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| 8225e1ab91 |
+17
-1
@@ -11,8 +11,24 @@ bindings/c/include/wickra.h text eol=lf
|
||||
*.cs text eol=lf
|
||||
|
||||
# Go sources (including the generated binding) are pinned to LF so gofmt's CI
|
||||
# check never trips on a CRLF checkout on Windows.
|
||||
# check never trips on a CRLF checkout on Windows. The vendored C ABI header is
|
||||
# a committed copy of bindings/c/include/wickra.h (the parent dir is outside the
|
||||
# Go module), pinned to LF so the drift check never trips on CRLF.
|
||||
*.go text eol=lf
|
||||
go.mod text eol=lf
|
||||
go.sum text eol=lf
|
||||
bindings/go/include/wickra.h text eol=lf
|
||||
|
||||
# Java sources (including the generated binding) are pinned to LF so the
|
||||
# committed files stay stable regardless of the committer's autocrlf setting.
|
||||
*.java text eol=lf
|
||||
|
||||
# R binding: `R CMD check` requires LF in sources, Makevars and shell scripts.
|
||||
*.R text eol=lf
|
||||
*.Rd text eol=lf
|
||||
bindings/r/configure text eol=lf
|
||||
bindings/r/configure.win text eol=lf
|
||||
bindings/r/src/Makevars.in text eol=lf
|
||||
bindings/r/src/Makevars.win text eol=lf
|
||||
bindings/r/src/wickra.c text eol=lf
|
||||
|
||||
|
||||
@@ -30,7 +30,7 @@ assignees: ""
|
||||
## Environment
|
||||
|
||||
- Wickra version:
|
||||
- Language / binding: <!-- Rust crate / Python / Node / WASM / C ABI / C# (.NET) / Go -->
|
||||
- Language / binding: <!-- Rust crate / Python / Node / WASM / C ABI / C# (.NET) / Go / Java / R -->
|
||||
- OS and architecture:
|
||||
- Rust / Python / Node / .NET version (If relevant):
|
||||
|
||||
|
||||
@@ -16,6 +16,11 @@ assignees: []
|
||||
- [ ] Python (`pip install wickra`)
|
||||
- [ ] Node.js (`npm install wickra`)
|
||||
- [ ] WebAssembly
|
||||
- [ ] C ABI (`bindings/c`)
|
||||
- [ ] C# / .NET (`Wickra` on NuGet)
|
||||
- [ ] Go (`bindings/go`)
|
||||
- [ ] Java (`org.wickra:wickra` on Maven Central)
|
||||
- [ ] R (`bindings/r`)
|
||||
- [ ] Docs / examples only
|
||||
|
||||
## Environment
|
||||
|
||||
@@ -28,6 +28,8 @@ assignees: ""
|
||||
- [ ] Should be exposed in the C ABI
|
||||
- [ ] Should be exposed in the C# / .NET binding
|
||||
- [ ] Should be exposed in the Go binding
|
||||
- [ ] Should be exposed in the Java binding
|
||||
- [ ] Should be exposed in the R binding
|
||||
|
||||
## Additional context
|
||||
|
||||
|
||||
@@ -13,7 +13,7 @@ assignees: []
|
||||
## Affected code path
|
||||
|
||||
- Indicator / API: `e.g. EMA.update`
|
||||
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go`
|
||||
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go / Java / R`
|
||||
- Hot loop or one-shot call?
|
||||
|
||||
## Versions compared
|
||||
|
||||
@@ -33,4 +33,4 @@ import wickra as ta
|
||||
## Environment (Only if relevant)
|
||||
|
||||
- Wickra version: `e.g. 0.4.2`
|
||||
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go`
|
||||
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go / Java / R`
|
||||
|
||||
@@ -22,7 +22,7 @@
|
||||
- [ ] `cargo clippy --workspace --all-targets -- -D warnings` is clean.
|
||||
- [ ] `cargo test --workspace` passes.
|
||||
- [ ] New behaviour has tests; bug fixes have a regression test.
|
||||
- [ ] Public API changes are mirrored in the Python / Node / WASM bindings, and the C ABI + C# + Go bindings are regenerated
|
||||
- [ ] Public API changes are mirrored in the Python / Node / WASM bindings, and the C ABI + C# + Go + Java + R bindings are regenerated
|
||||
and their type stubs (If applicable).
|
||||
- [ ] The relevant page on the [documentation site](https://docs.wickra.org)
|
||||
and the `README.md` are updated (If applicable). Docs edits go to a
|
||||
|
||||
@@ -26,6 +26,8 @@ Please fill in the sections below. Delete any that don't apply.
|
||||
- [ ] C ABI (`bindings/c`)
|
||||
- [ ] C# / .NET binding (`bindings/csharp`)
|
||||
- [ ] Go binding (`bindings/go`)
|
||||
- [ ] Java binding (`bindings/java`)
|
||||
- [ ] R binding (`bindings/r`)
|
||||
- [ ] Examples / docs
|
||||
|
||||
## Linked issues
|
||||
|
||||
+199
-11
@@ -34,6 +34,7 @@ jobs:
|
||||
rust:
|
||||
name: Rust ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -104,6 +105,7 @@ jobs:
|
||||
examples-smoke:
|
||||
name: Examples (syntax smoke)
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
@@ -193,6 +195,7 @@ jobs:
|
||||
clippy-bindings:
|
||||
name: Clippy bindings
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
@@ -276,6 +279,7 @@ jobs:
|
||||
msrv:
|
||||
name: ${{ matrix.name }}
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -324,6 +328,7 @@ jobs:
|
||||
coverage:
|
||||
name: Coverage
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
@@ -365,6 +370,7 @@ jobs:
|
||||
supply-chain:
|
||||
name: Supply-chain (cargo-deny)
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
@@ -383,6 +389,7 @@ jobs:
|
||||
fuzz-smoke:
|
||||
name: Fuzz (smoke)
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
@@ -436,6 +443,7 @@ jobs:
|
||||
python:
|
||||
name: Python ${{ matrix.python-version }} on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -517,6 +525,7 @@ jobs:
|
||||
wasm:
|
||||
name: WASM build
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
@@ -560,6 +569,7 @@ jobs:
|
||||
node:
|
||||
name: Node ${{ matrix.node-version }} on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -618,13 +628,22 @@ jobs:
|
||||
# exist yet for win32-x64-msvc).
|
||||
run: npx napi build --platform --release
|
||||
|
||||
# The Node test process has wedged on macOS runners (the step hung for
|
||||
# 1h+ while the same tests passed in ~1.5 min elsewhere). Wrap it so a
|
||||
# hung attempt is killed after 6 min and retried once, rather than
|
||||
# running up to the job-level backstop. A normal run is under a minute.
|
||||
- name: Run Node tests
|
||||
working-directory: bindings/node
|
||||
run: node --test __tests__/
|
||||
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
|
||||
with:
|
||||
timeout_minutes: 6
|
||||
max_attempts: 2
|
||||
command: cd bindings/node && node --test __tests__/
|
||||
shell: bash
|
||||
|
||||
c-abi:
|
||||
name: C ABI on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -680,6 +699,7 @@ jobs:
|
||||
csharp:
|
||||
name: C# on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -730,6 +750,7 @@ jobs:
|
||||
go:
|
||||
name: Go on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -778,15 +799,36 @@ jobs:
|
||||
- name: Build the C ABI library
|
||||
run: cargo build -p wickra-c --release
|
||||
|
||||
- name: Vendored header in sync with the C ABI
|
||||
shell: bash
|
||||
# bindings/go/include/wickra.h is a committed copy of the cbindgen header
|
||||
# (the parent ../c/include is outside the Go module, so it must be
|
||||
# vendored). Fail if it drifts from the source of truth.
|
||||
run: |
|
||||
if ! diff -u bindings/c/include/wickra.h bindings/go/include/wickra.h; then
|
||||
echo "::error::bindings/go/include/wickra.h is stale — copy bindings/c/include/wickra.h over it"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
- name: Stage the native library
|
||||
shell: bash
|
||||
# Stage into lib/<goos>_<goarch>/ to match the per-platform cgo LDFLAGS.
|
||||
# CI builds the host target, so RUNNER_OS/ARCH give the right directory
|
||||
# (note macos-latest is arm64).
|
||||
run: |
|
||||
mkdir -p bindings/go/lib
|
||||
case "$RUNNER_OS" in
|
||||
Linux) cp target/release/libwickra.so bindings/go/lib/ ;;
|
||||
macOS) cp target/release/libwickra.dylib bindings/go/lib/ ;;
|
||||
Windows) cp target/release/wickra.dll bindings/go/lib/ ;;
|
||||
case "$RUNNER_ARCH" in
|
||||
X64) arch=amd64 ;;
|
||||
ARM64) arch=arm64 ;;
|
||||
*) echo "::error::unsupported RUNNER_ARCH '$RUNNER_ARCH'"; exit 1 ;;
|
||||
esac
|
||||
case "$RUNNER_OS" in
|
||||
Linux) dir="linux_$arch"; lib=target/release/libwickra.so ;;
|
||||
macOS) dir="darwin_$arch"; lib=target/release/libwickra.dylib ;;
|
||||
Windows) dir="windows_$arch"; lib=target/release/wickra.dll ;;
|
||||
esac
|
||||
mkdir -p "bindings/go/lib/$dir"
|
||||
cp "$lib" "bindings/go/lib/$dir/"
|
||||
echo "WICKRA_GO_LIBDIR=$PWD/bindings/go/lib/$dir" >> "$GITHUB_ENV"
|
||||
|
||||
- name: Go info
|
||||
run: go version
|
||||
@@ -801,9 +843,11 @@ jobs:
|
||||
|
||||
- name: Vet and test the Go binding
|
||||
shell: bash
|
||||
# On Windows there is no rpath; the loader resolves wickra.dll via PATH.
|
||||
# On Windows there is no rpath; the loader resolves wickra.dll via PATH
|
||||
# (WICKRA_GO_LIBDIR is the per-platform staged lib dir). Linux/macOS use
|
||||
# the rpath baked by the per-platform cgo LDFLAGS.
|
||||
run: |
|
||||
export PATH="$PWD/bindings/go/lib:$PATH"
|
||||
export PATH="$WICKRA_GO_LIBDIR:$PATH"
|
||||
cd bindings/go
|
||||
go vet ./...
|
||||
go test ./...
|
||||
@@ -811,7 +855,7 @@ jobs:
|
||||
- name: Build the Go examples
|
||||
shell: bash
|
||||
run: |
|
||||
export PATH="$PWD/bindings/go/lib:$PATH"
|
||||
export PATH="$WICKRA_GO_LIBDIR:$PATH"
|
||||
cd examples/go
|
||||
go build ./...
|
||||
|
||||
@@ -819,13 +863,157 @@ jobs:
|
||||
- name: Run the offline Go examples
|
||||
shell: bash
|
||||
run: |
|
||||
export PATH="$PWD/bindings/go/lib:$PATH"
|
||||
export PATH="$WICKRA_GO_LIBDIR:$PATH"
|
||||
cd examples/go
|
||||
for d in streaming backtest multi_timeframe parallel_assets \
|
||||
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
|
||||
go run "./$d"
|
||||
done
|
||||
|
||||
r:
|
||||
name: R on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
env:
|
||||
WICKRA_INCLUDE_DIR: ${{ github.workspace }}/bindings/c/include
|
||||
WICKRA_LIB_DIR: ${{ github.workspace }}/target/release
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
continue-on-error: true
|
||||
timeout-minutes: 6
|
||||
|
||||
# The binding compiles a thin .Call glue layer against the C ABI hub; build
|
||||
# the library first. On Windows configure.win bundles a renamed copy
|
||||
# (wickra_abi.dll) so the package's own wickra.dll does not collide with it.
|
||||
- name: Build the C ABI library
|
||||
run: cargo build -p wickra-c --release
|
||||
|
||||
- name: Set up R
|
||||
uses: r-lib/actions/setup-r@a51a8012b0aab7c32ef9d19bf54da93f3254335e # v2
|
||||
with:
|
||||
r-version: "release"
|
||||
use-public-rspm: true
|
||||
|
||||
# Use the repos configured by setup-r (use-public-rspm) so Linux installs
|
||||
# binary packages — building testthat's deps from source is slow and flaky.
|
||||
- name: Install test dependency
|
||||
run: Rscript -e 'install.packages("testthat")'
|
||||
|
||||
- name: Install and test the R binding
|
||||
shell: bash
|
||||
# github.workspace is a backslash path on Windows; configure(.win) (sh) and
|
||||
# mingw need forward slashes. WICKRA_*_DIR makes configure use the locally
|
||||
# built C ABI (dev override) instead of downloading the release asset, so
|
||||
# CI is version-independent. Deliberately do NOT set LD_LIBRARY_PATH /
|
||||
# DYLD_LIBRARY_PATH: the lib is bundled into the package and must resolve
|
||||
# via the rpath ($ORIGIN / @loader_path) baked by configure — that is the
|
||||
# self-contained install path real users (and r-universe) get.
|
||||
run: |
|
||||
export WICKRA_INCLUDE_DIR="${WICKRA_INCLUDE_DIR//\\//}"
|
||||
export WICKRA_LIB_DIR="${WICKRA_LIB_DIR//\\//}"
|
||||
R CMD INSTALL bindings/r
|
||||
Rscript -e 'library(testthat); library(wickra); test_dir("bindings/r/tests/testthat", stop_on_failure = TRUE)'
|
||||
|
||||
- name: Run the offline R examples
|
||||
shell: bash
|
||||
# No loader-path exports: the installed package is self-contained (bundled
|
||||
# lib + rpath), so the examples exercise exactly what end users run.
|
||||
run: |
|
||||
cd examples/r
|
||||
for f in streaming backtest multi_timeframe parallel_assets \
|
||||
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
|
||||
Rscript "$f.R"
|
||||
done
|
||||
|
||||
# fetch_btcusdt / live_binance need the network (and jsonlite / websocket);
|
||||
# build-check that they parse without running them.
|
||||
- name: Parse the network R examples
|
||||
run: Rscript -e 'invisible(lapply(c("examples/r/fetch_btcusdt.R", "examples/r/live_binance.R"), parse)); cat("network R examples parse OK\n")'
|
||||
|
||||
java:
|
||||
name: Java on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
|
||||
timeout-minutes: 6
|
||||
|
||||
# The binding links the C ABI hub at runtime through the Java FFM API; build
|
||||
# it first so WickraNative's development fallback finds
|
||||
# target/release/wickra.{so,dylib,dll}. JDK 22+ is required for the final FFM
|
||||
# API, so it is installed explicitly (runners ship 17/21).
|
||||
- name: Build the C ABI library
|
||||
run: cargo build -p wickra-c --release
|
||||
|
||||
- name: Set up JDK 22
|
||||
id: setup-java
|
||||
continue-on-error: true
|
||||
uses: actions/setup-java@c1e323688fd81a25caa38c78aa6df2d33d3e20d9 # v4
|
||||
with:
|
||||
distribution: temurin
|
||||
java-version: "22"
|
||||
cache: maven
|
||||
|
||||
- name: Retry JDK setup (CDN flake)
|
||||
if: steps.setup-java.outcome == 'failure'
|
||||
shell: bash
|
||||
run: |
|
||||
echo "::warning::setup-java failed (likely CDN flake), waiting 30s before retry..."
|
||||
sleep 30
|
||||
|
||||
- name: Set up JDK 22 (retry)
|
||||
if: steps.setup-java.outcome == 'failure'
|
||||
uses: actions/setup-java@c1e323688fd81a25caa38c78aa6df2d33d3e20d9 # v4
|
||||
with:
|
||||
distribution: temurin
|
||||
java-version: "22"
|
||||
cache: maven
|
||||
|
||||
- name: Java info
|
||||
run: java -version
|
||||
|
||||
# `install` runs the archetype test suite (the real FFI boundary check) and
|
||||
# installs the binding to the local repo so the examples can resolve it.
|
||||
- name: Test and install the Java binding
|
||||
run: mvn -B -f bindings/java install
|
||||
|
||||
- name: Build the Java examples
|
||||
run: mvn -B -f examples/java compile
|
||||
|
||||
# Run only the offline examples (fetch_btcusdt / live_binance need network).
|
||||
- name: Run the offline Java examples
|
||||
shell: bash
|
||||
run: |
|
||||
for cls in Streaming Backtest MultiTimeframe ParallelAssets \
|
||||
StrategyRsiMeanReversion StrategyMacdAdx StrategyBollingerSqueeze; do
|
||||
mvn -B -q -f examples/java exec:exec -Dexec.mainClass="org.wickra.examples.$cls"
|
||||
done
|
||||
|
||||
# The cross-library benchmark has moved to a dedicated scheduled workflow
|
||||
# (.github/workflows/bench.yml) — see audit finding R10. It runs nightly
|
||||
# at 03:00 UTC and on-demand via `workflow_dispatch`, and is no longer on
|
||||
|
||||
@@ -706,6 +706,166 @@ jobs:
|
||||
path: nupkg/*.nupkg
|
||||
if-no-files-found: error
|
||||
|
||||
# Publish the Java binding to Maven Central. Independent of the GitHub-release
|
||||
# job so a Java hiccup never blocks the C/C++ asset release. The Maven Central
|
||||
# namespace (org.wickra) is verified; authentication uses the Sonatype Central
|
||||
# Portal token (CENTRAL_USERNAME / CENTRAL_PASSWORD) and artifacts are signed
|
||||
# with the GPG key (GPG_PRIVATE_KEY / GPG_PASSPHRASE). The pom version must
|
||||
# match the release tag (kept in sync by the version-bump checklist).
|
||||
java-publish:
|
||||
name: Publish to Maven Central
|
||||
needs: c-abi-build
|
||||
runs-on: ubuntu-latest
|
||||
environment: release
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Download the C ABI native libraries
|
||||
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
|
||||
with:
|
||||
pattern: c-abi-*
|
||||
path: c-abi-artifacts
|
||||
|
||||
- name: Stage native libraries into resources/native/<os>-<arch>
|
||||
shell: bash
|
||||
run: |
|
||||
set -e
|
||||
declare -A PLAT=(
|
||||
[x86_64-unknown-linux-gnu]=linux-x64
|
||||
[aarch64-unknown-linux-gnu]=linux-arm64
|
||||
[x86_64-apple-darwin]=osx-x64
|
||||
[aarch64-apple-darwin]=osx-arm64
|
||||
[x86_64-pc-windows-msvc]=win-x64
|
||||
[aarch64-pc-windows-msvc]=win-arm64
|
||||
)
|
||||
base=bindings/java/src/main/resources/native
|
||||
for target in "${!PLAT[@]}"; do
|
||||
archive=$(find c-abi-artifacts -name "wickra-c-$target.tar.gz" | head -1)
|
||||
if [ -z "$archive" ]; then
|
||||
echo "::error::missing native artifact for $target"; exit 1
|
||||
fi
|
||||
tmp=$(mktemp -d); tar -xzf "$archive" -C "$tmp"
|
||||
dest="$base/${PLAT[$target]}"; mkdir -p "$dest"
|
||||
for f in libwickra.so libwickra.dylib wickra.dll; do
|
||||
src=$(find "$tmp" -name "$f" | head -1)
|
||||
[ -n "$src" ] && cp "$src" "$dest/"
|
||||
done
|
||||
echo "staged ${PLAT[$target]}:"; ls -l "$dest"
|
||||
done
|
||||
|
||||
# setup-java writes a settings.xml with the 'central' server credentials
|
||||
# (mapped from the env vars below) and imports the GPG signing key.
|
||||
- name: Set up JDK 22 + Maven Central credentials + GPG
|
||||
uses: actions/setup-java@c1e323688fd81a25caa38c78aa6df2d33d3e20d9 # v4
|
||||
with:
|
||||
distribution: temurin
|
||||
java-version: "22"
|
||||
server-id: central
|
||||
server-username: CENTRAL_USERNAME
|
||||
server-password: CENTRAL_PASSWORD
|
||||
gpg-private-key: ${{ secrets.GPG_PRIVATE_KEY }}
|
||||
gpg-passphrase: GPG_PASSPHRASE
|
||||
|
||||
- name: Deploy to Maven Central
|
||||
env:
|
||||
CENTRAL_USERNAME: ${{ secrets.CENTRAL_USERNAME }}
|
||||
CENTRAL_PASSWORD: ${{ secrets.CENTRAL_PASSWORD }}
|
||||
GPG_PASSPHRASE: ${{ secrets.GPG_PASSPHRASE }}
|
||||
run: mvn -B -f bindings/java -Prelease deploy -DskipTests
|
||||
|
||||
# Mirror the in-repo Go module (bindings/go) to the standalone wickra-go
|
||||
# repository so `go get github.com/wickra-lib/wickra-go` builds with no extra
|
||||
# steps. The in-repo module keeps the prebuilt libraries git-ignored; the
|
||||
# mirror commits them per platform under lib/<goos>_<goarch>/ alongside the
|
||||
# vendored header. Independent of the GitHub-release job so a Go hiccup never
|
||||
# blocks the C/C++ asset release. The push uses a fine-grained PAT
|
||||
# (WICKRA_GO_MIRROR_TOKEN, contents:write on wickra-go); the mirror is a
|
||||
# derived artifact, so its bot commit is intentionally unsigned.
|
||||
go-mirror:
|
||||
name: Mirror the Go module to wickra-go
|
||||
needs: c-abi-build
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Download the C ABI native libraries
|
||||
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
|
||||
with:
|
||||
pattern: c-abi-*
|
||||
path: c-abi-artifacts
|
||||
|
||||
- name: Assemble the wickra-go module tree
|
||||
shell: bash
|
||||
run: |
|
||||
set -e
|
||||
out=wickra-go-module
|
||||
mkdir -p "$out/include" "$out/lib"
|
||||
# Single-package Go source + vendored C ABI header.
|
||||
cp bindings/go/*.go "$out/"
|
||||
cp bindings/go/include/wickra.h "$out/include/"
|
||||
cp bindings/go/README.md "$out/"
|
||||
# Ship the dual license so pkg.go.dev detects a redistributable license.
|
||||
cp LICENSE-MIT LICENSE-APACHE "$out/"
|
||||
# Standalone module path (the in-repo go.mod points at the subdir).
|
||||
printf 'module github.com/wickra-lib/wickra-go\n\ngo 1.23\n' > "$out/go.mod"
|
||||
# Point install instructions at the standalone module path.
|
||||
sed -i 's#github.com/wickra-lib/wickra/bindings/go#github.com/wickra-lib/wickra-go#g' \
|
||||
"$out/README.md" "$out"/*.go
|
||||
# Stage each prebuilt library under lib/<goos>_<goarch>/ (committed in
|
||||
# the mirror, unlike the in-repo lib/.gitignore). "<dir> <libfile>".
|
||||
declare -A GO=(
|
||||
[x86_64-unknown-linux-gnu]="linux_amd64 libwickra.so"
|
||||
[aarch64-unknown-linux-gnu]="linux_arm64 libwickra.so"
|
||||
[x86_64-apple-darwin]="darwin_amd64 libwickra.dylib"
|
||||
[aarch64-apple-darwin]="darwin_arm64 libwickra.dylib"
|
||||
[x86_64-pc-windows-msvc]="windows_amd64 wickra.dll"
|
||||
[aarch64-pc-windows-msvc]="windows_arm64 wickra.dll"
|
||||
)
|
||||
for target in "${!GO[@]}"; do
|
||||
read -r dir libfile <<< "${GO[$target]}"
|
||||
archive=$(find c-abi-artifacts -name "wickra-c-$target.tar.gz" | head -1)
|
||||
if [ -z "$archive" ]; then
|
||||
echo "::error::missing native artifact for $target"; exit 1
|
||||
fi
|
||||
tmp=$(mktemp -d); tar -xzf "$archive" -C "$tmp"
|
||||
src=$(find "$tmp" -name "$libfile" | head -1)
|
||||
if [ -z "$src" ]; then
|
||||
echo "::error::missing $libfile for $target"; exit 1
|
||||
fi
|
||||
mkdir -p "$out/lib/$dir"; cp "$src" "$out/lib/$dir/"
|
||||
done
|
||||
echo "assembled module:"; find "$out" -type f | sort
|
||||
|
||||
- name: Push to wickra-go and tag the release
|
||||
shell: bash
|
||||
env:
|
||||
MIRROR_TOKEN: ${{ secrets.WICKRA_GO_MIRROR_TOKEN }}
|
||||
run: |
|
||||
set -e
|
||||
version="${GITHUB_REF_NAME#v}"
|
||||
remote="https://x-access-token:${MIRROR_TOKEN}@github.com/wickra-lib/wickra-go.git"
|
||||
git clone -q "$remote" mirror-repo
|
||||
cd mirror-repo
|
||||
git config user.name "wickra-bot"
|
||||
git config user.email "support@wickra.org"
|
||||
git symbolic-ref HEAD refs/heads/main
|
||||
# Replace all tracked content with the freshly assembled tree.
|
||||
find . -mindepth 1 -maxdepth 1 -not -name .git -exec rm -rf {} +
|
||||
cp -r ../wickra-go-module/. .
|
||||
git add -A
|
||||
if git diff --cached --quiet; then
|
||||
echo "wickra-go already up to date; tagging only"
|
||||
else
|
||||
git -c commit.gpgsign=false commit -q -m "Release v$version"
|
||||
fi
|
||||
git push origin HEAD:refs/heads/main
|
||||
git tag "v$version"
|
||||
git push origin "v$version"
|
||||
|
||||
github-release:
|
||||
name: Attach assets to the draft GitHub Release
|
||||
needs: [cargo-publish, python-publish, node-publish, wasm-publish, c-abi-build]
|
||||
|
||||
@@ -86,10 +86,17 @@ jobs:
|
||||
# merge ref) so the counter check validates exactly what will land. On
|
||||
# push events we check out the default ref. No push is made, so a shallow
|
||||
# checkout is enough.
|
||||
#
|
||||
# Check out by head SHA, not head ref (branch name): a fast `gh pr merge
|
||||
# --squash --delete-branch` deletes the head branch the moment the PR
|
||||
# merges, often before this queued read-only check reaches its checkout.
|
||||
# Fetching the now-gone `refs/heads/<branch>` then fails the run (exit 1).
|
||||
# The head SHA stays reachable via `refs/pull/N/head` after the branch is
|
||||
# gone, so the checkout — and the run — survives an instant merge.
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
with:
|
||||
fetch-depth: 1
|
||||
ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.ref || github.ref }}
|
||||
ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.sha || github.ref }}
|
||||
repository: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.repo.full_name || github.repository }}
|
||||
|
||||
- name: Count indicators
|
||||
@@ -149,7 +156,7 @@ jobs:
|
||||
# actually live (Cloudflare Pages, P8.1); merging this PR is therefore
|
||||
# gated on the domain resolving, otherwise the About link would 404.
|
||||
homepage="https://docs.wickra.org"
|
||||
desc="Streaming-first technical indicators with a Rust core and Python, Node.js, WebAssembly, C ABI, .NET, and Go bindings. ${n} indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement."
|
||||
desc="Streaming-first technical indicators with a Rust core and Python, Node.js, WebAssembly, C ABI, .NET, Go, Java, and R bindings. ${n} indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement."
|
||||
# Enforce the homepage unconditionally — it is a constant, so this both
|
||||
# corrects the stale kingchenc URL and self-heals any future drift.
|
||||
# Same Administration-write permission as --description (no extra scope).
|
||||
@@ -325,20 +332,28 @@ jobs:
|
||||
exit 0
|
||||
fi
|
||||
cd docs-ver
|
||||
# Published-versions table rows (crates.io / PyPI / npm): replace only the
|
||||
# version number, leaving the trailing padding + pipe intact. The '.' in
|
||||
# the quickstart pattern matches the literal backtick around the version
|
||||
# without needing a backtick in this shell string. Historical "since
|
||||
# X.Y.Z" references contain no such anchor and are never matched.
|
||||
sed -i -E "s/^(\| (crates\.io|PyPI|npm) .*\| )[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" overview.md
|
||||
# Published-versions table rows (all registries): replace only the
|
||||
# version number, leaving the trailing padding + pipe intact. The
|
||||
# registry name is matched whether plain or wrapped in a markdown link
|
||||
# (\[?...\]?). The '.' in the quickstart pattern matches the literal
|
||||
# backtick around the version without needing a backtick in this shell
|
||||
# string. Historical "since X.Y.Z" references contain no such anchor and
|
||||
# are never matched.
|
||||
sed -i -E "s/^(\| \[?(crates\.io|PyPI|npm|NuGet|Maven Central|Go|r-universe)\]?.*\| )[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" overview.md
|
||||
sed -i -E "s/(published crate is at version .)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" Quickstart-Rust.md
|
||||
# Quickstart-Java is the only quickstart whose install block pins a
|
||||
# version (the Maven `<version>` tag and the `org.wickra:wickra:<v>`
|
||||
# Gradle coordinate). Java publishes on every release, so it tracks the
|
||||
# same ${version}.
|
||||
sed -i -E "s|<version>[0-9]+\.[0-9]+\.[0-9]+</version>|<version>${version}</version>|" Quickstart-Java.md
|
||||
sed -i -E "s|(org\.wickra:wickra:)[0-9]+\.[0-9]+\.[0-9]+|\1${version}|" Quickstart-Java.md
|
||||
if git diff --quiet; then
|
||||
echo "Docs version already at ${version}."
|
||||
exit 0
|
||||
fi
|
||||
git config user.name "wickra-bot"
|
||||
git config user.email "wickra-bot@users.noreply.github.com"
|
||||
git add overview.md Quickstart-Rust.md
|
||||
git add overview.md Quickstart-Rust.md Quickstart-Java.md
|
||||
git commit -m "chore: sync published version to ${version}"
|
||||
if ! git push 2>/dev/null; then
|
||||
echo "::warning::push to wickra-lib/wickra-docs failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
|
||||
@@ -424,6 +439,14 @@ jobs:
|
||||
sed -i -E "s/(Latest:\*\* \[.wickra(-wasm)? )[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" api/*.md
|
||||
sed -i -E "s/(text: .v)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" .vitepress/config.ts
|
||||
sed -i -E "s/(.wickra-wasm.: .\^)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" package.json
|
||||
# Java is the only target whose install snippet pins a version: the
|
||||
# Maven `<version>` tag in the api/java.md dependency block and the
|
||||
# home-page install tab in index.md, plus any `org.wickra:wickra:<v>`
|
||||
# Gradle coordinate. Java publishes on every release, so it tracks the
|
||||
# same ${version} as the rest. (Other languages' api/*.md carry a
|
||||
# "Latest:" line handled above; Java uses the XML snippet instead.)
|
||||
sed -i -E "s|<version>[0-9]+\.[0-9]+\.[0-9]+</version>|<version>${version}</version>|" api/java.md index.md
|
||||
sed -i -E "s|(org\.wickra:wickra:)[0-9]+\.[0-9]+\.[0-9]+|\1${version}|" api/java.md index.md
|
||||
# Keep package-lock.json in sync with the package.json bump. The site's
|
||||
# Cloudflare build runs `npm clean-install` (npm ci), which hard-fails
|
||||
# with EUSAGE if the lockfile still pins the previous wickra-wasm —
|
||||
@@ -442,7 +465,7 @@ jobs:
|
||||
fi
|
||||
git config user.name "wickra-bot"
|
||||
git config user.email "wickra-bot@users.noreply.github.com"
|
||||
git add api/*.md .vitepress/config.ts package.json package-lock.json
|
||||
git add api/*.md index.md .vitepress/config.ts package.json package-lock.json
|
||||
git commit -m "chore: sync published version to ${version}"
|
||||
if ! git push 2>/dev/null; then
|
||||
echo "::warning::push to wickra-lib/webpage failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
|
||||
|
||||
@@ -55,6 +55,7 @@ bindings/node/npm-debug.log*
|
||||
|
||||
# WASM build output
|
||||
bindings/wasm/pkg/
|
||||
bindings/wasm/pkg-node/
|
||||
|
||||
# Python venv
|
||||
.venv/
|
||||
|
||||
+19
-15
@@ -7,7 +7,7 @@ for the day-to-day workflow.
|
||||
|
||||
## Workspace layout
|
||||
|
||||
Wickra is a Cargo workspace of three Rust crates plus three binding crates.
|
||||
Wickra is a Cargo workspace of three Rust crates plus four binding crates.
|
||||
The split is deliberate: every concern that one user might want to disable
|
||||
or replace lives behind a separate crate boundary.
|
||||
|
||||
@@ -20,7 +20,7 @@ or replace lives behind a separate crate boundary.
|
||||
┌───────────▼──────────┐ ┌──────────▼─────────┐
|
||||
│ wickra-core │ │ wickra-data │
|
||||
│ indicator engine │ │ i/o + aggregation │
|
||||
│ • 214 indicators │ │ • CSV reader │
|
||||
│ • 514 indicators │ │ • CSV reader │
|
||||
│ • Indicator trait │ │ • Tick aggregator │
|
||||
│ • BatchExt impl │ │ • Resampler │
|
||||
│ • OHLCV / Candle │ │ • Live feeds │
|
||||
@@ -46,8 +46,9 @@ wasm-bindgen). The C ABI is the *hub* every other C-capable language links
|
||||
against: it builds to a `cdylib`/`staticlib` plus a generated `wickra.h`, and
|
||||
downstream languages link that one artifact rather than each re-wrapping the
|
||||
core. C and C++ link it directly; the **C# / .NET** binding (`bindings/csharp`,
|
||||
on NuGet) and the **Go** binding (`bindings/go`, cgo) are generated from
|
||||
`wickra.h`, with Java / R planned the same way.
|
||||
on NuGet), the **Go** binding (`bindings/go`, cgo), the **R** binding
|
||||
(`bindings/r`, `.Call`) and the **Java** binding (`bindings/java`, the Java FFM
|
||||
API / Panama, on Maven Central) are all generated from `wickra.h`.
|
||||
|
||||
| Crate | Path | What it owns | Public deps |
|
||||
|---|---|---|---|
|
||||
@@ -202,14 +203,17 @@ typed object arrays for Node/WASM).
|
||||
|
||||
A handful of indicators need care beyond naive accumulation:
|
||||
|
||||
- **Welford's online variance** is used in `StdDev`, `Variance`, `ZScore`,
|
||||
`BollingerBands`, and several others. Standard sum-of-squares is
|
||||
catastrophically lossy for low-variance inputs; Welford's recurrence
|
||||
keeps O(eps) error.
|
||||
- **Kahan summation** is used wherever rolling sums could span > 1e6
|
||||
elements without resetting — currently only Hurst-exponent's R/S
|
||||
chunks. Most rolling sums are bounded by the window size and don't need
|
||||
it.
|
||||
- **Rolling variance is running-sum, not Welford.** The sliding-window
|
||||
variance family — `StdDev`, `Variance`, `ZScore`, `Bollinger` — keeps
|
||||
running `Σx` and `Σx²` over the window and reports `var = Σx²/n − mean²`,
|
||||
clamping to zero the tiny negative values floating-point cancellation can
|
||||
produce. `Bollinger` periodically reseeds its `Σx²` from the live window
|
||||
so error cannot accumulate over a long stream. Welford's online algorithm
|
||||
(an incremental `M2` accumulator) does **not** transfer cleanly to a
|
||||
sliding window — removing the oldest point from `M2` is numerically
|
||||
unstable — so it is used only where the statistic is *not* a fixed
|
||||
window: `IntradayVolatilityProfile` and `SeasonalZScore` accumulate
|
||||
per-bucket variance that way.
|
||||
- **Logarithm bases** matter for some indicators (Hurst, MFI). Wickra
|
||||
uses natural log everywhere unless the reference math explicitly
|
||||
requires `log10` or `log2` — and then it documents the choice in the
|
||||
@@ -326,9 +330,9 @@ re-discovering them.
|
||||
- **`FAMILIES` (from PR #60) is hand-maintained.** Adding a new
|
||||
indicator requires a separate entry in `FAMILIES`. The
|
||||
`total_count_matches_expected` test will fail if you forget.
|
||||
- **WASM does not have automated tests yet.** Smoke-validated only
|
||||
through the manual examples. Adding `wasm-bindgen-test` coverage is
|
||||
on the roadmap.
|
||||
- **WASM is covered by `wasm-bindgen-test`.** `bindings/wasm/src/lib.rs`
|
||||
carries 21 in-crate tests (run under `wasm-pack test` in CI), in
|
||||
addition to the manual browser examples.
|
||||
|
||||
For the high-level project goals see [`ROADMAP.md`](ROADMAP.md); for
|
||||
day-to-day contribution mechanics see [`CONTRIBUTING.md`](CONTRIBUTING.md).
|
||||
|
||||
@@ -94,3 +94,75 @@ cargo bench -p wickra-bench # Rust core vs kand / ta-rs / yata
|
||||
pip install -e bindings/python[bench] # Python peers
|
||||
python -m benchmarks.compare_libraries
|
||||
```
|
||||
|
||||
## 3. Per-binding throughput — the cost of the boundary
|
||||
|
||||
The sections above compare Wickra against other libraries, which only exists for
|
||||
Python and Rust (there is no comparable streaming TA library for C, C#, Go, Java,
|
||||
R or WebAssembly to benchmark against). Every binding calls the **same** Rust
|
||||
core, so these per-binding benchmarks are **not** a speed claim and **not** a
|
||||
cross-library ratio — they document the raw cost of crossing each language's FFI
|
||||
boundary, in million updates per second (Mupd/s).
|
||||
|
||||
Each binding ships a small `throughput` benchmark that feeds a synthetic OHLCV
|
||||
series through three indicators chosen by call-signature archetype — `SMA(20)`
|
||||
(1-in → 1-out), `ATR(14)` (multi-in → 1-out) and `MACD(12,26,9)` (1-in →
|
||||
multi-out). Two things fall out of the numbers:
|
||||
|
||||
- **Batch converges.** A `batch` call crosses the boundary once and the Rust core
|
||||
computes the whole series internally, so batch throughput is roughly the same
|
||||
in every binding — close to the core speed.
|
||||
- **Streaming reveals the boundary.** A per-tick `update` crosses the boundary
|
||||
once per value, so streaming throughput is where the bindings differ: the raw C
|
||||
ABI and P/Invoke-style calls are nearly free, while managed or interpreted
|
||||
per-call marshalling (cgo, FFM, the R/WASM boundary) costs more per tick.
|
||||
|
||||
The Rust core ships the same benchmark with **no** FFI boundary
|
||||
(`examples/rust/.../throughput.rs`) — it is the ceiling each binding is measured
|
||||
against and the value the batch paths converge towards.
|
||||
|
||||
`SMA(20)`, 200 000 bars, median of 3 runs, on the reference machine (Windows 11,
|
||||
AMD Ryzen 9 9950X):
|
||||
|
||||
| Target | streaming (Mupd/s) | batch (Mupd/s) |
|
||||
|----------------------|-------------------:|---------------:|
|
||||
| Rust core (no FFI) | 391 | 500 |
|
||||
| C | 383 | 330 |
|
||||
| C# / .NET | 337 | 244 |
|
||||
| Python | 33 | 488 |
|
||||
| Java | 28 | 175 |
|
||||
| Go | 24 | 400 |
|
||||
| WebAssembly | 19 | 167 |
|
||||
| Node.js | 17 | 10 |
|
||||
| R | 0.1 | 193 |
|
||||
|
||||
Streaming spans more than three orders of magnitude — the raw C ABI (383) is
|
||||
nearly the FFI-free Rust ceiling (391), while R's per-call interpreter overhead
|
||||
(0.1) makes streaming ~2000× slower than its own batch. Batch converges near the
|
||||
core speed for the zero-copy bindings (numpy, slices, typed arrays); the two
|
||||
outliers are Node — whose napi `batch` boxes every element into a JS `Array` —
|
||||
and R. These are machine-dependent and reflect FFI overhead, not algorithm
|
||||
speed.
|
||||
|
||||
These are throughput numbers, not competitive numbers — the "Wickra is fast"
|
||||
claim lives in sections 1 and 2 (Rust core + the Python/Rust cross-library runs).
|
||||
|
||||
Run any target's benchmark (build the C ABI library first where it links one):
|
||||
|
||||
```bash
|
||||
cargo run -p wickra-examples --release --bin throughput # Rust core baseline (no FFI)
|
||||
|
||||
node bindings/node/benchmarks/throughput.js # native napi-rs
|
||||
( cd bindings/python && python -m benchmarks.throughput ) # native PyO3
|
||||
( cd bindings/wasm && wasm-pack build --target nodejs --out-dir pkg-node --release ) \
|
||||
&& node bindings/wasm/benchmarks/throughput.mjs # wasm boundary
|
||||
|
||||
cargo build -p wickra-c --release # the C ABI hub
|
||||
cmake -S bindings/c/benchmarks -B build/cbench && cmake --build build/cbench \
|
||||
&& ./build/cbench/throughput # raw C ABI
|
||||
dotnet run -c Release --project bindings/csharp/benchmarks # C# / .NET (P/Invoke)
|
||||
( cd bindings/go/benchmarks && go run . ) # Go (cgo)
|
||||
mvn -q -f bindings/java install -DskipTests \
|
||||
&& mvn -q -f bindings/java/benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
|
||||
Rscript bindings/r/benchmarks/throughput.R # R (.Call)
|
||||
```
|
||||
|
||||
+107
-1
@@ -7,6 +7,105 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
|
||||
|
||||
## [Unreleased]
|
||||
|
||||
## [0.8.4] - 2026-06-11
|
||||
### Fixed
|
||||
- A single non-finite (NaN/inf) tick no longer poisons indicator state.
|
||||
The 16 pairwise running-sum/buffer indicators fixed first (`Beta`,
|
||||
`BetaNeutralSpread`, `Cointegration`, `HasbrouckInformationShare`,
|
||||
`PearsonCorrelation`, `RollingCorrelation`, `RollingCovariance`,
|
||||
`DistanceSsd`, `GrangerCausality`, `KendallTau`, `LeadLagCrossCorrelation`,
|
||||
`OuHalfLife`, `SpearmanCorrelation`, `SpreadAr1Coefficient`, `SpreadHurst`,
|
||||
`VarianceRatio`) were joined by 38 more scalar/pairwise indicators the new
|
||||
property harness surfaced (the linear-regression family, rolling quantiles
|
||||
and IQR, `Variance`/`StdDev`-derived stats, `Kurtosis`/`Skewness`, the
|
||||
trailing stops, `KalmanHedgeRatio`, `SpreadBollingerBands`, and more). Every
|
||||
`f64` / `(f64, f64)` indicator now rejects non-finite input and returns
|
||||
`None`, matching the streaming-robustness guarantee — and the harness enforces
|
||||
it going forward.
|
||||
|
||||
### Added
|
||||
- Catalogue-wide property-based invariant harness
|
||||
(`crates/wickra-core/tests/invariants.rs`) asserting `batch == streaming`,
|
||||
`reset == fresh`, and non-finite-input rejection for every indicator and
|
||||
bar-builder.
|
||||
|
||||
### Changed
|
||||
- CI: every job now has a runtime cap and the historically flaky Node test step
|
||||
auto-retries, so a wedged runner fails fast instead of hanging for hours.
|
||||
- Documentation accuracy fixes in `SECURITY.md`, `ARCHITECTURE.md`, and
|
||||
`THREAT_MODEL.md` (supported version, indicator count, WASM test coverage,
|
||||
numerical-stability notes, and the C-ABI panic strategy).
|
||||
|
||||
## [0.8.3] - 2026-06-10
|
||||
### Added
|
||||
- **Per-binding throughput benchmarks** — every target now ships a `throughput`
|
||||
benchmark mirroring the Node `throughput.js`: streaming and batch
|
||||
updates-per-second for `SMA(20)`, `ATR(14)` and `MACD(12,26,9)` over a
|
||||
synthetic OHLCV series. New for Python (`bindings/python/benchmarks/`), C
|
||||
(`bindings/c/benchmarks/`), C# (`bindings/csharp/benchmarks/`), Go
|
||||
(`bindings/go/benchmarks/`), Java (`bindings/java/benchmarks/`), R
|
||||
(`bindings/r/benchmarks/`), WebAssembly (`bindings/wasm/benchmarks/`) and the
|
||||
Rust core baseline (`examples/rust/.../throughput.rs`, no FFI). They measure
|
||||
each binding's FFI overhead — the same Rust core runs underneath all of them —
|
||||
and are documented in [BENCHMARKS.md](BENCHMARKS.md) §3, not a cross-library
|
||||
speed claim.
|
||||
- **C ABI archetype test** — `examples/c/archetypes.c` exercises one indicator
|
||||
per FFI archetype (scalar, multi-output, bars, profile, array input) through
|
||||
the C boundary, matching the Go/R/Java suites.
|
||||
|
||||
## [0.8.2] - 2026-06-10
|
||||
### Fixed
|
||||
- **R binding builds for WebAssembly** — `bindings/r/configure` now builds the
|
||||
C ABI from source for the `wasm32-unknown-emscripten` target (r-universe /
|
||||
webR) using the build image's cargo + emscripten, instead of failing with
|
||||
"unsupported OS Emscripten". rayon is dropped on wasm via
|
||||
`--no-default-features`; the indicators are pure computation, so the serial
|
||||
path is functionally identical.
|
||||
|
||||
## [0.8.1] - 2026-06-10
|
||||
### Fixed
|
||||
- **`wickra-go` license** — the release-time Go module mirror now ships the dual
|
||||
`LICENSE-MIT` and `LICENSE-APACHE` files, so pkg.go.dev detects a
|
||||
redistributable license for `github.com/wickra-lib/wickra-go`. The previous
|
||||
mirror shipped no license file.
|
||||
|
||||
## [0.8.0] - 2026-06-09
|
||||
### Added
|
||||
- **Standalone `wickra-go` module** — the Go binding is now mirrored to a
|
||||
dedicated `github.com/wickra-lib/wickra-go` repository on every release, with
|
||||
the prebuilt C ABI libraries committed per platform under
|
||||
`lib/<goos>_<goarch>/` and the C ABI header vendored alongside the source, so
|
||||
`go get github.com/wickra-lib/wickra-go` builds with no extra steps. The
|
||||
in-repo `bindings/go` module is unchanged for repo-clone workflows.
|
||||
|
||||
### Changed
|
||||
- **Go binding (`bindings/go`) is self-contained** — the C ABI header is now
|
||||
vendored inside the module (`bindings/go/include/wickra.h`) instead of being
|
||||
referenced from the parent `bindings/c` directory, and the cgo link flags
|
||||
resolve the prebuilt library per `GOOS`/`GOARCH` under `lib/<goos>_<goarch>/`.
|
||||
This removes the dependency on a full repository checkout for building the
|
||||
module.
|
||||
|
||||
## [0.7.9] - 2026-06-09
|
||||
### Added
|
||||
- **Java binding (`bindings/java`)** — a Java binding reaching the C ABI hub
|
||||
through the Java Foreign Function & Memory API (Panama, `java.lang.foreign`,
|
||||
final in Java 22) rather than JNI or jextract, exposing all 514 indicators as
|
||||
idiomatic `AutoCloseable` classes. The downcall handles, per-indicator
|
||||
wrappers and output records are generated from `wickra.h`; the opaque handle is
|
||||
a `MemorySegment` freed by a `java.lang.ref.Cleaner` action. Ships a full
|
||||
example suite mirroring the C, C#, Go and R examples; published to Maven
|
||||
Central as `org.wickra:wickra`.
|
||||
|
||||
## [0.7.8] - 2026-06-09
|
||||
### Added
|
||||
- **R binding (`bindings/r`)** — an R package reaching the C ABI hub through R's
|
||||
native `.Call` interface, exposing all 514 indicators as constructors that
|
||||
return a `wickra_indicator` object with `update`/`batch`/`reset` methods. The
|
||||
C glue and R wrappers are generated from `wickra.h`; the native handle is freed
|
||||
by a registered finalizer. Ships a full example suite mirroring the C, C# and
|
||||
Go examples; distributed for r-universe / source install.
|
||||
|
||||
## [0.7.7] - 2026-06-09
|
||||
### Added
|
||||
- **Go binding (`bindings/go`)** — a cgo binding over the C ABI hub exposing all
|
||||
@@ -1443,7 +1542,14 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
|
||||
optional Binance live feed.
|
||||
- Bindings for Python, Node.js, and WebAssembly.
|
||||
|
||||
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.7.7...HEAD
|
||||
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.8.4...HEAD
|
||||
[0.8.4]: https://github.com/wickra-lib/wickra/compare/v0.8.3...v0.8.4
|
||||
[0.8.3]: https://github.com/wickra-lib/wickra/compare/v0.8.2...v0.8.3
|
||||
[0.8.2]: https://github.com/wickra-lib/wickra/compare/v0.8.1...v0.8.2
|
||||
[0.8.1]: https://github.com/wickra-lib/wickra/compare/v0.8.0...v0.8.1
|
||||
[0.8.0]: https://github.com/wickra-lib/wickra/compare/v0.7.9...v0.8.0
|
||||
[0.7.9]: https://github.com/wickra-lib/wickra/compare/v0.7.8...v0.7.9
|
||||
[0.7.8]: https://github.com/wickra-lib/wickra/compare/v0.7.7...v0.7.8
|
||||
[0.7.7]: https://github.com/wickra-lib/wickra/compare/v0.7.6...v0.7.7
|
||||
[0.7.6]: https://github.com/wickra-lib/wickra/compare/v0.7.5...v0.7.6
|
||||
[0.7.5]: https://github.com/wickra-lib/wickra/compare/v0.7.4...v0.7.5
|
||||
|
||||
+7
-1
@@ -24,6 +24,8 @@ licensed as above, without any additional terms or conditions.
|
||||
| `bindings/c` | C ABI — `cdylib` + `staticlib` + generated `include/wickra.h`. The hub for C / C++ and any C-capable language. |
|
||||
| `bindings/csharp` | .NET binding over the C ABI (`Wickra` on NuGet) — `[LibraryImport]` P/Invoke generated from `wickra.h`. |
|
||||
| `bindings/go` | Go binding over the C ABI via cgo (module tag `bindings/go/vX.Y.Z`) — wrappers generated from `wickra.h`. |
|
||||
| `bindings/r` | R binding over the C ABI via `.Call` (R package) — C glue + R wrappers generated from `wickra.h`. |
|
||||
| `bindings/java` | Java binding over the C ABI via the FFM API (Panama, Maven Central) — wrappers generated from `wickra.h`. |
|
||||
| `examples/` | Runnable examples. |
|
||||
| `docs/` | Pointer to the documentation site (docs.wickra.org); the docs live in the `wickra-lib/wickra-docs` repo. |
|
||||
|
||||
@@ -110,7 +112,11 @@ installed. Dependabot also keeps the `.github/requirements` pins current.
|
||||
commit `src/lib.rs` + `include/wickra.h`. The C# binding (`bindings/csharp`) is
|
||||
generated from `wickra.h`, so regenerate and commit its `Generated/*.g.cs` too.
|
||||
The Go binding (`bindings/go`) is likewise generated from `wickra.h`, so
|
||||
regenerate and commit `indicators_gen.go` (`gofmt`-clean).
|
||||
regenerate and commit `indicators_gen.go` (`gofmt`-clean). The R binding
|
||||
(`bindings/r`) is generated from `wickra.h` too, so regenerate and commit
|
||||
`src/wickra.c` + `R/indicators.R`. The Java binding (`bindings/java`) is
|
||||
generated from `wickra.h` as well, so regenerate and commit its
|
||||
`src/main/java/org/wickra/*.java`.
|
||||
- **Docs.** Update the relevant page on the
|
||||
[documentation site](https://docs.wickra.org) and the
|
||||
`README.md` when behaviour or the public API changes. The docs live in
|
||||
|
||||
Generated
+9
-9
@@ -1944,7 +1944,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"approx",
|
||||
"criterion",
|
||||
@@ -1955,7 +1955,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-bench"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"criterion",
|
||||
"kand",
|
||||
@@ -1967,14 +1967,14 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-c"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"wickra-core",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wickra-core"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"approx",
|
||||
"proptest",
|
||||
@@ -1984,7 +1984,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-data"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"approx",
|
||||
"csv",
|
||||
@@ -2001,7 +2001,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-examples"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"serde_json",
|
||||
"tokio",
|
||||
@@ -2011,7 +2011,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-node"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"napi",
|
||||
"napi-build",
|
||||
@@ -2021,7 +2021,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-python"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"numpy",
|
||||
"pyo3",
|
||||
@@ -2030,7 +2030,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-wasm"
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
dependencies = [
|
||||
"console_error_panic_hook",
|
||||
"js-sys",
|
||||
|
||||
+2
-2
@@ -14,7 +14,7 @@ members = [
|
||||
exclude = ["fuzz"]
|
||||
|
||||
[workspace.package]
|
||||
version = "0.7.7"
|
||||
version = "0.8.4"
|
||||
authors = ["kingchenc <support@wickra.org>"]
|
||||
edition = "2021"
|
||||
rust-version = "1.86"
|
||||
@@ -26,7 +26,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
|
||||
categories = ["finance", "mathematics", "science"]
|
||||
|
||||
[workspace.dependencies]
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.7.7" }
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.8.4" }
|
||||
|
||||
thiserror = "2"
|
||||
rayon = "1.10"
|
||||
|
||||
@@ -10,6 +10,9 @@
|
||||
[](https://pypi.org/project/wickra/)
|
||||
[](https://www.npmjs.com/package/wickra)
|
||||
[](https://www.nuget.org/packages/Wickra)
|
||||
[](https://central.sonatype.com/artifact/org.wickra/wickra)
|
||||
[](https://pkg.go.dev/github.com/wickra-lib/wickra-go)
|
||||
[](https://wickra-lib.r-universe.dev)
|
||||
[](#license)
|
||||
[](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra)
|
||||
[](https://www.bestpractices.dev/projects/13094)
|
||||
@@ -20,7 +23,7 @@
|
||||
|
||||
Wickra is a multi-language technical-analysis library with a Rust core and
|
||||
native bindings for Python, Node.js and WebAssembly, plus a C ABI that C, C++,
|
||||
C# / .NET, Go and any other C-capable language links against. Every indicator is a
|
||||
C# / .NET, Go, Java, R and any other C-capable language links against. Every indicator is a
|
||||
state machine that updates in O(1) per new data point, so live trading bots and
|
||||
historical backtests share the exact same implementation.
|
||||
|
||||
@@ -51,7 +54,9 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
|
||||
[WASM](https://docs.wickra.org/Quickstart-WASM),
|
||||
[C](https://docs.wickra.org/Quickstart-C),
|
||||
[C#](https://docs.wickra.org/Quickstart-CSharp),
|
||||
[Go](https://docs.wickra.org/Quickstart-Go).
|
||||
[Go](https://docs.wickra.org/Quickstart-Go),
|
||||
[Java](https://docs.wickra.org/Quickstart-Java),
|
||||
[R](https://docs.wickra.org/Quickstart-R).
|
||||
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
|
||||
every one of the 514 indicators; start at the
|
||||
[indicators overview](https://docs.wickra.org/Indicators-Overview).
|
||||
@@ -77,7 +82,7 @@ times to get there.
|
||||
metrics — every single one updating in **O(1) per tick**. TA-Lib ships ~150 and
|
||||
none of them stream.
|
||||
- **One Rust core, five first-class targets.** Native **Python · Node.js ·
|
||||
WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go and any other C-capable language —
|
||||
WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go, Java, R and any other C-capable language —
|
||||
identical math, identical results, zero per-language reimplementation and zero
|
||||
GIL bottleneck.
|
||||
- **Correct by construction, not by hope.** Every `update` validates its input,
|
||||
@@ -101,8 +106,7 @@ Every other library forces one of those compromises. Wickra doesn't:
|
||||
|
||||
| Library | Install | Streaming | Languages | Indicators | Active |
|
||||
|------------------|-------------|-------------|-----------------------------|-----------:|--------|
|
||||
| **★ Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node · WASM** | **514** | **yes** |
|
||||
| | | | **C · C# · Go** | | |
|
||||
| **★ Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node · WASM · C · C# · Go · Java · R** | **514** | **yes** |
|
||||
| kand | clean | yes | Python · WASM · Rust | ~60 | yes |
|
||||
| ta-rs | clean | yes | Rust only | ~30 | stale |
|
||||
| yata | clean | partial | Rust only | ~35 | yes |
|
||||
@@ -174,7 +178,7 @@ construct it in signed mode (`Doji::new().signed()`, `Doji(signed=True)`,
|
||||
`new Doji(true)`) for a dragonfly / gravestone `±1` reading.
|
||||
|
||||
Adding a new indicator means implementing one trait in Rust; every binding
|
||||
inherits it automatically (the C ABI — and the C# and Go bindings generated from
|
||||
inherits it automatically (the C ABI — and the C#, Go, Java and R bindings generated from
|
||||
it — regenerate from the core).
|
||||
|
||||
## Languages
|
||||
@@ -188,6 +192,8 @@ it — regenerate from the core).
|
||||
| C / C++ (C ABI) | header + library, see [`bindings/c`](bindings/c) | `examples/c/streaming.c` |
|
||||
| C# / .NET (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
|
||||
| Go (cgo, C ABI) | `go get github.com/wickra-lib/wickra/bindings/go`, see [`bindings/go`](bindings/go) | `examples/go/streaming` |
|
||||
| Java (FFM, C ABI) | Maven Central `org.wickra:wickra`, see [`bindings/java`](bindings/java) | `examples/java` (`Streaming`) |
|
||||
| R (`.Call`, C ABI) | `R CMD INSTALL bindings/r`, see [`bindings/r`](bindings/r) | `examples/r/streaming.R` |
|
||||
|
||||
Each binding ships several runnable examples (streaming, backtest, live feed);
|
||||
[`examples/README.md`](examples/README.md) is the full cross-language index.
|
||||
@@ -259,7 +265,9 @@ wickra/
|
||||
│ ├── wasm/ wasm-bindgen (browsers, bundlers, Node)
|
||||
│ ├── c/ C ABI (cdylib + staticlib) + generated include/wickra.h
|
||||
│ ├── csharp/ .NET binding over the C ABI (publishes on NuGet)
|
||||
│ └── go/ Go binding over the C ABI via cgo (module tag)
|
||||
│ ├── go/ Go binding over the C ABI via cgo (module tag)
|
||||
│ ├── r/ R binding over the C ABI via .Call (R package)
|
||||
│ └── java/ Java binding over the C ABI via the FFM API (Maven Central)
|
||||
├── examples/ examples/README.md indexes every language
|
||||
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
|
||||
│ ├── rust/ Rust workspace member (`wickra-examples`)
|
||||
@@ -268,7 +276,9 @@ wickra/
|
||||
│ ├── wasm/ browser demo for `wickra-wasm`
|
||||
│ ├── c/ C smoke + streaming, C++ RAII wrapper
|
||||
│ ├── csharp/ streaming, backtest, strategies (load `Wickra`)
|
||||
│ └── go/ streaming, backtest, strategies (cgo binding)
|
||||
│ ├── go/ streaming, backtest, strategies (cgo binding)
|
||||
│ ├── r/ streaming, backtest, strategies (.Call binding)
|
||||
│ └── java/ streaming, backtest, strategies (FFM binding)
|
||||
└── .github/workflows/ CI and release pipelines
|
||||
```
|
||||
|
||||
@@ -308,6 +318,13 @@ dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj
|
||||
# Go binding (requires a C compiler for cgo; links the C ABI above)
|
||||
cp target/release/libwickra.so bindings/go/lib/ # .dylib on macOS, wickra.dll on Windows
|
||||
cd bindings/go && go test ./...
|
||||
|
||||
# R binding (requires a C toolchain / Rtools; links the C ABI above)
|
||||
WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" WICKRA_LIB_DIR="$PWD/target/release" \
|
||||
R CMD INSTALL bindings/r
|
||||
|
||||
# Java binding (requires JDK 22+ and Maven; links the C ABI above)
|
||||
mvn -f bindings/java test
|
||||
```
|
||||
|
||||
## Testing
|
||||
@@ -317,7 +334,10 @@ Every layer is covered; run the suites with the commands in
|
||||
|
||||
- `wickra-core`: unit tests per indicator — textbook reference values
|
||||
(Wilder RSI, Bollinger Bands, MACD, ATR, Stochastic), `batch == streaming`
|
||||
equivalence, `reset` semantics, NaN/Inf handling, and property tests.
|
||||
equivalence, `reset` semantics, NaN/Inf handling, and property tests. A
|
||||
catalogue-wide property harness (`tests/invariants.rs`) additionally asserts
|
||||
`batch == streaming`, `reset == fresh`, and non-finite-input rejection for
|
||||
**every** indicator and bar-builder.
|
||||
- `wickra-data`: unit tests for CSV decoding, the tick aggregator, the
|
||||
resampler, and the Binance payload parser.
|
||||
- `bindings/python`: pytest covering smoke checks, streaming/batch
|
||||
@@ -327,8 +347,16 @@ Every layer is covered; run the suites with the commands in
|
||||
values across all indicators.
|
||||
- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
|
||||
and reference values.
|
||||
- `bindings/c`: Rust unit tests over the FFI boundary, plus C and C++ smoke
|
||||
tests and offline example `ctest`s run on the three OSes.
|
||||
- `bindings/csharp`: `dotnet test` cases covering one indicator per FFI archetype
|
||||
(scalar/batch, multi-output, bars, profile, array input) plus SMA reference values.
|
||||
- `bindings/go`: `go test` cases covering one indicator per FFI archetype
|
||||
(scalar/batch, multi-output, bars, profile, array input), reset, and lifecycle.
|
||||
- `bindings/r`: `testthat` cases covering one indicator per FFI archetype
|
||||
(scalar/batch, multi-output, bars, profile, array input), reset, and validation.
|
||||
- `bindings/java`: JUnit cases covering one indicator per FFI archetype
|
||||
(scalar/batch, multi-output, bars, profile, array input) plus batch equivalence.
|
||||
|
||||
## Contributing
|
||||
|
||||
|
||||
+1
-1
@@ -22,7 +22,7 @@ minor releases; breaking changes are called out in the changelog.
|
||||
- **Performance.** Keep per-tick updates O(1) and maintain the benchmark suite;
|
||||
investigate further allocation and cache improvements.
|
||||
- **Bindings parity.** Keep the Python, Node.js and WebAssembly bindings — plus
|
||||
the C ABI and the C# / .NET and Go bindings generated from it — in lockstep with the
|
||||
the C ABI and the C# / .NET, Go, Java and R bindings generated from it — in lockstep with the
|
||||
Rust core, including type stubs and platform coverage.
|
||||
- **Documentation.** Maintain a deep-dive page per indicator on
|
||||
<https://docs.wickra.org>, plus quickstarts and cookbook material.
|
||||
|
||||
+3
-3
@@ -2,13 +2,13 @@
|
||||
|
||||
## Supported versions
|
||||
|
||||
Wickra is pre-1.0. Security fixes are applied to the latest released `0.5.x`
|
||||
Wickra is pre-1.0. Security fixes are applied to the latest released `0.8.4`
|
||||
version only; please upgrade to the newest release before reporting an issue.
|
||||
|
||||
| Version | Supported |
|
||||
| --- | --- |
|
||||
| 0.5.x (latest) | :white_check_mark: |
|
||||
| older 0.5.x | :x: |
|
||||
| 0.8.4 (latest) | :white_check_mark: |
|
||||
| < 0.8.4 | :x: |
|
||||
|
||||
## Reporting a vulnerability
|
||||
|
||||
|
||||
+1
-1
@@ -7,7 +7,7 @@ Thanks for using Wickra! Here is where to get help, depending on what you need.
|
||||
Most questions are answered in the documentation:
|
||||
|
||||
- **Docs site:** <https://docs.wickra.org> — quickstarts for Rust, Python,
|
||||
Node.js, WebAssembly, C, C# and Go, a per-indicator reference, warmup periods, the
|
||||
Node.js, WebAssembly, C, C#, Go, Java and R, a per-indicator reference, warmup periods, the
|
||||
data layer, and an FAQ.
|
||||
- **README:** <https://github.com/wickra-lib/wickra#readme> — installation and a
|
||||
quick overview.
|
||||
|
||||
+2
-2
@@ -4,7 +4,7 @@ This document describes Wickra's attack surface and the threats considered,
|
||||
together with their mitigations. It complements the security assurance case in
|
||||
[`SECURITY.md`](SECURITY.md). Wickra is a computational technical-analysis
|
||||
library (a Rust core with Python, Node.js and WebAssembly bindings plus a C ABI
|
||||
and the .NET and Go bindings built on it),
|
||||
and the .NET, Go, Java and R bindings built on it),
|
||||
not a network service or trading system; the attack surface is correspondingly
|
||||
small.
|
||||
|
||||
@@ -33,7 +33,7 @@ small.
|
||||
| Threat | Mitigation |
|
||||
| --- | --- |
|
||||
| Memory-safety exploit (buffer overflow, UAF) via crafted input | Pure safe Rust; `unsafe` is forbidden/minimised, so the compiler precludes these classes. |
|
||||
| Misuse of the C ABI FFI boundary (invalid/dangling handle, undersized batch buffer) | The C ABI (`bindings/c`) is the sole `unsafe` surface. Its shim adds no logic, NULL-checks every handle (returning `NaN`/no-op), writes only into caller-sized buffers, and catches panics so none cross the boundary. A caller passing a non-NULL but dangling pointer is undefined behaviour by C's own contract — out of scope, the same as any C library. |
|
||||
| Misuse of the C ABI FFI boundary (invalid/dangling handle, undersized batch buffer) | The C ABI (`bindings/c`) is the sole `unsafe` surface. Its shim adds no logic, NULL-checks every handle (returning `NaN`/no-op), writes only into caller-sized buffers, and is built with `panic = "abort"` so a panic terminates the process deterministically instead of unwinding across the FFI boundary (which would be undefined behaviour). A caller passing a non-NULL but dangling pointer is undefined behaviour by C's own contract — out of scope, the same as any C library. |
|
||||
| Denial of service via malformed/degenerate input (NaN, infinities, extreme magnitudes) | Indicators reject non-finite inputs and validate parameters at construction; update paths are exercised by coverage-guided fuzzing and unit tests for edge cases. |
|
||||
| Silently incorrect results | 100% line coverage on the core crate; reference-value tests against known-good sources; streaming/batch parity tests. |
|
||||
| Integer overflow / panics | `clippy::pedantic` with `-D warnings`; debug assertions and overflow checks enabled in test/fuzz builds. |
|
||||
|
||||
+14
-1
@@ -42,5 +42,18 @@ cast_sign_loss = "allow"
|
||||
similar_names = "allow"
|
||||
float_cmp = "allow"
|
||||
|
||||
[features]
|
||||
# `parallel` (rayon-backed batch in wickra-core) is on by default for native
|
||||
# builds. The wasm32-unknown-emscripten target has no threads, so the R
|
||||
# package's wasm build (r-universe / webR) compiles this crate with
|
||||
# --no-default-features to drop rayon; wickra-core falls back to its serial
|
||||
# batch path, which is cfg-gated behind the same feature.
|
||||
default = ["parallel"]
|
||||
parallel = ["wickra-core/parallel"]
|
||||
|
||||
[dependencies]
|
||||
wickra-core = { workspace = true }
|
||||
# Direct path dep rather than `workspace = true`: a member-level
|
||||
# `default-features = false` is ignored when inheriting a workspace dep that
|
||||
# does not set it, which would leave rayon in the wasm build. wickra-c is
|
||||
# `publish = false`, so no version pin is needed (and none to keep in sync).
|
||||
wickra-core = { path = "../../crates/wickra-core", default-features = false }
|
||||
|
||||
+15
-1
@@ -9,7 +9,7 @@
|
||||
library plus a generated `wickra.h` — no system dependencies.**
|
||||
|
||||
Wickra is a multi-language technical-analysis library with a Rust core and
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go, Java, R and any
|
||||
other C-capable language. Every indicator is an O(1)
|
||||
streaming state machine, so live trading bots and historical backtests share
|
||||
the exact same implementation. This package is the **C ABI hub**: it compiles the
|
||||
@@ -54,6 +54,20 @@ Multi-output indicators (MACD, Bollinger, ADX, …) take a pointer to a `#[repr(
|
||||
struct and return a `bool`. The optional `wickra.hpp` wraps any handle in a
|
||||
move-only `wickra::Handle` for exception-safe C++ lifetimes.
|
||||
|
||||
## Benchmark
|
||||
|
||||
`benchmarks/throughput.c` reports streaming and batch updates-per-second for
|
||||
`SMA`, `ATR` and `MACD`. As the thinnest binding it is the floor of the
|
||||
per-binding FFI overhead — not a cross-library ratio (the same Rust core runs
|
||||
under every binding); see the repository
|
||||
[BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
|
||||
|
||||
```bash
|
||||
cargo build -p wickra-c --release
|
||||
cmake -S benchmarks -B build && cmake --build build
|
||||
./build/throughput
|
||||
```
|
||||
|
||||
## Documentation
|
||||
|
||||
The full indicator catalogue, guides, quickstarts, and API reference live in
|
||||
|
||||
@@ -0,0 +1,40 @@
|
||||
cmake_minimum_required(VERSION 3.15)
|
||||
project(wickra_c_benchmarks C)
|
||||
|
||||
# Directory holding the compiled Wickra C library (cargo output), e.g.
|
||||
# <workspace>/target/release. Override with -DWICKRA_LIB_DIR=/path/to/target/release.
|
||||
if(NOT DEFINED WICKRA_LIB_DIR)
|
||||
set(WICKRA_LIB_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../../../target/release")
|
||||
endif()
|
||||
set(WICKRA_INCLUDE_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../include")
|
||||
|
||||
# Pick the right link target per platform/toolchain.
|
||||
# - MSVC links the generated import library (wickra.dll.lib).
|
||||
# - MinGW/gcc on Windows links the DLL directly.
|
||||
# - Unix links the shared object / dylib.
|
||||
if(WIN32)
|
||||
set(WICKRA_RUNTIME "${WICKRA_LIB_DIR}/wickra.dll")
|
||||
if(MSVC)
|
||||
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll.lib")
|
||||
else()
|
||||
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll")
|
||||
endif()
|
||||
elseif(APPLE)
|
||||
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.dylib")
|
||||
else()
|
||||
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.so")
|
||||
endif()
|
||||
|
||||
add_executable(throughput throughput.c)
|
||||
target_include_directories(throughput PRIVATE "${WICKRA_INCLUDE_DIR}")
|
||||
target_link_libraries(throughput PRIVATE "${WICKRA_LINK_LIB}")
|
||||
if(UNIX AND NOT APPLE)
|
||||
target_link_libraries(throughput PRIVATE m)
|
||||
endif()
|
||||
|
||||
# On Windows copy the DLL next to the executable so the loader finds it.
|
||||
if(WIN32)
|
||||
add_custom_command(TARGET throughput POST_BUILD
|
||||
COMMAND ${CMAKE_COMMAND} -E copy_if_different
|
||||
"${WICKRA_RUNTIME}" "$<TARGET_FILE_DIR:throughput>")
|
||||
endif()
|
||||
@@ -0,0 +1,167 @@
|
||||
/*
|
||||
* Throughput benchmark for the Wickra C ABI.
|
||||
*
|
||||
* Measures how many indicator updates per second the C ABI sustains, both
|
||||
* per-tick (streaming `_update`) and bulk (`_batch`), over a synthetic OHLCV
|
||||
* series. It is the C counterpart of the Node throughput.js and the Rust
|
||||
* criterion benches: it benchmarks Wickra's own O(1) streaming engine through
|
||||
* the raw C boundary (there is no comparable streaming TA library to compare
|
||||
* against), so the headline number is raw throughput, not a cross-library
|
||||
* ratio. C is the thinnest binding, so these numbers are the floor of the
|
||||
* per-binding FFI overhead the higher-level bindings build on.
|
||||
*
|
||||
* Three indicators are timed, chosen by call-signature archetype rather than
|
||||
* algorithm: SMA (1-in -> 1-out), ATR (multi-in -> 1-out), and MACD
|
||||
* (1-in -> multi-out). Streaming is timed for all three; batch only for the
|
||||
* single-output SMA and ATR (the C ABI has no MACD batch entry point).
|
||||
*
|
||||
* Build the C ABI library first, then build and run the benchmark:
|
||||
*
|
||||
* cargo build -p wickra-c --release
|
||||
* cmake -S bindings/c/benchmarks -B build/cbench -DCMAKE_BUILD_TYPE=Release
|
||||
* cmake --build build/cbench
|
||||
* ./build/cbench/throughput # 200k bars (default)
|
||||
* ./build/cbench/throughput 1000000
|
||||
*/
|
||||
#include <stdio.h>
|
||||
#include <stdlib.h>
|
||||
#include <string.h>
|
||||
#include <math.h>
|
||||
#include <stdint.h>
|
||||
|
||||
#include "wickra.h"
|
||||
|
||||
#ifdef _WIN32
|
||||
#include <windows.h>
|
||||
static double now_ns(void) {
|
||||
static LARGE_INTEGER freq;
|
||||
static int init = 0;
|
||||
LARGE_INTEGER counter;
|
||||
if (!init) {
|
||||
QueryPerformanceFrequency(&freq);
|
||||
init = 1;
|
||||
}
|
||||
QueryPerformanceCounter(&counter);
|
||||
return (double)counter.QuadPart * 1e9 / (double)freq.QuadPart;
|
||||
}
|
||||
#else
|
||||
#include <time.h>
|
||||
static double now_ns(void) {
|
||||
struct timespec ts;
|
||||
clock_gettime(CLOCK_MONOTONIC, &ts);
|
||||
return (double)ts.tv_sec * 1e9 + (double)ts.tv_nsec;
|
||||
}
|
||||
#endif
|
||||
|
||||
static double median3(double a, double b, double c) {
|
||||
if ((a <= b && b <= c) || (c <= b && b <= a)) return b;
|
||||
if ((b <= a && a <= c) || (c <= a && a <= b)) return a;
|
||||
return c;
|
||||
}
|
||||
|
||||
/* Run `body` once as warmup, then time three repetitions and store the median
|
||||
* elapsed nanoseconds in `dst`. `body` is a brace-enclosed statement block. */
|
||||
#define MEASURE(dst, body) \
|
||||
do { \
|
||||
body; \
|
||||
double s0, s1, s2, t0; \
|
||||
t0 = now_ns(); body; s0 = now_ns() - t0; \
|
||||
t0 = now_ns(); body; s1 = now_ns() - t0; \
|
||||
t0 = now_ns(); body; s2 = now_ns() - t0; \
|
||||
(dst) = median3(s0, s1, s2); \
|
||||
} while (0)
|
||||
|
||||
int main(int argc, char **argv) {
|
||||
size_t bars = 200000;
|
||||
if (argc > 1) {
|
||||
long n = strtol(argv[1], NULL, 10);
|
||||
if (n >= 1000) {
|
||||
bars = (size_t)n;
|
||||
}
|
||||
}
|
||||
const size_t n = bars;
|
||||
|
||||
/* Deterministic synthetic OHLCV (no RNG, so runs are comparable). */
|
||||
double *open = malloc(n * sizeof(double));
|
||||
double *high = malloc(n * sizeof(double));
|
||||
double *low = malloc(n * sizeof(double));
|
||||
double *close = malloc(n * sizeof(double));
|
||||
double *volume = malloc(n * sizeof(double));
|
||||
int64_t *timestamp = malloc(n * sizeof(int64_t));
|
||||
double *out = malloc(n * sizeof(double)); /* reused batch scratch buffer */
|
||||
if (!open || !high || !low || !close || !volume || !timestamp || !out) {
|
||||
fprintf(stderr, "allocation failed\n");
|
||||
return 1;
|
||||
}
|
||||
for (size_t i = 0; i < n; i++) {
|
||||
double mid = 100 + sin((double)i * 0.001) * 20 + (double)i * 1e-4;
|
||||
double c = mid + sin((double)i * 0.05) * 2;
|
||||
close[i] = c;
|
||||
open[i] = mid;
|
||||
high[i] = fmax(c, mid) + 1.5;
|
||||
low[i] = fmin(c, mid) - 1.5;
|
||||
volume[i] = 1000 + (double)(i % 97) * 13;
|
||||
timestamp[i] = (int64_t)i;
|
||||
}
|
||||
|
||||
double ns;
|
||||
double sma_stream, sma_batch, atr_stream, atr_batch, macd_stream;
|
||||
|
||||
MEASURE(ns, {
|
||||
struct Sma *ind = wickra_sma_new(20);
|
||||
for (size_t i = 0; i < n; i++) wickra_sma_update(ind, close[i]);
|
||||
wickra_sma_free(ind);
|
||||
});
|
||||
sma_stream = (double)n / (ns / 1e9) / 1e6;
|
||||
|
||||
MEASURE(ns, {
|
||||
struct Sma *ind = wickra_sma_new(20);
|
||||
wickra_sma_batch(ind, close, out, n);
|
||||
wickra_sma_free(ind);
|
||||
});
|
||||
sma_batch = (double)n / (ns / 1e9) / 1e6;
|
||||
|
||||
MEASURE(ns, {
|
||||
struct Atr *ind = wickra_atr_new(14);
|
||||
for (size_t i = 0; i < n; i++)
|
||||
wickra_atr_update(ind, open[i], high[i], low[i], close[i], volume[i], timestamp[i]);
|
||||
wickra_atr_free(ind);
|
||||
});
|
||||
atr_stream = (double)n / (ns / 1e9) / 1e6;
|
||||
|
||||
MEASURE(ns, {
|
||||
struct Atr *ind = wickra_atr_new(14);
|
||||
wickra_atr_batch(ind, open, high, low, close, volume, timestamp, out, n);
|
||||
wickra_atr_free(ind);
|
||||
});
|
||||
atr_batch = (double)n / (ns / 1e9) / 1e6;
|
||||
|
||||
MEASURE(ns, {
|
||||
struct MacdIndicator *ind = wickra_macd_indicator_new(12, 26, 9);
|
||||
struct WickraMacdOutput value;
|
||||
for (size_t i = 0; i < n; i++) wickra_macd_indicator_update(ind, close[i], &value);
|
||||
wickra_macd_indicator_free(ind);
|
||||
});
|
||||
macd_stream = (double)n / (ns / 1e9) / 1e6;
|
||||
|
||||
printf("Wickra C throughput - %zu bars (median of 3 runs)\n\n", n);
|
||||
printf("%-22s%20s%18s\n", "Indicator", "streaming (Mupd/s)", "batch (Mupd/s)");
|
||||
printf("------------------------------------------------------------\n");
|
||||
printf("%-22s%20.1f%18.1f\n", "SMA(20)", sma_stream, sma_batch);
|
||||
printf("%-22s%20.1f%18.1f\n", "ATR(14)", atr_stream, atr_batch);
|
||||
printf("%-22s%20.1f%18s\n", "MACD(12,26,9)", macd_stream, "-");
|
||||
|
||||
printf("\nMupd/s = million indicator updates per second. Streaming is the per-tick\n"
|
||||
"`_update` path (one C call per value); batch is the bulk array path (one\n"
|
||||
"C call). Higher is better. Numbers are machine-dependent - use them for\n"
|
||||
"relative comparison, not as a speed claim.\n");
|
||||
|
||||
free(open);
|
||||
free(high);
|
||||
free(low);
|
||||
free(close);
|
||||
free(volume);
|
||||
free(timestamp);
|
||||
free(out);
|
||||
return 0;
|
||||
}
|
||||
@@ -9,7 +9,7 @@
|
||||
prebuilt native library, no system dependencies.**
|
||||
|
||||
Wickra is a multi-language technical-analysis library with a Rust core and
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go, Java, R and any
|
||||
other C-capable language. Every indicator is an O(1)
|
||||
streaming state machine, so live trading bots and historical backtests share
|
||||
the exact same implementation. This package is the .NET binding; it consumes the
|
||||
@@ -52,6 +52,18 @@ foreach (var price in liveFeed)
|
||||
values — the equivalence is enforced by the test suite. Multi-output indicators
|
||||
(MACD, Bollinger, ADX, …) return a nullable `record struct`, `null` while warming up.
|
||||
|
||||
## Benchmark
|
||||
|
||||
`benchmarks/` reports streaming and batch updates-per-second for `SMA`, `ATR`
|
||||
and `MACD`. It measures this binding's FFI overhead, not a cross-library ratio
|
||||
(the same Rust core runs under every binding) — see the repository
|
||||
[BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
|
||||
|
||||
```bash
|
||||
cargo build -p wickra-c --release
|
||||
dotnet run -c Release --project benchmarks
|
||||
```
|
||||
|
||||
## Documentation
|
||||
|
||||
The full indicator catalogue, guides, quickstarts, and API reference live in
|
||||
|
||||
@@ -11,7 +11,7 @@
|
||||
|
||||
<!-- NuGet package metadata -->
|
||||
<PackageId>Wickra</PackageId>
|
||||
<Version>0.7.7</Version>
|
||||
<Version>0.8.4</Version>
|
||||
<Authors>kingchenc</Authors>
|
||||
<Description>High-performance streaming technical-analysis indicators (514 indicators) for .NET, backed by the native Rust core via the Wickra C ABI.</Description>
|
||||
<PackageLicenseExpression>MIT OR Apache-2.0</PackageLicenseExpression>
|
||||
|
||||
@@ -0,0 +1,21 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<!-- Standalone throughput benchmark for the Wickra C# binding.
|
||||
See Program.cs for run instructions. Requires the C ABI library; the
|
||||
binding's dev DllImportResolver falls back to target/release. -->
|
||||
<PropertyGroup>
|
||||
<OutputType>Exe</OutputType>
|
||||
<TargetFramework>net8.0</TargetFramework>
|
||||
<LangVersion>latest</LangVersion>
|
||||
<Nullable>enable</Nullable>
|
||||
<ImplicitUsings>enable</ImplicitUsings>
|
||||
<IsPackable>false</IsPackable>
|
||||
<AssemblyName>Wickra.Benchmarks</AssemblyName>
|
||||
<RootNamespace>Wickra.Benchmarks</RootNamespace>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\Wickra\Wickra.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,101 @@
|
||||
// Throughput benchmark for the Wickra C# binding.
|
||||
//
|
||||
// Measures how many indicator updates per second the binding sustains, both
|
||||
// per-tick (streaming Update) and bulk (Batch), over a synthetic OHLCV series.
|
||||
// It is the C# counterpart of the Node throughput.js and the Rust criterion
|
||||
// benches: it benchmarks Wickra's own O(1) streaming engine across the
|
||||
// managed<->C-ABI boundary (there is no comparable streaming TA library on
|
||||
// NuGet to compare against), so the headline number is raw per-binding
|
||||
// throughput / FFI overhead, not a cross-library ratio.
|
||||
//
|
||||
// Three indicators are timed, chosen by FFI call-signature archetype rather
|
||||
// than algorithm: SMA (1-in -> 1-out), ATR (multi-in -> 1-out), and MACD
|
||||
// (1-in -> multi-out). Streaming is timed for all three; batch only for the
|
||||
// single-output SMA and ATR (multi-output batch is not exposed uniformly).
|
||||
//
|
||||
// cargo build -p wickra-c --release
|
||||
// dotnet run -c Release --project bindings/csharp/benchmarks # 200k bars
|
||||
// dotnet run -c Release --project bindings/csharp/benchmarks -- --bars 1000000
|
||||
|
||||
using System.Diagnostics;
|
||||
using System.Globalization;
|
||||
using Wickra;
|
||||
|
||||
// Deterministic, locale-independent number formatting for the report.
|
||||
CultureInfo.CurrentCulture = CultureInfo.InvariantCulture;
|
||||
|
||||
int bars = 200_000;
|
||||
for (int i = 0; i < args.Length - 1; i++)
|
||||
{
|
||||
if (args[i] == "--bars" && int.TryParse(args[i + 1], out var n) && n >= 1000)
|
||||
{
|
||||
bars = n;
|
||||
}
|
||||
}
|
||||
|
||||
// Deterministic synthetic OHLCV (no RNG, so runs are comparable).
|
||||
var open = new double[bars];
|
||||
var high = new double[bars];
|
||||
var low = new double[bars];
|
||||
var close = new double[bars];
|
||||
var volume = new double[bars];
|
||||
var timestamp = new long[bars];
|
||||
for (int i = 0; i < bars; i++)
|
||||
{
|
||||
double mid = 100 + Math.Sin(i * 0.001) * 20 + i * 1e-4;
|
||||
double c = mid + Math.Sin(i * 0.05) * 2;
|
||||
close[i] = c;
|
||||
open[i] = mid;
|
||||
high[i] = Math.Max(c, mid) + 1.5;
|
||||
low[i] = Math.Min(c, mid) - 1.5;
|
||||
volume[i] = 1000 + (i % 97) * 13;
|
||||
timestamp[i] = i;
|
||||
}
|
||||
|
||||
double Mups(double ns) => bars / (ns / 1e9) / 1e6;
|
||||
|
||||
// Median elapsed-ns over a few repetitions, after one warmup pass.
|
||||
double TimeNs(Action fn, int reps = 3)
|
||||
{
|
||||
fn(); // warmup (JIT + cache)
|
||||
var samples = new double[reps];
|
||||
for (int r = 0; r < reps; r++)
|
||||
{
|
||||
long t0 = Stopwatch.GetTimestamp();
|
||||
fn();
|
||||
samples[r] = (Stopwatch.GetTimestamp() - t0) * (1e9 / Stopwatch.Frequency);
|
||||
}
|
||||
Array.Sort(samples);
|
||||
return samples[reps / 2];
|
||||
}
|
||||
|
||||
// SMA (scalar 1-in/1-out), ATR (multi-in/1-out), MACD (1-in/multi-out).
|
||||
var indicators = new (string Name, Action Stream, Action? Batch)[]
|
||||
{
|
||||
("SMA(20)",
|
||||
() => { using var ind = new Sma(20); for (int i = 0; i < bars; i++) ind.Update(close[i]); },
|
||||
() => { using var ind = new Sma(20); ind.Batch(close); }),
|
||||
("ATR(14)",
|
||||
() => { using var ind = new Atr(14); for (int i = 0; i < bars; i++) ind.Update(open[i], high[i], low[i], close[i], volume[i], timestamp[i]); },
|
||||
() => { using var ind = new Atr(14); ind.Batch(open, high, low, close, volume, timestamp); }),
|
||||
("MACD(12,26,9)",
|
||||
() => { using var ind = new MacdIndicator(12, 26, 9); for (int i = 0; i < bars; i++) ind.Update(close[i]); },
|
||||
null), // multi-output: streaming only
|
||||
};
|
||||
|
||||
Console.WriteLine($"Wickra C# throughput - {bars:N0} bars (median of 3 runs)\n");
|
||||
Console.WriteLine($"{"Indicator",-22}{"streaming (Mupd/s)",20}{"batch (Mupd/s)",18}");
|
||||
Console.WriteLine(new string('-', 60));
|
||||
|
||||
foreach (var (name, stream, batch) in indicators)
|
||||
{
|
||||
string streamMups = Mups(TimeNs(stream)).ToString("F1");
|
||||
string batchMups = batch is null ? "-" : Mups(TimeNs(batch)).ToString("F1");
|
||||
Console.WriteLine($"{name,-22}{streamMups,20}{batchMups,18}");
|
||||
}
|
||||
|
||||
Console.WriteLine(
|
||||
"\nMupd/s = million indicator updates per second. Streaming is the per-tick\n" +
|
||||
"Update path crossing the managed<->C-ABI boundary once per value; batch is\n" +
|
||||
"the bulk array path (one boundary crossing). Higher is better. Numbers are\n" +
|
||||
"machine-dependent - use them for relative comparison, not as a speed claim.");
|
||||
+37
-12
@@ -2,13 +2,13 @@
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
|
||||
[](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
|
||||
**Streaming-first technical indicators for Go, over the Wickra C ABI hub via cgo.**
|
||||
|
||||
Wickra is a multi-language technical-analysis library with a Rust core and
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go, Java, R and
|
||||
any other C-capable language. Every indicator is an O(1) streaming state machine,
|
||||
so live trading bots and historical backtests share the exact same
|
||||
implementation. This package is the Go binding; it consumes the C ABI hub through
|
||||
@@ -16,24 +16,38 @@ cgo and exposes all 514 streaming-first indicators as idiomatic types.
|
||||
|
||||
## Install
|
||||
|
||||
Use the published **`wickra-go`** module, which bundles the prebuilt C ABI
|
||||
library for every platform, so `go get` + `go build` works with no extra steps
|
||||
(a C compiler is still required, as the binding uses cgo):
|
||||
|
||||
```bash
|
||||
go get github.com/wickra-lib/wickra/bindings/go
|
||||
go get github.com/wickra-lib/wickra-go
|
||||
```
|
||||
|
||||
The binding uses cgo, so a C compiler is required, and it links against the
|
||||
prebuilt Wickra C ABI library. Build that library from the workspace and stage
|
||||
it under this package's `lib/` directory:
|
||||
```go
|
||||
import wickra "github.com/wickra-lib/wickra-go"
|
||||
```
|
||||
|
||||
`wickra-go` is generated from this directory by the release pipeline: it mirrors
|
||||
the Go sources, the vendored C ABI header (`include/wickra.h`) and the prebuilt
|
||||
libraries under `lib/<goos>_<goarch>/`. On Linux/macOS the library path is baked
|
||||
in via rpath; on Windows the DLL must be discoverable at run time (next to the
|
||||
executable or on `PATH`).
|
||||
|
||||
### Building from this repository (contributors)
|
||||
|
||||
This `bindings/go` directory is the development source. To build it directly,
|
||||
compile the C ABI and stage the library into the per-platform directory cgo
|
||||
links against:
|
||||
|
||||
```bash
|
||||
cargo build -p wickra-c --release
|
||||
cp target/release/libwickra.so bindings/go/lib/ # Linux
|
||||
cp target/release/libwickra.dylib bindings/go/lib/ # macOS
|
||||
cp target/release/wickra.dll bindings/go/lib/ # Windows (also on PATH at run time)
|
||||
mkdir -p bindings/go/lib/linux_amd64 # match your GOOS_GOARCH
|
||||
cp target/release/libwickra.so bindings/go/lib/linux_amd64/ # Linux
|
||||
cp target/release/libwickra.dylib bindings/go/lib/darwin_arm64/ # macOS (arm64)
|
||||
cp target/release/wickra.dll bindings/go/lib/windows_amd64/ # Windows
|
||||
```
|
||||
|
||||
On Linux and macOS the library path is baked in via rpath; on Windows the DLL
|
||||
must be discoverable at run time (next to the executable or on `PATH`).
|
||||
|
||||
## Quick start
|
||||
|
||||
```go
|
||||
@@ -74,6 +88,17 @@ values — the equivalence is enforced by the test suite. Multi-output indicator
|
||||
Every indicator owns a native handle freed by `Close()`; a finalizer is wired as
|
||||
a backstop, but call `Close()` (e.g. with `defer`) to release memory promptly.
|
||||
|
||||
## Benchmark
|
||||
|
||||
`benchmarks/throughput.go` reports streaming and batch updates-per-second for
|
||||
`SMA`, `ATR` and `MACD`. It measures this binding's FFI overhead, not a
|
||||
cross-library ratio (the same Rust core runs under every binding) — see the
|
||||
repository [BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
|
||||
|
||||
```bash
|
||||
cd benchmarks && go run .
|
||||
```
|
||||
|
||||
## Documentation
|
||||
|
||||
The full indicator catalogue, guides, quickstarts, and API reference live in the
|
||||
|
||||
@@ -0,0 +1,145 @@
|
||||
// Throughput benchmark for the Wickra Go bindings.
|
||||
//
|
||||
// Measures how many indicator updates per second the cgo binding sustains,
|
||||
// both per-tick (streaming Update) and bulk (Batch), over a synthetic OHLCV
|
||||
// series. It is the Go counterpart of the Node throughput.js and the Rust
|
||||
// criterion benches: it benchmarks Wickra's own O(1) streaming engine across
|
||||
// the Go<->C-ABI boundary (there is no comparable streaming TA library to
|
||||
// compare against), so the headline number is raw per-binding throughput /
|
||||
// FFI overhead, not a cross-library ratio.
|
||||
//
|
||||
// Three indicators are timed, chosen by FFI call-signature archetype rather
|
||||
// than algorithm: SMA (1-in -> 1-out), ATR (multi-in -> 1-out), and MACD
|
||||
// (1-in -> multi-out). Streaming is timed for all three; batch only for the
|
||||
// single-output SMA and ATR (multi-output batch is not exposed uniformly).
|
||||
//
|
||||
// Provision the C ABI library first (see bindings/go/README.md), then run:
|
||||
//
|
||||
// cd bindings/go/benchmarks
|
||||
// go run . # 200k bars (default)
|
||||
// go run . -bars 1000000
|
||||
package main
|
||||
|
||||
import (
|
||||
"flag"
|
||||
"fmt"
|
||||
"math"
|
||||
"sort"
|
||||
"time"
|
||||
|
||||
wickra "github.com/wickra-lib/wickra/bindings/go"
|
||||
)
|
||||
|
||||
func main() {
|
||||
bars := flag.Int("bars", 200_000, "number of synthetic bars to feed")
|
||||
flag.Parse()
|
||||
n := *bars
|
||||
if n < 1000 {
|
||||
fmt.Println("-bars must be >= 1000")
|
||||
return
|
||||
}
|
||||
|
||||
// Deterministic synthetic OHLCV (no RNG, so runs are comparable).
|
||||
open := make([]float64, n)
|
||||
high := make([]float64, n)
|
||||
low := make([]float64, n)
|
||||
closeP := make([]float64, n)
|
||||
volume := make([]float64, n)
|
||||
timestamp := make([]int64, n)
|
||||
for i := 0; i < n; i++ {
|
||||
mid := 100 + math.Sin(float64(i)*0.001)*20 + float64(i)*1e-4
|
||||
c := mid + math.Sin(float64(i)*0.05)*2
|
||||
closeP[i] = c
|
||||
open[i] = mid
|
||||
high[i] = math.Max(c, mid) + 1.5
|
||||
low[i] = math.Min(c, mid) - 1.5
|
||||
volume[i] = 1000 + float64(i%97)*13
|
||||
timestamp[i] = int64(i)
|
||||
}
|
||||
|
||||
mups := func(d time.Duration) float64 {
|
||||
return float64(n) / d.Seconds() / 1e6
|
||||
}
|
||||
|
||||
// Median elapsed over a few repetitions, after one warmup pass.
|
||||
timeFn := func(fn func()) time.Duration {
|
||||
fn() // warmup
|
||||
const reps = 3
|
||||
samples := make([]time.Duration, reps)
|
||||
for r := 0; r < reps; r++ {
|
||||
t0 := time.Now()
|
||||
fn()
|
||||
samples[r] = time.Since(t0)
|
||||
}
|
||||
sort.Slice(samples, func(a, b int) bool { return samples[a] < samples[b] })
|
||||
return samples[reps/2]
|
||||
}
|
||||
|
||||
type indicator struct {
|
||||
name string
|
||||
stream func()
|
||||
batch func() // nil -> streaming only
|
||||
}
|
||||
|
||||
indicators := []indicator{
|
||||
{
|
||||
name: "SMA(20)",
|
||||
stream: func() {
|
||||
ind, _ := wickra.NewSma(20)
|
||||
for i := 0; i < n; i++ {
|
||||
ind.Update(closeP[i])
|
||||
}
|
||||
ind.Close()
|
||||
},
|
||||
batch: func() {
|
||||
ind, _ := wickra.NewSma(20)
|
||||
ind.Batch(closeP)
|
||||
ind.Close()
|
||||
},
|
||||
},
|
||||
{
|
||||
name: "ATR(14)",
|
||||
stream: func() {
|
||||
ind, _ := wickra.NewAtr(14)
|
||||
for i := 0; i < n; i++ {
|
||||
ind.Update(open[i], high[i], low[i], closeP[i], volume[i], timestamp[i])
|
||||
}
|
||||
ind.Close()
|
||||
},
|
||||
batch: func() {
|
||||
ind, _ := wickra.NewAtr(14)
|
||||
ind.Batch(open, high, low, closeP, volume, timestamp)
|
||||
ind.Close()
|
||||
},
|
||||
},
|
||||
{
|
||||
name: "MACD(12,26,9)",
|
||||
stream: func() {
|
||||
ind, _ := wickra.NewMacdIndicator(12, 26, 9)
|
||||
for i := 0; i < n; i++ {
|
||||
ind.Update(closeP[i])
|
||||
}
|
||||
ind.Close()
|
||||
},
|
||||
batch: nil, // multi-output: streaming only
|
||||
},
|
||||
}
|
||||
|
||||
fmt.Printf("Wickra Go throughput - %d bars (median of 3 runs)\n\n", n)
|
||||
fmt.Printf("%-22s%20s%18s\n", "Indicator", "streaming (Mupd/s)", "batch (Mupd/s)")
|
||||
fmt.Println("------------------------------------------------------------")
|
||||
|
||||
for _, ind := range indicators {
|
||||
streamMups := fmt.Sprintf("%.1f", mups(timeFn(ind.stream)))
|
||||
batchMups := "-"
|
||||
if ind.batch != nil {
|
||||
batchMups = fmt.Sprintf("%.1f", mups(timeFn(ind.batch)))
|
||||
}
|
||||
fmt.Printf("%-22s%20s%18s\n", ind.name, streamMups, batchMups)
|
||||
}
|
||||
|
||||
fmt.Print("\nMupd/s = million indicator updates per second. Streaming is the per-tick\n",
|
||||
"Update path crossing the Go<->C-ABI boundary once per value; batch is the\n",
|
||||
"bulk slice path (one boundary crossing). Higher is better. Numbers are\n",
|
||||
"machine-dependent - use them for relative comparison, not as a speed claim.\n")
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
+12
-7
@@ -4,16 +4,21 @@
|
||||
// Each indicator is an opaque-handle type with a New<Indicator> constructor and
|
||||
// Update/Batch/Reset/Close methods. Handles are freed by Close and, as a
|
||||
// backstop, by a finalizer; call Close explicitly to release native memory
|
||||
// promptly. The binding links against the prebuilt Wickra C ABI library
|
||||
// (libwickra.so/.dylib or wickra.dll) staged under ./lib — see the package
|
||||
// README for how to provision it.
|
||||
// promptly. The binding links against the prebuilt Wickra C ABI library, staged
|
||||
// per platform under ./lib/<goos>_<goarch>/, with the C ABI header vendored
|
||||
// under ./include. For distribution the libraries are committed alongside the
|
||||
// source in the wickra-go module, so `go get` + `go build` works with no extra
|
||||
// steps — see the package README.
|
||||
package wickra
|
||||
|
||||
/*
|
||||
#cgo CFLAGS: -I${SRCDIR}/../c/include
|
||||
#cgo linux LDFLAGS: -L${SRCDIR}/lib -lwickra -Wl,-rpath,${SRCDIR}/lib
|
||||
#cgo darwin LDFLAGS: -L${SRCDIR}/lib -lwickra -Wl,-rpath,${SRCDIR}/lib
|
||||
#cgo windows LDFLAGS: -L${SRCDIR}/lib -l:wickra.dll
|
||||
#cgo CFLAGS: -I${SRCDIR}/include
|
||||
#cgo linux,amd64 LDFLAGS: -L${SRCDIR}/lib/linux_amd64 -lwickra -Wl,-rpath,${SRCDIR}/lib/linux_amd64
|
||||
#cgo linux,arm64 LDFLAGS: -L${SRCDIR}/lib/linux_arm64 -lwickra -Wl,-rpath,${SRCDIR}/lib/linux_arm64
|
||||
#cgo darwin,amd64 LDFLAGS: -L${SRCDIR}/lib/darwin_amd64 -lwickra -Wl,-rpath,${SRCDIR}/lib/darwin_amd64
|
||||
#cgo darwin,arm64 LDFLAGS: -L${SRCDIR}/lib/darwin_arm64 -lwickra -Wl,-rpath,${SRCDIR}/lib/darwin_arm64
|
||||
#cgo windows,amd64 LDFLAGS: -L${SRCDIR}/lib/windows_amd64 -l:wickra.dll
|
||||
#cgo windows,arm64 LDFLAGS: -L${SRCDIR}/lib/windows_arm64 -l:wickra.dll
|
||||
#include "wickra.h"
|
||||
*/
|
||||
import "C"
|
||||
|
||||
@@ -0,0 +1,6 @@
|
||||
# Maven build output
|
||||
target/
|
||||
|
||||
# Native libraries staged for packaging (produced by the release pipeline from
|
||||
# the wickra-c-<triple>.tar.gz assets; never committed to source).
|
||||
src/main/resources/native/
|
||||
@@ -0,0 +1,115 @@
|
||||
# Wickra — Java
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://central.sonatype.com/artifact/org.wickra/wickra)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
|
||||
**Streaming-first technical indicators for the JVM, on the Java Foreign Function
|
||||
& Memory API — prebuilt native library, no JNI, no system dependencies.**
|
||||
|
||||
Wickra is a multi-language technical-analysis library with a Rust core and
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go, Java, R
|
||||
and any other C-capable language. Every indicator is an O(1) streaming state
|
||||
machine, so live trading bots and historical backtests share the exact same
|
||||
implementation. This package is the Java binding; it consumes the C ABI hub
|
||||
through the Panama FFM API (`java.lang.foreign`) and exposes all 514
|
||||
streaming-first indicators as idiomatic `AutoCloseable` classes.
|
||||
|
||||
## Requirements
|
||||
|
||||
- **Java 22 or later** (the FFM API is final since Java 22; no preview flag).
|
||||
- The FFM API is *restricted*: pass `--enable-native-access=ALL-UNNAMED` when you
|
||||
run your application to silence the native-access warning.
|
||||
|
||||
## Install
|
||||
|
||||
Maven:
|
||||
|
||||
```xml
|
||||
<dependency>
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.4</version>
|
||||
</dependency>
|
||||
```
|
||||
|
||||
Gradle:
|
||||
|
||||
```kotlin
|
||||
implementation("org.wickra:wickra:0.8.4")
|
||||
```
|
||||
|
||||
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
|
||||
arm64) inside the jar and is extracted automatically on first use. There is
|
||||
nothing to compile.
|
||||
|
||||
## Quick start
|
||||
|
||||
```java
|
||||
import org.wickra.Ema;
|
||||
import org.wickra.Rsi;
|
||||
|
||||
// Batch: run an indicator over a whole series (NaN at warmup positions).
|
||||
double[] prices = new double[1000];
|
||||
for (int i = 0; i < prices.length; i++) {
|
||||
prices[i] = 100.0 + i * 0.1;
|
||||
}
|
||||
try (Ema ema = new Ema(20)) {
|
||||
double[] values = ema.batch(prices);
|
||||
}
|
||||
|
||||
// Streaming: the same indicator, fed tick by tick in O(1).
|
||||
try (Rsi rsi = new Rsi(14)) {
|
||||
for (double price : liveFeed) {
|
||||
double value = rsi.update(price); // NaN during warmup, no recomputation
|
||||
if (Double.isFinite(value) && value > 70) {
|
||||
System.out.println("overbought");
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
`batch(prices)` and feeding the same prices through `update()` produce identical
|
||||
values — the equivalence is enforced by the test suite. Multi-output indicators
|
||||
(MACD, Bollinger, ADX, …) return a `record`, `null` while warming up. Each
|
||||
indicator owns a native handle freed by a `Cleaner`; `close()` releases it
|
||||
eagerly (use try-with-resources).
|
||||
|
||||
## Benchmark
|
||||
|
||||
`benchmarks/` reports streaming and batch updates-per-second for `SMA`, `ATR`
|
||||
and `MACD`. It measures this binding's FFI overhead, not a cross-library ratio
|
||||
(the same Rust core runs under every binding) — see the repository
|
||||
[BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
|
||||
|
||||
```bash
|
||||
cargo build -p wickra-c --release
|
||||
mvn -q install -DskipTests
|
||||
mvn -q -f benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
|
||||
```
|
||||
|
||||
## Documentation
|
||||
|
||||
The full indicator catalogue, guides, quickstarts, and API reference live in
|
||||
the main repository and documentation site:
|
||||
|
||||
- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
|
||||
- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
|
||||
- **Runnable examples:** [`examples/java/`](https://github.com/wickra-lib/wickra/tree/main/examples/java)
|
||||
|
||||
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
|
||||
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
|
||||
all exposing the same indicators from the shared, `unsafe`-forbidden Rust core.
|
||||
|
||||
## Disclaimer
|
||||
|
||||
Wickra is an indicator toolkit, not a trading system. The values it computes
|
||||
are deterministic transforms of the input data — they are not financial advice
|
||||
and do not predict the market. Any use in a live trading context is at your own
|
||||
risk. The library is provided **as is**, without warranty of any kind.
|
||||
|
||||
## License
|
||||
|
||||
Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
|
||||
or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
|
||||
@@ -0,0 +1,57 @@
|
||||
<?xml version="1.0" encoding="UTF-8"?>
|
||||
<project xmlns="http://maven.apache.org/POM/4.0.0"
|
||||
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
|
||||
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
|
||||
<modelVersion>4.0.0</modelVersion>
|
||||
|
||||
<groupId>org.wickra.benchmarks</groupId>
|
||||
<artifactId>wickra-benchmarks</artifactId>
|
||||
<version>0.8.2</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<name>Wickra Java benchmarks</name>
|
||||
<description>Throughput benchmark for the Wickra Java binding.</description>
|
||||
|
||||
<properties>
|
||||
<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
|
||||
<maven.compiler.release>22</maven.compiler.release>
|
||||
</properties>
|
||||
|
||||
<dependencies>
|
||||
<dependency>
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.2</version>
|
||||
</dependency>
|
||||
</dependencies>
|
||||
|
||||
<build>
|
||||
<plugins>
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-compiler-plugin</artifactId>
|
||||
<version>3.13.0</version>
|
||||
</plugin>
|
||||
|
||||
<!--
|
||||
Run the benchmark in a forked JVM with native access granted:
|
||||
mvn exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
|
||||
Requires the C ABI library and the installed binding; see Throughput.java.
|
||||
-->
|
||||
<plugin>
|
||||
<groupId>org.codehaus.mojo</groupId>
|
||||
<artifactId>exec-maven-plugin</artifactId>
|
||||
<version>3.2.0</version>
|
||||
<configuration>
|
||||
<executable>${java.home}/bin/java</executable>
|
||||
<arguments>
|
||||
<argument>--enable-native-access=ALL-UNNAMED</argument>
|
||||
<argument>-classpath</argument>
|
||||
<classpath/>
|
||||
<argument>${exec.mainClass}</argument>
|
||||
</arguments>
|
||||
</configuration>
|
||||
</plugin>
|
||||
</plugins>
|
||||
</build>
|
||||
</project>
|
||||
@@ -0,0 +1,149 @@
|
||||
package org.wickra.benchmarks;
|
||||
|
||||
import java.util.Arrays;
|
||||
import java.util.Locale;
|
||||
import org.wickra.Atr;
|
||||
import org.wickra.MacdIndicator;
|
||||
import org.wickra.Sma;
|
||||
|
||||
/**
|
||||
* Throughput benchmark for the Wickra Java binding.
|
||||
*
|
||||
* <p>Measures how many indicator updates per second the binding sustains, both
|
||||
* per-tick (streaming {@code update}) and bulk ({@code batch}), over a synthetic
|
||||
* OHLCV series. It is the Java counterpart of the Node {@code throughput.js} and
|
||||
* the Rust criterion benches: it benchmarks Wickra's own O(1) streaming engine
|
||||
* across the Java FFM <-> C-ABI boundary (there is no comparable streaming
|
||||
* TA library on Maven Central to compare against), so the headline number is raw
|
||||
* per-binding throughput / FFI overhead, not a cross-library ratio.
|
||||
*
|
||||
* <p>Three indicators are timed, chosen by FFI call-signature archetype rather
|
||||
* than algorithm: SMA (1-in -> 1-out), ATR (multi-in -> 1-out), and MACD
|
||||
* (1-in -> multi-out). Streaming is timed for all three; batch only for the
|
||||
* single-output SMA and ATR (multi-output batch is not exposed uniformly).
|
||||
*
|
||||
* <p>Install the binding and build the C ABI library first, then run from the
|
||||
* repo root:
|
||||
*
|
||||
* <pre>
|
||||
* cargo build -p wickra-c --release
|
||||
* mvn -q -f bindings/java install -DskipTests
|
||||
* mvn -q -f bindings/java/benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
|
||||
* </pre>
|
||||
*/
|
||||
public final class Throughput {
|
||||
private Throughput() {}
|
||||
|
||||
public static void main(String[] args) {
|
||||
int bars = 200_000;
|
||||
for (int i = 0; i < args.length - 1; i++) {
|
||||
if (args[i].equals("--bars")) {
|
||||
try {
|
||||
int n = Integer.parseInt(args[i + 1]);
|
||||
if (n >= 1000) {
|
||||
bars = n;
|
||||
}
|
||||
} catch (NumberFormatException ignored) {
|
||||
// keep default
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Deterministic synthetic OHLCV (no RNG, so runs are comparable).
|
||||
double[] open = new double[bars];
|
||||
double[] high = new double[bars];
|
||||
double[] low = new double[bars];
|
||||
double[] close = new double[bars];
|
||||
double[] volume = new double[bars];
|
||||
double[] timestamp = new double[bars];
|
||||
for (int i = 0; i < bars; i++) {
|
||||
double mid = 100 + Math.sin(i * 0.001) * 20 + i * 1e-4;
|
||||
double c = mid + Math.sin(i * 0.05) * 2;
|
||||
close[i] = c;
|
||||
open[i] = mid;
|
||||
high[i] = Math.max(c, mid) + 1.5;
|
||||
low[i] = Math.min(c, mid) - 1.5;
|
||||
volume[i] = 1000 + (i % 97) * 13;
|
||||
timestamp[i] = i;
|
||||
}
|
||||
|
||||
final int n = bars;
|
||||
|
||||
// SMA (scalar 1-in/1-out), ATR (multi-in/1-out), MACD (1-in/multi-out).
|
||||
Indicator[] indicators = {
|
||||
new Indicator("SMA(20)",
|
||||
() -> {
|
||||
try (Sma ind = new Sma(20)) {
|
||||
for (int i = 0; i < n; i++) {
|
||||
ind.update(close[i]);
|
||||
}
|
||||
}
|
||||
},
|
||||
() -> {
|
||||
try (Sma ind = new Sma(20)) {
|
||||
ind.batch(close);
|
||||
}
|
||||
}),
|
||||
new Indicator("ATR(14)",
|
||||
() -> {
|
||||
try (Atr ind = new Atr(14)) {
|
||||
for (int i = 0; i < n; i++) {
|
||||
ind.update(open[i], high[i], low[i], close[i], volume[i], (long) timestamp[i]);
|
||||
}
|
||||
}
|
||||
},
|
||||
() -> {
|
||||
try (Atr ind = new Atr(14)) {
|
||||
ind.batch(open, high, low, close, volume, timestamp);
|
||||
}
|
||||
}),
|
||||
new Indicator("MACD(12,26,9)",
|
||||
() -> {
|
||||
try (MacdIndicator ind = new MacdIndicator(12, 26, 9)) {
|
||||
for (int i = 0; i < n; i++) {
|
||||
ind.update(close[i]);
|
||||
}
|
||||
}
|
||||
},
|
||||
null), // multi-output: streaming only
|
||||
};
|
||||
|
||||
System.out.printf(Locale.ROOT, "Wickra Java throughput - %,d bars (median of 3 runs)%n%n", bars);
|
||||
System.out.printf(Locale.ROOT, "%-22s%20s%18s%n", "Indicator", "streaming (Mupd/s)", "batch (Mupd/s)");
|
||||
System.out.println("------------------------------------------------------------");
|
||||
|
||||
for (Indicator ind : indicators) {
|
||||
String streamMups = String.format(Locale.ROOT, "%.1f", mups(bars, timeNs(ind.stream)));
|
||||
String batchMups = ind.batch == null
|
||||
? "-"
|
||||
: String.format(Locale.ROOT, "%.1f", mups(bars, timeNs(ind.batch)));
|
||||
System.out.printf(Locale.ROOT, "%-22s%20s%18s%n", ind.name, streamMups, batchMups);
|
||||
}
|
||||
|
||||
System.out.println(
|
||||
"\nMupd/s = million indicator updates per second. Streaming is the per-tick\n"
|
||||
+ "update path crossing the Java FFM<->C-ABI boundary once per value; batch is\n"
|
||||
+ "the bulk array path (one boundary crossing). Higher is better. Numbers are\n"
|
||||
+ "machine-dependent - use them for relative comparison, not as a speed claim.");
|
||||
}
|
||||
|
||||
private static double mups(int bars, double ns) {
|
||||
return bars / (ns / 1e9) / 1e6;
|
||||
}
|
||||
|
||||
// Median elapsed-ns over a few repetitions, after one warmup pass.
|
||||
private static double timeNs(Runnable fn) {
|
||||
fn.run(); // warmup (JIT + cache)
|
||||
final int reps = 3;
|
||||
double[] samples = new double[reps];
|
||||
for (int r = 0; r < reps; r++) {
|
||||
long t0 = System.nanoTime();
|
||||
fn.run();
|
||||
samples[r] = System.nanoTime() - t0;
|
||||
}
|
||||
Arrays.sort(samples);
|
||||
return samples[reps / 2];
|
||||
}
|
||||
|
||||
private record Indicator(String name, Runnable stream, Runnable batch) {}
|
||||
}
|
||||
@@ -0,0 +1,171 @@
|
||||
<?xml version="1.0" encoding="UTF-8"?>
|
||||
<project xmlns="http://maven.apache.org/POM/4.0.0"
|
||||
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
|
||||
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
|
||||
<modelVersion>4.0.0</modelVersion>
|
||||
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.4</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<name>Wickra</name>
|
||||
<description>High-performance streaming technical-analysis indicators (514 indicators) for the
|
||||
JVM, backed by the native Rust core through the Wickra C ABI via the Java FFM API (Panama).</description>
|
||||
<url>https://github.com/wickra-lib/wickra</url>
|
||||
|
||||
<licenses>
|
||||
<license>
|
||||
<name>MIT</name>
|
||||
<url>https://opensource.org/licenses/MIT</url>
|
||||
<distribution>repo</distribution>
|
||||
</license>
|
||||
<license>
|
||||
<name>Apache-2.0</name>
|
||||
<url>https://www.apache.org/licenses/LICENSE-2.0</url>
|
||||
<distribution>repo</distribution>
|
||||
</license>
|
||||
</licenses>
|
||||
|
||||
<developers>
|
||||
<developer>
|
||||
<id>kingchenc</id>
|
||||
<name>kingchenc</name>
|
||||
<url>https://github.com/kingchenc</url>
|
||||
</developer>
|
||||
</developers>
|
||||
|
||||
<scm>
|
||||
<connection>scm:git:https://github.com/wickra-lib/wickra.git</connection>
|
||||
<developerConnection>scm:git:https://github.com/wickra-lib/wickra.git</developerConnection>
|
||||
<url>https://github.com/wickra-lib/wickra</url>
|
||||
</scm>
|
||||
|
||||
<properties>
|
||||
<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
|
||||
<maven.compiler.release>22</maven.compiler.release>
|
||||
<junit.version>5.10.2</junit.version>
|
||||
<!-- The FFM API is restricted; grant native access to the unnamed module so
|
||||
tests and examples run without warnings. Consumers pass the same flag. -->
|
||||
<native.access.arg>--enable-native-access=ALL-UNNAMED</native.access.arg>
|
||||
</properties>
|
||||
|
||||
<dependencies>
|
||||
<dependency>
|
||||
<groupId>org.junit.jupiter</groupId>
|
||||
<artifactId>junit-jupiter</artifactId>
|
||||
<version>${junit.version}</version>
|
||||
<scope>test</scope>
|
||||
</dependency>
|
||||
</dependencies>
|
||||
|
||||
<build>
|
||||
<plugins>
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-compiler-plugin</artifactId>
|
||||
<version>3.13.0</version>
|
||||
</plugin>
|
||||
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-surefire-plugin</artifactId>
|
||||
<version>3.2.5</version>
|
||||
<configuration>
|
||||
<argLine>${native.access.arg}</argLine>
|
||||
</configuration>
|
||||
</plugin>
|
||||
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-jar-plugin</artifactId>
|
||||
<version>3.4.1</version>
|
||||
<configuration>
|
||||
<archive>
|
||||
<manifestEntries>
|
||||
<!-- Grant native access when the jar is run directly. -->
|
||||
<Enable-Native-Access>ALL-UNNAMED</Enable-Native-Access>
|
||||
</manifestEntries>
|
||||
</archive>
|
||||
</configuration>
|
||||
</plugin>
|
||||
</plugins>
|
||||
</build>
|
||||
|
||||
<profiles>
|
||||
<!--
|
||||
Release profile (CI only, gated): attaches source + javadoc jars, GPG-signs
|
||||
every artifact, and publishes to Maven Central via the central-publishing
|
||||
plugin. The native libraries are unpacked from the wickra-c-<triple>.tar.gz
|
||||
release assets into src/main/resources/native/<os>-<arch>/ before `mvn deploy`,
|
||||
so the published jar carries every platform's library.
|
||||
-->
|
||||
<profile>
|
||||
<id>release</id>
|
||||
<build>
|
||||
<plugins>
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-source-plugin</artifactId>
|
||||
<version>3.3.1</version>
|
||||
<executions>
|
||||
<execution>
|
||||
<id>attach-sources</id>
|
||||
<goals><goal>jar-no-fork</goal></goals>
|
||||
</execution>
|
||||
</executions>
|
||||
</plugin>
|
||||
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-javadoc-plugin</artifactId>
|
||||
<version>3.7.0</version>
|
||||
<configuration>
|
||||
<!-- Generated members are self-descriptive; do not fail on doclint. -->
|
||||
<doclint>none</doclint>
|
||||
<quiet>true</quiet>
|
||||
</configuration>
|
||||
<executions>
|
||||
<execution>
|
||||
<id>attach-javadocs</id>
|
||||
<goals><goal>jar</goal></goals>
|
||||
</execution>
|
||||
</executions>
|
||||
</plugin>
|
||||
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-gpg-plugin</artifactId>
|
||||
<version>3.2.4</version>
|
||||
<executions>
|
||||
<execution>
|
||||
<id>sign-artifacts</id>
|
||||
<phase>verify</phase>
|
||||
<goals><goal>sign</goal></goals>
|
||||
<configuration>
|
||||
<!-- Non-interactive signing on CI: modern GPG needs loopback
|
||||
pinentry to take the passphrase from the env without a TTY. -->
|
||||
<gpgArguments>
|
||||
<arg>--pinentry-mode</arg>
|
||||
<arg>loopback</arg>
|
||||
</gpgArguments>
|
||||
</configuration>
|
||||
</execution>
|
||||
</executions>
|
||||
</plugin>
|
||||
|
||||
<plugin>
|
||||
<groupId>org.sonatype.central</groupId>
|
||||
<artifactId>central-publishing-maven-plugin</artifactId>
|
||||
<version>0.5.0</version>
|
||||
<extensions>true</extensions>
|
||||
<configuration>
|
||||
<publishingServerId>central</publishingServerId>
|
||||
<autoPublish>true</autoPublish>
|
||||
</configuration>
|
||||
</plugin>
|
||||
</plugins>
|
||||
</build>
|
||||
</profile>
|
||||
</profiles>
|
||||
</project>
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AbandonedBaby indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AbandonedBaby implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AbandonedBaby() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ABANDONED_BABY_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AbandonedBaby parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ABANDONED_BABY_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ABANDONED_BABY_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ABANDONED_BABY_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ABANDONED_BABY_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Abcd indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Abcd implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Abcd() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ABCD_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Abcd parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ABCD_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ABCD_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ABCD_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ABCD_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,72 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AbsoluteBreadthIndex indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AbsoluteBreadthIndex implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AbsoluteBreadthIndex() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AbsoluteBreadthIndex parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
|
||||
if (volume.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newHigh.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newLow.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (aboveMa.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (onBuySignal.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,62 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AccelerationBands indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AccelerationBands implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AccelerationBands(int period, double factor) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ACCELERATION_BANDS_NEW.invokeExact((long) period, factor);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AccelerationBands parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ACCELERATION_BANDS_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AccelerationBandsOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(24L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_ACCELERATION_BANDS_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AccelerationBandsOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ACCELERATION_BANDS_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AccelerationBandsOutput(double upper, double middle, double lower) {}
|
||||
@@ -0,0 +1,95 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AcceleratorOscillator indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AcceleratorOscillator implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AcceleratorOscillator(int aoFast, int aoSlow, int signalPeriod) {
|
||||
if (aoFast < 0) {
|
||||
throw new IllegalArgumentException("aoFast must be non-negative");
|
||||
}
|
||||
if (aoSlow < 0) {
|
||||
throw new IllegalArgumentException("aoSlow must be non-negative");
|
||||
}
|
||||
if (signalPeriod < 0) {
|
||||
throw new IllegalArgumentException("signalPeriod must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_NEW.invokeExact((long) aoFast, (long) aoSlow, (long) signalPeriod);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AcceleratorOscillator parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdOscillator indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdOscillator implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdOscillator() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AD_OSCILLATOR_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdOscillator parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AD_OSCILLATOR_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AD_OSCILLATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AD_OSCILLATOR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AD_OSCILLATOR_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,72 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdVolumeLine indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdVolumeLine implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdVolumeLine() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AD_VOLUME_LINE_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdVolumeLine parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AD_VOLUME_LINE_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
|
||||
if (volume.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newHigh.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newLow.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (aboveMa.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (onBuySignal.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_AD_VOLUME_LINE_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AD_VOLUME_LINE_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,89 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdaptiveCci indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdaptiveCci implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdaptiveCci(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_CCI_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdaptiveCci parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_CCI_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ADAPTIVE_CCI_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ADAPTIVE_CCI_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADAPTIVE_CCI_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,66 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdaptiveCycle indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdaptiveCycle implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdaptiveCycle() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_CYCLE_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdaptiveCycle parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_CYCLE_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ADAPTIVE_CYCLE_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ADAPTIVE_CYCLE_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADAPTIVE_CYCLE_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,69 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdaptiveLaguerreFilter indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdaptiveLaguerreFilter implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdaptiveLaguerreFilter(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdaptiveLaguerreFilter parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,69 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdaptiveRsi indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdaptiveRsi implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdaptiveRsi(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_RSI_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdaptiveRsi parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_RSI_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ADAPTIVE_RSI_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ADAPTIVE_RSI_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADAPTIVE_RSI_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Adl indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Adl implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Adl() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADL_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Adl parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADL_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ADL_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ADL_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADL_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdvanceBlock indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdvanceBlock implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdvanceBlock() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADVANCE_BLOCK_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdvanceBlock parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADVANCE_BLOCK_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ADVANCE_BLOCK_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ADVANCE_BLOCK_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADVANCE_BLOCK_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,72 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdvanceDecline indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdvanceDecline implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdvanceDecline() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADVANCE_DECLINE_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdvanceDecline parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADVANCE_DECLINE_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
|
||||
if (volume.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newHigh.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newLow.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (aboveMa.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (onBuySignal.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_ADVANCE_DECLINE_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADVANCE_DECLINE_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,72 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AdvanceDeclineRatio indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AdvanceDeclineRatio implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AdvanceDeclineRatio() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AdvanceDeclineRatio parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
|
||||
if (volume.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newHigh.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (newLow.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (aboveMa.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
if (onBuySignal.length != change.length) {
|
||||
throw new IllegalArgumentException("input arrays in the same group must have equal length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,62 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Adx indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Adx implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Adx(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADX_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Adx parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADX_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AdxOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(24L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_ADX_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AdxOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADX_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AdxOutput(double plusDi, double minusDi, double adx) {}
|
||||
@@ -0,0 +1,89 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Adxr indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Adxr implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Adxr(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ADXR_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Adxr parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADXR_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ADXR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ADXR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ADXR_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,68 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Alligator indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Alligator implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Alligator(int jawPeriod, int teethPeriod, int lipsPeriod) {
|
||||
if (jawPeriod < 0) {
|
||||
throw new IllegalArgumentException("jawPeriod must be non-negative");
|
||||
}
|
||||
if (teethPeriod < 0) {
|
||||
throw new IllegalArgumentException("teethPeriod must be non-negative");
|
||||
}
|
||||
if (lipsPeriod < 0) {
|
||||
throw new IllegalArgumentException("lipsPeriod must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ALLIGATOR_NEW.invokeExact((long) jawPeriod, (long) teethPeriod, (long) lipsPeriod);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Alligator parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ALLIGATOR_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AlligatorOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(24L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_ALLIGATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AlligatorOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ALLIGATOR_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AlligatorOutput(double jaw, double teeth, double lips) {}
|
||||
@@ -0,0 +1,69 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Alma indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Alma implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Alma(int period, double offset, double sigma) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ALMA_NEW.invokeExact((long) period, offset, sigma);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Alma parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ALMA_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ALMA_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ALMA_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ALMA_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,73 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Alpha indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Alpha implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Alpha(int period, double riskFree) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ALPHA_NEW.invokeExact((long) period, riskFree);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Alpha parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ALPHA_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double x, double y) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ALPHA_UPDATE.invokeExact(handle, x, y);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] x, double[] y) {
|
||||
int n = x.length;
|
||||
if (y.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment xSeg = a.allocateFrom(JAVA_DOUBLE, x);
|
||||
MemorySegment ySeg = a.allocateFrom(JAVA_DOUBLE, y);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ALPHA_BATCH.invokeExact(handle, xSeg, ySeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ALPHA_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,54 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AmihudIlliquidity indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AmihudIlliquidity implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AmihudIlliquidity(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AmihudIlliquidity parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double price, double size, boolean isBuy, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_UPDATE.invokeExact(handle, price, size, (byte) (isBuy ? 1 : 0), timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,66 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AnchoredRsi indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AnchoredRsi implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AnchoredRsi() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ANCHORED_RSI_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AnchoredRsi parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ANCHORED_RSI_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ANCHORED_RSI_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ANCHORED_RSI_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ANCHORED_RSI_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AnchoredVwap indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AnchoredVwap implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AnchoredVwap() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ANCHORED_VWAP_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AnchoredVwap parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ANCHORED_VWAP_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ANCHORED_VWAP_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ANCHORED_VWAP_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ANCHORED_VWAP_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,62 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AndrewsPitchfork indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AndrewsPitchfork implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AndrewsPitchfork(int strength) {
|
||||
if (strength < 0) {
|
||||
throw new IllegalArgumentException("strength must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ANDREWS_PITCHFORK_NEW.invokeExact((long) strength);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AndrewsPitchfork parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ANDREWS_PITCHFORK_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AndrewsPitchforkOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(24L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_ANDREWS_PITCHFORK_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AndrewsPitchforkOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ANDREWS_PITCHFORK_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AndrewsPitchforkOutput(double median, double upper, double lower) {}
|
||||
@@ -0,0 +1,72 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Apo indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Apo implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Apo(int fast, int slow) {
|
||||
if (fast < 0) {
|
||||
throw new IllegalArgumentException("fast must be non-negative");
|
||||
}
|
||||
if (slow < 0) {
|
||||
throw new IllegalArgumentException("slow must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_APO_NEW.invokeExact((long) fast, (long) slow);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Apo parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_APO_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_APO_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_APO_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_APO_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,61 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Aroon indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Aroon implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Aroon(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AROON_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Aroon parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AROON_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AroonOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(16L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_AROON_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AroonOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AROON_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,89 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AroonOscillator indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AroonOscillator implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AroonOscillator(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AROON_OSCILLATOR_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AroonOscillator parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AROON_OSCILLATOR_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AROON_OSCILLATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AROON_OSCILLATOR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AROON_OSCILLATOR_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AroonOutput(double up, double down) {}
|
||||
@@ -0,0 +1,89 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Atr indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Atr implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Atr(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ATR_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Atr parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ATR_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ATR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ATR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ATR_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,62 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AtrBands indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AtrBands implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AtrBands(int period, double multiplier) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ATR_BANDS_NEW.invokeExact((long) period, multiplier);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AtrBands parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ATR_BANDS_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AtrBandsOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(24L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_ATR_BANDS_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AtrBandsOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ATR_BANDS_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AtrBandsOutput(double upper, double middle, double lower) {}
|
||||
@@ -0,0 +1,61 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AtrRatchet indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AtrRatchet implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AtrRatchet(int atrPeriod, double startMult, double increment) {
|
||||
if (atrPeriod < 0) {
|
||||
throw new IllegalArgumentException("atrPeriod must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ATR_RATCHET_NEW.invokeExact((long) atrPeriod, startMult, increment);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AtrRatchet parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ATR_RATCHET_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AtrRatchetOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(16L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_ATR_RATCHET_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AtrRatchetOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ATR_RATCHET_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AtrRatchetOutput(double value, double direction) {}
|
||||
@@ -0,0 +1,89 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AtrTrailingStop indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AtrTrailingStop implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AtrTrailingStop(int atrPeriod, double multiplier) {
|
||||
if (atrPeriod < 0) {
|
||||
throw new IllegalArgumentException("atrPeriod must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_ATR_TRAILING_STOP_NEW.invokeExact((long) atrPeriod, multiplier);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AtrTrailingStop parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ATR_TRAILING_STOP_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_ATR_TRAILING_STOP_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_ATR_TRAILING_STOP_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_ATR_TRAILING_STOP_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,63 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AutoFib indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AutoFib implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AutoFib() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AUTO_FIB_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AutoFib parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AUTO_FIB_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public AutoFibOutput update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(56L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_AUTO_FIB_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new AutoFibOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L),
|
||||
out.get(JAVA_DOUBLE, 24L),
|
||||
out.get(JAVA_DOUBLE, 32L),
|
||||
out.get(JAVA_DOUBLE, 40L),
|
||||
out.get(JAVA_DOUBLE, 48L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AUTO_FIB_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record AutoFibOutput(double level0, double level236, double level382, double level500, double level618, double level786, double level1000) {}
|
||||
@@ -0,0 +1,72 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Autocorrelation indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Autocorrelation implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Autocorrelation(int period, int lag) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
if (lag < 0) {
|
||||
throw new IllegalArgumentException("lag must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AUTOCORRELATION_NEW.invokeExact((long) period, (long) lag);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Autocorrelation parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AUTOCORRELATION_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AUTOCORRELATION_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AUTOCORRELATION_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AUTOCORRELATION_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,72 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AutocorrelationPeriodogram indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AutocorrelationPeriodogram implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AutocorrelationPeriodogram(int minPeriod, int maxPeriod) {
|
||||
if (minPeriod < 0) {
|
||||
throw new IllegalArgumentException("minPeriod must be non-negative");
|
||||
}
|
||||
if (maxPeriod < 0) {
|
||||
throw new IllegalArgumentException("maxPeriod must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_NEW.invokeExact((long) minPeriod, (long) maxPeriod);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AutocorrelationPeriodogram parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,89 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AverageDailyRange indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AverageDailyRange implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AverageDailyRange(int period, int utcOffsetMinutes) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_NEW.invokeExact((long) period, utcOffsetMinutes);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AverageDailyRange parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,69 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AverageDrawdown indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AverageDrawdown implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AverageDrawdown(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AVERAGE_DRAWDOWN_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AverageDrawdown parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AVERAGE_DRAWDOWN_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AVERAGE_DRAWDOWN_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AVERAGE_DRAWDOWN_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AVERAGE_DRAWDOWN_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AvgPrice indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AvgPrice implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AvgPrice() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AVG_PRICE_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AvgPrice parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AVG_PRICE_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AVG_PRICE_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AVG_PRICE_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AVG_PRICE_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,92 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AwesomeOscillator indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AwesomeOscillator implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AwesomeOscillator(int fast, int slow) {
|
||||
if (fast < 0) {
|
||||
throw new IllegalArgumentException("fast must be non-negative");
|
||||
}
|
||||
if (slow < 0) {
|
||||
throw new IllegalArgumentException("slow must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AWESOME_OSCILLATOR_NEW.invokeExact((long) fast, (long) slow);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AwesomeOscillator parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AWESOME_OSCILLATOR_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AWESOME_OSCILLATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AWESOME_OSCILLATOR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AWESOME_OSCILLATOR_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,95 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming AwesomeOscillatorHistogram indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class AwesomeOscillatorHistogram implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public AwesomeOscillatorHistogram(int fast, int slow, int smaPeriod) {
|
||||
if (fast < 0) {
|
||||
throw new IllegalArgumentException("fast must be non-negative");
|
||||
}
|
||||
if (slow < 0) {
|
||||
throw new IllegalArgumentException("slow must be non-negative");
|
||||
}
|
||||
if (smaPeriod < 0) {
|
||||
throw new IllegalArgumentException("smaPeriod must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_NEW.invokeExact((long) fast, (long) slow, (long) smaPeriod);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid AwesomeOscillatorHistogram parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BalanceOfPower indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BalanceOfPower implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BalanceOfPower() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BALANCE_OF_POWER_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BalanceOfPower parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BALANCE_OF_POWER_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BALANCE_OF_POWER_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BALANCE_OF_POWER_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BALANCE_OF_POWER_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,69 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BandpassFilter indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BandpassFilter implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BandpassFilter(int period, double bandwidth) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BANDPASS_FILTER_NEW.invokeExact((long) period, bandwidth);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BandpassFilter parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BANDPASS_FILTER_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BANDPASS_FILTER_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BANDPASS_FILTER_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BANDPASS_FILTER_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Bat indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Bat implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Bat() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BAT_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Bat parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BAT_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BAT_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BAT_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BAT_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BeltHold indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BeltHold implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BeltHold() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BELT_HOLD_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BeltHold parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BELT_HOLD_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BELT_HOLD_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BELT_HOLD_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BELT_HOLD_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,73 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming Beta indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class Beta implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public Beta(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BETA_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid Beta parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BETA_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double x, double y) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BETA_UPDATE.invokeExact(handle, x, y);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] x, double[] y) {
|
||||
int n = x.length;
|
||||
if (y.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment xSeg = a.allocateFrom(JAVA_DOUBLE, x);
|
||||
MemorySegment ySeg = a.allocateFrom(JAVA_DOUBLE, y);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BETA_BATCH.invokeExact(handle, xSeg, ySeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BETA_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,73 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BetaNeutralSpread indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BetaNeutralSpread implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BetaNeutralSpread(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BETA_NEUTRAL_SPREAD_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BetaNeutralSpread parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BETA_NEUTRAL_SPREAD_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double x, double y) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BETA_NEUTRAL_SPREAD_UPDATE.invokeExact(handle, x, y);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] x, double[] y) {
|
||||
int n = x.length;
|
||||
if (y.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment xSeg = a.allocateFrom(JAVA_DOUBLE, x);
|
||||
MemorySegment ySeg = a.allocateFrom(JAVA_DOUBLE, y);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BETA_NEUTRAL_SPREAD_BATCH.invokeExact(handle, xSeg, ySeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BETA_NEUTRAL_SPREAD_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,89 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BetterVolume indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BetterVolume implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BetterVolume(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BETTER_VOLUME_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BetterVolume parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BETTER_VOLUME_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BETTER_VOLUME_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BETTER_VOLUME_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BETTER_VOLUME_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,69 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BipowerVariation indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BipowerVariation implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BipowerVariation(int period) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BIPOWER_VARIATION_NEW.invokeExact((long) period);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BipowerVariation parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BIPOWER_VARIATION_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BIPOWER_VARIATION_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BIPOWER_VARIATION_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BIPOWER_VARIATION_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BodySizePct indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BodySizePct implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BodySizePct() {
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BODY_SIZE_PCT_NEW.invokeExact();
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BodySizePct parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BODY_SIZE_PCT_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double open, double high, double low, double close, double volume, long timestamp) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BODY_SIZE_PCT_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
|
||||
int n = open.length;
|
||||
if (high.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (low.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (close.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (volume.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
if (timestamp.length != n) {
|
||||
throw new IllegalArgumentException("all input arrays must have the same length");
|
||||
}
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
|
||||
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
|
||||
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
|
||||
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BODY_SIZE_PCT_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BODY_SIZE_PCT_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,63 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BollingerBands indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BollingerBands implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BollingerBands(int period, double multiplier) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BOLLINGER_BANDS_NEW.invokeExact((long) period, multiplier);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BollingerBands parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BOLLINGER_BANDS_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public BollingerOutput update(double value) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(32L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_BOLLINGER_BANDS_UPDATE.invokeExact(handle, value, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new BollingerOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L),
|
||||
out.get(JAVA_DOUBLE, 24L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BOLLINGER_BANDS_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,69 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BollingerBandwidth indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BollingerBandwidth implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BollingerBandwidth(int period, double multiplier) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BOLLINGER_BANDWIDTH_NEW.invokeExact((long) period, multiplier);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BollingerBandwidth parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BOLLINGER_BANDWIDTH_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the indicator value (NaN during warmup). */
|
||||
public double update(double value) {
|
||||
try {
|
||||
return (double) NativeMethods.WICKRA_BOLLINGER_BANDWIDTH_UPDATE.invokeExact(handle, value);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Vectorized update over a whole series; NaN at warmup positions. */
|
||||
public double[] batch(double[] input) {
|
||||
int n = input.length;
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
|
||||
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
|
||||
NativeMethods.WICKRA_BOLLINGER_BANDWIDTH_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
|
||||
double[] out = new double[n];
|
||||
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
|
||||
return out;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BOLLINGER_BANDWIDTH_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
/** Output record produced by the matching indicator. */
|
||||
public record BollingerOutput(double upper, double middle, double lower, double stddev) {}
|
||||
@@ -0,0 +1,62 @@
|
||||
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
|
||||
package org.wickra;
|
||||
|
||||
import org.wickra.internal.NativeMethods;
|
||||
import org.wickra.internal.WickraNative;
|
||||
import java.lang.foreign.Arena;
|
||||
import java.lang.foreign.MemorySegment;
|
||||
import java.lang.ref.Cleaner;
|
||||
import static java.lang.foreign.ValueLayout.*;
|
||||
|
||||
/** Streaming BomarBands indicator over the Wickra C ABI. Not thread-safe; close when done. */
|
||||
public final class BomarBands implements AutoCloseable {
|
||||
private final MemorySegment handle;
|
||||
private final Cleaner.Cleanable cleanable;
|
||||
|
||||
public BomarBands(int period, double coverage) {
|
||||
if (period < 0) {
|
||||
throw new IllegalArgumentException("period must be non-negative");
|
||||
}
|
||||
MemorySegment h;
|
||||
try {
|
||||
h = (MemorySegment) NativeMethods.WICKRA_BOMAR_BANDS_NEW.invokeExact((long) period, coverage);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
if (h.address() == 0L) {
|
||||
throw new IllegalArgumentException("invalid BomarBands parameters");
|
||||
}
|
||||
this.handle = h;
|
||||
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BOMAR_BANDS_FREE);
|
||||
}
|
||||
|
||||
/** Push one observation; returns the result, or null during warmup. */
|
||||
public BomarBandsOutput update(double value) {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment out = a.allocate(24L);
|
||||
byte ok = (byte) NativeMethods.WICKRA_BOMAR_BANDS_UPDATE.invokeExact(handle, value, out);
|
||||
if (ok == 0) {
|
||||
return null;
|
||||
}
|
||||
return new BomarBandsOutput(
|
||||
out.get(JAVA_DOUBLE, 0L),
|
||||
out.get(JAVA_DOUBLE, 8L),
|
||||
out.get(JAVA_DOUBLE, 16L));
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
NativeMethods.WICKRA_BOMAR_BANDS_RESET.invokeExact(handle);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
@Override public void close() {
|
||||
cleanable.clean();
|
||||
}
|
||||
}
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user