Commit Graph

11 Commits

Author SHA1 Message Date
kingchenc 2bc6cc5505 docs: round out the docs for Z7's example additions
* examples/README.md — replace the single-row WASM section with a build
  block (one-time `wasm-pack` build), a serve note, and the full
  five-row table (`index`, `backtest`, `live_trading`, `multi_timeframe`,
  `parallel_assets`).
* examples/wasm/README.md — new dedicated index for the WASM demos
  with the build and serve commands and a description of every file
  including the module worker companion.
* CHANGELOG.md `[Unreleased]` gains three bullets: the Python and Node
  `fetch_btcusdt` siblings; the four new WASM browser demos; and the
  three new wiki pages from Z6 (TA-Lib-Migration, Cookbook, FAQ).
2026-05-23 00:45:51 +02:00
kingchenc 303ff0a163 examples(node): add a fetch_btcusdt script using built-in fetch
Node had no sibling for the Rust and Python `fetch_btcusdt`
data-generators — adding it closes the "fetch (data-gen)" cell for the
last remaining row of the cross-language example matrix where the
pattern makes sense.

* examples/node/fetch_btcusdt.js — uses Node 18+'s built-in global
  `fetch` (no npm dependencies); same pagination logic as the Rust and
  Python siblings (paginate backwards via `endTime`, drop the
  in-progress bucket, sort and trim to the configured target). Applies
  the same OHLC validity check the Rust `Candle::new` constructor
  enforces so a malformed kline is skipped rather than written.
* JavaScript's `String(v)` already gives the shortest round-trip
  representation and strips the `.0` suffix for whole-number floats, so
  the CSV output is byte-for-byte identical to what the Rust and
  Python fetchers produce on the same Binance snapshot. Verified by
  running it and `git diff`-ing against the checked-in dataset: every
  row older than the run is unchanged; only the most recent ~24 hours
  drift because the market kept moving.

examples/README.md gains the new row.
2026-05-23 00:40:27 +02:00
kingchenc b948b0b9cf examples(python): add a stdlib-only fetch_btcusdt script
Python had no sibling for the Rust `fetch_btcusdt` data-generator —
adding it closes the "fetch (data-gen)" cell for Python and lets users
without a Rust toolchain regenerate the bundled BTCUSDT datasets.

* examples/python/fetch_btcusdt.py — uses only the standard library
  (urllib.request + json + csv); same pagination strategy as the Rust
  version (paginate backwards via `endTime`, drop the in-progress
  bucket, sort and trim to the configured target). Applies the same
  OHLC validity check the Rust `Candle::new` constructor enforces
  (finite fields, high >= low/open/close, low <= open/close,
  volume >= 0) so a malformed kline is skipped rather than written.
* Number formatting matches Rust's `f64` Display: shortest round-trip,
  no trailing `.0` for whole-number floats. Verified by running the
  script and `git diff`-ing against the checked-in dataset: every row
  older than the run is byte-identical to Rust's output; the diff only
  shows the most recent ~24 hours where Binance has produced fresh
  candles since the original snapshot.

examples/README.md gains the new row.
2026-05-23 00:38:38 +02:00
kingchenc 43b0b26736 examples: add parallel-assets demos for Rust and Node
Python's parallel_assets.py demoed GIL-release multi-core throughput;
Rust and Node both lacked a sibling that shows their own native
parallelism. Close the gap with two real, runnable examples.

* examples/rust/src/bin/parallel_assets.rs — synthesises an (assets,
  bars) panel with a deterministic per-asset LCG, runs a serial baseline,
  then `Sma::batch_parallel` / `Rsi::batch_parallel` via rayon, asserts
  the two outputs are element-wise identical and prints the speedup.
  Toggle indicator with `--indicator sma|rsi`.
* examples/node/parallel_assets.js — same shape, but the parallel run is
  a `worker_threads` pool that re-loads the native binding in each
  worker. Each worker computes the last non-null indicator value for its
  slice; the main thread aggregates and verifies serial == parallel
  per asset.

Both examples report timings and the serial-vs-parallel sanity check
passes. Defaults (200 × 5000) keep the example fast on dev hardware;
larger `--assets`/`--bars` is where the speedup numbers move (Node's
worker spawn cost dominates the smallest sizes, which is honest and
educational).

examples/README.md gains the two new rows.
2026-05-23 00:18:46 +02:00
kingchenc 962ced0712 examples: add multi-timeframe demos for Rust and Node
Python's examples/python/multi_timeframe.py had no Rust or Node sibling.
Add both — the Rust version uses wickra-data's `Resampler` /
`resample_all` (the canonical path; no manual roll-up), the Node version
mirrors the Python one's inline aggregation because wickra-data's
resampler is currently Rust-only.

* examples/rust/src/bin/multi_timeframe.rs — reads the bundled 1m CSV via
  `CandleReader`, resamples to 5m / 15m / 1h / 4h / 1d via `resample_all`,
  prints last RSI(14), MACD(12,26,9) histogram and ADX(14) per timeframe.
* examples/node/multi_timeframe.js — same outputs from a hand-rolled
  bucket aggregator; reuses the new examples/data/ default path.
* examples/README.md gains the new rows.

Run side by side: the Rust and Node summaries are bit-identical at every
timeframe (50000 / 10000 / 3334 / 834 / 209 / 35 bars; same RSI, MACD
histogram and ADX to two decimals) — confirming both the Rust resampler
and the inline Node aggregator produce the same OHLC buckets.
2026-05-23 00:16:08 +02:00
kingchenc 5a4cf66022 examples: add streaming demos for Python and Rust
Python and Rust both lacked a standalone "streaming indicators" example
that mirrors examples/node/streaming.js — the quickstart docs cover the
pattern, but a runnable file makes the parity visible across all four
languages.

* examples/python/streaming.py — argparse-driven synthetic streaming demo
  feeding SMA(20) / EMA(20) / RSI(14) / MACD(12,26,9), tagging BUY?/SELL?
  candidates when RSI extremes and MACD-histogram direction agree.
* examples/rust/src/bin/streaming.rs — same demo as a wickra-examples
  binary, reusing the seeded LCG so its first 40 rows are bit-identical
  to the Python (and Node) sibling — a strong cross-language consistency
  signal verified by running both side by side.
* examples/README.md gains a `streaming` row in the Rust and Python tables.
2026-05-23 00:13:38 +02:00
kingchenc d87005577e examples: move the WASM browser demo into a top-level examples/wasm/
Finish the per-language `examples/<lang>/` restructure by relocating the
WASM browser demo from bindings/wasm/examples/ to examples/wasm/.

* `examples/wasm/index.html` is the moved file; its WASM module import
  becomes `../../bindings/wasm/pkg/wickra_wasm.js` so the demo still loads
  the wasm-pack output without copying it.
* bindings/wasm/README.md, Quickstart-WASM.md, examples/README.md and the
  root README "Languages" + project-layout block all point at the new
  path. The serve command in the docs now says "serve the repository root
  and open examples/wasm/index.html".

`bindings/wasm/examples/` is empty after the move; the now-empty
directory is removed.
2026-05-23 00:11:07 +02:00
kingchenc 8b9e8e30b9 examples: move Node examples into a top-level examples/node/
Continue the per-language `examples/<lang>/` restructure: move the three
Node example files (streaming.js, backtest.js, live_trading.js) out of
bindings/node/examples/ and into a top-level examples/node/ directory.

* `examples/node/package.json` is a `private` package that pulls the
  native binding via `file:../../bindings/node` and lists `ws` as a
  dev-dependency for the live-trading example. `require('..')` in each
  file becomes `require('wickra')` — exactly what a downstream user would
  write — and the file-header run instructions are updated to the new
  two-step workflow (`npm install` in bindings/node, then in
  examples/node).
* `backtest.js`'s default-CSV path becomes the much shorter
  `__dirname/../data/btcusdt-1d.csv` from the new location.
* `bindings/node/package.json` drops the now-unused `ws` devDependency.
* `.gitignore` is broadened from `bindings/node/node_modules/` to
  `**/node_modules/` so the new `examples/node/node_modules/` directory is
  not tracked.
* The README "Languages" table, project-layout block and
  `examples/README.md` Node section are updated for the new paths and run
  commands.

Verified by running `node backtest.js` (3200 BTCUSDT daily bars, matching
output), `node streaming.js`, and `node --check live_trading.js` from the
new location.
2026-05-23 00:10:06 +02:00
kingchenc 747d1a5b1b examples: move Rust examples into a top-level examples/rust/ crate
The three Rust examples (backtest, fetch_btcusdt, live_binance) used to
live each in their own crate's examples/ dir, splitting the example set
across crates and burying it inside the source tree. Move them into a new
workspace member crate at `examples/rust/` (package `wickra-examples`,
`publish = false`) so all language examples sit under one top-level
`examples/<lang>/` tree.

* `examples/rust/Cargo.toml` declares the per-binary deps (wickra,
  wickra-data with the `live-binance` feature always on, serde_json, tokio
  for the macro and current-thread runtime).
* `examples/rust/src/bin/{backtest,fetch_btcusdt,live_binance}.rs` are the
  three migrated binaries; their doc-comments and the fetch_btcusdt output
  path are updated for the new location and run command
  (`cargo run -p wickra-examples --bin <name>`).
* Workspace `Cargo.toml` lists the new member; the now-empty
  `[dev-dependencies]` extras (`wickra`, `tokio` in wickra-data and
  `serde_json` in wickra) that existed only for these examples are dropped.
* The `[[example]] live_binance` table is removed from wickra-data's
  manifest since the file moved out.
* README "Languages" + project-layout, examples/README.md, Quickstart-Rust
  and Data-Layer are pointed at the new paths and commands.

`cargo build -p wickra-examples` and `cargo run --release -p wickra-examples
--bin backtest -- examples/data/btcusdt-1d.csv` both succeed; the rest of
the workspace (core, data, wickra) builds, clippies (`--all-targets -D
warnings`) and tests (508 core + 28 data + 1 integration + 74+3+1
doctests) all stay green.
2026-05-23 00:07:07 +02:00
kingchenc a1c646ae7c examples: move the bundled BTCUSDT datasets to a top-level examples/data/
The seven BTCUSDT OHLCV datasets used to live under
crates/wickra/examples/data/, which buried them inside a Rust crate even
though the Node backtest example and the upcoming Rust/Node/WASM example
restructure need to reach them too. Move them to the workspace-level
examples/data/ so every language's examples can resolve the same path.

The bench (crates/wickra/benches/indicators.rs), the example_data
integration test, fetch_btcusdt.rs and the Node backtest example all take
the new ../../examples/data/ path; Data-Layer.md, examples/README.md and
the CHANGELOG entry are updated to match. No data file content changes.
2026-05-23 00:01:52 +02:00
kingchenc ba10898801 docs: add a cross-language examples index
The top-level examples/ directory held only python/, which made the
examples look Python-only even though Rust, Node and WASM all ship their
own. Add examples/README.md: a single index of every runnable example
across Rust, Python, Node and WASM, each with its run command, plus a note
on the bundled BTCUSDT datasets.

Point the README "Languages" table at the Node backtest example and link
the new index from both the table and the project-layout section.
2026-05-22 22:47:13 +02:00