The strategy_* examples were only syntax-smoked in CI, never run, which hid two
classes of problem:
1. Python strategy_macd_adx / strategy_bollinger_squeeze passed three separate
arguments to the candle indicators ADX/ATR, whose .update() takes a single
candle — a TypeError at runtime — and read the ADX tuple at index 0 (plus_di)
instead of 2 (adx). Both fixed.
2. The Go / C# / R / Java strategies defaulted to synthetic data and used a
different (annualised) one-line summary, so they printed wildly different
numbers from the Rust/Python/Node/C/WASM suite. Rewrite them to the shared
per-trade backtest (load the bundled BTCUSDT CSV by default, same entry/exit
logic, same print_summary output).
All nine runnable bindings now print byte-identical backtest summaries on the
same data (MACD+ADX 246 trades / -47.19%, RSI 37 / -17.84%, Bollinger 1 / -7.82%),
verified by diffing each language's output against the Python reference. WASM
shares the same logic and bundled dataset (browser-rendered).
Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges.
Migrates the runnable examples off third-party data-I/O packages onto Wickra's
native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`).
## Third-party packages removed (the zero-dep selling point)
- **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile
- **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`)
- **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml
- **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes
Each language's CSV loading now goes through `CandleReader`, manual resampling
through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST
download through the native fetcher.
## Verification
Ran the offline examples per language against the bundled data — backtest and
multi_timeframe produce identical output across Python / Node / Go / Java / R
(e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars).
C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch.
Note: the streaming `strategy_*` examples have pre-existing candle-indicator
runtime bugs (CI only syntax-smokes them); the CSV migration preserves their
shape and leaves those bugs for a separate fix.
Wires real indicators into complete signal -> fill -> PnL -> equity
loops over the checked-in BTCUSDT datasets, with per-trade Sharpe and
max-drawdown reported on stdout. Closes the gap where existing
examples showed only the mechanics of calling `update`/`batch` but not
how Wickra plugs into a trading-system shape.
Three strategies, each in Rust + Python (six files total):
- strategy_rsi_mean_reversion — RSI(14) thresholds (30/70) on 1h
BTCUSDT. Binary position, 0.1% per-trade fee.
- strategy_macd_adx — MACD crossover entries gated by ADX(14) > 20 on
1h BTCUSDT. Trend-follower demo of multi-indicator gating.
- strategy_bollinger_squeeze — Bollinger-bandwidth 180-day-low squeeze
+ upper-band breakout entry, ATR(14) * 2 stop. On 1d BTCUSDT for
interpretable lookback.
Each file is self-contained — print_summary is inlined per script so
the example stays a single-file read. Every script prints a
NOT-financial-advice notice next to its results.
examples/README.md updated to list the new bins/scripts.
kingchenc