick through RSI(14), MACD(12,26,9) and Bollinger(20, 2.0) via
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the WebAssembly bindings, and flags BUY/SELL candidates when all
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three indicators agree. No orders are placed. Mirrors
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<code>examples/python/live_trading.py</code> and
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<code>examples/node/live_trading.js</code>.
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<code>examples/python/live_binance.py</code> and
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<code>examples/node/live_binance.js</code>.
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</p>
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<p>
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