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Author SHA1 Message Date
kingchenc d0061c73b8 release: bump 0.7.6 -> 0.7.7 (#229)
Bumps the workspace to 0.7.7 to ship the Go binding.
2026-06-09 17:35:25 +02:00
kingchenc 23d636fd97 Add the Go binding over the C ABI hub (#228)
Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#.

## What's here
- **`bindings/go`** — a cgo binding exposing all 514 indicators as idiomatic Go types with `New<Indicator>` constructors and `Update`/`Batch`/`Reset`/`Close` methods. The wrappers in `indicators_gen.go` are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C# generator: scalar/batch, multi-output, bars, profile, profile-values, array-input). Opaque handles are freed by `Close()` with a `runtime.SetFinalizer` backstop; pointer arguments are caller-owned, panics never cross the boundary.
- **`examples/go`** — the full example suite mirroring C/C#: streaming, backtest, multi_timeframe, parallel_assets (goroutine fan-out), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — a `go` job builds the C ABI library, stages it, and runs `gofmt`/`go vet`/`go test` plus the offline examples on Linux, macOS and Windows.
- **Docs** — Go added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The binding links the prebuilt C ABI library via cgo (`libwickra.so`/`.dylib`/`wickra.dll` staged under `bindings/go/lib`, gitignored). The native libraries are already shipped per target triple by the existing `c-abi-build` release job; distribution is via the subdirectory module tag `bindings/go/vX.Y.Z` (gated), so `release.yml` needs no new publish job.

No Rust crate or `Cargo.toml` change — the Go module is standalone and additive.

Not for merge yet (gated, per request).
2026-06-09 17:33:37 +02:00
kingchenc fce26cf881 release: bump 0.7.5 -> 0.7.6 (#227)
Bumps the workspace to 0.7.6 to ship the C# (.NET) binding to NuGet.
2026-06-09 14:34:18 +02:00
kingchenc 91f6f67257 Add C# (.NET) binding over the C ABI hub (#226)
The first language stecker on the C ABI hub: a .NET binding exposing all 514
indicators as idiomatic `IDisposable` classes, generated from `wickra.h`.

## What's here

- **`bindings/csharp/`** — the `Wickra` .NET 8 package. `[LibraryImport]`
  source-generated P/Invoke (`NativeMethods.g.cs`) plus idiomatic wrappers
  (`Indicators.g.cs`), both generated from the committed `bindings/c/include/wickra.h`.
  The binding owns no indicator maths — it only marshals types across the C ABI.
- **Marshalling, verified end-to-end against the native library.** Opaque handles
  cross as `nint` kept alive per call via a `SafeHandle`; `bool` as
  `[MarshalAs(U1)]` (Rust `bool` is one byte); a self-correcting
  `DllImportResolver` validates the loaded library actually exports the Wickra
  ABI. Tests cover one representative per FFI archetype (scalar, candle, pairwise,
  multi-output, bars, profile, values-profile, order-book / array-input) plus
  exact Sma reference values.
- **NuGet packaging** — `dotnet pack` produces `Wickra.<version>.nupkg`; the
  release pipeline stages prebuilt native libraries under `runtimes/<rid>/native/`
  for six target triples (win/linux/osx × x64/arm64).
- **`examples/csharp/`** — nine examples mirroring `examples/c/`: streaming,
  backtest, multi_timeframe, parallel_assets, three strategies, and
  fetch_btcusdt + live_binance.
- **CI** — a `csharp` job on the three OSes builds the C ABI, tests the binding,
  and runs the offline examples. **Release** — a gated `csharp-publish` job packs
  and pushes to NuGet (gated on `NUGET_API_KEY`, independent of the GitHub-release
  job so a C# hiccup never blocks the C/C++ asset release).
- **Docs consistency wave** — README, CONTRIBUTING, CHANGELOG, examples/README,
  the issue / PR templates, `sync-about.yml`, and `.gitattributes`.

The native Python / Node / WASM bindings and the C ABI are untouched; this is
additive. Publishing to NuGet stays gated behind the release tag and the secret.
2026-06-09 14:32:05 +02:00
91 changed files with 71449 additions and 140 deletions
+10
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@@ -6,3 +6,13 @@
# check (regenerate + `git diff`) never trips on a CRLF normalization.
bindings/c/include/wickra.h text eol=lf
# C# sources (including the generated binding) are pinned to LF so the committed
# files stay stable regardless of the committer's autocrlf setting.
*.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.
*.go text eol=lf
go.mod text eol=lf
go.sum text eol=lf
+2 -2
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@@ -30,9 +30,9 @@ assignees: ""
## Environment
- Wickra version:
- Language / binding: <!-- Rust crate / Python / Node / WASM / C ABI -->
- Language / binding: <!-- Rust crate / Python / Node / WASM / C ABI / C# (.NET) / Go -->
- OS and architecture:
- Rust / Python / Node version (If relevant):
- Rust / Python / Node / .NET version (If relevant):
## Additional context
@@ -26,7 +26,7 @@ assignees: []
| Binding version | `e.g. python 0.4.2 / node 0.4.2` |
| OS / arch | `e.g. Windows 11 x86_64, Linux glibc` |
| Rust toolchain | `rustc --version` (If building from source) |
| Python / Node version | `python --version` / `node --version` |
| Python / Node / .NET version | `python --version` / `node --version` / `dotnet --version` |
## Minimal reproducer
@@ -25,6 +25,9 @@ assignees: ""
- [ ] Should be exposed in the Python binding
- [ ] Should be exposed in the Node binding
- [ ] Should be exposed in the WASM binding
- [ ] Should be exposed in the C ABI
- [ ] Should be exposed in the C# / .NET binding
- [ ] Should be exposed in the Go binding
## Additional context
@@ -13,7 +13,7 @@ assignees: []
## Affected code path
- Indicator / API: `e.g. EMA.update`
- Binding: `Rust / Python / Node / Wasm / C ABI`
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go`
- Hot loop or one-shot call?
## Versions compared
+1 -1
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@@ -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`
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go`
+1 -1
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@@ -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 is regenerated
- [ ] Public API changes are mirrored in the Python / Node / WASM bindings, and the C ABI + C# + Go 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
@@ -23,6 +23,9 @@ Please fill in the sections below. Delete any that don't apply.
- [ ] Python binding (`bindings/python`)
- [ ] Node.js binding (`bindings/node`)
- [ ] WebAssembly binding (`bindings/wasm`)
- [ ] C ABI (`bindings/c`)
- [ ] C# / .NET binding (`bindings/csharp`)
- [ ] Go binding (`bindings/go`)
- [ ] Examples / docs
## Linked issues
+149
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@@ -677,6 +677,155 @@ jobs:
cmake --build examples/c/build --config Release
ctest --test-dir examples/c/build -C Release --output-on-failure
csharp:
name: C# on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with:
persist-credentials: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
# The binding links against the C ABI hub at runtime; build it first so the
# DllImportResolver finds target/release/wickra.{dll,so,dylib}. .NET 8 SDK is
# preinstalled on the GitHub runners, so no setup-dotnet step is needed.
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: .NET info
run: dotnet --info
- name: Test the C# binding
run: dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj -c Release
- name: Build the C# examples
shell: bash
run: |
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze \
fetch_btcusdt live_binance; do
dotnet build "examples/csharp/$d" -c Release
done
# Run only the offline examples (fetch_btcusdt / live_binance need network).
- name: Run the offline C# examples
shell: bash
run: |
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
dotnet run --project "examples/csharp/$d" -c Release --no-build
done
go:
name: Go on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with:
persist-credentials: false
# Go is not reliably on PATH on every runner image, so install it
# explicitly. cache: false — the cargo build dominates and the modules
# have no external Go deps worth caching.
- name: Set up Go
id: setup-go
continue-on-error: true
uses: actions/setup-go@40f1582b2485089dde7abd97c1529aa768e1baff # v5
with:
go-version: "stable"
cache: false
- name: Retry Go setup (CDN flake)
if: steps.setup-go.outcome == 'failure'
shell: bash
run: |
echo "::warning::setup-go failed (likely CDN flake), waiting 30s before retry..."
sleep 30
- name: Set up Go (retry)
if: steps.setup-go.outcome == 'failure'
uses: actions/setup-go@40f1582b2485089dde7abd97c1529aa768e1baff # v5
with:
go-version: "stable"
cache: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
# The binding links against the C ABI hub via cgo; build it first and stage
# the platform library under bindings/go/lib so cgo's LDFLAGS find it. Go is
# preinstalled on the GitHub runners, so no setup-go step is needed.
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: Stage the native library
shell: bash
run: |
mkdir -p bindings/go/lib
case "$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/ ;;
esac
- name: Go info
run: go version
- name: Check gofmt
shell: bash
run: |
unformatted="$(gofmt -l bindings/go examples/go)"
if [ -n "$unformatted" ]; then
echo "gofmt needed on:"; echo "$unformatted"; exit 1
fi
- name: Vet and test the Go binding
shell: bash
# On Windows there is no rpath; the loader resolves wickra.dll via PATH.
run: |
export PATH="$PWD/bindings/go/lib:$PATH"
cd bindings/go
go vet ./...
go test ./...
- name: Build the Go examples
shell: bash
run: |
export PATH="$PWD/bindings/go/lib:$PATH"
cd examples/go
go build ./...
# Run only the offline examples (fetch_btcusdt / live_binance need network).
- name: Run the offline Go examples
shell: bash
run: |
export PATH="$PWD/bindings/go/lib:$PATH"
cd examples/go
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
go run "./$d"
done
# 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
+82
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@@ -624,6 +624,88 @@ jobs:
path: wickra-c-${{ matrix.target }}.tar.gz
if-no-files-found: error
# Pack and publish the .NET binding to NuGet. Independent of the GitHub-release
# job so a C# hiccup never blocks the C/C++ asset release. Authentication uses
# NuGet Trusted Publishing (OIDC) — no long-lived API key. The 'wickra-release'
# trusted-publishing policy on nuget.org (owner KingchenC, repo wickra-lib/wickra,
# workflow release.yml) exchanges the GitHub OIDC token for a short-lived key.
csharp-publish:
name: Publish to NuGet
needs: c-abi-build
runs-on: ubuntu-latest
environment: release
permissions:
contents: read
id-token: write # request the GitHub OIDC token for trusted publishing
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with:
persist-credentials: false
- name: Download the C ABI native libraries
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
with:
pattern: c-abi-*
path: c-abi-artifacts
- name: Stage native libraries into runtimes/<rid>/native
shell: bash
run: |
set -e
declare -A RID=(
[x86_64-unknown-linux-gnu]=linux-x64
[aarch64-unknown-linux-gnu]=linux-arm64
[x86_64-apple-darwin]=osx-x64
[aarch64-apple-darwin]=osx-arm64
[x86_64-pc-windows-msvc]=win-x64
[aarch64-pc-windows-msvc]=win-arm64
)
base=bindings/csharp/Wickra/runtimes
for target in "${!RID[@]}"; 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="$base/${RID[$target]}/native"; mkdir -p "$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 ${RID[$target]}:"; ls -l "$dest"
done
- name: Pack
shell: bash
run: |
version="${GITHUB_REF_NAME#v}"
dotnet pack bindings/csharp/Wickra/Wickra.csproj -c Release -p:Version="$version" -o nupkg
# Exchange the GitHub OIDC token for a short-lived (~1h) NuGet API key.
# 'user' is the nuget.org profile name (the package owner), not an email.
- name: NuGet login (OIDC -> temporary API key)
uses: NuGet/login@8d196754b4036150537f80ac539e15c2f1028841 # v1.2.0
id: nuget_login
with:
user: KingchenC
# Pass the temporary key through the environment (not string-interpolated
# into the script) so it cannot be parsed as shell — avoids template injection.
- name: Push to NuGet
shell: bash
env:
NUGET_API_KEY: ${{ steps.nuget_login.outputs.NUGET_API_KEY }}
run: |
dotnet nuget push "nupkg/*.nupkg" --api-key "$NUGET_API_KEY" \
--source https://api.nuget.org/v3/index.json --skip-duplicate
- name: Upload the NuGet package as a build artifact
uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
with:
name: nuget-package
path: nupkg/*.nupkg
if-no-files-found: error
github-release:
name: Attach assets to the draft GitHub Release
needs: [cargo-publish, python-publish, node-publish, wasm-publish, c-abi-build]
+1 -1
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@@ -149,7 +149,7 @@ 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, and C ABI 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, and Go 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).
+16 -10
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@@ -27,21 +27,27 @@ or replace lives behind a separate crate boundary.
│ no I/O, no deps │ │ optional features │
└──────────────────────┘ └────────────────────┘
(every binding wraps the same core)
┌───────────┬────────────┴┬──────────────┬──────────────────────┐
│ │ │ │ │
┌──▼─────┐ ┌───▼────┐ ┌──────▼──────┐ ┌─────▼──────────────┐
Python │ │ Node │ │ WASM │ │ C ABI (cbindgen)
│ (PyO3) │ │(napi-rs)│ │(wasm-bindgen)│ │ cdylib + header │
└────────┘ └────────┘ └─────────────┘ └────────────────────┘
every binding wraps the same core
┌────────────┼────────────┬────────────────┐
│ │ │ │
┌──▼───────┐ ┌──▼───────┐ ┌──▼───────────┐ ┌──▼──────────────────┐
│ Python │ │ Node │ │ WASM │ │ C ABI (cbindgen) │
(PyO3) │ │ (napi-rs)│ │(wasm-bindgen)│ │ cdylib + header
└──────────┘ └──────────┘ └──────────────┘ └─────────┬───────────┘
│ linked by
┌──────────▼──────────┐
│ C · C++ · C# · Go │
│ · Java · R │
└─────────────────────┘
```
Python, Node and WASM are *native* Rust bindings (PyO3 / napi-rs /
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
C / C++ / Go / C# / Java / R consume that one artifact rather than each
re-wrapping the core.
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.
| Crate | Path | What it owns | Public deps |
|---|---|---|---|
+20 -1
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@@ -7,6 +7,23 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
## [0.7.7] - 2026-06-09
### Added
- **Go binding (`bindings/go`)** — a cgo binding over the C ABI hub exposing all
514 indicators as idiomatic types with `New<Indicator>` constructors and
`Update`/`Batch`/`Reset`/`Close` methods, generated from `wickra.h`. Handles are
freed by `Close()` with a `runtime.SetFinalizer` backstop. Ships a full example
suite mirroring the C and C# examples; distributed as a subdirectory module
(`go get github.com/wickra-lib/wickra/bindings/go`).
## [0.7.6] - 2026-06-09
### Added
- **C# / .NET binding (`bindings/csharp`)** — the first language stecker on the
C ABI hub. Exposes all 514 indicators as idiomatic `IDisposable` classes via
`[LibraryImport]` source-generated P/Invoke, generated from `wickra.h`. Ships
on NuGet as `Wickra` with prebuilt native libraries for six target triples
(win/linux/osx × x64/arm64), plus a full example suite mirroring the C examples.
## [0.7.5] - 2026-06-09
### Added
- **C ABI (`bindings/c`)** — a `cdylib` + `staticlib` plus a generated
@@ -1426,7 +1443,9 @@ 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/v0.7.5...HEAD
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.7.7...HEAD
[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
[0.7.4]: https://github.com/wickra-lib/wickra/compare/v0.7.3...v0.7.4
[0.7.3]: https://github.com/wickra-lib/wickra/compare/v0.7.2...v0.7.3
+6 -1
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@@ -22,6 +22,8 @@ licensed as above, without any additional terms or conditions.
| `bindings/node` | napi-rs bindings (`wickra` on npm). |
| `bindings/wasm` | wasm-bindgen bindings (`wickra-wasm` on npm). |
| `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`. |
| `examples/` | Runnable examples. |
| `docs/` | Pointer to the documentation site (docs.wickra.org); the docs live in the `wickra-lib/wickra-docs` repo. |
@@ -105,7 +107,10 @@ installed. Dependabot also keeps the `.github/requirements` pins current.
- **Bindings.** A change to a public indicator API must be mirrored across the
Python, Node, and WASM bindings, including their type stubs / `.d.ts`. The C ABI
(`bindings/c`) is generated from the core, so regenerate it from the core and
commit `src/lib.rs` + `include/wickra.h`.
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).
- **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
View File
@@ -1944,7 +1944,7 @@ dependencies = [
[[package]]
name = "wickra"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"approx",
"criterion",
@@ -1955,7 +1955,7 @@ dependencies = [
[[package]]
name = "wickra-bench"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"criterion",
"kand",
@@ -1967,14 +1967,14 @@ dependencies = [
[[package]]
name = "wickra-c"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"wickra-core",
]
[[package]]
name = "wickra-core"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"approx",
"proptest",
@@ -1984,7 +1984,7 @@ dependencies = [
[[package]]
name = "wickra-data"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"approx",
"csv",
@@ -2001,7 +2001,7 @@ dependencies = [
[[package]]
name = "wickra-examples"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"serde_json",
"tokio",
@@ -2011,7 +2011,7 @@ dependencies = [
[[package]]
name = "wickra-node"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"napi",
"napi-build",
@@ -2021,7 +2021,7 @@ dependencies = [
[[package]]
name = "wickra-python"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"numpy",
"pyo3",
@@ -2030,7 +2030,7 @@ dependencies = [
[[package]]
name = "wickra-wasm"
version = "0.7.5"
version = "0.7.7"
dependencies = [
"console_error_panic_hook",
"js-sys",
+2 -2
View File
@@ -14,7 +14,7 @@ members = [
exclude = ["fuzz"]
[workspace.package]
version = "0.7.5"
version = "0.7.7"
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 = "0.7.5" }
wickra-core = { path = "crates/wickra-core", version = "0.7.7" }
thiserror = "2"
rayon = "1.10"
+42 -21
View File
@@ -2,24 +2,25 @@
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=514" alt="Wickra — streaming-first technical indicators" width="100%"></a>
</p>
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**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
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 any
C-capable language (C, C++, and beyond) links against. Every indicator is a
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
state machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation.
@@ -47,7 +48,10 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
- **Quickstarts** — [Rust](https://docs.wickra.org/Quickstart-Rust),
[Python](https://docs.wickra.org/Quickstart-Python),
[Node](https://docs.wickra.org/Quickstart-Node),
[WASM](https://docs.wickra.org/Quickstart-WASM).
[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).
- **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).
@@ -73,7 +77,7 @@ 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++ and any C-capable language —
WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go 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,
@@ -97,7 +101,8 @@ Every other library forces one of those compromises. Wickra doesn't:
| Library | Install | Streaming | Languages | Indicators | Active |
|------------------|-------------|-------------|-----------------------------|-----------:|--------|
| **★&nbsp;Wickra**| **clean** | **yes, O(1)** | **Python · Node · WASM · Rust · C** | **514** | **yes** |
| **★&nbsp;Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node · WASM** | **514** | **yes** |
| | | | **C · C# · Go** | | |
| kand | clean | yes | Python · WASM · Rust | ~60 | yes |
| ta-rs | clean | yes | Rust only | ~30 | stale |
| yata | clean | partial | Rust only | ~35 | yes |
@@ -168,8 +173,9 @@ as one column each. `Doji` is direction-less by default (`+1.0` / `0.0`);
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; all five bindings
inherit it automatically (the C ABI is generated from the core).
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
it — regenerate from the core).
## Languages
@@ -180,6 +186,8 @@ inherit it automatically (the C ABI is generated from the core).
| Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` |
| 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` |
Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index.
@@ -249,14 +257,18 @@ wickra/
│ ├── python/ PyO3 + maturin (publishes on PyPI)
│ ├── node/ napi-rs (publishes on npm)
│ ├── wasm/ wasm-bindgen (browsers, bundlers, Node)
── c/ C ABI (cdylib + staticlib) + generated include/wickra.h
── 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)
├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`)
│ ├── python/ backtest, live trading, parallel assets, multi-tf
│ ├── node/ streaming, backtest, live trading (load `wickra`)
│ ├── wasm/ browser demo for `wickra-wasm`
── c/ C smoke + streaming, C++ RAII wrapper
── c/ C smoke + streaming, C++ RAII wrapper
│ ├── csharp/ streaming, backtest, strategies (load `Wickra`)
│ └── go/ streaming, backtest, strategies (cgo binding)
└── .github/workflows/ CI and release pipelines
```
@@ -289,6 +301,13 @@ cd bindings/node && npm install && npm run build && npm test
cargo build -p wickra-c --release
cmake -S examples/c -B examples/c/build -DWICKRA_LIB_DIR="$PWD/target/release"
cmake --build examples/c/build && ctest --test-dir examples/c/build --output-on-failure
# C# / .NET binding (requires the .NET 8 SDK; links the C ABI above)
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 ./...
```
## Testing
@@ -308,6 +327,8 @@ 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/go`: `go test` cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input), reset, and lifecycle.
## Contributing
+3 -2
View File
@@ -21,8 +21,9 @@ minor releases; breaking changes are called out in the changelog.
versioning stability for a 1.0 release.
- **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 in
lockstep with the Rust core, including type stubs and platform coverage.
- **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
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.
- **Project health.** Maintain test coverage, static and dynamic analysis,
+2 -2
View File
@@ -7,8 +7,8 @@ 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 and WebAssembly, a per-indicator reference, warmup periods, the data
layer, and an FAQ.
Node.js, WebAssembly, C, C# and Go, 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.
- **API docs (Rust):** <https://docs.rs/wickra>.
+2 -1
View File
@@ -3,7 +3,8 @@
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),
library (a Rust core with Python, Node.js and WebAssembly bindings plus a C ABI
and the .NET and Go bindings built on it),
not a network service or trading system; the attack surface is correspondingly
small.
+57 -36
View File
@@ -1,59 +1,80 @@
# wickra-c
# Wickra — C / C++
C ABI for [Wickra](https://github.com/wickra-lib/wickra) — streaming-first
technical indicators with a Rust core. This crate is the **hub**: it compiles the
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
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[![GitHub release](https://img.shields.io/github/v/release/wickra-lib/wickra?logo=github&color=green)](https://github.com/wickra-lib/wickra/releases/latest)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators for C and C++. A prebuilt shared/static
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
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
core to a C-compatible shared/static library plus a generated header, so any
C-capable language (C, C++, Go, C#, Java, R) links against one artifact instead
of re-wiring every indicator natively.
of re-wrapping every indicator natively.
The native Python, Node, and WebAssembly bindings are unaffected — this is
additive, for the ecosystems without first-class Rust tooling.
## Install
## Artifacts
Grab the prebuilt header + library for your platform from the
[GitHub releases](https://github.com/wickra-lib/wickra/releases) — each archive
has `wickra.h`, the optional `wickra.hpp` C++ wrapper, and the shared/static
library — or build from source:
```sh
```bash
cargo build -p wickra-c --release
# -> target/release/libwickra.{so,dylib} or wickra.dll (+ import lib) + a staticlib
```
- `target/release/libwickra.{so,dylib}` / `wickra.dll` (+ `wickra.dll.lib` import lib on Windows)
- `target/release/libwickra.a` / `wickra.lib` (static)
- [`include/wickra.h`](include/wickra.h) — generated by cbindgen, committed.
Then compile against the header and link the library
(`cc app.c -I include -L lib -lwickra -lm -o app`).
## API shape
Each indicator is exposed as five `extern "C"` functions over an opaque handle:
## Quick start
```c
struct Sma *wickra_sma_new(uintptr_t period); /* NULL on bad params */
double wickra_sma_update(struct Sma *h, double value); /* NaN during warmup */
void wickra_sma_batch(struct Sma *h, const double *in, double *out, uintptr_t n);
void wickra_sma_reset(struct Sma *h);
void wickra_sma_free(struct Sma *h); /* exactly once per _new */
#include "wickra.h"
struct Rsi *rsi = wickra_rsi_new(14); /* NULL on invalid params */
for (size_t i = 0; i < n; ++i) {
double v = wickra_rsi_update(rsi, prices[i]); /* NaN during warmup */
if (v == v && v > 70.0) /* v == v is the NaN check */
printf("overbought\n");
}
wickra_rsi_free(rsi); /* exactly once per _new */
```
Conventions:
Every indicator is an opaque handle with the same five functions
`_new` / `_update` / `_batch` / `_reset` / `_free`. `update` is O(1); there is no
RAII across the C boundary, so each `_new` needs exactly one `_free`, and every
function is NULL-safe (a NULL handle yields `NaN` or a no-op, never a crash).
Multi-output indicators (MACD, Bollinger, ADX, …) take a pointer to a `#[repr(C)]`
struct and return a `bool`. The optional `wickra.hpp` wraps any handle in a
move-only `wickra::Handle` for exception-safe C++ lifetimes.
- **Opaque handles.** `wickra_<ind>_new` returns a `T *` you must release with
exactly one `wickra_<ind>_free`. There is no RAII across the boundary.
- **NaN sentinel.** Scalar outputs return `NaN` while warming up or on a `NULL`
handle, mirroring the other bindings — no error codes for the common path.
- **Caller-owned batch buffers.** `wickra_<ind>_batch` writes one output per
input into a buffer you provide; nothing is allocated across the boundary.
- **NULL-safe.** Every function tolerates a `NULL` handle without crashing.
## Documentation
## Header regeneration
The full indicator catalogue, guides, quickstarts, and API reference live in
the main repository and documentation site:
The header is generated and committed; CI checks it is in sync:
- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
- **Docs** (C quickstart, cookbook, TA-Lib migration): <https://docs.wickra.org/Quickstart-C>
- **Runnable examples:** [`examples/c/`](https://github.com/wickra-lib/wickra/tree/main/examples/c)
```sh
cbindgen --config bindings/c/cbindgen.toml --crate wickra-c --output bindings/c/include/wickra.h
```
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus this
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
all exposing the same indicators from the shared Rust core.
## Examples
## Disclaimer
Runnable C examples (build via CMake or a direct compiler invocation) live in
[`examples/c`](../../examples/c).
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
`MIT OR Apache-2.0`, the same as the rest of Wickra.
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.
+12
View File
@@ -0,0 +1,12 @@
# .NET build output
bin/
obj/
*.user
# NuGet packaging output
*.nupkg
*.snupkg
# Native libraries staged for packaging (produced by the release pipeline from
# the wickra-c-<triple>.tar.gz assets; never committed to source).
Wickra/runtimes/
+78
View File
@@ -0,0 +1,78 @@
# Wickra — .NET
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
[![NuGet](https://img.shields.io/nuget/v/Wickra.svg?logo=nuget&color=blue)](https://www.nuget.org/packages/Wickra)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators for .NET. `dotnet add package Wickra`
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
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
C ABI hub through `[LibraryImport]` P/Invoke and exposes all 514 streaming-first
indicators as idiomatic `IDisposable` classes.
## Install
```bash
dotnet add package Wickra
```
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
arm64) under `runtimes/<rid>/native/`, selected automatically. There is nothing
to compile. Targets .NET 8 and later.
## Quick start
```csharp
using Wickra;
// Batch: run an indicator over a whole series (NaN at warmup positions).
var prices = Enumerable.Range(0, 1000).Select(i => 100.0 + i * 0.1).ToArray();
using var sma = new Sma(20);
double[] values = sma.Batch(prices);
// Streaming: the same indicator, fed tick by tick in O(1).
using var rsi = new Rsi(14);
foreach (var price in liveFeed)
{
var value = rsi.Update(price); // NaN during warmup, no recomputation
if (double.IsFinite(value) && value > 70)
{
Console.WriteLine("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 nullable `record struct`, `null` while warming up.
## 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/csharp/`](https://github.com/wickra-lib/wickra/tree/main/examples/csharp)
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 +1,144 @@
using Wickra;
using Xunit;
namespace Wickra.Tests;
/// <summary>
/// One representative per FFI archetype, exercising every marshalling path the
/// generator produces (scalar, candle, pairwise, multi-output, bars, profile,
/// values-profile, array-input). Garbage marshalling surfaces as NaN, wild
/// values, or crashes — so finite/sane assertions are the real check.
/// </summary>
public class ArchetypeTests
{
private static (double open, double high, double low, double close, double volume, long ts) Candle(int i)
{
var close = 100.0 + 10.0 * Math.Sin(i * 0.3);
var open = 100.0 + 10.0 * Math.Sin((i - 1) * 0.3);
var high = Math.Max(open, close) + 1.0;
var low = Math.Min(open, close) - 1.0;
return (open, high, low, close, 1_000.0, i * 60_000L);
}
[Fact]
public void Scalar_Ema_IsFiniteAfterWarmup()
{
using var ema = new Ema(3);
double last = double.NaN;
for (var i = 1; i <= 10; i++)
{
last = ema.Update(i);
}
Assert.True(double.IsFinite(last));
Assert.InRange(last, 1.0, 10.0);
}
[Fact]
public void Candle_Atr_IsFinitePositive()
{
using var atr = new Atr(3);
double last = double.NaN;
for (var i = 0; i < 20; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
last = atr.Update(o, h, l, c, v, ts);
}
Assert.True(double.IsFinite(last));
Assert.True(last > 0.0);
}
[Fact]
public void Pairwise_Beta_IsFinite()
{
using var beta = new Beta(5);
double last = double.NaN;
for (var i = 0; i < 30; i++)
{
var market = 100.0 + 10.0 * Math.Sin(i * 0.5);
var asset = 50.0 + 6.0 * Math.Sin(i * 0.5 + 0.2);
last = beta.Update(market, asset);
}
Assert.True(double.IsFinite(last));
}
[Fact]
public void MultiOutput_Adx_ReturnsFiniteStruct()
{
using var adx = new Adx(5);
AdxOutput? result = null;
for (var i = 0; i < 60; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
result = adx.Update(o, h, l, c, v, ts);
}
Assert.NotNull(result);
Assert.True(double.IsFinite(result!.Value.Adx));
Assert.True(double.IsFinite(result.Value.PlusDi));
Assert.True(double.IsFinite(result.Value.MinusDi));
}
[Fact]
public void Bars_DollarBars_EmitsBars()
{
using var bars = new DollarBars(5_000.0);
var total = 0;
for (var i = 0; i < 200; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
total += bars.Update(o, h, l, c, v, ts).Length;
}
Assert.True(total > 0);
}
[Fact]
public void Profile_VolumeProfile_ReturnsValues()
{
using var profile = new VolumeProfile(20, 8);
VolumeProfileOutputScalars? result = null;
for (var i = 0; i < 60; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
result = profile.Update(o, h, l, c, v, ts);
}
Assert.NotNull(result);
Assert.NotNull(result!.Value.Values);
Assert.True(result.Value.PriceLow <= result.Value.PriceHigh);
}
[Fact]
public void ProfileValues_DayOfWeekProfile_NoCrash()
{
using var profile = new DayOfWeekProfile(0);
double[]? result = null;
for (var i = 0; i < 60; i++)
{
var close = 100.0 + 5.0 * Math.Sin(i * 0.2);
// one day apart so the day-of-week buckets fill
result = profile.Update(close, close + 1, close - 1, close, 1_000.0, i * 86_400_000L);
}
if (result is not null)
{
Assert.All(result, v => Assert.True(double.IsFinite(v)));
}
}
[Fact]
public void ArrayInput_DepthSlope_IsFinite()
{
using var slope = new DepthSlope();
ReadOnlySpan<double> bidPrice = stackalloc double[] { 99.0, 98.0, 97.0 };
ReadOnlySpan<double> bidSize = stackalloc double[] { 10.0, 20.0, 30.0 };
ReadOnlySpan<double> askPrice = stackalloc double[] { 101.0, 102.0, 103.0 };
ReadOnlySpan<double> askSize = stackalloc double[] { 12.0, 22.0, 32.0 };
var result = slope.Update(bidPrice, bidSize, askPrice, askSize);
Assert.True(double.IsFinite(result));
}
}
+51
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using Wickra;
using Xunit;
namespace Wickra.Tests;
public class SmaTests
{
[Fact]
public void StreamingMatchesReference()
{
using var sma = new Sma(3);
Assert.True(double.IsNaN(sma.Update(1)));
Assert.True(double.IsNaN(sma.Update(2)));
Assert.Equal(2.0, sma.Update(3), 9);
Assert.Equal(3.0, sma.Update(4), 9);
Assert.Equal(4.0, sma.Update(5), 9);
}
[Fact]
public void BatchMatchesStreaming()
{
using var sma = new Sma(3);
var output = sma.Batch(new double[] { 1, 2, 3, 4, 5 });
Assert.True(double.IsNaN(output[0]));
Assert.True(double.IsNaN(output[1]));
Assert.Equal(2.0, output[2], 9);
Assert.Equal(3.0, output[3], 9);
Assert.Equal(4.0, output[4], 9);
}
[Fact]
public void ResetClearsState()
{
using var sma = new Sma(3);
sma.Update(1);
sma.Update(2);
sma.Update(3);
sma.Reset();
Assert.True(double.IsNaN(sma.Update(10)));
}
[Fact]
public void ZeroPeriodThrows()
{
// Zero is rejected by the native constructor (returns NULL) -> ArgumentException;
// a negative period is caught earlier by the wrapper guard.
Assert.Throws<ArgumentException>(() => new Sma(0));
Assert.Throws<ArgumentOutOfRangeException>(() => new Sma(-1));
}
}
@@ -0,0 +1,21 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<IsPackable>false</IsPackable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.11.1" />
<PackageReference Include="xunit" Version="2.9.2" />
<PackageReference Include="xunit.runner.visualstudio" Version="2.8.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Wickra\Wickra.csproj" />
</ItemGroup>
</Project>
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+57
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@@ -0,0 +1,57 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<RootNamespace>Wickra</RootNamespace>
<AssemblyName>Wickra</AssemblyName>
<!-- NuGet package metadata -->
<PackageId>Wickra</PackageId>
<Version>0.7.7</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>
<PackageProjectUrl>https://github.com/wickra-lib/wickra</PackageProjectUrl>
<RepositoryUrl>https://github.com/wickra-lib/wickra</RepositoryUrl>
<RepositoryType>git</RepositoryType>
<PackageTags>technical-analysis;indicators;trading;finance;streaming;ffi;native</PackageTags>
<PackageReadmeFile>README.md</PackageReadmeFile>
<IncludeSymbols>true</IncludeSymbols>
<SymbolPackageFormat>snupkg</SymbolPackageFormat>
<GenerateDocumentationFile>true</GenerateDocumentationFile>
<!-- A managed package carrying per-RID native assets; not built per-RID itself. -->
<IncludeBuildOutput>true</IncludeBuildOutput>
<!-- NU5128: managed package carrying only per-RID native assets.
CS1591: generated members are self-descriptive; hand-written API is documented. -->
<NoWarn>$(NoWarn);NU5128;CS1591</NoWarn>
</PropertyGroup>
<!--
Supported native runtime identifiers. The release pipeline builds the C ABI
per target triple and stages the libraries under
Wickra/runtimes/<rid>/native/ before `dotnet pack`:
win-x64 win-arm64 linux-x64 linux-arm64 osx-x64 osx-arm64
-->
<PropertyGroup>
<WickraRuntimeIdentifiers>win-x64;win-arm64;linux-x64;linux-arm64;osx-x64;osx-arm64</WickraRuntimeIdentifiers>
</PropertyGroup>
<ItemGroup>
<None Include="..\README.md" Pack="true" PackagePath="\" />
</ItemGroup>
<!--
Native libraries are packed under runtimes/<rid>/native/ by the release pipeline,
which unpacks the wickra-c-<triple>.tar.gz assets into the matching RID folders.
For local development and tests the natives are resolved from the cargo target dir
via WickraNative's DllImportResolver.
-->
<ItemGroup>
<None Include="runtimes/**/native/*" Pack="true" PackagePath="runtimes" Condition="Exists('runtimes')" />
</ItemGroup>
</Project>
+26
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@@ -0,0 +1,26 @@
using Microsoft.Win32.SafeHandles;
namespace Wickra;
/// <summary>
/// Owns an opaque native indicator handle and releases it via the indicator's
/// <c>_free</c> function. One generic handle type backs every indicator; the
/// correct free routine is captured at construction time.
/// </summary>
internal sealed class WickraHandle : SafeHandleZeroOrMinusOneIsInvalid
{
private readonly Action<nint> _free;
internal WickraHandle(nint handle, Action<nint> free)
: base(ownsHandle: true)
{
_free = free;
SetHandle(handle);
}
protected override bool ReleaseHandle()
{
_free(handle);
return true;
}
}
+87
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@@ -0,0 +1,87 @@
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace Wickra;
/// <summary>
/// Native library resolution for the Wickra C ABI.
/// </summary>
/// <remarks>
/// When consumed as a NuGet package the native library ships under
/// <c>runtimes/&lt;rid&gt;/native/</c> and the default runtime resolver finds it
/// automatically. For local development (project reference against a cargo build)
/// the resolver additionally walks up the directory tree to locate
/// <c>target/release</c> or <c>target/debug</c>. Every candidate is validated to
/// actually export the Wickra ABI before it is accepted, so an unrelated library
/// of the same name cannot shadow the real one.
/// </remarks>
internal static class WickraNative
{
/// <summary>The library name passed to <c>[LibraryImport]</c>.</summary>
internal const string LibraryName = "wickra";
// Any exported symbol works as a fingerprint; sma_new exists in every build.
private const string SentinelSymbol = "wickra_sma_new";
[ModuleInitializer]
internal static void Register()
{
NativeLibrary.SetDllImportResolver(typeof(WickraNative).Assembly, Resolve);
}
private static nint Resolve(string libraryName, System.Reflection.Assembly assembly, DllImportSearchPath? searchPath)
{
if (libraryName != LibraryName)
{
return nint.Zero;
}
// 1. Default resolution (NuGet runtimes/ layout, app-local copies). Accept
// only if it is genuinely the Wickra ABI; otherwise discard and fall through.
if (NativeLibrary.TryLoad(libraryName, assembly, searchPath, out var handle))
{
if (Exports(handle))
{
return handle;
}
NativeLibrary.Free(handle);
}
// 2. Development fallback: locate the cargo build output.
var fileName = NativeFileName();
var dir = AppContext.BaseDirectory;
for (var i = 0; i < 16 && dir is not null; i++)
{
foreach (var profile in new[] { "release", "debug" })
{
var candidate = Path.Combine(dir, "target", profile, fileName);
if (File.Exists(candidate) && NativeLibrary.TryLoad(candidate, out var devHandle))
{
if (Exports(devHandle))
{
return devHandle;
}
NativeLibrary.Free(devHandle);
}
}
dir = Path.GetDirectoryName(dir.TrimEnd(Path.DirectorySeparatorChar, Path.AltDirectorySeparatorChar));
}
return nint.Zero;
}
private static bool Exports(nint handle) => NativeLibrary.TryGetExport(handle, SentinelSymbol, out _);
private static string NativeFileName()
{
if (OperatingSystem.IsWindows())
{
return "wickra.dll";
}
return OperatingSystem.IsMacOS() ? "libwickra.dylib" : "libwickra.so";
}
}
+100
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@@ -0,0 +1,100 @@
# Wickra — Go
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
[![Go Reference](https://pkg.go.dev/badge/github.com/wickra-lib/wickra/bindings/go.svg)](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](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
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
cgo and exposes all 514 streaming-first indicators as idiomatic types.
## Install
```bash
go get github.com/wickra-lib/wickra/bindings/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:
```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)
```
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
package main
import (
"fmt"
wickra "github.com/wickra-lib/wickra/bindings/go"
)
func main() {
// Batch: run an indicator over a whole series (NaN at warmup positions).
prices := make([]float64, 1000)
for i := range prices {
prices[i] = 100.0 + float64(i)*0.1
}
sma, _ := wickra.NewSma(20)
defer sma.Close()
values := sma.Batch(prices)
// Streaming: the same indicator, fed tick by tick in O(1).
rsi, _ := wickra.NewRsi(14)
defer rsi.Close()
for _, price := range prices {
value := rsi.Update(price) // NaN during warmup, no recomputation
if value > 70 {
fmt.Println("overbought")
}
}
_ = values
}
```
`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 `(Output, bool)`, with `false` while warming up.
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.
## 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/go/`](https://github.com/wickra-lib/wickra/tree/main/examples/go)
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
C ABI hub that any C-capable language (C, C++, C#, Go, 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.
+3
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@@ -0,0 +1,3 @@
module github.com/wickra-lib/wickra/bindings/go
go 1.23
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+7
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@@ -0,0 +1,7 @@
# Prebuilt Wickra C ABI libraries are provisioned locally / in CI, not committed.
*.so
*.dylib
*.dll
*.a
*.lib
*.exp
+25
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@@ -0,0 +1,25 @@
// Package wickra provides idiomatic Go bindings for the Wickra
// technical-analysis library over its C ABI hub.
//
// 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.
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
#include "wickra.h"
*/
import "C"
import "errors"
// ErrInvalidParams is returned by a New<Indicator> constructor when the native
// constructor rejects the supplied parameters (for example a zero period).
var ErrInvalidParams = errors.New("wickra: invalid indicator parameters")
+151
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@@ -0,0 +1,151 @@
package wickra
import (
"math"
"testing"
)
// One indicator per FFI archetype, exercising the full New/Update/Batch/Reset/
// Close surface against the real native library.
func TestScalarKnownValue(t *testing.T) {
s, err := NewSma(3)
if err != nil {
t.Fatalf("NewSma: %v", err)
}
defer s.Close()
var last float64
for _, v := range []float64{1, 2, 3, 4, 5} {
last = s.Update(v)
}
if math.Abs(last-4.0) > 1e-9 {
t.Fatalf("sma(3) last = %v, want 4.0", last)
}
}
func TestScalarBatchMatchesStreaming(t *testing.T) {
input := []float64{1, 2, 3, 4, 5, 6, 7, 8}
stream, _ := NewSma(3)
defer stream.Close()
want := make([]float64, len(input))
for i, v := range input {
want[i] = stream.Update(v)
}
batchInd, _ := NewSma(3)
defer batchInd.Close()
got := batchInd.Batch(input)
if len(got) != len(want) {
t.Fatalf("batch len = %d, want %d", len(got), len(want))
}
for i := range want {
if math.IsNaN(want[i]) && math.IsNaN(got[i]) {
continue
}
if math.Abs(got[i]-want[i]) > 1e-9 {
t.Fatalf("batch[%d] = %v, streaming = %v", i, got[i], want[i])
}
}
}
func TestMultiOutput(t *testing.T) {
m, err := NewMacdIndicator(3, 6, 3)
if err != nil {
t.Fatalf("NewMacdIndicator: %v", err)
}
defer m.Close()
var ok bool
var out MacdOutput
for i := 0; i < 30; i++ {
out, ok = m.Update(100 + float64(i))
}
if !ok {
t.Fatal("macd never produced a value after warmup")
}
if math.IsNaN(out.Macd) {
t.Fatal("macd value is NaN after warmup")
}
}
func TestBars(t *testing.T) {
rb, err := NewRangeBars(2.0)
if err != nil {
t.Fatalf("NewRangeBars: %v", err)
}
defer rb.Close()
total := 0
for _, p := range []float64{100, 101, 103, 104, 99, 96, 102, 108, 95, 110} {
bars := rb.Update(p, p, p, p, 1, 0)
total += len(bars)
}
if total == 0 {
t.Fatal("range bars produced no bars over a 15-point move")
}
}
func TestProfile(t *testing.T) {
vp, err := NewVolumeProfile(10, 24)
if err != nil {
t.Fatalf("NewVolumeProfile: %v", err)
}
defer vp.Close()
var ok bool
var snap VolumeProfileOutputScalars
for i := 0; i < 50; i++ {
price := 100 + 5*math.Sin(float64(i)*0.3)
snap, ok = vp.Update(price, price+1, price-1, price, 1000, int64(i))
}
if !ok {
t.Fatal("volume profile never produced a snapshot")
}
if len(snap.Values) == 0 {
t.Fatal("volume profile returned an empty values buffer")
}
}
func TestArrayInput(t *testing.T) {
ob, err := NewOrderBookImbalanceFull()
if err != nil {
t.Fatalf("NewOrderBookImbalanceFull: %v", err)
}
defer ob.Close()
bidPrice := []float64{99.9, 99.8, 99.7}
bidSize := []float64{5, 3, 2}
askPrice := []float64{100.1, 100.2, 100.3}
askSize := []float64{1, 1, 1}
v := ob.Update(bidPrice, bidSize, askPrice, askSize)
if math.IsNaN(v) {
t.Fatal("order-book imbalance is NaN on a populated book")
}
}
func TestResetReturnsToWarmup(t *testing.T) {
s, _ := NewSma(3)
defer s.Close()
for _, v := range []float64{1, 2, 3} {
s.Update(v)
}
s.Reset()
if got := s.Update(10); !math.IsNaN(got) {
t.Fatalf("after reset first update = %v, want NaN (warmup)", got)
}
}
func TestInvalidParams(t *testing.T) {
if _, err := NewSma(0); err == nil {
t.Fatal("NewSma(0) should return ErrInvalidParams")
}
}
func TestCloseIsIdempotent(t *testing.T) {
s, _ := NewSma(3)
s.Close()
s.Close() // must not panic or double-free
}
+1 -1
View File
@@ -9,7 +9,7 @@
prebuilt native binary, 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++ and any
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go 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 Node.js binding (napi-rs);
+1 -1
View File
@@ -1,6 +1,6 @@
{
"name": "wickra-darwin-arm64",
"version": "0.7.5",
"version": "0.7.7",
"description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.darwin-arm64.node",
"files": [
+1 -1
View File
@@ -1,6 +1,6 @@
{
"name": "wickra-darwin-x64",
"version": "0.7.5",
"version": "0.7.7",
"description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.darwin-x64.node",
"files": [
@@ -1,6 +1,6 @@
{
"name": "wickra-linux-arm64-gnu",
"version": "0.7.5",
"version": "0.7.7",
"description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.linux-arm64-gnu.node",
"files": [
+1 -1
View File
@@ -1,6 +1,6 @@
{
"name": "wickra-linux-x64-gnu",
"version": "0.7.5",
"version": "0.7.7",
"description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.linux-x64-gnu.node",
"files": [
@@ -1,6 +1,6 @@
{
"name": "wickra-win32-arm64-msvc",
"version": "0.7.5",
"version": "0.7.7",
"description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.win32-arm64-msvc.node",
"files": [
@@ -1,6 +1,6 @@
{
"name": "wickra-win32-x64-msvc",
"version": "0.7.5",
"version": "0.7.7",
"description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.win32-x64-msvc.node",
"files": [
+20 -20
View File
@@ -1,12 +1,12 @@
{
"name": "wickra",
"version": "0.7.5",
"version": "0.7.7",
"lockfileVersion": 3,
"requires": true,
"packages": {
"": {
"name": "wickra",
"version": "0.7.5",
"version": "0.7.7",
"license": "MIT OR Apache-2.0",
"devDependencies": {
"@napi-rs/cli": "^2.18.0"
@@ -15,12 +15,12 @@
"node": ">= 18"
},
"optionalDependencies": {
"wickra-darwin-arm64": "0.7.5",
"wickra-darwin-x64": "0.7.5",
"wickra-linux-arm64-gnu": "0.7.5",
"wickra-linux-x64-gnu": "0.7.5",
"wickra-win32-arm64-msvc": "0.7.5",
"wickra-win32-x64-msvc": "0.7.5"
"wickra-darwin-arm64": "0.7.7",
"wickra-darwin-x64": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.7",
"wickra-linux-x64-gnu": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.7",
"wickra-win32-x64-msvc": "0.7.7"
}
},
"node_modules/@napi-rs/cli": {
@@ -41,8 +41,8 @@
}
},
"node_modules/wickra-darwin-arm64": {
"version": "0.7.5",
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.7.5.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.7.7.tgz",
"integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
"cpu": [
"arm64"
@@ -57,8 +57,8 @@
}
},
"node_modules/wickra-darwin-x64": {
"version": "0.7.5",
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.7.5.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.7.7.tgz",
"integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
"cpu": [
"x64"
@@ -73,8 +73,8 @@
}
},
"node_modules/wickra-linux-arm64-gnu": {
"version": "0.7.5",
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.7.5.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.7.7.tgz",
"integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
"cpu": [
"arm64"
@@ -89,8 +89,8 @@
}
},
"node_modules/wickra-linux-x64-gnu": {
"version": "0.7.5",
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.7.5.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.7.7.tgz",
"integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
"cpu": [
"x64"
@@ -105,8 +105,8 @@
}
},
"node_modules/wickra-win32-arm64-msvc": {
"version": "0.7.5",
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.7.5.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.7.7.tgz",
"integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
"cpu": [
"arm64"
@@ -121,8 +121,8 @@
}
},
"node_modules/wickra-win32-x64-msvc": {
"version": "0.7.5",
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.7.5.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.7.7.tgz",
"integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
"cpu": [
"x64"
+7 -7
View File
@@ -1,6 +1,6 @@
{
"name": "wickra",
"version": "0.7.5",
"version": "0.7.7",
"description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
"author": "kingchenc <support@wickra.org>",
"main": "index.js",
@@ -47,12 +47,12 @@
"node": ">= 18"
},
"optionalDependencies": {
"wickra-linux-x64-gnu": "0.7.5",
"wickra-linux-arm64-gnu": "0.7.5",
"wickra-darwin-x64": "0.7.5",
"wickra-darwin-arm64": "0.7.5",
"wickra-win32-x64-msvc": "0.7.5",
"wickra-win32-arm64-msvc": "0.7.5"
"wickra-linux-x64-gnu": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.7",
"wickra-darwin-x64": "0.7.7",
"wickra-darwin-arm64": "0.7.7",
"wickra-win32-x64-msvc": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.7"
},
"scripts": {
"build": "napi build --platform --release",
+1 -1
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@@ -9,7 +9,7 @@
system dependencies, no C build tooling.**
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++ and any
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go 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 Python binding (PyO3); it
+1 -1
View File
@@ -4,7 +4,7 @@ build-backend = "maturin"
[project]
name = "wickra"
version = "0.7.5"
version = "0.7.7"
description = "Streaming-first technical indicators: incremental, fast, install-free."
readme = "README.md"
license = "MIT OR Apache-2.0"
+1 -1
View File
@@ -9,7 +9,7 @@
wickra-wasm` — pure WebAssembly, runs anywhere a modern JS engine does.**
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++ and any
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
other C-capable language. Every indicator is an O(1)
streaming state machine, so live trading dashboards and historical backtests
share the exact same implementation. This package is the WebAssembly binding
+5 -2
View File
@@ -6,8 +6,11 @@ That includes:
- **Quickstarts** for [Rust](https://docs.wickra.org/Quickstart-Rust),
[Python](https://docs.wickra.org/Quickstart-Python),
[Node](https://docs.wickra.org/Quickstart-Node), and
[WASM](https://docs.wickra.org/Quickstart-WASM).
[Node](https://docs.wickra.org/Quickstart-Node),
[WASM](https://docs.wickra.org/Quickstart-WASM),
[C](https://docs.wickra.org/Quickstart-C),
[C#](https://docs.wickra.org/Quickstart-CSharp), and
[Go](https://docs.wickra.org/Quickstart-Go).
- A per-indicator deep dive for every one of the **514 indicators** across
the sixteen families (Moving Averages, Momentum Oscillators, Trend &
Directional, Price Oscillators, Volatility & Bands, Bands & Channels,
+43
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@@ -48,6 +48,49 @@ three `strategy_*`) build against the bundled datasets and run under `ctest`.
run in CI; run them by hand. `parallel_assets` links OpenMP when the toolchain
provides it and falls back to a single-threaded run otherwise.
## C# / .NET — `examples/csharp/`
Build the C ABI library first (`cargo build -p wickra-c --release`), then run any
example with the .NET 8 SDK; the binding resolves the native library automatically.
| Example | What it does | Run |
| --- | --- | --- |
| `streaming` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `dotnet run --project examples/csharp/streaming` |
| `backtest` | Basket of indicators over an OHLCV series (CSV arg or synthetic). | `dotnet run --project examples/csharp/backtest -- <ohlcv.csv>` |
| `multi_timeframe` | Resample a 1-minute series to 5m / 15m and print an indicator per timeframe. | `dotnet run --project examples/csharp/multi_timeframe` |
| `parallel_assets` | SMA(20) batch over a panel, serial vs `Parallel.For`, with speedup. | `dotnet run -c Release --project examples/csharp/parallel_assets` |
| `strategy_rsi_mean_reversion` | RSI(14) mean-reversion with PnL / Sharpe / max-DD summary. | `dotnet run -c Release --project examples/csharp/strategy_rsi_mean_reversion` |
| `strategy_macd_adx` | Trend-follower: MACD crossover entries gated by ADX(14) > 20. | `dotnet run -c Release --project examples/csharp/strategy_macd_adx` |
| `strategy_bollinger_squeeze` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `dotnet run -c Release --project examples/csharp/strategy_bollinger_squeeze` |
| `fetch_btcusdt` | Download real BTCUSDT klines from the Binance REST API into a CSV. | `dotnet run --project examples/csharp/fetch_btcusdt` |
| `live_binance` | Stream live Binance klines through EMA(20) over a WebSocket. | `dotnet run --project examples/csharp/live_binance` |
The offline examples run on deterministic synthetic data (and under CI on all
three OSes); `fetch_btcusdt` and `live_binance` reach the network and are built
but not run in CI.
## Go — `examples/go/`
Build the C ABI library first (`cargo build -p wickra-c --release`) and stage it
under `bindings/go/lib/` (see the [Go binding README](../bindings/go)), then run
any example from the `examples/go` module.
| Example | What it does | Run |
| --- | --- | --- |
| `streaming` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `go run ./streaming` |
| `backtest` | Basket of indicators over an OHLCV series (CSV arg or synthetic). | `go run ./backtest <ohlcv.csv>` |
| `multi_timeframe` | Resample a 1-minute series to 5m / 15m and print an indicator per timeframe. | `go run ./multi_timeframe` |
| `parallel_assets` | SMA(20) batch over a panel, serial vs goroutine fan-out, with speedup. | `go run ./parallel_assets 200 5000` |
| `strategy_rsi_mean_reversion` | RSI(14) mean-reversion with PnL / Sharpe / max-DD summary. | `go run ./strategy_rsi_mean_reversion` |
| `strategy_macd_adx` | Trend-follower: MACD crossover entries gated by ADX(14) > 20. | `go run ./strategy_macd_adx` |
| `strategy_bollinger_squeeze` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `go run ./strategy_bollinger_squeeze` |
| `fetch_btcusdt` | Download real BTCUSDT klines from the Binance REST API into a CSV. | `go run ./fetch_btcusdt` |
| `live_binance` | Stream live Binance klines through EMA(20) over a WebSocket. | `go run ./live_binance` |
The offline examples run on deterministic synthetic data (and under CI on all
three OSes); `fetch_btcusdt` and `live_binance` reach the network and are built
but not run in CI.
## Python — `examples/python/`
| Example | What it does | Run |
+7
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@@ -0,0 +1,7 @@
# .NET build output
bin/
obj/
*.user
# Data fetched at runtime by fetch_btcusdt
**/data/
+19
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@@ -0,0 +1,19 @@
<Project>
<!-- Shared settings + references for every C# example. Each example project
only declares <OutputType>Exe</OutputType>. -->
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<IsPackable>false</IsPackable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\..\..\bindings\csharp\Wickra\Wickra.csproj" />
<Compile Include="..\_common\MarketData.cs" Link="_common\MarketData.cs" />
<Compile Include="..\_common\Backtest.cs" Link="_common\Backtest.cs" />
</ItemGroup>
</Project>
+29
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@@ -0,0 +1,29 @@
# Wickra examples — C# / .NET
Runnable .NET examples for the [Wickra .NET binding](../../bindings/csharp).
Each example is a small console project that references the `Wickra` project and
resolves the native library automatically (from `target/release` during local
development, or the NuGet `runtimes/` layout when packaged).
Build the native library first, then run any example:
```bash
cargo build -p wickra-c --release
dotnet run --project examples/csharp/streaming
```
| Example | What it does | Run |
| --- | --- | --- |
| `streaming` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `dotnet run --project examples/csharp/streaming` |
| `backtest` | Compute a basket of indicators over an OHLCV series and print a summary. | `dotnet run --project examples/csharp/backtest -- <ohlcv.csv>` |
| `multi_timeframe` | Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | `dotnet run --project examples/csharp/multi_timeframe` |
| `parallel_assets` | SMA(20) batch over a panel of assets, serial vs `Parallel.For`, with speedup. | `dotnet run -c Release --project examples/csharp/parallel_assets -- 200 5000` |
| `strategy_rsi_mean_reversion` | RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | `dotnet run -c Release --project examples/csharp/strategy_rsi_mean_reversion` |
| `strategy_macd_adx` | MACD crossover entries gated by ADX(14) > 20. | `dotnet run -c Release --project examples/csharp/strategy_macd_adx` |
| `strategy_bollinger_squeeze` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `dotnet run -c Release --project examples/csharp/strategy_bollinger_squeeze` |
| `fetch_btcusdt` | Download real BTCUSDT klines from the Binance REST API into a CSV. | `dotnet run --project examples/csharp/fetch_btcusdt` |
| `live_binance` | Stream live Binance klines through EMA(20) over a WebSocket. | `dotnet run --project examples/csharp/live_binance` |
`fetch_btcusdt` and `live_binance` require network access; the rest run offline
on deterministic synthetic data. Shared helpers (synthetic data, CSV loader,
equity summary) live in [`_common/`](_common).
+45
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@@ -0,0 +1,45 @@
namespace Wickra.Examples;
/// <summary>Summary statistics for a long-only equity curve.</summary>
public sealed record EquityResult(double TotalReturnPct, double Sharpe, double MaxDrawdownPct, int Trades, double FinalEquity);
/// <summary>
/// Minimal long-only backtest helper: turn a stream of per-bar fractional
/// returns into a PnL / Sharpe / max-drawdown summary. The strategy examples
/// produce the returns; this aggregates them.
/// </summary>
public static class Backtest
{
/// <param name="periodReturns">Per-bar fractional returns (0.01 == +1%).</param>
/// <param name="trades">Number of position entries.</param>
/// <param name="periodsPerYear">Annualisation factor for the Sharpe ratio.</param>
public static EquityResult Summarize(IReadOnlyList<double> periodReturns, int trades, double periodsPerYear = 252.0)
{
double equity = 1.0, peak = 1.0, maxDrawdown = 0.0;
foreach (var r in periodReturns)
{
equity *= 1.0 + r;
peak = Math.Max(peak, equity);
if (peak > 0)
{
maxDrawdown = Math.Max(maxDrawdown, (peak - equity) / peak);
}
}
var mean = periodReturns.Count > 0 ? periodReturns.Average() : 0.0;
var variance = periodReturns.Count > 1
? periodReturns.Sum(x => (x - mean) * (x - mean)) / (periodReturns.Count - 1)
: 0.0;
var stdDev = Math.Sqrt(variance);
var sharpe = stdDev > 1e-12 ? mean / stdDev * Math.Sqrt(periodsPerYear) : 0.0;
return new EquityResult((equity - 1.0) * 100.0, sharpe, maxDrawdown * 100.0, trades, equity);
}
/// <summary>Prints a one-line summary.</summary>
public static void Print(string name, EquityResult r)
{
Console.WriteLine(
$"{name,-26} return={r.TotalReturnPct,8:F2}% sharpe={r.Sharpe,6:F2} maxDD={r.MaxDrawdownPct,6:F2}% trades={r.Trades}");
}
}
+78
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@@ -0,0 +1,78 @@
namespace Wickra.Examples;
/// <summary>One OHLCV bar with a millisecond timestamp.</summary>
public readonly record struct Bar(double Open, double High, double Low, double Close, double Volume, long Timestamp);
/// <summary>
/// Deterministic synthetic market data plus a small OHLCV CSV loader, shared by
/// the offline examples so they run without network access.
/// </summary>
public static class MarketData
{
/// <summary>A reproducible price path (trend + two cycles), no randomness.</summary>
public static double[] SyntheticPrices(int count, double start = 100.0)
{
var prices = new double[count];
for (var i = 0; i < count; i++)
{
prices[i] = start + 12.0 * Math.Sin(i * 0.05) + 5.0 * Math.Sin(i * 0.013) + i * 0.01;
}
return prices;
}
/// <summary>A reproducible OHLCV series derived from <see cref="SyntheticPrices"/>.</summary>
public static Bar[] SyntheticCandles(int count, long startTimestamp = 0, long stepMs = 3_600_000)
{
var prices = SyntheticPrices(count + 1);
var bars = new Bar[count];
for (var i = 0; i < count; i++)
{
var open = prices[i];
var close = prices[i + 1];
var high = Math.Max(open, close) + 0.5 + Math.Abs(Math.Sin(i * 0.7));
var low = Math.Min(open, close) - 0.5 - Math.Abs(Math.Cos(i * 0.7));
var volume = 1_000.0 + 500.0 * (1.0 + Math.Sin(i * 0.1));
bars[i] = new Bar(open, high, low, close, volume, startTimestamp + i * stepMs);
}
return bars;
}
/// <summary>
/// Loads an OHLCV CSV. Accepts rows of <c>timestamp,open,high,low,close,volume</c>
/// or <c>open,high,low,close,volume</c>; a non-numeric first row is treated as a header.
/// </summary>
public static Bar[] LoadOhlcvCsv(string path)
{
var bars = new List<Bar>();
foreach (var rawLine in File.ReadLines(path))
{
var line = rawLine.Trim();
if (line.Length == 0)
{
continue;
}
var cols = line.Split(',');
if (!double.TryParse(cols[0], System.Globalization.CultureInfo.InvariantCulture, out _) &&
!long.TryParse(cols[0], out _))
{
continue; // header row
}
double F(int i) => double.Parse(cols[i], System.Globalization.CultureInfo.InvariantCulture);
if (cols.Length >= 6)
{
bars.Add(new Bar(F(1), F(2), F(3), F(4), F(5), long.Parse(cols[0])));
}
else
{
bars.Add(new Bar(F(0), F(1), F(2), F(3), F(4), bars.Count));
}
}
return bars.ToArray();
}
}
+33
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@@ -0,0 +1,33 @@
using Wickra;
using Wickra.Examples;
// Compute a basket of indicators over an OHLCV series and print a summary.
// Pass a CSV path (timestamp,open,high,low,close,volume) or run on synthetic data.
var source = args.Length > 0 ? args[0] : "synthetic";
Bar[] bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(1000);
Console.WriteLine($"Backtest over {bars.Length} bars ({source}):");
using var sma = new Sma(20);
using var ema = new Ema(50);
using var rsi = new Rsi(14);
using var atr = new Atr(14);
double lastSma = 0, lastEma = 0, lastRsi = 0, lastAtr = 0;
var oversold = 0;
foreach (var b in bars)
{
lastSma = sma.Update(b.Close);
lastEma = ema.Update(b.Close);
lastRsi = rsi.Update(b.Close);
lastAtr = atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp);
if (double.IsFinite(lastRsi) && lastRsi < 30.0)
{
oversold++;
}
}
Console.WriteLine($" SMA(20) last = {lastSma:F4}");
Console.WriteLine($" EMA(50) last = {lastEma:F4}");
Console.WriteLine($" RSI(14) last = {lastRsi:F4} ({oversold} oversold bars)");
Console.WriteLine($" ATR(14) last = {lastAtr:F4}");
+5
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@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
+33
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@@ -0,0 +1,33 @@
using System.Globalization;
using System.Text.Json;
// Download real BTCUSDT hourly klines from the Binance REST API into a CSV that the
// other examples can consume. Requires network access (build-only in CI).
const string url = "https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1h&limit=500";
using var http = new HttpClient();
Console.WriteLine($"Fetching {url}");
var json = await http.GetStringAsync(url);
using var doc = JsonDocument.Parse(json);
var dir = Path.Combine(AppContext.BaseDirectory, "data");
Directory.CreateDirectory(dir);
var path = Path.Combine(dir, "btcusdt_1h.csv");
using var writer = new StreamWriter(path);
writer.WriteLine("timestamp,open,high,low,close,volume");
var count = 0;
foreach (var kline in doc.RootElement.EnumerateArray())
{
// Binance kline array: [openTime, open, high, low, close, volume, ...]
var ts = kline[0].GetInt64();
var o = kline[1].GetString();
var h = kline[2].GetString();
var l = kline[3].GetString();
var c = kline[4].GetString();
var v = kline[5].GetString();
writer.WriteLine(string.Create(CultureInfo.InvariantCulture, $"{ts},{o},{h},{l},{c},{v}"));
count++;
}
Console.WriteLine($"Wrote {count} klines to {path}");
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
+40
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@@ -0,0 +1,40 @@
using System.Globalization;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
using Wickra;
// Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
// Requires network access (build-only in CI). Runs for up to 60 seconds.
var uri = new Uri("wss://stream.binance.com:9443/ws/btcusdt@kline_1m");
Console.WriteLine($"Connecting to {uri} (up to 60s)...");
using var ws = new ClientWebSocket();
using var cts = new CancellationTokenSource(TimeSpan.FromSeconds(60));
using var ema = new Ema(20);
var buffer = new byte[8192];
try
{
await ws.ConnectAsync(uri, cts.Token);
while (ws.State == WebSocketState.Open && !cts.IsCancellationRequested)
{
var result = await ws.ReceiveAsync(buffer, cts.Token);
if (result.MessageType == WebSocketMessageType.Close)
{
break;
}
using var doc = JsonDocument.Parse(Encoding.UTF8.GetString(buffer, 0, result.Count));
if (doc.RootElement.TryGetProperty("k", out var k))
{
var close = double.Parse(k.GetProperty("c").GetString()!, CultureInfo.InvariantCulture);
var value = ema.Update(close);
Console.WriteLine($"close={close:F2} EMA(20)={value:F2}");
}
}
}
catch (OperationCanceledException)
{
Console.WriteLine("Done (time limit reached).");
}
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
@@ -0,0 +1,44 @@
using Wickra;
using Wickra.Examples;
// Resample a 1-minute series into higher timeframes and run an indicator per timeframe.
var oneMinute = MarketData.SyntheticCandles(1200, startTimestamp: 0, stepMs: 60_000);
Console.WriteLine("EMA(20) of close across timeframes (resampled from 1-minute bars):");
foreach (var factor in new[] { 1, 5, 15 })
{
var bars = Resample(oneMinute, factor);
using var ema = new Ema(20);
double last = 0;
foreach (var b in bars)
{
last = ema.Update(b.Close);
}
Console.WriteLine($" {factor,2}m: {bars.Length,5} bars EMA(20) last = {last:F4}");
}
static Bar[] Resample(Bar[] source, int factor)
{
if (factor <= 1)
{
return source;
}
var output = new List<Bar>();
for (var i = 0; i < source.Length; i += factor)
{
var end = Math.Min(i + factor, source.Length);
double high = double.MinValue, low = double.MaxValue, volume = 0;
for (var j = i; j < end; j++)
{
high = Math.Max(high, source[j].High);
low = Math.Min(low, source[j].Low);
volume += source[j].Volume;
}
output.Add(new Bar(source[i].Open, high, low, source[end - 1].Close, volume, source[i].Timestamp));
}
return output.ToArray();
}
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
@@ -0,0 +1,47 @@
using System.Diagnostics;
using Wickra;
using Wickra.Examples;
// Run SMA(20) batch over a panel of assets, serial vs Parallel.For, and report the speedup.
var assets = args.Length > 0 ? int.Parse(args[0]) : 500;
var bars = args.Length > 1 ? int.Parse(args[1]) : 20_000;
var panel = new double[assets][];
for (var a = 0; a < assets; a++)
{
panel[a] = MarketData.SyntheticPrices(bars, start: 50.0 + a * 0.1);
}
// Warm up the JIT and thread pool so the comparison is fair.
using (var warm = new Sma(20))
{
warm.Batch(panel[0]);
}
var sink = 0.0;
var sw = Stopwatch.StartNew();
for (var a = 0; a < assets; a++)
{
using var sma = new Sma(20);
var result = sma.Batch(panel[a]);
sink += result[^1];
}
sw.Stop();
var serialMs = sw.Elapsed.TotalMilliseconds;
var lasts = new double[assets];
sw.Restart();
Parallel.For(0, assets, a =>
{
using var sma = new Sma(20);
var result = sma.Batch(panel[a]);
lasts[a] = result[^1];
});
sw.Stop();
var parallelMs = sw.Elapsed.TotalMilliseconds;
Console.WriteLine($"{assets} assets x {bars} bars, SMA(20) batch:");
Console.WriteLine($" serial {serialMs,8:F1} ms");
Console.WriteLine($" parallel {parallelMs,8:F1} ms ({serialMs / Math.Max(parallelMs, 1e-9):F1}x speedup)");
GC.KeepAlive(sink);
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
@@ -0,0 +1,46 @@
using Wickra;
using Wickra.Examples;
// Breakout: when Bollinger bandwidth is tight (a "squeeze") and price closes above the
// upper band, go long with an ATR(14) trailing stop.
var bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(2000);
using var bollinger = new BollingerBands(20, 2.0);
using var atr = new Atr(14);
var returns = new List<double>();
var trades = 0;
var inPosition = false;
var entry = 0.0;
var stop = 0.0;
foreach (var b in bars)
{
var bands = bollinger.Update(b.Close);
var atrValue = atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp);
if (bands is not { } band || !double.IsFinite(atrValue))
{
continue;
}
var bandwidth = band.Middle != 0.0 ? (band.Upper - band.Lower) / band.Middle : double.MaxValue;
if (!inPosition && bandwidth < 0.06 && b.Close > band.Upper)
{
inPosition = true;
entry = b.Close;
stop = b.Close - 2.0 * atrValue;
trades++;
}
else if (inPosition)
{
stop = Math.Max(stop, b.Close - 2.0 * atrValue); // trail the stop up
if (b.Close < stop)
{
returns.Add((b.Close - entry) / entry);
inPosition = false;
}
}
}
Backtest.Print("Bollinger squeeze", Backtest.Summarize(returns, trades));
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
@@ -0,0 +1,42 @@
using Wickra;
using Wickra.Examples;
// Trend follower: enter long on a MACD histogram cross up, but only when ADX(14) > 20
// confirms a trend; exit when the histogram crosses back below zero.
var bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(2000);
using var macd = new MacdIndicator(12, 26, 9);
using var adx = new Adx(14);
var returns = new List<double>();
var trades = 0;
var inPosition = false;
var entry = 0.0;
var prevHistogram = double.NaN;
foreach (var b in bars)
{
var m = macd.Update(b.Close);
var a = adx.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp);
if (m is not { } macdValue || a is not { } adxValue)
{
continue;
}
var trending = adxValue.Adx > 20.0;
if (!inPosition && trending && double.IsFinite(prevHistogram) && prevHistogram <= 0.0 && macdValue.Histogram > 0.0)
{
inPosition = true;
entry = b.Close;
trades++;
}
else if (inPosition && macdValue.Histogram < 0.0)
{
returns.Add((b.Close - entry) / entry);
inPosition = false;
}
prevHistogram = macdValue.Histogram;
}
Backtest.Print("MACD + ADX trend", Backtest.Summarize(returns, trades));
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
@@ -0,0 +1,34 @@
using Wickra;
using Wickra.Examples;
// Mean reversion: go long when RSI(14) drops below 30, exit when it recovers above 50.
var bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(2000);
using var rsi = new Rsi(14);
var returns = new List<double>();
var trades = 0;
var inPosition = false;
var entry = 0.0;
foreach (var b in bars)
{
var value = rsi.Update(b.Close);
if (!double.IsFinite(value))
{
continue;
}
if (!inPosition && value < 30.0)
{
inPosition = true;
entry = b.Close;
trades++;
}
else if (inPosition && value > 50.0)
{
returns.Add((b.Close - entry) / entry);
inPosition = false;
}
}
Backtest.Print("RSI mean-reversion", Backtest.Summarize(returns, trades));
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
+29
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@@ -0,0 +1,29 @@
using Wickra;
using Wickra.Examples;
// Feed a synthetic price series through several indicators tick by tick (O(1) each).
var prices = MarketData.SyntheticPrices(500);
using var sma = new Sma(20);
using var ema = new Ema(20);
using var rsi = new Rsi(14);
using var macd = new MacdIndicator(12, 26, 9);
double lastSma = 0, lastEma = 0, lastRsi = 0;
MacdOutput? lastMacd = null;
foreach (var price in prices)
{
lastSma = sma.Update(price);
lastEma = ema.Update(price);
lastRsi = rsi.Update(price);
lastMacd = macd.Update(price);
}
Console.WriteLine($"Streamed {prices.Length} prices through SMA(20), EMA(20), RSI(14), MACD(12,26,9):");
Console.WriteLine($" SMA = {lastSma:F4}");
Console.WriteLine($" EMA = {lastEma:F4}");
Console.WriteLine($" RSI = {lastRsi:F4}");
if (lastMacd is { } m)
{
Console.WriteLine($" MACD = {m.Macd:F4} signal={m.Signal:F4} hist={m.Histogram:F4}");
}
@@ -0,0 +1,5 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
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@@ -0,0 +1,14 @@
# Data fetched at runtime by fetch_btcusdt
**/data/
# Compiled example binaries
/streaming/streaming
/backtest/backtest
/multi_timeframe/multi_timeframe
/parallel_assets/parallel_assets
/strategy_rsi_mean_reversion/strategy_rsi_mean_reversion
/strategy_macd_adx/strategy_macd_adx
/strategy_bollinger_squeeze/strategy_bollinger_squeeze
/fetch_btcusdt/fetch_btcusdt
/live_binance/live_binance
*.exe
+38
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@@ -0,0 +1,38 @@
# Wickra examples — Go
Runnable Go examples for the [Wickra Go binding](../../bindings/go). Each example
is a small `main` program in its own directory; they share the deterministic
synthetic data, CSV loader, and equity summary in
[`internal/market`](internal/market).
The binding links against the prebuilt Wickra C ABI library, so build and stage
it once before running anything:
```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 put it on PATH)
```
Then run any example from the `examples/go` module:
```bash
cd examples/go
go run ./streaming
```
| Example | What it does | Run |
| --- | --- | --- |
| `streaming` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `go run ./streaming` |
| `backtest` | Compute a basket of indicators over an OHLCV series and print a summary. | `go run ./backtest <ohlcv.csv>` |
| `multi_timeframe` | Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | `go run ./multi_timeframe` |
| `parallel_assets` | SMA(20) batch over a panel of assets, serial vs goroutine fan-out, with speedup. | `go run ./parallel_assets 200 5000` |
| `strategy_rsi_mean_reversion` | RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | `go run ./strategy_rsi_mean_reversion` |
| `strategy_macd_adx` | MACD crossover entries gated by ADX(14) > 20. | `go run ./strategy_macd_adx` |
| `strategy_bollinger_squeeze` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `go run ./strategy_bollinger_squeeze` |
| `fetch_btcusdt` | Download real BTCUSDT klines from the Binance REST API into a CSV. | `go run ./fetch_btcusdt` |
| `live_binance` | Stream live Binance klines through EMA(20) over a WebSocket. | `go run ./live_binance` |
`fetch_btcusdt` and `live_binance` require network access; the rest run offline
on deterministic synthetic data.
+56
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// Compute a basket of indicators over an OHLCV series and print a summary.
// Pass a CSV path (timestamp,open,high,low,close,volume) or run on synthetic data.
package main
import (
"fmt"
"log"
"math"
"os"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
source := "synthetic"
var bars []market.Bar
if len(os.Args) > 1 {
source = os.Args[1]
loaded, err := market.LoadOhlcvCsv(os.Args[1])
if err != nil {
log.Fatalf("load csv: %v", err)
}
bars = loaded
} else {
bars = market.SyntheticCandles(1000)
}
fmt.Printf("Backtest over %d bars (%s):\n", len(bars), source)
sma, _ := wickra.NewSma(20)
defer sma.Close()
ema, _ := wickra.NewEma(50)
defer ema.Close()
rsi, _ := wickra.NewRsi(14)
defer rsi.Close()
atr, _ := wickra.NewAtr(14)
defer atr.Close()
var lastSma, lastEma, lastRsi, lastAtr float64
oversold := 0
for _, b := range bars {
lastSma = sma.Update(b.Close)
lastEma = ema.Update(b.Close)
lastRsi = rsi.Update(b.Close)
lastAtr = atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
if !math.IsNaN(lastRsi) && lastRsi < 30.0 {
oversold++
}
}
fmt.Printf(" SMA(20) last = %.4f\n", lastSma)
fmt.Printf(" EMA(50) last = %.4f\n", lastEma)
fmt.Printf(" RSI(14) last = %.4f (%d oversold bars)\n", lastRsi, oversold)
fmt.Printf(" ATR(14) last = %.4f\n", lastAtr)
}
+58
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@@ -0,0 +1,58 @@
// Download real BTCUSDT hourly klines from the Binance REST API into a CSV that the
// other examples can consume. Requires network access (build-only in CI).
package main
import (
"bufio"
"encoding/json"
"fmt"
"io"
"log"
"net/http"
"os"
"path/filepath"
)
func main() {
const url = "https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1h&limit=500"
fmt.Printf("Fetching %s\n", url)
resp, err := http.Get(url)
if err != nil {
log.Fatalf("request: %v", err)
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
log.Fatalf("read body: %v", err)
}
// Binance kline array: [openTime, open, high, low, close, volume, ...].
var klines [][]any
if err := json.Unmarshal(body, &klines); err != nil {
log.Fatalf("parse json: %v", err)
}
dir := "data"
if err := os.MkdirAll(dir, 0o755); err != nil {
log.Fatalf("mkdir: %v", err)
}
path := filepath.Join(dir, "btcusdt_1h.csv")
file, err := os.Create(path)
if err != nil {
log.Fatalf("create: %v", err)
}
defer file.Close()
writer := bufio.NewWriter(file)
defer writer.Flush()
fmt.Fprintln(writer, "timestamp,open,high,low,close,volume")
count := 0
for _, k := range klines {
ts := int64(k[0].(float64))
fmt.Fprintf(writer, "%d,%s,%s,%s,%s,%s\n", ts, k[1], k[2], k[3], k[4], k[5])
count++
}
fmt.Printf("Wrote %d klines to %s\n", count, path)
}
+9
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@@ -0,0 +1,9 @@
module github.com/wickra-lib/wickra/examples/go
go 1.23
require github.com/wickra-lib/wickra/bindings/go v0.0.0
require github.com/coder/websocket v1.8.14
replace github.com/wickra-lib/wickra/bindings/go => ../../bindings/go
+2
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@@ -0,0 +1,2 @@
github.com/coder/websocket v1.8.14 h1:9L0p0iKiNOibykf283eHkKUHHrpG7f65OE3BhhO7v9g=
github.com/coder/websocket v1.8.14/go.mod h1:NX3SzP+inril6yawo5CQXx8+fk145lPDC6pumgx0mVg=
+156
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@@ -0,0 +1,156 @@
// Package market provides deterministic synthetic market data, a small OHLCV
// CSV loader, and an equity-curve summary shared by the offline Go examples so
// they run without network access. It mirrors the helpers used by the Python,
// C, and C# example suites.
package market
import (
"bufio"
"fmt"
"math"
"os"
"strconv"
"strings"
)
// Bar is one OHLCV bar with a millisecond timestamp.
type Bar struct {
Open float64
High float64
Low float64
Close float64
Volume float64
Timestamp int64
}
// SyntheticPrices returns a reproducible price path (trend + two cycles), with
// no randomness, starting at 100.
func SyntheticPrices(count int) []float64 {
return SyntheticPricesFrom(count, 100.0)
}
// SyntheticPricesFrom is SyntheticPrices with an explicit starting level.
func SyntheticPricesFrom(count int, start float64) []float64 {
prices := make([]float64, count)
for i := range prices {
fi := float64(i)
prices[i] = start + 12.0*math.Sin(fi*0.05) + 5.0*math.Sin(fi*0.013) + fi*0.01
}
return prices
}
// SyntheticCandles returns a reproducible OHLCV series derived from
// SyntheticPrices, one bar per hour.
func SyntheticCandles(count int) []Bar {
return SyntheticCandlesStep(count, 0, 3_600_000)
}
// SyntheticCandlesStep is SyntheticCandles with an explicit start timestamp and
// per-bar step in milliseconds.
func SyntheticCandlesStep(count int, startTimestamp, stepMs int64) []Bar {
prices := SyntheticPrices(count + 1)
bars := make([]Bar, count)
for i := 0; i < count; i++ {
fi := float64(i)
op := prices[i]
cl := prices[i+1]
high := math.Max(op, cl) + 0.5 + math.Abs(math.Sin(fi*0.7))
low := math.Min(op, cl) - 0.5 - math.Abs(math.Cos(fi*0.7))
volume := 1000.0 + 500.0*(1.0+math.Sin(fi*0.1))
bars[i] = Bar{op, high, low, cl, volume, startTimestamp + int64(i)*stepMs}
}
return bars
}
// LoadOhlcvCsv loads an OHLCV CSV. It accepts rows of
// timestamp,open,high,low,close,volume or open,high,low,close,volume; a
// non-numeric first row is treated as a header and skipped.
func LoadOhlcvCsv(path string) ([]Bar, error) {
file, err := os.Open(path)
if err != nil {
return nil, err
}
defer file.Close()
var bars []Bar
scanner := bufio.NewScanner(file)
for scanner.Scan() {
line := strings.TrimSpace(scanner.Text())
if line == "" {
continue
}
cols := strings.Split(line, ",")
if _, err := strconv.ParseFloat(cols[0], 64); err != nil {
continue // header row
}
f := func(i int) float64 {
v, _ := strconv.ParseFloat(strings.TrimSpace(cols[i]), 64)
return v
}
if len(cols) >= 6 {
ts, _ := strconv.ParseInt(strings.TrimSpace(cols[0]), 10, 64)
bars = append(bars, Bar{f(1), f(2), f(3), f(4), f(5), ts})
} else {
bars = append(bars, Bar{f(0), f(1), f(2), f(3), f(4), int64(len(bars))})
}
}
return bars, scanner.Err()
}
// EquityResult holds summary statistics for a long-only equity curve.
type EquityResult struct {
TotalReturnPct float64
Sharpe float64
MaxDrawdownPct float64
Trades int
FinalEquity float64
}
// Summarize turns a stream of per-bar fractional returns (0.01 == +1%) into a
// PnL / Sharpe / max-drawdown summary, annualised by periodsPerYear.
func Summarize(periodReturns []float64, trades int, periodsPerYear float64) EquityResult {
equity, peak, maxDrawdown := 1.0, 1.0, 0.0
for _, r := range periodReturns {
equity *= 1.0 + r
peak = math.Max(peak, equity)
if peak > 0 {
maxDrawdown = math.Max(maxDrawdown, (peak-equity)/peak)
}
}
mean := 0.0
if len(periodReturns) > 0 {
var sum float64
for _, r := range periodReturns {
sum += r
}
mean = sum / float64(len(periodReturns))
}
variance := 0.0
if len(periodReturns) > 1 {
var ss float64
for _, r := range periodReturns {
ss += (r - mean) * (r - mean)
}
variance = ss / float64(len(periodReturns)-1)
}
stdDev := math.Sqrt(variance)
sharpe := 0.0
if stdDev > 1e-12 {
sharpe = mean / stdDev * math.Sqrt(periodsPerYear)
}
return EquityResult{
TotalReturnPct: (equity - 1.0) * 100.0,
Sharpe: sharpe,
MaxDrawdownPct: maxDrawdown * 100.0,
Trades: trades,
FinalEquity: equity,
}
}
// Print writes a one-line summary of an equity result.
func Print(name string, r EquityResult) {
fmt.Printf("%-26s return=%8.2f%% sharpe=%6.2f maxDD=%6.2f%% trades=%d\n",
name, r.TotalReturnPct, r.Sharpe, r.MaxDrawdownPct, r.Trades)
}
+54
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@@ -0,0 +1,54 @@
// Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
// Requires network access (build-only in CI). Runs for up to 60 seconds.
package main
import (
"context"
"encoding/json"
"fmt"
"log"
"strconv"
"time"
"github.com/coder/websocket"
wickra "github.com/wickra-lib/wickra/bindings/go"
)
func main() {
const url = "wss://stream.binance.com:9443/ws/btcusdt@kline_1m"
fmt.Printf("Connecting to %s (up to 60s)...\n", url)
ctx, cancel := context.WithTimeout(context.Background(), 60*time.Second)
defer cancel()
conn, _, err := websocket.Dial(ctx, url, nil)
if err != nil {
log.Fatalf("dial: %v", err)
}
defer conn.CloseNow()
ema, _ := wickra.NewEma(20)
defer ema.Close()
for {
_, data, err := conn.Read(ctx)
if err != nil {
fmt.Println("Done (time limit reached).")
return
}
var msg struct {
K struct {
Close string `json:"c"`
} `json:"k"`
}
if err := json.Unmarshal(data, &msg); err != nil || msg.K.Close == "" {
continue
}
closePx, err := strconv.ParseFloat(msg.K.Close, 64)
if err != nil {
continue
}
fmt.Printf("close=%.2f EMA(20)=%.2f\n", closePx, ema.Update(closePx))
}
}
+54
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@@ -0,0 +1,54 @@
// Resample a 1-minute series into higher timeframes and run an indicator per timeframe.
package main
import (
"fmt"
"math"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
oneMinute := market.SyntheticCandlesStep(1200, 0, 60_000)
fmt.Println("EMA(20) of close across timeframes (resampled from 1-minute bars):")
for _, factor := range []int{1, 5, 15} {
bars := resample(oneMinute, factor)
ema, _ := wickra.NewEma(20)
var last float64
for _, b := range bars {
last = ema.Update(b.Close)
}
ema.Close()
fmt.Printf(" %2dm: %5d bars EMA(20) last = %.4f\n", factor, len(bars), last)
}
}
func resample(source []market.Bar, factor int) []market.Bar {
if factor <= 1 {
return source
}
var out []market.Bar
for i := 0; i < len(source); i += factor {
end := i + factor
if end > len(source) {
end = len(source)
}
high, low, volume := math.Inf(-1), math.Inf(1), 0.0
for j := i; j < end; j++ {
high = math.Max(high, source[j].High)
low = math.Min(low, source[j].Low)
volume += source[j].Volume
}
out = append(out, market.Bar{
Open: source[i].Open,
High: high,
Low: low,
Close: source[end-1].Close,
Volume: volume,
Timestamp: source[i].Timestamp,
})
}
return out
}
+80
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@@ -0,0 +1,80 @@
// Run SMA(20) batch over a panel of assets, serial vs goroutine fan-out, and
// report the speedup.
package main
import (
"fmt"
"os"
"runtime"
"strconv"
"sync"
"time"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
assets := argInt(1, 500)
bars := argInt(2, 20_000)
panel := make([][]float64, assets)
for a := 0; a < assets; a++ {
panel[a] = market.SyntheticPricesFrom(bars, 50.0+float64(a)*0.1)
}
// Warm up so the comparison is fair.
if warm, err := wickra.NewSma(20); err == nil {
warm.Batch(panel[0])
warm.Close()
}
sink := 0.0
start := time.Now()
for a := 0; a < assets; a++ {
sma, _ := wickra.NewSma(20)
result := sma.Batch(panel[a])
sma.Close()
sink += result[len(result)-1]
}
serial := time.Since(start)
lasts := make([]float64, assets)
start = time.Now()
var wg sync.WaitGroup
work := make(chan int, assets)
for w := 0; w < runtime.GOMAXPROCS(0); w++ {
wg.Add(1)
go func() {
defer wg.Done()
for a := range work {
sma, _ := wickra.NewSma(20)
result := sma.Batch(panel[a])
sma.Close()
lasts[a] = result[len(result)-1]
}
}()
}
for a := 0; a < assets; a++ {
work <- a
}
close(work)
wg.Wait()
parallel := time.Since(start)
serialMs := float64(serial.Microseconds()) / 1000.0
parallelMs := float64(parallel.Microseconds()) / 1000.0
fmt.Printf("%d assets x %d bars, SMA(20) batch:\n", assets, bars)
fmt.Printf(" serial %8.1f ms\n", serialMs)
fmt.Printf(" parallel %8.1f ms (%.1fx speedup)\n", parallelMs, serialMs/max(parallelMs, 1e-9))
_ = sink
}
func argInt(i, def int) int {
if len(os.Args) > i {
if v, err := strconv.Atoi(os.Args[i]); err == nil {
return v
}
}
return def
}
@@ -0,0 +1,66 @@
// Breakout: when Bollinger bandwidth is tight (a "squeeze") and price closes above
// the upper band, go long with an ATR(14) trailing stop.
package main
import (
"log"
"math"
"os"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
bars := loadBars()
bollinger, _ := wickra.NewBollingerBands(20, 2.0)
defer bollinger.Close()
atr, _ := wickra.NewAtr(14)
defer atr.Close()
var returns []float64
trades := 0
inPosition := false
entry := 0.0
stop := 0.0
for _, b := range bars {
band, okBand := bollinger.Update(b.Close)
atrValue := atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
if !okBand || math.IsNaN(atrValue) {
continue
}
bandwidth := math.MaxFloat64
if band.Middle != 0.0 {
bandwidth = (band.Upper - band.Lower) / band.Middle
}
if !inPosition && bandwidth < 0.06 && b.Close > band.Upper {
inPosition = true
entry = b.Close
stop = b.Close - 2.0*atrValue
trades++
} else if inPosition {
stop = math.Max(stop, b.Close-2.0*atrValue) // trail the stop up
if b.Close < stop {
returns = append(returns, (b.Close-entry)/entry)
inPosition = false
}
}
}
market.Print("Bollinger squeeze", market.Summarize(returns, trades, 252.0))
}
func loadBars() []market.Bar {
if len(os.Args) > 1 {
bars, err := market.LoadOhlcvCsv(os.Args[1])
if err != nil {
log.Fatalf("load csv: %v", err)
}
return bars
}
return market.SyntheticCandles(2000)
}
+59
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@@ -0,0 +1,59 @@
// Trend follower: enter long on a MACD histogram cross up, but only when ADX(14) > 20
// confirms a trend; exit when the histogram crosses back below zero.
package main
import (
"log"
"math"
"os"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
bars := loadBars()
macd, _ := wickra.NewMacdIndicator(12, 26, 9)
defer macd.Close()
adx, _ := wickra.NewAdx(14)
defer adx.Close()
var returns []float64
trades := 0
inPosition := false
entry := 0.0
prevHistogram := math.NaN()
for _, b := range bars {
m, okMacd := macd.Update(b.Close)
a, okAdx := adx.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
if !okMacd || !okAdx {
continue
}
trending := a.Adx > 20.0
if !inPosition && trending && !math.IsNaN(prevHistogram) && prevHistogram <= 0.0 && m.Histogram > 0.0 {
inPosition = true
entry = b.Close
trades++
} else if inPosition && m.Histogram < 0.0 {
returns = append(returns, (b.Close-entry)/entry)
inPosition = false
}
prevHistogram = m.Histogram
}
market.Print("MACD + ADX trend", market.Summarize(returns, trades, 252.0))
}
func loadBars() []market.Bar {
if len(os.Args) > 1 {
bars, err := market.LoadOhlcvCsv(os.Args[1])
if err != nil {
log.Fatalf("load csv: %v", err)
}
return bars
}
return market.SyntheticCandles(2000)
}
@@ -0,0 +1,51 @@
// Mean reversion: go long when RSI(14) drops below 30, exit when it recovers above 50.
package main
import (
"log"
"math"
"os"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
bars := loadBars()
rsi, _ := wickra.NewRsi(14)
defer rsi.Close()
var returns []float64
trades := 0
inPosition := false
entry := 0.0
for _, b := range bars {
value := rsi.Update(b.Close)
if math.IsNaN(value) {
continue
}
if !inPosition && value < 30.0 {
inPosition = true
entry = b.Close
trades++
} else if inPosition && value > 50.0 {
returns = append(returns, (b.Close-entry)/entry)
inPosition = false
}
}
market.Print("RSI mean-reversion", market.Summarize(returns, trades, 252.0))
}
func loadBars() []market.Bar {
if len(os.Args) > 1 {
bars, err := market.LoadOhlcvCsv(os.Args[1])
if err != nil {
log.Fatalf("load csv: %v", err)
}
return bars
}
return market.SyntheticCandles(2000)
}
+40
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@@ -0,0 +1,40 @@
// Feed a synthetic price series through several indicators tick by tick (O(1) each).
package main
import (
"fmt"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
prices := market.SyntheticPrices(500)
sma, _ := wickra.NewSma(20)
defer sma.Close()
ema, _ := wickra.NewEma(20)
defer ema.Close()
rsi, _ := wickra.NewRsi(14)
defer rsi.Close()
macd, _ := wickra.NewMacdIndicator(12, 26, 9)
defer macd.Close()
var lastSma, lastEma, lastRsi float64
var lastMacd wickra.MacdOutput
var haveMacd bool
for _, price := range prices {
lastSma = sma.Update(price)
lastEma = ema.Update(price)
lastRsi = rsi.Update(price)
lastMacd, haveMacd = macd.Update(price)
}
fmt.Printf("Streamed %d prices through SMA(20), EMA(20), RSI(14), MACD(12,26,9):\n", len(prices))
fmt.Printf(" SMA = %.4f\n", lastSma)
fmt.Printf(" EMA = %.4f\n", lastEma)
fmt.Printf(" RSI = %.4f\n", lastRsi)
if haveMacd {
fmt.Printf(" MACD = %.4f signal=%.4f hist=%.4f\n", lastMacd.Macd, lastMacd.Signal, lastMacd.Histogram)
}
}
+7 -7
View File
@@ -17,7 +17,7 @@
},
"../../bindings/node": {
"name": "wickra",
"version": "0.7.5",
"version": "0.7.7",
"license": "MIT OR Apache-2.0",
"devDependencies": {
"@napi-rs/cli": "^2.18.0"
@@ -26,12 +26,12 @@
"node": ">= 18"
},
"optionalDependencies": {
"wickra-darwin-arm64": "0.7.5",
"wickra-darwin-x64": "0.7.5",
"wickra-linux-arm64-gnu": "0.7.5",
"wickra-linux-x64-gnu": "0.7.5",
"wickra-win32-arm64-msvc": "0.7.5",
"wickra-win32-x64-msvc": "0.7.5"
"wickra-darwin-arm64": "0.7.7",
"wickra-darwin-x64": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.7",
"wickra-linux-x64-gnu": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.7",
"wickra-win32-x64-msvc": "0.7.7"
}
},
"node_modules/wickra": {
+1 -1
View File
@@ -61,4 +61,4 @@ indicators tracks those.
- [Quickstart: WASM](https://docs.wickra.org/Quickstart-WASM) — module-load
flow, `wasm-pack` targets, and the streaming API.
- [examples/README.md](../README.md) — cross-language index, including
the Rust, Python and Node siblings of every demo above.
the Rust, Python, Node, C and C# siblings of every demo above.
-1
View File
@@ -34,7 +34,6 @@ ci_workflow = "ci.yml"
# resurfaces in source, the audit workflow fails.
forbidden = [
"kingchenc/wickra",
"kingchencp@gmail.com",
]
# Paths that are exempt from the forbidden-substring scan. Historical