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Author SHA1 Message Date
kingchencandGitHub 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
kingchencandGitHub 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
kingchencandGitHub 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
kingchencandGitHub 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. # check (regenerate + `git diff`) never trips on a CRLF normalization.
bindings/c/include/wickra.h text eol=lf 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 ## Environment
- Wickra version: - 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: - OS and architecture:
- Rust / Python / Node version (If relevant): - Rust / Python / Node / .NET version (If relevant):
## Additional context ## Additional context
@@ -26,7 +26,7 @@ assignees: []
| Binding version | `e.g. python 0.4.2 / node 0.4.2` | | Binding version | `e.g. python 0.4.2 / node 0.4.2` |
| OS / arch | `e.g. Windows 11 x86_64, Linux glibc` | | OS / arch | `e.g. Windows 11 x86_64, Linux glibc` |
| Rust toolchain | `rustc --version` (If building from source) | | 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 ## Minimal reproducer
@@ -25,6 +25,9 @@ assignees: ""
- [ ] Should be exposed in the Python binding - [ ] Should be exposed in the Python binding
- [ ] Should be exposed in the Node binding - [ ] Should be exposed in the Node binding
- [ ] Should be exposed in the WASM 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 ## Additional context
@@ -13,7 +13,7 @@ assignees: []
## Affected code path ## Affected code path
- Indicator / API: `e.g. EMA.update` - 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? - Hot loop or one-shot call?
## Versions compared ## Versions compared
+1 -1
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@@ -33,4 +33,4 @@ import wickra as ta
## Environment (Only if relevant) ## Environment (Only if relevant)
- Wickra version: `e.g. 0.4.2` - 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 clippy --workspace --all-targets -- -D warnings` is clean.
- [ ] `cargo test --workspace` passes. - [ ] `cargo test --workspace` passes.
- [ ] New behaviour has tests; bug fixes have a regression test. - [ ] 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). and their type stubs (If applicable).
- [ ] The relevant page on the [documentation site](https://docs.wickra.org) - [ ] The relevant page on the [documentation site](https://docs.wickra.org)
and the `README.md` are updated (If applicable). Docs edits go to a 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`) - [ ] Python binding (`bindings/python`)
- [ ] Node.js binding (`bindings/node`) - [ ] Node.js binding (`bindings/node`)
- [ ] WebAssembly binding (`bindings/wasm`) - [ ] WebAssembly binding (`bindings/wasm`)
- [ ] C ABI (`bindings/c`)
- [ ] C# / .NET binding (`bindings/csharp`)
- [ ] Go binding (`bindings/go`)
- [ ] Examples / docs - [ ] Examples / docs
## Linked issues ## Linked issues
+149
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@@ -677,6 +677,155 @@ jobs:
cmake --build examples/c/build --config Release cmake --build examples/c/build --config Release
ctest --test-dir examples/c/build -C Release --output-on-failure 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 # The cross-library benchmark has moved to a dedicated scheduled workflow
# (.github/workflows/bench.yml) — see audit finding R10. It runs nightly # (.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 # 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-${{ matrix.target }}.tar.gz path: wickra-c-${{ matrix.target }}.tar.gz
if-no-files-found: error 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: github-release:
name: Attach assets to the draft GitHub Release name: Attach assets to the draft GitHub Release
needs: [cargo-publish, python-publish, node-publish, wasm-publish, c-abi-build] 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 # actually live (Cloudflare Pages, P8.1); merging this PR is therefore
# gated on the domain resolving, otherwise the About link would 404. # gated on the domain resolving, otherwise the About link would 404.
homepage="https://docs.wickra.org" 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 # Enforce the homepage unconditionally — it is a constant, so this both
# corrects the stale kingchenc URL and self-heals any future drift. # corrects the stale kingchenc URL and self-heals any future drift.
# Same Administration-write permission as --description (no extra scope). # 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 │ │ no I/O, no deps │ │ optional features │
└──────────────────────┘ └────────────────────┘ └──────────────────────┘ └────────────────────┘
(every binding wraps the same core) every binding wraps the same core
┌────────────┼────────────┬────────────────┐
┌───────────┬────────────┴┬──────────────┬──────────────────────┐ │ │ │ │
│ │ │ │ │ ┌──▼───────┐ ┌──▼───────┐ ┌──▼───────────┐ ┌──▼──────────────────┐
┌──▼─────┐ ┌───▼────┐ ┌──────▼──────┐ ┌─────▼──────────────┐ │ Python │ │ Node │ │ WASM │ │ C ABI (cbindgen) │
Python │ │ Node │ │ WASM │ │ C ABI (cbindgen) (PyO3) │ │ (napi-rs)│ │(wasm-bindgen)│ │ cdylib + header
│ (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 / 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 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 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 downstream languages link that one artifact rather than each re-wrapping the
re-wrapping the core. 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 | | 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] ## [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 ## [0.7.5] - 2026-06-09
### Added ### Added
- **C ABI (`bindings/c`)** — a `cdylib` + `staticlib` plus a generated - **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. optional Binance live feed.
- Bindings for Python, Node.js, and WebAssembly. - 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 [0.7.5]: 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 [0.7.4]: 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 [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/node` | napi-rs bindings (`wickra` on npm). |
| `bindings/wasm` | wasm-bindgen bindings (`wickra-wasm` 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/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. | | `examples/` | Runnable examples. |
| `docs/` | Pointer to the documentation site (docs.wickra.org); the docs live in the `wickra-lib/wickra-docs` repo. | | `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 - **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 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 (`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 - **Docs.** Update the relevant page on the
[documentation site](https://docs.wickra.org) and the [documentation site](https://docs.wickra.org) and the
`README.md` when behaviour or the public API changes. The docs live in `README.md` when behaviour or the public API changes. The docs live in
Generated
+9 -9
View File
@@ -1944,7 +1944,7 @@ dependencies = [
[[package]] [[package]]
name = "wickra" name = "wickra"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"approx", "approx",
"criterion", "criterion",
@@ -1955,7 +1955,7 @@ dependencies = [
[[package]] [[package]]
name = "wickra-bench" name = "wickra-bench"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"criterion", "criterion",
"kand", "kand",
@@ -1967,14 +1967,14 @@ dependencies = [
[[package]] [[package]]
name = "wickra-c" name = "wickra-c"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"wickra-core", "wickra-core",
] ]
[[package]] [[package]]
name = "wickra-core" name = "wickra-core"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"approx", "approx",
"proptest", "proptest",
@@ -1984,7 +1984,7 @@ dependencies = [
[[package]] [[package]]
name = "wickra-data" name = "wickra-data"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"approx", "approx",
"csv", "csv",
@@ -2001,7 +2001,7 @@ dependencies = [
[[package]] [[package]]
name = "wickra-examples" name = "wickra-examples"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"serde_json", "serde_json",
"tokio", "tokio",
@@ -2011,7 +2011,7 @@ dependencies = [
[[package]] [[package]]
name = "wickra-node" name = "wickra-node"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"napi", "napi",
"napi-build", "napi-build",
@@ -2021,7 +2021,7 @@ dependencies = [
[[package]] [[package]]
name = "wickra-python" name = "wickra-python"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"numpy", "numpy",
"pyo3", "pyo3",
@@ -2030,7 +2030,7 @@ dependencies = [
[[package]] [[package]]
name = "wickra-wasm" name = "wickra-wasm"
version = "0.7.5" version = "0.7.7"
dependencies = [ dependencies = [
"console_error_panic_hook", "console_error_panic_hook",
"js-sys", "js-sys",
+2 -2
View File
@@ -14,7 +14,7 @@ members = [
exclude = ["fuzz"] exclude = ["fuzz"]
[workspace.package] [workspace.package]
version = "0.7.5" version = "0.7.7"
authors = ["kingchenc <support@wickra.org>"] authors = ["kingchenc <support@wickra.org>"]
edition = "2021" edition = "2021"
rust-version = "1.86" rust-version = "1.86"
@@ -26,7 +26,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
categories = ["finance", "mathematics", "science"] categories = ["finance", "mathematics", "science"]
[workspace.dependencies] [workspace.dependencies]
wickra-core = { path = "crates/wickra-core", version = "0.7.5" } wickra-core = { path = "crates/wickra-core", version = "0.7.7" }
thiserror = "2" thiserror = "2"
rayon = "1.10" 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> <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> </p>
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml) [![CI](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/ci.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
[![CodeQL](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml) [![CodeQL](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/codeql.svg)](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml)
[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra) [![codecov](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/codecov.svg)](https://codecov.io/gh/wickra-lib/wickra)
[![GitHub release](https://img.shields.io/github/v/release/wickra-lib/wickra?logo=github&color=green)](https://github.com/wickra-lib/wickra/releases/latest) [![GitHub release](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/release.svg)](https://github.com/wickra-lib/wickra/releases/latest)
[![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra) [![crates.io](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/crates.svg)](https://crates.io/crates/wickra)
[![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/) [![PyPI](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/pypi.svg)](https://pypi.org/project/wickra/)
[![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra) [![npm](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/npm.svg)](https://www.npmjs.com/package/wickra)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](#license) [![NuGet](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/nuget.svg)](https://www.nuget.org/packages/Wickra)
[![OpenSSF Scorecard](https://api.securityscorecards.dev/projects/github.com/wickra-lib/wickra/badge)](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra) [![License: MIT OR Apache-2.0](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/license.svg)](#license)
[![OpenSSF Best Practices](https://www.bestpractices.dev/projects/13094/badge)](https://www.bestpractices.dev/projects/13094) [![OpenSSF Scorecard](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/scorecard.svg)](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra)
[![Build provenance](https://img.shields.io/badge/provenance-attested-brightgreen?logo=github)](https://github.com/wickra-lib/wickra/attestations) [![OpenSSF Best Practices](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/best-practices.svg)](https://www.bestpractices.dev/projects/13094)
[![Docs](https://img.shields.io/badge/docs-docs.wickra.org-0ea5e9?logo=readthedocs&logoColor=white)](https://docs.wickra.org) [![Build provenance](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/provenance.svg)](https://github.com/wickra-lib/wickra/attestations)
[![Docs](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/docs.svg)](https://docs.wickra.org)
**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.** **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 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 native bindings for Python, Node.js and WebAssembly, plus a C ABI that C, C++,
C-capable language (C, C++, and beyond) links against. Every indicator is a 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 state machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation. 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), - **Quickstarts** — [Rust](https://docs.wickra.org/Quickstart-Rust),
[Python](https://docs.wickra.org/Quickstart-Python), [Python](https://docs.wickra.org/Quickstart-Python),
[Node](https://docs.wickra.org/Quickstart-Node), [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 - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
every one of the 514 indicators; start at the every one of the 514 indicators; start at the
[indicators overview](https://docs.wickra.org/Indicators-Overview). [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 metrics — every single one updating in **O(1) per tick**. TA-Lib ships ~150 and
none of them stream. none of them stream.
- **One Rust core, five first-class targets.** Native **Python · Node.js · - **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 identical math, identical results, zero per-language reimplementation and zero
GIL bottleneck. GIL bottleneck.
- **Correct by construction, not by hope.** Every `update` validates its input, - **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 | | 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 | | kand | clean | yes | Python · WASM · Rust | ~60 | yes |
| ta-rs | clean | yes | Rust only | ~30 | stale | | ta-rs | clean | yes | Rust only | ~30 | stale |
| yata | clean | partial | Rust only | ~35 | yes | | 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)`, construct it in signed mode (`Doji::new().signed()`, `Doji(signed=True)`,
`new Doji(true)`) for a dragonfly / gravestone `±1` reading. `new Doji(true)`) for a dragonfly / gravestone `±1` reading.
Adding a new indicator means implementing one trait in Rust; all five bindings Adding a new indicator means implementing one trait in Rust; every binding
inherit it automatically (the C ABI is generated from the core). inherits it automatically (the C ABI — and the C# and Go bindings generated from
it — regenerate from the core).
## Languages ## 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` | | Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` | | 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 / 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); Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index. [`examples/README.md`](examples/README.md) is the full cross-language index.
@@ -249,14 +257,18 @@ wickra/
│ ├── python/ PyO3 + maturin (publishes on PyPI) │ ├── python/ PyO3 + maturin (publishes on PyPI)
│ ├── node/ napi-rs (publishes on npm) │ ├── node/ napi-rs (publishes on npm)
│ ├── wasm/ wasm-bindgen (browsers, bundlers, Node) │ ├── 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 ├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe │ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`) │ ├── rust/ Rust workspace member (`wickra-examples`)
│ ├── python/ backtest, live trading, parallel assets, multi-tf │ ├── python/ backtest, live trading, parallel assets, multi-tf
│ ├── node/ streaming, backtest, live trading (load `wickra`) │ ├── node/ streaming, backtest, live trading (load `wickra`)
│ ├── wasm/ browser demo for `wickra-wasm` │ ├── 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 └── .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 cargo build -p wickra-c --release
cmake -S examples/c -B examples/c/build -DWICKRA_LIB_DIR="$PWD/target/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 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 ## Testing
@@ -308,6 +327,8 @@ Every layer is covered; run the suites with the commands in
values across all indicators. values across all indicators.
- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence, - `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
and reference values. 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 ## 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. versioning stability for a 1.0 release.
- **Performance.** Keep per-tick updates O(1) and maintain the benchmark suite; - **Performance.** Keep per-tick updates O(1) and maintain the benchmark suite;
investigate further allocation and cache improvements. investigate further allocation and cache improvements.
- **Bindings parity.** Keep the Python, Node.js and WebAssembly bindings in - **Bindings parity.** Keep the Python, Node.js and WebAssembly bindings — plus
lockstep with the Rust core, including type stubs and platform coverage. 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 - **Documentation.** Maintain a deep-dive page per indicator on
<https://docs.wickra.org>, plus quickstarts and cookbook material. <https://docs.wickra.org>, plus quickstarts and cookbook material.
- **Project health.** Maintain test coverage, static and dynamic analysis, - **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: Most questions are answered in the documentation:
- **Docs site:** <https://docs.wickra.org> — quickstarts for Rust, Python, - **Docs site:** <https://docs.wickra.org> — quickstarts for Rust, Python,
Node.js and WebAssembly, a per-indicator reference, warmup periods, the data Node.js, WebAssembly, C, C# and Go, a per-indicator reference, warmup periods, the
layer, and an FAQ. data layer, and an FAQ.
- **README:** <https://github.com/wickra-lib/wickra#readme> — installation and a - **README:** <https://github.com/wickra-lib/wickra#readme> — installation and a
quick overview. quick overview.
- **API docs (Rust):** <https://docs.rs/wickra>. - **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, This document describes Wickra's attack surface and the threats considered,
together with their mitigations. It complements the security assurance case in together with their mitigations. It complements the security assurance case in
[`SECURITY.md`](SECURITY.md). Wickra is a computational technical-analysis [`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 not a network service or trading system; the attack surface is correspondingly
small. 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 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
technical indicators with a Rust core. This crate is the **hub**: it compiles the [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
[![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 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 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 ## Install
additive, for the ecosystems without first-class Rust tooling.
## 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 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) Then compile against the header and link the library
- `target/release/libwickra.a` / `wickra.lib` (static) (`cc app.c -I include -L lib -lwickra -lm -o app`).
- [`include/wickra.h`](include/wickra.h) — generated by cbindgen, committed.
## API shape ## Quick start
Each indicator is exposed as five `extern "C"` functions over an opaque handle:
```c ```c
struct Sma *wickra_sma_new(uintptr_t period); /* NULL on bad params */ #include "wickra.h"
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); struct Rsi *rsi = wickra_rsi_new(14); /* NULL on invalid params */
void wickra_sma_reset(struct Sma *h); for (size_t i = 0; i < n; ++i) {
void wickra_sma_free(struct Sma *h); /* exactly once per _new */ 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 ## Documentation
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.
## 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 Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus this
cbindgen --config bindings/c/cbindgen.toml --crate wickra-c --output bindings/c/include/wickra.h 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 Wickra is an indicator toolkit, not a trading system. The values it computes
[`examples/c`](../../examples/c). 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 ## 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.
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# .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/
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# 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));
}
}
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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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<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>
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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;
}
}
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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";
}
}
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# 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.
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module github.com/wickra-lib/wickra/bindings/go
go 1.23
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# Prebuilt Wickra C ABI libraries are provisioned locally / in CI, not committed.
*.so
*.dylib
*.dll
*.a
*.lib
*.exp
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// 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")
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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.** prebuilt native binary, no system dependencies.**
Wickra is a multi-language technical-analysis library with a Rust core and 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) other C-capable language. Every indicator is an O(1)
streaming state machine, so live trading bots and historical backtests share streaming state machine, so live trading bots and historical backtests share
the exact same implementation. This package is the Node.js binding (napi-rs); 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", "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.", "description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.darwin-arm64.node", "main": "wickra.darwin-arm64.node",
"files": [ "files": [
+1 -1
View File
@@ -1,6 +1,6 @@
{ {
"name": "wickra-darwin-x64", "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.", "description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
"main": "wickra.darwin-x64.node", "main": "wickra.darwin-x64.node",
"files": [ "files": [
@@ -1,6 +1,6 @@
{ {
"name": "wickra-linux-arm64-gnu", "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.", "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", "main": "wickra.linux-arm64-gnu.node",
"files": [ "files": [
+1 -1
View File
@@ -1,6 +1,6 @@
{ {
"name": "wickra-linux-x64-gnu", "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.", "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", "main": "wickra.linux-x64-gnu.node",
"files": [ "files": [
@@ -1,6 +1,6 @@
{ {
"name": "wickra-win32-arm64-msvc", "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.", "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", "main": "wickra.win32-arm64-msvc.node",
"files": [ "files": [
@@ -1,6 +1,6 @@
{ {
"name": "wickra-win32-x64-msvc", "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.", "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", "main": "wickra.win32-x64-msvc.node",
"files": [ "files": [
+20 -20
View File
@@ -1,12 +1,12 @@
{ {
"name": "wickra", "name": "wickra",
"version": "0.7.5", "version": "0.7.7",
"lockfileVersion": 3, "lockfileVersion": 3,
"requires": true, "requires": true,
"packages": { "packages": {
"": { "": {
"name": "wickra", "name": "wickra",
"version": "0.7.5", "version": "0.7.7",
"license": "MIT OR Apache-2.0", "license": "MIT OR Apache-2.0",
"devDependencies": { "devDependencies": {
"@napi-rs/cli": "^2.18.0" "@napi-rs/cli": "^2.18.0"
@@ -15,12 +15,12 @@
"node": ">= 18" "node": ">= 18"
}, },
"optionalDependencies": { "optionalDependencies": {
"wickra-darwin-arm64": "0.7.5", "wickra-darwin-arm64": "0.7.7",
"wickra-darwin-x64": "0.7.5", "wickra-darwin-x64": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.5", "wickra-linux-arm64-gnu": "0.7.7",
"wickra-linux-x64-gnu": "0.7.5", "wickra-linux-x64-gnu": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.5", "wickra-win32-arm64-msvc": "0.7.7",
"wickra-win32-x64-msvc": "0.7.5" "wickra-win32-x64-msvc": "0.7.7"
} }
}, },
"node_modules/@napi-rs/cli": { "node_modules/@napi-rs/cli": {
@@ -41,8 +41,8 @@
} }
}, },
"node_modules/wickra-darwin-arm64": { "node_modules/wickra-darwin-arm64": {
"version": "0.7.5", "version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.7.5.tgz", "resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.7.7.tgz",
"integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==", "integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
"cpu": [ "cpu": [
"arm64" "arm64"
@@ -57,8 +57,8 @@
} }
}, },
"node_modules/wickra-darwin-x64": { "node_modules/wickra-darwin-x64": {
"version": "0.7.5", "version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.7.5.tgz", "resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.7.7.tgz",
"integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==", "integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
"cpu": [ "cpu": [
"x64" "x64"
@@ -73,8 +73,8 @@
} }
}, },
"node_modules/wickra-linux-arm64-gnu": { "node_modules/wickra-linux-arm64-gnu": {
"version": "0.7.5", "version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.7.5.tgz", "resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.7.7.tgz",
"integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==", "integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
"cpu": [ "cpu": [
"arm64" "arm64"
@@ -89,8 +89,8 @@
} }
}, },
"node_modules/wickra-linux-x64-gnu": { "node_modules/wickra-linux-x64-gnu": {
"version": "0.7.5", "version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.7.5.tgz", "resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.7.7.tgz",
"integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==", "integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
"cpu": [ "cpu": [
"x64" "x64"
@@ -105,8 +105,8 @@
} }
}, },
"node_modules/wickra-win32-arm64-msvc": { "node_modules/wickra-win32-arm64-msvc": {
"version": "0.7.5", "version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.7.5.tgz", "resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.7.7.tgz",
"integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==", "integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
"cpu": [ "cpu": [
"arm64" "arm64"
@@ -121,8 +121,8 @@
} }
}, },
"node_modules/wickra-win32-x64-msvc": { "node_modules/wickra-win32-x64-msvc": {
"version": "0.7.5", "version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.7.5.tgz", "resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.7.7.tgz",
"integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==", "integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
"cpu": [ "cpu": [
"x64" "x64"
+7 -7
View File
@@ -1,6 +1,6 @@
{ {
"name": "wickra", "name": "wickra",
"version": "0.7.5", "version": "0.7.7",
"description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.", "description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
"author": "kingchenc <support@wickra.org>", "author": "kingchenc <support@wickra.org>",
"main": "index.js", "main": "index.js",
@@ -47,12 +47,12 @@
"node": ">= 18" "node": ">= 18"
}, },
"optionalDependencies": { "optionalDependencies": {
"wickra-linux-x64-gnu": "0.7.5", "wickra-linux-x64-gnu": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.5", "wickra-linux-arm64-gnu": "0.7.7",
"wickra-darwin-x64": "0.7.5", "wickra-darwin-x64": "0.7.7",
"wickra-darwin-arm64": "0.7.5", "wickra-darwin-arm64": "0.7.7",
"wickra-win32-x64-msvc": "0.7.5", "wickra-win32-x64-msvc": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.5" "wickra-win32-arm64-msvc": "0.7.7"
}, },
"scripts": { "scripts": {
"build": "napi build --platform --release", "build": "napi build --platform --release",
+1 -1
View File
@@ -9,7 +9,7 @@
system dependencies, no C build tooling.** system dependencies, no C build tooling.**
Wickra is a multi-language technical-analysis library with a Rust core and 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) other C-capable language. Every indicator is an O(1)
streaming state machine, so live trading bots and historical backtests share streaming state machine, so live trading bots and historical backtests share
the exact same implementation. This package is the Python binding (PyO3); it the exact same implementation. This package is the Python binding (PyO3); it
+1 -1
View File
@@ -4,7 +4,7 @@ build-backend = "maturin"
[project] [project]
name = "wickra" name = "wickra"
version = "0.7.5" version = "0.7.7"
description = "Streaming-first technical indicators: incremental, fast, install-free." description = "Streaming-first technical indicators: incremental, fast, install-free."
readme = "README.md" readme = "README.md"
license = "MIT OR Apache-2.0" 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-wasm` — pure WebAssembly, runs anywhere a modern JS engine does.**
Wickra is a multi-language technical-analysis library with a Rust core and 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) other C-capable language. Every indicator is an O(1)
streaming state machine, so live trading dashboards and historical backtests streaming state machine, so live trading dashboards and historical backtests
share the exact same implementation. This package is the WebAssembly binding 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), - **Quickstarts** for [Rust](https://docs.wickra.org/Quickstart-Rust),
[Python](https://docs.wickra.org/Quickstart-Python), [Python](https://docs.wickra.org/Quickstart-Python),
[Node](https://docs.wickra.org/Quickstart-Node), and [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), and
[Go](https://docs.wickra.org/Quickstart-Go).
- A per-indicator deep dive for every one of the **514 indicators** across - A per-indicator deep dive for every one of the **514 indicators** across
the sixteen families (Moving Averages, Momentum Oscillators, Trend & the sixteen families (Moving Averages, Momentum Oscillators, Trend &
Directional, Price Oscillators, Volatility & Bands, Bands & Channels, Directional, Price Oscillators, Volatility & Bands, Bands & Channels,
+43
View File
@@ -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 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. 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/` ## Python — `examples/python/`
| Example | What it does | Run | | 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
View File
@@ -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
View File
@@ -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).
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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}");
}
}
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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();
}
}
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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}");
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<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
</PropertyGroup>
</Project>
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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>
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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>
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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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# 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
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# 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.
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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)
}
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// 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": { "../../bindings/node": {
"name": "wickra", "name": "wickra",
"version": "0.7.5", "version": "0.7.7",
"license": "MIT OR Apache-2.0", "license": "MIT OR Apache-2.0",
"devDependencies": { "devDependencies": {
"@napi-rs/cli": "^2.18.0" "@napi-rs/cli": "^2.18.0"
@@ -26,12 +26,12 @@
"node": ">= 18" "node": ">= 18"
}, },
"optionalDependencies": { "optionalDependencies": {
"wickra-darwin-arm64": "0.7.5", "wickra-darwin-arm64": "0.7.7",
"wickra-darwin-x64": "0.7.5", "wickra-darwin-x64": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.5", "wickra-linux-arm64-gnu": "0.7.7",
"wickra-linux-x64-gnu": "0.7.5", "wickra-linux-x64-gnu": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.5", "wickra-win32-arm64-msvc": "0.7.7",
"wickra-win32-x64-msvc": "0.7.5" "wickra-win32-x64-msvc": "0.7.7"
} }
}, },
"node_modules/wickra": { "node_modules/wickra": {
+1 -1
View File
@@ -61,4 +61,4 @@ indicators tracks those.
- [Quickstart: WASM](https://docs.wickra.org/Quickstart-WASM) — module-load - [Quickstart: WASM](https://docs.wickra.org/Quickstart-WASM) — module-load
flow, `wasm-pack` targets, and the streaming API. flow, `wasm-pack` targets, and the streaming API.
- [examples/README.md](../README.md) — cross-language index, including - [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. # resurfaces in source, the audit workflow fails.
forbidden = [ forbidden = [
"kingchenc/wickra", "kingchenc/wickra",
"kingchencp@gmail.com",
] ]
# Paths that are exempt from the forbidden-substring scan. Historical # Paths that are exempt from the forbidden-substring scan. Historical