13b2ee52315eaed28ec8dcf5d4ed67292264fa4e
7 Commits
| Author | SHA1 | Message | Date | |
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 kingchenc
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41d5a7dd25 |
fix: build Linux Python wheels with vendored OpenSSL (manylinux + musllinux) (#327)
Fixes the Linux Python wheel build that broke the `0.9.3` release (and would have broken `0.9.4`), and adds a CI guard so it cannot regress silently. ### Root cause The `live-binance` data layer links `native-tls` -> `openssl-sys`, which needs OpenSSL at build time. Neither wheel container provides it: - **manylinux** ships no OpenSSL headers, and - **musllinux** cross-compiles against a musl sysroot that has no OpenSSL at all, so installing a host package (`yum`/`apk`) cannot reach the cross target. The 3-OS Python CI jobs build natively on the runner, which already has system OpenSSL, so CI stayed green while the release container build failed. ### Fix - New opt-in **`vendored-tls`** feature on `wickra-data` and the Python binding: enables `native-tls/vendored`, compiling OpenSSL from source and linking it statically. No system OpenSSL needed on either libc. No-op on macOS/Windows (Security.framework / SChannel — `openssl-sys` is never in the graph there). - `release.yml` builds the Linux wheels with `--features vendored-tls` (replaces the manylinux-only `before-script-linux` header install, which could not fix the musllinux cross build). - CI gains a **`manylinux` + `musllinux` container build-smoke** matrix job, so both container builds run on every PR. This PR's own CI is the proof the fix works before any release re-attempt. ### Notes - No version bump: `0.9.4` published nowhere (the release run was cancelled before any publish job ran), so this lands on `0.9.4` and the tag is re-pointed at the fixed commit. - Adds checks to `ci.yml` (the smoke job is now a 2-entry matrix). |
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kingchenc
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8228be7069 |
python: drop the NumPy runtime dependency (zero third-party deps) (#317)
Makes the Python binding truly dependency-free (Task 5b). `pip install wickra` now pulls **zero** third-party packages, and `import wickra` never imports NumPy (verified: `"numpy" not in sys.modules` after a batch call).
## What changed
- **Inputs** accept any sequence or buffer of numbers — `array.array`, `memoryview`, a NumPy `ndarray`, or a plain `list` — via `Vec` extraction (newtypes `Buf1`/`BufI64`). `PyBuffer` is unavailable under `abi3-py39`, and `unsafe_code = forbid` rules out a zero-copy slice, so inputs are copied once (negligible vs. compute).
- **Single-output `batch(...)`** returns a stdlib `array.array('d')` (native buffer protocol → `numpy.asarray` zero-copy).
- **Multi-output `batch(...)`** returns a buffer-protocol `Matrix` preserving `.shape`, integer-row and `[i, j]` access, and `.tolist()`.
- **NumPy** moves to an optional extra (`pip install wickra[numpy]`); it is never required.
- Streaming `update(...)` is unchanged; results are numerically identical.
## Implementation
- Trait `IntoPyData` + a `matrix()`/`f64_array()` helper collapse the ~400 batch call sites; `array.array` is built via `bytemuck` (Zlib/MIT/Apache — `cargo deny check licenses` ok).
- Tests migrated to `array.array`/`Matrix` (1-D `.shape`→`len()`, `.dtype`→`.typecode`; numeric comparisons normalize through a `_to_np` helper). The non-contiguous-input test now asserts acceptance instead of rejection.
## Verification (local)
- `pytest bindings/python/tests` — **1991 passed**.
- `cargo fmt --all`, `cargo clippy --workspace --all-targets --all-features -- -D warnings`, `cargo test --workspace --all-features`, `cargo deny check licenses` — all green.
**BREAKING for Python**: batch return types change from NumPy arrays to `array.array`/`Matrix`. Documented in CHANGELOG; ships with the data-layer release bundle (no separate tag).
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kingchenc
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3a709d9a66 |
feat(data): native live Binance kline feed in 9 languages (+ 3d/1M intervals) (#313)
* feat(data): C-ABI Binance feed + Go binding (F4 wip)
C ABI exposes the existing async BinanceKlineStream (tokio + TLS, auto-reconnect,
mock-server-tested in wickra-data) through a blocking poll: wickra_binance_connect
/ _next(out, timeout_ms) -> {1 event, 0 timeout, -1 closed} / _close / _free over
an opaque BinanceStream that owns a current-thread runtime. WickraKlineEvent
carries OHLCV + open_time + is_closed + a 16-byte symbol buffer. `live-binance`
is now a default feature of wickra-c (the published DLL ships the feed; the wasm
build drops it via --no-default-features).
Go: NewBinanceFeed(symbols, interval, baseURL) + Next(timeout) + Close, with a
deterministic error-path smoke (the connect->event pipeline is covered by the
Rust mock-WS-server tests).
* feat(data): Binance feed C# + Java bindings (F4 wip)
C#: BinanceFeed(symbols, interval, baseUrl?) + Next(timeout) -> KlineEvent? +
Dispose; bespoke WickraKlineEvent native struct (fixed symbol buffer + byte
is_closed) since the scalar struct parser can't model it. `char` maps to `byte`
for the const char* params.
Java: BinanceFeed + KlineEvent record + BinanceInterval enum over Panama FFM;
the event is read at hand-computed offsets (symbol@0, doubles@16..48,
open_time@56, is_closed@64; 72-byte struct). Both with deterministic error-path
smokes (pipeline covered by the Rust mock-WS-server tests).
* feat(data): Binance feed R binding (F4 wip)
R: BinanceFeed(symbols, interval, base_url) + binance_next(feed, timeout_ms) ->
named list | NULL + binance_close, via bespoke .Call glue (wk_binance_*). The
glue + its registration entries are gated out of the Emscripten/wasm build
(#ifndef __EMSCRIPTEN__) since r-universe/webR has no raw sockets. NAMESPACE
exports added by hand (roxygen2 not installed locally). Deterministic error-path
smoke; pipeline covered by the Rust mock-WS-server tests.
* feat(data): native Binance feed for Node + Python; CHANGELOG (F4 complete)
Node (napi) BinanceFeed: new(symbols, interval, baseUrl?) + next(timeoutMs) ->
KlineEvent | null + close. Python (pyo3) BinanceFeed: same, with next releasing
the GIL (py.detach) while it waits. Both drive the mock-server-tested async
BinanceKlineStream on a single-thread tokio runtime (blocking poll); wickra-data
gains the live-binance feature + tokio in each binding.
Completes F4: the live Binance kline feed is now native in all 9 languages
(WASM excluded), with no third-party WebSocket client in any of them.
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kingchenc
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8a103ef920 |
feat(data-layer): TickAggregator (tick-to-candle) in all 10 languages (#309)
* feat(data-layer): TickAggregator in Node, WASM, Python + C ABI hub First data-layer feature (F2): roll trade ticks up into fixed-timeframe OHLCV candles, exposed natively and over the C ABI. - wickra-data wired as a binding dependency (workspace dep; its wickra-core dep is default-features=false so it never forces rayon into the rayon-free WASM build — native bindings re-enable parallel through their own dependency). - Node `TickAggregator(bucket, gapFill?)` -> `push(price, size, ts): Candle[]`; WASM the same (array of objects); Python `push(...) -> list[tuple]`. - C ABI: `WickraCandle` struct + `wickra_tick_aggregator_new/push/free` (push writes candles into a caller buffer and returns the count), generated via the capi generator's new DATA_LAYER section; cbindgen now parses wickra-data so `TickAggregator` is a forward-declared opaque; header vendored to bindings/go. Verified bit-identical across Node/WASM/Python/C/C++ (o=100 h=101 l=100 c=101 v=3 ts=0 for the shared 3-tick probe). WIP: Go/C#/Java/R generated bindings and the cross-language golden are still pending. * feat(data-layer): TickAggregator in Go, C#, Java, R (lossless push/drain) Complete F2 across all 10 languages: the C-ABI tick aggregator now uses a two-step push/drain so gap-fill candles are never lost, and the four generated bindings expose it idiomatically. - C ABI redesigned: opaque TickAggregator handle (inner aggregator + pending buffer); push consumes a tick and returns the closed-candle count, drain copies them into a count-sized caller buffer. - Go: NewTickAggregator + Push(price,size,ts) []Candle; C#: TickAggregator + Candle[] Push(...); Java: TickAggregator + Candle[] push(...); R: TickAggregator constructor + push() S3 generic returning an (n x 6) numeric matrix. - Candle output record generated per language from WickraCandle. Verified bit-identical to the native bindings (o=100 h=101 l=100 c=101 v=3 ts=0) in Go, C#, Java, and R at runtime; R passes R CMD check (pre-existing doc warnings only). WIP: cross-language data-layer golden + CHANGELOG still pending. * test(data-layer): cross-language golden for the tick aggregator + CHANGELOG gen_golden emits a deterministic tick stream (testdata/golden/data_ticks.csv) and the reference candle streams with and without gap filling (data_candles.csv, data_candles_gap.csv). Every binding replays the shared ticks through its TickAggregator and checks the candles bit-for-bit (fp tolerance) against the Rust reference: - Node / WASM / Python / Go / C# / Java / R: a dedicated parity test each. - C / C++: data_layer_test.c (compiled as both, run as ctest). The gap-fill fixture closes several candles from a single push, exercising the lossless push/drain path. Records the feature under CHANGELOG [Unreleased]. * fix(examples): rename the CSV-loader candle to WickraBar The example CSV helper (wickra_csv.h) defined its own struct WickraCandle, which now collides with the public C ABI WickraCandle (the tick aggregator output) in any example that includes both headers (backtest, multi_timeframe, the strategy examples). The public type owns the name; rename the example loader's bar to WickraBar. The generated golden_test.c is untouched (its only match was the unrelated WickraCandleVolumeOutput). |
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kingchenc
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11dd659b5f |
Relicense from PolyForm Noncommercial to MIT OR Apache-2.0 (#158)
Relicenses Wickra from PolyForm Noncommercial 1.0.0 to the dual, OSI-approved **MIT OR Apache-2.0** (the de-facto Rust convention). Wickra becomes permissive, commercial-use-permitted open source; users may choose either license. ## Changes - Replace `LICENSE` (PolyForm) with `LICENSE-MIT` + `LICENSE-APACHE` (full texts). - Cargo: workspace `license = "MIT OR Apache-2.0"` (SPDX) + all 7 sub-crates switched from `license-file.workspace` to `license.workspace`. - `deny.toml`: drop PolyForm from the allowlist. - Python: `pyproject.toml` PEP 639 SPDX expression; remove the non-commercial classifier (verified: sdist metadata emits `License-Expression: MIT OR Apache-2.0`). - Node: `package.json`, the 6 platform manifests and both lockfiles. - README + Python/Node/WASM binding READMEs, CONTRIBUTING, CITATION.cff, PR template, and the WASM `pkg.license` step in `release.yml`. - SECURITY.md: refresh supported versions 0.1.x -> 0.4.x. - CHANGELOG: note the relicense under [Unreleased]. ## Notes - No code changes; metadata/text only. `cargo build` and `cargo deny check licenses` pass locally. - GitHub will auto-detect "MIT, Apache-2.0" once this lands (currently NOASSERTION). - Matching downstream changes (org `.github` profile, webpage, docs) are in separate PRs; merge those together with the relicense release so the live sites and org profile do not claim MIT before the packages do. |
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kingchenc
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498b74a5ae |
chore(license): point package metadata at the modified license file
The LICENSE now carries an Additional Permissions section on top of PolyForm Noncommercial 1.0.0, so the bare SPDX id no longer describes it exactly. Update the package manifests to reference the actual file instead of claiming the unmodified standard: - Cargo (workspace + all crates): license -> license-file = "LICENSE" - npm (main + 6 platform packages): LicenseRef-Wickra-Noncommercial-1.0.0 - PyPI: license text notes the additional personal-account permissions |
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kingchenc
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3be267cb03 |
Wickra 0.1.0: streaming-first technical indicators
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.
What ships in this initial drop:
crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits,
OHLCV types with validation; 171 unit tests,
property tests, Wilder/Bollinger textbook tests.
crates/wickra - top-level facade + criterion benches for every
indicator at 1K/10K/100K series sizes.
crates/wickra-data - streaming CSV reader, tick-to-candle aggregator,
multi-timeframe resampler, Binance Spot kline
WebSocket adapter behind feature live-binance;
11 unit + 1 doctest.
bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
56 pytest tests including streaming==batch
equivalence, Wilder reference values, lifecycle.
bindings/node - napi-rs native module, TypeScript .d.ts
auto-generated, 7 node --test cases.
bindings/wasm - wasm-bindgen ES module for browser/bundler/Node;
interactive HTML demo at examples/index.html.
examples/ - Python and Rust scripts: backtest, live trading,
parallel multi-asset, multi-timeframe, Binance.
benchmarks/ - cross-library comparison against TA-Lib,
pandas-ta, finta, talipp; Wickra wins every
category by 11-1030x (batch) and 17x+ streaming.
.github/workflows/ - CI matrix (Rust + Python + Node + WASM on
Linux/macOS/Windows), release pipeline for
PyPI wheels and npm.
Indicators (25):
Trend SMA EMA WMA DEMA TEMA HMA KAMA
Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
AwesomeOscillator Aroon
Volatility BollingerBands ATR Keltner Donchian PSAR
Volume OBV VWAP (cumulative + rolling)
cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
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