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@@ -32,3 +32,10 @@ bindings/r/src/Makevars.in text eol=lf
|
||||
bindings/r/src/Makevars.win text eol=lf
|
||||
bindings/r/src/wickra.c text eol=lf
|
||||
|
||||
# Golden fixtures are replayed byte-for-byte by every binding's parity test. Pin
|
||||
# them to LF so a Windows `core.autocrlf=true` checkout doesn't rewrite them as
|
||||
# CRLF — which silently broke the Node reader (`Number('inf\r')` is NaN, and a
|
||||
# blank "no-bar" row gained a stray `\r`), failing only on Windows runners. The
|
||||
# tolerant readers (Python `splitlines`/`float`) hid the same hazard.
|
||||
testdata/golden/** text eol=lf
|
||||
|
||||
|
||||
@@ -30,9 +30,9 @@ assignees: ""
|
||||
## Environment
|
||||
|
||||
- Wickra version:
|
||||
- Language / binding: <!-- Rust crate / Python / Node / WASM / C ABI / C# (.NET) / Go / Java / R -->
|
||||
- Language / binding: <!-- Rust crate / Python / Node.js / WASM / C / C++ / C# / Go / Java / R -->
|
||||
- OS and architecture:
|
||||
- Rust / Python / Node / .NET version (If relevant):
|
||||
- Rust / Python / Node.js / .NET version (If relevant):
|
||||
|
||||
## Additional context
|
||||
|
||||
|
||||
@@ -15,9 +15,9 @@ assignees: []
|
||||
- [ ] Rust crate (`wickra`)
|
||||
- [ ] Python (`pip install wickra`)
|
||||
- [ ] Node.js (`npm install wickra`)
|
||||
- [ ] WebAssembly
|
||||
- [ ] WASM
|
||||
- [ ] C ABI (`bindings/c`)
|
||||
- [ ] C# / .NET (`Wickra` on NuGet)
|
||||
- [ ] C# (`Wickra` on NuGet)
|
||||
- [ ] Go (`bindings/go`)
|
||||
- [ ] Java (`org.wickra:wickra` on Maven Central)
|
||||
- [ ] R (`bindings/r`)
|
||||
@@ -31,7 +31,7 @@ assignees: []
|
||||
| Binding version | `e.g. python 0.4.2 / node 0.4.2` |
|
||||
| OS / arch | `e.g. Windows 11 x86_64, Linux glibc` |
|
||||
| Rust toolchain | `rustc --version` (If building from source) |
|
||||
| Python / Node / .NET version | `python --version` / `node --version` / `dotnet --version` |
|
||||
| Python / Node.js / .NET version | `python --version` / `node --version` / `dotnet --version` |
|
||||
|
||||
## Minimal reproducer
|
||||
|
||||
|
||||
@@ -26,7 +26,7 @@ assignees: ""
|
||||
- [ ] Should be exposed in the Node binding
|
||||
- [ ] Should be exposed in the WASM binding
|
||||
- [ ] Should be exposed in the C ABI
|
||||
- [ ] Should be exposed in the C# / .NET binding
|
||||
- [ ] Should be exposed in the C# binding
|
||||
- [ ] Should be exposed in the Go binding
|
||||
- [ ] Should be exposed in the Java binding
|
||||
- [ ] Should be exposed in the R binding
|
||||
|
||||
@@ -13,7 +13,7 @@ assignees: []
|
||||
## Affected code path
|
||||
|
||||
- Indicator / API: `e.g. EMA.update`
|
||||
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go / Java / R`
|
||||
- Binding: `Rust / Python / Node.js / WASM / C / C++ / C# / Go / Java / R`
|
||||
- Hot loop or one-shot call?
|
||||
|
||||
## Versions compared
|
||||
|
||||
@@ -33,4 +33,4 @@ import wickra as ta
|
||||
## Environment (Only if relevant)
|
||||
|
||||
- Wickra version: `e.g. 0.4.2`
|
||||
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go / Java / R`
|
||||
- Binding: `Rust / Python / Node.js / WASM / C / C++ / C# / Go / Java / R`
|
||||
|
||||
@@ -22,7 +22,7 @@
|
||||
- [ ] `cargo clippy --workspace --all-targets -- -D warnings` is clean.
|
||||
- [ ] `cargo test --workspace` passes.
|
||||
- [ ] New behaviour has tests; bug fixes have a regression test.
|
||||
- [ ] Public API changes are mirrored in the Python / Node / WASM bindings, and the C ABI + C# + Go + Java + R bindings are regenerated
|
||||
- [ ] Public API changes are mirrored in the Python / Node.js / WASM bindings, and the C ABI + C# + Go + Java + R bindings are regenerated
|
||||
and their type stubs (If applicable).
|
||||
- [ ] The relevant page on the [documentation site](https://docs.wickra.org)
|
||||
and the `README.md` are updated (If applicable). Docs edits go to a
|
||||
|
||||
@@ -22,9 +22,9 @@ Please fill in the sections below. Delete any that don't apply.
|
||||
- [ ] Rust crate (`crates/wickra`)
|
||||
- [ ] Python binding (`bindings/python`)
|
||||
- [ ] Node.js binding (`bindings/node`)
|
||||
- [ ] WebAssembly binding (`bindings/wasm`)
|
||||
- [ ] WASM binding (`bindings/wasm`)
|
||||
- [ ] C ABI (`bindings/c`)
|
||||
- [ ] C# / .NET binding (`bindings/csharp`)
|
||||
- [ ] C# binding (`bindings/csharp`)
|
||||
- [ ] Go binding (`bindings/go`)
|
||||
- [ ] Java binding (`bindings/java`)
|
||||
- [ ] R binding (`bindings/r`)
|
||||
|
||||
@@ -0,0 +1,46 @@
|
||||
name: Setup Rust toolchain (with retry)
|
||||
description: >
|
||||
Install a Rust toolchain via dtolnay/rust-toolchain, retrying once after a
|
||||
short pause on the transient rustup CDN failure (a corrupt channel manifest /
|
||||
checksum mismatch on `channel-rust-<channel>.toml`) that rustup itself does
|
||||
not retry — the same hardening already applied to setup-node / setup-go.
|
||||
|
||||
inputs:
|
||||
toolchain:
|
||||
description: Rust toolchain (channel or version) to install.
|
||||
required: false
|
||||
default: stable
|
||||
components:
|
||||
description: Comma-separated list of rustup components (e.g. "rustfmt, clippy").
|
||||
required: false
|
||||
default: ""
|
||||
targets:
|
||||
description: Comma-separated list of rustup targets (e.g. "wasm32-unknown-unknown").
|
||||
required: false
|
||||
default: ""
|
||||
|
||||
runs:
|
||||
using: composite
|
||||
steps:
|
||||
- id: first
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # zizmor: ignore[impostor-commit] pinned to the stable-tag SHA (2026-03-27); tag-pinned, not a branch commit
|
||||
continue-on-error: true
|
||||
with:
|
||||
toolchain: ${{ inputs.toolchain }}
|
||||
components: ${{ inputs.components }}
|
||||
targets: ${{ inputs.targets }}
|
||||
|
||||
- name: Wait before retrying the toolchain install
|
||||
if: steps.first.outcome == 'failure'
|
||||
shell: bash
|
||||
run: |
|
||||
echo "::warning::rustup toolchain install failed (likely a CDN flake / corrupt channel manifest); retrying in 30s"
|
||||
sleep 30
|
||||
|
||||
- name: Retry the Rust toolchain install
|
||||
if: steps.first.outcome == 'failure'
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # zizmor: ignore[impostor-commit] pinned to the stable-tag SHA (2026-03-27); tag-pinned, not a branch commit
|
||||
with:
|
||||
toolchain: ${{ inputs.toolchain }}
|
||||
components: ${{ inputs.components }}
|
||||
targets: ${{ inputs.targets }}
|
||||
@@ -10,6 +10,22 @@ updates:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(cargo)"
|
||||
# ureq is intentionally pinned to 2.x. ureq 3 unconditionally pulls
|
||||
# webpki-root-certs (CDLA-Permissive-2.0); the native-tls / OS-trust-store
|
||||
# setup in wickra-data deliberately avoids that licence. Block the major
|
||||
# bump (2.x patch/minor still flow through).
|
||||
ignore:
|
||||
- dependency-name: "ureq"
|
||||
update-types: ["version-update:semver-major"]
|
||||
groups:
|
||||
# napi-rs (napi / napi-derive / napi-build) is a coordinated major
|
||||
# migration that must move with @napi-rs/cli on the npm side — keep it in
|
||||
# its own PR rather than bundled with unrelated crate bumps.
|
||||
napi:
|
||||
patterns: ["napi", "napi-derive", "napi-build"]
|
||||
cargo:
|
||||
patterns: ["*"]
|
||||
exclude-patterns: ["napi", "napi-derive", "napi-build"]
|
||||
|
||||
# Node binding npm dependencies.
|
||||
- package-ecosystem: npm
|
||||
@@ -21,6 +37,9 @@ updates:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(npm)"
|
||||
groups:
|
||||
node-binding:
|
||||
patterns: ["*"]
|
||||
|
||||
# Python binding pip dependencies.
|
||||
- package-ecosystem: pip
|
||||
@@ -32,6 +51,9 @@ updates:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(pip)"
|
||||
groups:
|
||||
python-binding:
|
||||
patterns: ["*"]
|
||||
|
||||
# Hash-pinned CI/bench Python tooling under .github/requirements/. Each
|
||||
# <name>.in is the loose source; the matching hash-locked <name>.txt is the
|
||||
@@ -47,6 +69,9 @@ updates:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(ci-pip)"
|
||||
groups:
|
||||
ci-pip:
|
||||
patterns: ["*"]
|
||||
|
||||
# GitHub Actions — keeps the SHA-pinned actions current (Dependabot reads
|
||||
# the version comment after each pinned SHA and bumps both together).
|
||||
@@ -59,3 +84,73 @@ updates:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(actions)"
|
||||
groups:
|
||||
github-actions:
|
||||
patterns: ["*"]
|
||||
|
||||
# Java binding + examples (Maven). Tracks the C-ABI binding's build plugins
|
||||
# (e.g. central-publishing-maven-plugin) and the examples' jackson dependency,
|
||||
# which had no Dependabot coverage before — a stale publishing plugin slipped
|
||||
# through unnoticed until an OSV scan flagged it.
|
||||
- package-ecosystem: maven
|
||||
directories:
|
||||
- "/bindings/java"
|
||||
- "/bindings/java/benchmarks"
|
||||
- "/examples/java"
|
||||
schedule:
|
||||
interval: weekly
|
||||
open-pull-requests-limit: 10
|
||||
cooldown:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(maven)"
|
||||
groups:
|
||||
maven:
|
||||
patterns: ["*"]
|
||||
|
||||
# C# binding (NuGet). The published Wickra.csproj is a thin C-ABI wrapper with
|
||||
# no external packages, but the test and benchmark projects pull xunit,
|
||||
# Microsoft.NET.Test.Sdk and BenchmarkDotNet.
|
||||
- package-ecosystem: nuget
|
||||
directories:
|
||||
- "/bindings/csharp/Wickra.Tests"
|
||||
- "/bindings/csharp/benchmarks"
|
||||
schedule:
|
||||
interval: weekly
|
||||
open-pull-requests-limit: 10
|
||||
cooldown:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(nuget)"
|
||||
groups:
|
||||
nuget:
|
||||
patterns: ["*"]
|
||||
|
||||
# Node examples (npm) — separate from the binding's own package.json.
|
||||
- package-ecosystem: npm
|
||||
directory: "/examples/node"
|
||||
schedule:
|
||||
interval: weekly
|
||||
open-pull-requests-limit: 10
|
||||
cooldown:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(npm)"
|
||||
groups:
|
||||
node-examples:
|
||||
patterns: ["*"]
|
||||
|
||||
# Go examples (Go modules). The binding's own go.mod has no external deps;
|
||||
# the examples pull coder/websocket.
|
||||
- package-ecosystem: gomod
|
||||
directory: "/examples/go"
|
||||
schedule:
|
||||
interval: weekly
|
||||
open-pull-requests-limit: 10
|
||||
cooldown:
|
||||
default-days: 7
|
||||
commit-message:
|
||||
prefix: "deps(gomod)"
|
||||
groups:
|
||||
go-examples:
|
||||
patterns: ["*"]
|
||||
|
||||
@@ -48,11 +48,11 @@ jobs:
|
||||
name: Cross-library benchmark report
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
- uses: ./.github/actions/setup-rust
|
||||
|
||||
- uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
|
||||
@@ -61,7 +61,7 @@ jobs:
|
||||
- name: Set up Python
|
||||
id: setup_python
|
||||
continue-on-error: true
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.11"
|
||||
cache: pip
|
||||
@@ -76,7 +76,7 @@ jobs:
|
||||
|
||||
- name: Set up Python (retry)
|
||||
if: steps.setup_python.outcome == 'failure'
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.11"
|
||||
cache: pip
|
||||
@@ -122,11 +122,11 @@ jobs:
|
||||
name: Rust cross-library benchmark report
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
- uses: ./.github/actions/setup-rust
|
||||
|
||||
- uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
|
||||
|
||||
+226
-79
@@ -34,18 +34,18 @@ jobs:
|
||||
rust:
|
||||
name: Rust ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
components: rustfmt, clippy
|
||||
|
||||
@@ -105,9 +105,9 @@ jobs:
|
||||
examples-smoke:
|
||||
name: Examples (syntax smoke)
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -116,7 +116,7 @@ jobs:
|
||||
continue-on-error: true
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
|
||||
- name: Wait before Node retry
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
@@ -129,12 +129,12 @@ jobs:
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
|
||||
- name: Set up Python
|
||||
id: setup_python
|
||||
continue-on-error: true
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
@@ -147,7 +147,7 @@ jobs:
|
||||
|
||||
- name: Set up Python (retry)
|
||||
if: steps.setup_python.outcome == 'failure'
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
@@ -195,21 +195,21 @@ jobs:
|
||||
clippy-bindings:
|
||||
name: Clippy bindings
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
components: clippy
|
||||
|
||||
- name: Set up Python
|
||||
id: setup_python
|
||||
continue-on-error: true
|
||||
uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
@@ -222,7 +222,7 @@ jobs:
|
||||
|
||||
- name: Set up Python (retry)
|
||||
if: steps.setup_python.outcome == 'failure'
|
||||
uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
@@ -231,7 +231,7 @@ jobs:
|
||||
continue-on-error: true
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
|
||||
- name: Wait before Node retry
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
@@ -244,7 +244,7 @@ jobs:
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
@@ -279,7 +279,7 @@ jobs:
|
||||
msrv:
|
||||
name: ${{ matrix.name }}
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -291,12 +291,12 @@ jobs:
|
||||
toolchain: "1.88"
|
||||
packages: "-p wickra-node"
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust ${{ matrix.toolchain }}
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
toolchain: ${{ matrix.toolchain }}
|
||||
|
||||
@@ -328,14 +328,14 @@ jobs:
|
||||
coverage:
|
||||
name: Coverage
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
components: llvm-tools-preview
|
||||
|
||||
@@ -345,7 +345,7 @@ jobs:
|
||||
timeout-minutes: 6
|
||||
|
||||
- name: Install cargo-llvm-cov
|
||||
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
|
||||
uses: taiki-e/install-action@bffeee26d4db9be238a4ea78d8826604ebcb594d # v2.82.5
|
||||
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
|
||||
with:
|
||||
tool: cargo-llvm-cov
|
||||
@@ -358,7 +358,7 @@ jobs:
|
||||
--lcov --output-path lcov.info
|
||||
|
||||
- name: Upload to Codecov
|
||||
uses: codecov/codecov-action@e79a6962e0d4c0c17b229090214935d2e33f8354 # v6.0.1
|
||||
uses: codecov/codecov-action@fb8b3582c8e4def4969c97caa2f19720cb33a72f # v7.0.0
|
||||
with:
|
||||
files: lcov.info
|
||||
fail_ci_if_error: false
|
||||
@@ -370,9 +370,9 @@ jobs:
|
||||
supply-chain:
|
||||
name: Supply-chain (cargo-deny)
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -389,14 +389,14 @@ jobs:
|
||||
fuzz-smoke:
|
||||
name: Fuzz (smoke)
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install nightly Rust
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
toolchain: nightly
|
||||
|
||||
@@ -415,7 +415,7 @@ jobs:
|
||||
# attributes the modern nightly compiler rejects, so the install
|
||||
# never gets off the ground. The prebuilt binary avoids the entire
|
||||
# transitive-dep compile.
|
||||
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
|
||||
uses: taiki-e/install-action@bffeee26d4db9be238a4ea78d8826604ebcb594d # v2.82.5
|
||||
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
|
||||
with:
|
||||
tool: cargo-fuzz
|
||||
@@ -443,19 +443,19 @@ jobs:
|
||||
python:
|
||||
name: Python ${{ matrix.python-version }} on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
python-version: ["3.9", "3.11", "3.12", "3.13"]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
@@ -470,7 +470,7 @@ jobs:
|
||||
- name: Set up Python
|
||||
id: setup_python
|
||||
continue-on-error: true
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
cache: pip
|
||||
@@ -485,7 +485,7 @@ jobs:
|
||||
|
||||
- name: Set up Python (retry)
|
||||
if: steps.setup_python.outcome == 'failure'
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
cache: pip
|
||||
@@ -525,14 +525,14 @@ jobs:
|
||||
wasm:
|
||||
name: WASM build
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain (with wasm target)
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
targets: wasm32-unknown-unknown
|
||||
|
||||
@@ -549,7 +549,7 @@ jobs:
|
||||
# same taiki-e prebuilt-binary installer we already use for
|
||||
# cargo-llvm-cov and cargo-fuzz; it tracks the latest wasm-pack
|
||||
# release, which has `--features` as a top-level flag (since 0.12).
|
||||
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
|
||||
uses: taiki-e/install-action@bffeee26d4db9be238a4ea78d8826604ebcb594d # v2.82.5
|
||||
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
|
||||
with:
|
||||
tool: wasm-pack
|
||||
@@ -566,22 +566,28 @@ jobs:
|
||||
test -f bindings/wasm/pkg/wickra_wasm_bg.wasm
|
||||
test -f bindings/wasm/pkg/wickra_wasm.d.ts
|
||||
|
||||
- name: Build WASM package (nodejs target) for the golden suite
|
||||
run: wasm-pack build bindings/wasm --target nodejs --release --out-dir pkg
|
||||
|
||||
- name: Golden parity — all 514 indicators vs the Rust reference
|
||||
run: node --test bindings/wasm/tests/golden.test.js
|
||||
|
||||
node:
|
||||
name: Node ${{ matrix.node-version }} on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
node-version: ["18", "20"]
|
||||
node-version: ["22", "24"]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
@@ -616,9 +622,17 @@ jobs:
|
||||
cache: npm
|
||||
cache-dependency-path: bindings/node/package-lock.json
|
||||
|
||||
# npm's own fetch-retry (npm_config_fetch_retries) rides out per-request
|
||||
# blips; wrap the whole `npm ci` once more so a longer registry hiccup
|
||||
# retries the install instead of failing the job.
|
||||
- name: Install Node dependencies
|
||||
working-directory: bindings/node
|
||||
run: npm ci
|
||||
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
|
||||
with:
|
||||
timeout_minutes: 10
|
||||
max_attempts: 3
|
||||
retry_wait_seconds: 20
|
||||
command: cd bindings/node && npm ci
|
||||
shell: bash
|
||||
|
||||
- name: Build native module
|
||||
working-directory: bindings/node
|
||||
@@ -637,24 +651,24 @@ jobs:
|
||||
with:
|
||||
timeout_minutes: 6
|
||||
max_attempts: 2
|
||||
command: cd bindings/node && node --test __tests__/
|
||||
command: cd bindings/node && node --test
|
||||
shell: bash
|
||||
|
||||
c-abi:
|
||||
name: C ABI on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
@@ -662,7 +676,7 @@ jobs:
|
||||
timeout-minutes: 6
|
||||
|
||||
- name: Install cbindgen
|
||||
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
|
||||
uses: taiki-e/install-action@bffeee26d4db9be238a4ea78d8826604ebcb594d # v2.82.5
|
||||
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
|
||||
with:
|
||||
tool: cbindgen
|
||||
@@ -699,24 +713,37 @@ jobs:
|
||||
csharp:
|
||||
name: C# on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
|
||||
- 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
|
||||
|
||||
# Cache the restored NuGet packages so dotnet test/build resolve from the
|
||||
# local store instead of hitting nuget.org every run. No packages.lock.json
|
||||
# exists, so key on the project files; never block the job on a slow restore.
|
||||
- name: Cache NuGet packages
|
||||
uses: actions/cache@55cc8345863c7cc4c66a329aec7e433d2d1c52a9 # v6.1.0
|
||||
continue-on-error: true
|
||||
timeout-minutes: 6
|
||||
with:
|
||||
path: ~/.nuget/packages
|
||||
key: ${{ runner.os }}-nuget-${{ hashFiles('**/*.csproj') }}
|
||||
restore-keys: |
|
||||
${{ runner.os }}-nuget-
|
||||
|
||||
# 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.
|
||||
@@ -726,8 +753,17 @@ jobs:
|
||||
- name: .NET info
|
||||
run: dotnet --info
|
||||
|
||||
# dotnet test restores from nuget.org first; retry so a transient restore
|
||||
# blip retries instead of failing the job (the cached packages above make
|
||||
# the retry cheap).
|
||||
- name: Test the C# binding
|
||||
run: dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj -c Release
|
||||
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
|
||||
with:
|
||||
timeout_minutes: 15
|
||||
max_attempts: 2
|
||||
retry_wait_seconds: 20
|
||||
command: dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj -c Release
|
||||
shell: bash
|
||||
|
||||
- name: Build the C# examples
|
||||
shell: bash
|
||||
@@ -750,13 +786,13 @@ jobs:
|
||||
go:
|
||||
name: Go on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -766,7 +802,7 @@ jobs:
|
||||
- name: Set up Go
|
||||
id: setup-go
|
||||
continue-on-error: true
|
||||
uses: actions/setup-go@40f1582b2485089dde7abd97c1529aa768e1baff # v5
|
||||
uses: actions/setup-go@924ae3a1cded613372ab5595356fb5720e22ba16 # v6.5.0
|
||||
with:
|
||||
go-version: "stable"
|
||||
cache: false
|
||||
@@ -780,13 +816,13 @@ jobs:
|
||||
|
||||
- name: Set up Go (retry)
|
||||
if: steps.setup-go.outcome == 'failure'
|
||||
uses: actions/setup-go@40f1582b2485089dde7abd97c1529aa768e1baff # v5
|
||||
uses: actions/setup-go@924ae3a1cded613372ab5595356fb5720e22ba16 # v6.5.0
|
||||
with:
|
||||
go-version: "stable"
|
||||
cache: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
@@ -873,7 +909,7 @@ jobs:
|
||||
r:
|
||||
name: R on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -882,12 +918,12 @@ jobs:
|
||||
WICKRA_INCLUDE_DIR: ${{ github.workspace }}/bindings/c/include
|
||||
WICKRA_LIB_DIR: ${{ github.workspace }}/target/release
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
@@ -901,15 +937,22 @@ jobs:
|
||||
run: cargo build -p wickra-c --release
|
||||
|
||||
- name: Set up R
|
||||
uses: r-lib/actions/setup-r@a51a8012b0aab7c32ef9d19bf54da93f3254335e # v2
|
||||
uses: r-lib/actions/setup-r@d3c5be51b12e724e68f33216ca3c148b66d5f0b6 # v2
|
||||
with:
|
||||
r-version: "release"
|
||||
use-public-rspm: true
|
||||
|
||||
# Use the repos configured by setup-r (use-public-rspm) so Linux installs
|
||||
# binary packages — building testthat's deps from source is slow and flaky.
|
||||
- name: Install test dependency
|
||||
run: Rscript -e 'install.packages("testthat")'
|
||||
# Install the R dependencies via setup-r-dependencies: it restores a cached
|
||||
# package library (actions/cache) and pulls RSPM *binaries* instead of
|
||||
# compiling testthat / knitr and their deps from source — the slow, flaky
|
||||
# path that previously blew past the job timeout on the ubuntu runner.
|
||||
- name: Install R dependencies (cached binaries)
|
||||
uses: r-lib/actions/setup-r-dependencies@d3c5be51b12e724e68f33216ca3c148b66d5f0b6 # v2
|
||||
with:
|
||||
working-directory: bindings/r
|
||||
extra-packages: |
|
||||
any::testthat
|
||||
any::knitr
|
||||
|
||||
- name: Install and test the R binding
|
||||
shell: bash
|
||||
@@ -926,6 +969,41 @@ jobs:
|
||||
R CMD INSTALL bindings/r
|
||||
Rscript -e 'library(testthat); library(wickra); test_dir("bindings/r/tests/testthat", stop_on_failure = TRUE)'
|
||||
|
||||
# Full R CMD check, gated on the documentation problems r-universe surfaces
|
||||
# (undocumented exported objects, codoc mismatches) that R CMD INSTALL above
|
||||
# does not catch — exactly what shipped stale to r-universe with the 0.9.3
|
||||
# data layer. Ubuntu-only; these checks are platform-independent. Vignettes
|
||||
# are skipped here (building them needs pandoc and the vignette is exercised
|
||||
# in the next step), so the two --no-build-vignettes warnings are ignored.
|
||||
- name: R CMD check (documentation & consistency, like r-universe)
|
||||
if: matrix.os == 'ubuntu-latest'
|
||||
shell: bash
|
||||
run: |
|
||||
export WICKRA_INCLUDE_DIR="${WICKRA_INCLUDE_DIR//\\//}"
|
||||
export WICKRA_LIB_DIR="${WICKRA_LIB_DIR//\\//}"
|
||||
R CMD build bindings/r --no-build-vignettes --no-manual
|
||||
R CMD check wickra_*.tar.gz --no-manual --no-vignettes --no-tests || true
|
||||
log=$(find . -maxdepth 2 -name 00check.log | head -1)
|
||||
echo "::group::00check.log"; cat "$log"; echo "::endgroup::"
|
||||
problems=$(grep -E '\.\.\. (WARNING|ERROR)' "$log" \
|
||||
| grep -vE "checking (files in .vignettes.|package vignettes)" || true)
|
||||
if [ -n "$problems" ]; then
|
||||
echo "::error::R CMD check found problems (run roxygen2::roxygenise() in bindings/r if the docs are stale):"
|
||||
echo "$problems"
|
||||
exit 1
|
||||
fi
|
||||
echo "R CMD check: documentation and consistency clean."
|
||||
|
||||
- name: Build the vignette code
|
||||
shell: bash
|
||||
# The getting-started vignette runs at R CMD check time on r-universe /
|
||||
# CRAN (with pandoc); this job only INSTALLs, so execute the vignette's R
|
||||
# chunks here (knit, no pandoc needed) to catch a broken example before it
|
||||
# reaches the published build.
|
||||
# knitr is installed by the cached setup-r-dependencies step above.
|
||||
run: |
|
||||
Rscript -e 'knitr::knit("bindings/r/vignettes/getting-started.Rmd", output = tempfile(fileext = ".md"), quiet = TRUE); cat("vignette code OK\n")'
|
||||
|
||||
- name: Run the offline R examples
|
||||
shell: bash
|
||||
# No loader-path exports: the installed package is self-contained (bundled
|
||||
@@ -945,18 +1023,18 @@ jobs:
|
||||
java:
|
||||
name: Java on ${{ matrix.os }}
|
||||
runs-on: ${{ matrix.os }}
|
||||
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
|
||||
timeout-minutes: 30 # backstop: cap a wedged job instead of GitHub's 6h default (headroom for slow registry/package installs)
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-latest]
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Install Rust toolchain
|
||||
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
uses: ./.github/actions/setup-rust
|
||||
|
||||
- name: Cache cargo
|
||||
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
@@ -965,18 +1043,19 @@ jobs:
|
||||
|
||||
# The binding links the C ABI hub at runtime through the Java FFM API; build
|
||||
# it first so WickraNative's development fallback finds
|
||||
# target/release/wickra.{so,dylib,dll}. JDK 22+ is required for the final FFM
|
||||
# API, so it is installed explicitly (runners ship 17/21).
|
||||
# target/release/wickra.{so,dylib,dll}. The FFM API is final since JDK 22; we
|
||||
# build on the 25 LTS (22 is EOL; the pom pins bytecode to release 22 so the
|
||||
# runtime floor stays Java 22). Installed explicitly (runners ship 17/21).
|
||||
- name: Build the C ABI library
|
||||
run: cargo build -p wickra-c --release
|
||||
|
||||
- name: Set up JDK 22
|
||||
- name: Set up JDK 25
|
||||
id: setup-java
|
||||
continue-on-error: true
|
||||
uses: actions/setup-java@c1e323688fd81a25caa38c78aa6df2d33d3e20d9 # v4
|
||||
uses: actions/setup-java@1bcf9fb12cf4aa7d266a90ae39939e61372fe520 # v5.4.0
|
||||
with:
|
||||
distribution: temurin
|
||||
java-version: "22"
|
||||
java-version: "25"
|
||||
cache: maven
|
||||
|
||||
- name: Retry JDK setup (CDN flake)
|
||||
@@ -986,12 +1065,12 @@ jobs:
|
||||
echo "::warning::setup-java failed (likely CDN flake), waiting 30s before retry..."
|
||||
sleep 30
|
||||
|
||||
- name: Set up JDK 22 (retry)
|
||||
- name: Set up JDK 25 (retry)
|
||||
if: steps.setup-java.outcome == 'failure'
|
||||
uses: actions/setup-java@c1e323688fd81a25caa38c78aa6df2d33d3e20d9 # v4
|
||||
uses: actions/setup-java@1bcf9fb12cf4aa7d266a90ae39939e61372fe520 # v5.4.0
|
||||
with:
|
||||
distribution: temurin
|
||||
java-version: "22"
|
||||
java-version: "25"
|
||||
cache: maven
|
||||
|
||||
- name: Java info
|
||||
@@ -999,8 +1078,16 @@ jobs:
|
||||
|
||||
# `install` runs the archetype test suite (the real FFI boundary check) and
|
||||
# installs the binding to the local repo so the examples can resolve it.
|
||||
# Maven resolves plugins/deps from the network on a cache miss; retry so a
|
||||
# transient Central blip retries instead of failing the job.
|
||||
- name: Test and install the Java binding
|
||||
run: mvn -B -f bindings/java install
|
||||
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
|
||||
with:
|
||||
timeout_minutes: 20
|
||||
max_attempts: 2
|
||||
retry_wait_seconds: 20
|
||||
command: mvn -B -f bindings/java install
|
||||
shell: bash
|
||||
|
||||
- name: Build the Java examples
|
||||
run: mvn -B -f examples/java compile
|
||||
@@ -1014,7 +1101,67 @@ jobs:
|
||||
mvn -B -q -f examples/java exec:exec -Dexec.mainClass="org.wickra.examples.$cls"
|
||||
done
|
||||
|
||||
# Build a Python wheel inside both the manylinux and the musllinux container,
|
||||
# mirroring the Linux wheel build in release.yml. The 3-OS Python jobs build
|
||||
# natively on the runner, which already ships system OpenSSL, so they cannot
|
||||
# catch a build-time gap that only exists inside the slim release containers —
|
||||
# exactly what broke the 0.9.3 Linux wheels (the live-binance data layer links
|
||||
# native-tls -> openssl-sys, and the containers provide no OpenSSL: manylinux
|
||||
# lacks the headers, musllinux cross-compiles against a musl sysroot without
|
||||
# OpenSSL at all). The wheels are built with the `vendored-tls` feature, which
|
||||
# statically compiles OpenSSL from source. This job exercises both container
|
||||
# builds on every PR, so the same class of breakage now fails CI, not release.
|
||||
python-wheel-container-smoke:
|
||||
name: Python wheel (${{ matrix.manylinux }} smoke)
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 30 # backstop: vendored OpenSSL adds a from-source compile
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
manylinux: [auto, musllinux_1_2]
|
||||
steps:
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Sync root README into bindings/python so the build matches release
|
||||
run: cp README.md bindings/python/README.md
|
||||
|
||||
- uses: PyO3/maturin-action@e83996d129638aa358a18fbd1dfb82f0b0fb5d3b # v1.51.0
|
||||
with:
|
||||
working-directory: bindings/python
|
||||
target: x86_64
|
||||
# Keep in sync with release.yml: vendored OpenSSL for the Linux wheels.
|
||||
args: --release --out dist --features vendored-tls
|
||||
manylinux: ${{ matrix.manylinux }}
|
||||
# Building OpenSSL from source needs Perl modules (IPC::Cmd,
|
||||
# Time::Piece, ...) the minimal manylinux (CentOS 7) image lacks.
|
||||
# perl-core pulls the full distribution; the explicit names document
|
||||
# the ones OpenSSL's Configure has required. The musllinux cross image
|
||||
# ships a complete Perl and has no yum, so this is a no-op there.
|
||||
before-script-linux: |
|
||||
if command -v yum >/dev/null 2>&1; then yum install -y perl-core perl-IPC-Cmd perl-Data-Dumper perl-Time-Piece; fi
|
||||
|
||||
# The cross-library benchmark has moved to a dedicated scheduled workflow
|
||||
# (.github/workflows/bench.yml) — see audit finding R10. It runs nightly
|
||||
# at 03:00 UTC and on-demand via `workflow_dispatch`, and is no longer on
|
||||
# the every-push / every-PR critical path.
|
||||
|
||||
# Non-blocking external-link heads-up on PRs. The authoritative check is the
|
||||
# scheduled links.yml; here it only surfaces link rot early without ever
|
||||
# gating a PR — external sites flake (rate limits, transient outages, moves),
|
||||
# so `continue-on-error` keeps a third-party hiccup from blocking the merge.
|
||||
# Redirects are reported as warnings (lychee only fails on hard errors).
|
||||
links:
|
||||
name: External links (non-blocking)
|
||||
runs-on: ubuntu-latest
|
||||
continue-on-error: true
|
||||
timeout-minutes: 10
|
||||
steps:
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: lycheeverse/lychee-action@8646ba30535128ac92d33dfc9133794bfdd9b411 # v2
|
||||
with:
|
||||
args: --config lychee.toml --no-progress --root-dir "${{ github.workspace }}" "*.md" "bindings/*/README.md"
|
||||
fail: true
|
||||
|
||||
@@ -40,17 +40,17 @@ jobs:
|
||||
build-mode: none
|
||||
steps:
|
||||
- name: Checkout
|
||||
uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Initialize CodeQL
|
||||
uses: github/codeql-action/init@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
|
||||
uses: github/codeql-action/init@8aad20d150bbac5944a9f9d289da16a4b0d87c1e # v4.36.2
|
||||
with:
|
||||
languages: ${{ matrix.language }}
|
||||
build-mode: ${{ matrix.build-mode }}
|
||||
|
||||
- name: Perform CodeQL analysis
|
||||
uses: github/codeql-action/analyze@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
|
||||
uses: github/codeql-action/analyze@8aad20d150bbac5944a9f9d289da16a4b0d87c1e # v4.36.2
|
||||
with:
|
||||
category: "/language:${{ matrix.language }}"
|
||||
|
||||
@@ -0,0 +1,28 @@
|
||||
name: Link check
|
||||
|
||||
# External link rot is non-deterministic (third-party sites go down, rate-limit,
|
||||
# or move), so the authoritative check runs on a weekly schedule and on demand
|
||||
# rather than gating PRs or releases. ci.yml additionally runs a non-blocking
|
||||
# lychee job on PRs for an early heads-up (continue-on-error), and release.yml is
|
||||
# deliberately NOT gated on it — a transient external outage must never block an
|
||||
# irreversible publish.
|
||||
on:
|
||||
schedule:
|
||||
- cron: "0 6 * * 1" # Mondays 06:00 UTC
|
||||
workflow_dispatch:
|
||||
|
||||
permissions:
|
||||
contents: read
|
||||
|
||||
jobs:
|
||||
links:
|
||||
name: External links (lychee)
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: lycheeverse/lychee-action@8646ba30535128ac92d33dfc9133794bfdd9b411 # v2
|
||||
with:
|
||||
args: --config lychee.toml --no-progress --root-dir "${{ github.workspace }}" "*.md" "bindings/*/README.md"
|
||||
fail: true
|
||||
+113
-45
@@ -36,6 +36,7 @@ jobs:
|
||||
# --------------------------------------------------------------------------
|
||||
cargo-publish:
|
||||
name: Publish to crates.io
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
runs-on: ubuntu-latest
|
||||
# The publish jobs run with long-lived registry tokens. Binding them to a
|
||||
# protected GitHub environment lets the org require a reviewer to approve
|
||||
@@ -45,10 +46,10 @@ jobs:
|
||||
# Settings -> Environments.
|
||||
environment: release
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
- uses: ./.github/actions/setup-rust
|
||||
- uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
|
||||
timeout-minutes: 6
|
||||
@@ -110,7 +111,7 @@ jobs:
|
||||
# consumers can audit the published dependency tree without
|
||||
# re-resolving Cargo.lock.
|
||||
- name: Install cargo-cyclonedx
|
||||
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
|
||||
uses: taiki-e/install-action@bffeee26d4db9be238a4ea78d8826604ebcb594d # v2.82.5
|
||||
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
|
||||
with:
|
||||
tool: cargo-cyclonedx
|
||||
@@ -139,6 +140,7 @@ jobs:
|
||||
# --------------------------------------------------------------------------
|
||||
python-wheels:
|
||||
name: Build wheels (${{ matrix.target }}/${{ matrix.manylinux }} on ${{ matrix.os }})
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -157,13 +159,13 @@ jobs:
|
||||
- { os: windows-11-arm, target: aarch64, manylinux: auto }
|
||||
runs-on: ${{ matrix.os }}
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
- name: Set up Python
|
||||
id: setup_python
|
||||
continue-on-error: true
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.11"
|
||||
- name: Wait before Python retry
|
||||
@@ -174,7 +176,7 @@ jobs:
|
||||
sleep 30
|
||||
- name: Set up Python (retry)
|
||||
if: steps.setup_python.outcome == 'failure'
|
||||
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
|
||||
uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.11"
|
||||
- name: Sync root README into bindings/python so it ships with the wheel
|
||||
@@ -184,8 +186,22 @@ jobs:
|
||||
with:
|
||||
working-directory: bindings/python
|
||||
target: ${{ matrix.target }}
|
||||
args: --release --strip --out dist
|
||||
# The live-binance data layer links native-tls -> openssl-sys, which
|
||||
# needs OpenSSL at build time. The manylinux containers lack the headers
|
||||
# and the musllinux build cross-compiles against a musl sysroot with no
|
||||
# OpenSSL at all, so build the Linux wheels with vendored OpenSSL
|
||||
# (compiled from source, linked statically). No-op on the native
|
||||
# macOS/Windows runners, where native-tls never pulls openssl-sys. The
|
||||
# CI `python-wheel-container-smoke` job exercises both containers on PRs.
|
||||
args: --release --strip --out dist --features vendored-tls
|
||||
manylinux: ${{ matrix.manylinux }}
|
||||
# Building OpenSSL from source needs Perl modules (IPC::Cmd,
|
||||
# Time::Piece, ...) the minimal manylinux (CentOS 7) image lacks.
|
||||
# perl-core pulls the full distribution; the explicit names document
|
||||
# the ones OpenSSL's Configure has required. The musllinux cross image
|
||||
# ships a complete Perl and has no yum, so this is a no-op there.
|
||||
before-script-linux: |
|
||||
if command -v yum >/dev/null 2>&1; then yum install -y perl-core perl-IPC-Cmd perl-Data-Dumper perl-Time-Piece; fi
|
||||
- uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
|
||||
with:
|
||||
# Include manylinux in the name so the glibc and musl x86_64/aarch64
|
||||
@@ -195,9 +211,10 @@ jobs:
|
||||
|
||||
python-sdist:
|
||||
name: Build Python sdist
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
- name: Sync root README into bindings/python so it ships in the sdist
|
||||
@@ -214,6 +231,7 @@ jobs:
|
||||
|
||||
python-publish:
|
||||
name: Publish to PyPI
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: [python-wheels, python-sdist]
|
||||
runs-on: ubuntu-latest
|
||||
environment: release
|
||||
@@ -237,6 +255,7 @@ jobs:
|
||||
# --------------------------------------------------------------------------
|
||||
node-build:
|
||||
name: Node build (${{ matrix.target }})
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -249,7 +268,7 @@ jobs:
|
||||
- { host: windows-11-arm, target: aarch64-pc-windows-msvc }
|
||||
runs-on: ${{ matrix.host }}
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -258,7 +277,7 @@ jobs:
|
||||
continue-on-error: true
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
|
||||
- name: Wait before Node retry
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
@@ -271,9 +290,9 @@ jobs:
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
|
||||
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
- uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
targets: ${{ matrix.target }}
|
||||
|
||||
@@ -282,8 +301,13 @@ jobs:
|
||||
timeout-minutes: 6
|
||||
|
||||
- name: Install Node deps
|
||||
working-directory: bindings/node
|
||||
run: npm ci
|
||||
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
|
||||
with:
|
||||
timeout_minutes: 10
|
||||
max_attempts: 3
|
||||
retry_wait_seconds: 20
|
||||
command: cd bindings/node && npm ci
|
||||
shell: bash
|
||||
|
||||
- name: Build native module
|
||||
working-directory: bindings/node
|
||||
@@ -298,6 +322,7 @@ jobs:
|
||||
|
||||
node-publish:
|
||||
name: Publish to npm
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: node-build
|
||||
runs-on: ubuntu-latest
|
||||
environment: release
|
||||
@@ -310,7 +335,7 @@ jobs:
|
||||
contents: read
|
||||
id-token: write
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -319,7 +344,7 @@ jobs:
|
||||
continue-on-error: true
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
registry-url: "https://registry.npmjs.org"
|
||||
|
||||
- name: Wait before Node retry
|
||||
@@ -333,12 +358,17 @@ jobs:
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
registry-url: "https://registry.npmjs.org"
|
||||
|
||||
- name: Install Node deps
|
||||
working-directory: bindings/node
|
||||
run: npm ci
|
||||
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
|
||||
with:
|
||||
timeout_minutes: 10
|
||||
max_attempts: 3
|
||||
retry_wait_seconds: 20
|
||||
command: cd bindings/node && npm ci
|
||||
shell: bash
|
||||
|
||||
- name: Download all platform binaries
|
||||
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
|
||||
@@ -351,7 +381,8 @@ jobs:
|
||||
# drop the freshly built .node binary into the matching directory.
|
||||
- name: Move binaries into platform package layout
|
||||
working-directory: bindings/node
|
||||
run: npx napi artifacts --dir artifacts
|
||||
# napi-rs CLI 3 renamed `--dir` to `--output-dir` (`-d`).
|
||||
run: npx napi artifacts --output-dir artifacts
|
||||
|
||||
# Publish each platform package individually. Skip versions that are
|
||||
# already on npm. A first-attempt 403 from npm's spam filter is
|
||||
@@ -470,6 +501,7 @@ jobs:
|
||||
# which requires the `id-token: write` permission set at the job level.
|
||||
wasm-publish:
|
||||
name: Publish wickra-wasm to npm
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
runs-on: ubuntu-latest
|
||||
environment: release
|
||||
# `id-token: write` lets npm publish embed a Sigstore provenance
|
||||
@@ -479,7 +511,7 @@ jobs:
|
||||
contents: read
|
||||
id-token: write
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -488,7 +520,7 @@ jobs:
|
||||
continue-on-error: true
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
registry-url: "https://registry.npmjs.org"
|
||||
|
||||
- name: Wait before Node retry
|
||||
@@ -502,17 +534,21 @@ jobs:
|
||||
if: steps.setup_node.outcome == 'failure'
|
||||
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
|
||||
with:
|
||||
node-version: "20"
|
||||
node-version: "22"
|
||||
registry-url: "https://registry.npmjs.org"
|
||||
|
||||
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
- uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
targets: wasm32-unknown-unknown
|
||||
|
||||
- uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
|
||||
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
|
||||
timeout-minutes: 6
|
||||
|
||||
- name: Install wasm-pack (latest, via prebuilt binary)
|
||||
# See the matching note in ci.yml: jetli's default installs an old
|
||||
# 0.10.x wasm-pack whose build subcommand rejects --features.
|
||||
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
|
||||
uses: taiki-e/install-action@bffeee26d4db9be238a4ea78d8826604ebcb594d # v2.82.5
|
||||
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
|
||||
with:
|
||||
tool: wasm-pack
|
||||
@@ -576,6 +612,7 @@ jobs:
|
||||
# --------------------------------------------------------------------------
|
||||
c-abi-build:
|
||||
name: C ABI library (${{ matrix.target }})
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
@@ -588,11 +625,11 @@ jobs:
|
||||
- { host: windows-11-arm, target: aarch64-pc-windows-msvc }
|
||||
runs-on: ${{ matrix.host }}
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
|
||||
- uses: ./.github/actions/setup-rust
|
||||
with:
|
||||
targets: ${{ matrix.target }}
|
||||
|
||||
@@ -631,6 +668,7 @@ jobs:
|
||||
# workflow release.yml) exchanges the GitHub OIDC token for a short-lived key.
|
||||
csharp-publish:
|
||||
name: Publish to NuGet
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: c-abi-build
|
||||
runs-on: ubuntu-latest
|
||||
environment: release
|
||||
@@ -638,7 +676,7 @@ jobs:
|
||||
contents: read
|
||||
id-token: write # request the GitHub OIDC token for trusted publishing
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -675,11 +713,18 @@ jobs:
|
||||
echo "staged ${RID[$target]}:"; ls -l "$dest"
|
||||
done
|
||||
|
||||
# dotnet pack restores from nuget.org first; retry so a transient restore
|
||||
# blip retries instead of failing the release.
|
||||
- name: Pack
|
||||
shell: bash
|
||||
run: |
|
||||
version="${GITHUB_REF_NAME#v}"
|
||||
dotnet pack bindings/csharp/Wickra/Wickra.csproj -c Release -p:Version="$version" -o nupkg
|
||||
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
|
||||
with:
|
||||
timeout_minutes: 15
|
||||
max_attempts: 2
|
||||
retry_wait_seconds: 20
|
||||
shell: bash
|
||||
command: |
|
||||
version="${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.
|
||||
@@ -714,11 +759,12 @@ jobs:
|
||||
# match the release tag (kept in sync by the version-bump checklist).
|
||||
java-publish:
|
||||
name: Publish to Maven Central
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: c-abi-build
|
||||
runs-on: ubuntu-latest
|
||||
environment: release
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -757,11 +803,11 @@ jobs:
|
||||
|
||||
# setup-java writes a settings.xml with the 'central' server credentials
|
||||
# (mapped from the env vars below) and imports the GPG signing key.
|
||||
- name: Set up JDK 22 + Maven Central credentials + GPG
|
||||
uses: actions/setup-java@c1e323688fd81a25caa38c78aa6df2d33d3e20d9 # v4
|
||||
- name: Set up JDK 25 + Maven Central credentials + GPG
|
||||
uses: actions/setup-java@1bcf9fb12cf4aa7d266a90ae39939e61372fe520 # v5.4.0
|
||||
with:
|
||||
distribution: temurin
|
||||
java-version: "22"
|
||||
java-version: "25"
|
||||
server-id: central
|
||||
server-username: CENTRAL_USERNAME
|
||||
server-password: CENTRAL_PASSWORD
|
||||
@@ -785,10 +831,11 @@ jobs:
|
||||
# derived artifact, so its bot commit is intentionally unsigned.
|
||||
go-mirror:
|
||||
name: Mirror the Go module to wickra-go
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: c-abi-build
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -868,6 +915,7 @@ jobs:
|
||||
|
||||
github-release:
|
||||
name: Attach assets to the draft GitHub Release
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: [cargo-publish, python-publish, node-publish, wasm-publish, c-abi-build]
|
||||
runs-on: ubuntu-latest
|
||||
permissions:
|
||||
@@ -876,8 +924,9 @@ jobs:
|
||||
# bundle to this same release without re-resolving it.
|
||||
outputs:
|
||||
tag: ${{ steps.tag.outputs.tag }}
|
||||
version: ${{ steps.tag.outputs.version }}
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
fetch-depth: 0
|
||||
@@ -904,6 +953,7 @@ jobs:
|
||||
exit 1
|
||||
fi
|
||||
echo "tag=$tag" >> "$GITHUB_OUTPUT"
|
||||
echo "version=${tag#v}" >> "$GITHUB_OUTPUT"
|
||||
echo "::notice::attaching assets to release $tag"
|
||||
|
||||
- name: Download all build artifacts
|
||||
@@ -930,7 +980,7 @@ jobs:
|
||||
echo "asset-count=$(ls release-assets/ | wc -l)"
|
||||
|
||||
- name: Create / update the draft GitHub Release with assets
|
||||
uses: softprops/action-gh-release@b4309332981a82ec1c5618f44dd2e27cc8bfbfda # v3.0.0
|
||||
uses: softprops/action-gh-release@718ea10b132b3b2eba29c1007bb80653f286566b # v3.0.1
|
||||
with:
|
||||
tag_name: ${{ steps.tag.outputs.tag }}
|
||||
name: Wickra ${{ steps.tag.outputs.tag }}
|
||||
@@ -941,7 +991,7 @@ jobs:
|
||||
# the provenance bundle is attached (P24, immutability-ready).
|
||||
draft: true
|
||||
body: |
|
||||
Wickra ${{ github.ref_name }} — streaming-first technical indicators across 4 language registries plus a C ABI.
|
||||
Wickra ${{ github.ref_name }} — streaming-first technical indicators for 10 languages: native Rust, Python, Node.js, WASM plus a C ABI hub for C, C++, C#, Go, Java, R.
|
||||
|
||||
### Install
|
||||
|
||||
@@ -950,21 +1000,37 @@ jobs:
|
||||
pip install wickra
|
||||
npm install wickra
|
||||
npm install wickra-wasm
|
||||
dotnet add package Wickra
|
||||
go get github.com/wickra-lib/wickra-go
|
||||
```
|
||||
|
||||
Java (Gradle, Maven Central):
|
||||
|
||||
```gradle
|
||||
implementation("org.wickra:wickra:${{ steps.tag.outputs.version }}")
|
||||
```
|
||||
|
||||
R (r-universe):
|
||||
|
||||
```r
|
||||
install.packages("wickra", repos = "https://wickra-lib.r-universe.dev")
|
||||
```
|
||||
|
||||
### Attached assets
|
||||
|
||||
Pre-built artefacts for every supported platform — the same files that
|
||||
were uploaded to crates.io, PyPI, and npm by this workflow run.
|
||||
Pre-built artefacts for every supported platform — the same files this
|
||||
workflow run published to crates.io, PyPI, and npm. C# ships to NuGet,
|
||||
Java to Maven Central, Go to the wickra-go module, and R to r-universe
|
||||
via their own release jobs.
|
||||
|
||||
- `*.whl` / `wickra-*.tar.gz` — Python wheels + sdist (5 platforms, ABI3 ≥ 3.9)
|
||||
- `wickra.*.node` — native Node bindings (linux-x64-gnu, darwin-x64,
|
||||
- `wickra.*.node` — native Node.js bindings (linux-x64-gnu, darwin-x64,
|
||||
darwin-arm64, win32-x64-msvc)
|
||||
- `wickra-*.tgz` — npm-pack tarballs (main package + per-platform subpackages + WASM)
|
||||
- `*.crate` — cargo source crates (wickra-core, wickra-data, wickra)
|
||||
- `wickra-c-<target>.tar.gz` — C ABI: `include/wickra.h` + `wickra.hpp`
|
||||
and the cdylib/staticlib per target (linux/macos/windows × x64/arm64),
|
||||
the hub for C / C++ / Go / C# / Java / R
|
||||
the hub for C, C++, C#, Go, Java and R
|
||||
|
||||
### Auto-generated changelog
|
||||
|
||||
@@ -975,6 +1041,7 @@ jobs:
|
||||
# --------------------------------------------------------------------------
|
||||
attestations:
|
||||
name: Attest build provenance
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: [cargo-publish, python-wheels, python-sdist, github-release]
|
||||
runs-on: ubuntu-latest
|
||||
# Signed SLSA build-provenance attestations for the published crates and
|
||||
@@ -1009,7 +1076,7 @@ jobs:
|
||||
merge-multiple: true
|
||||
- name: Attest build provenance
|
||||
id: attest
|
||||
uses: actions/attest-build-provenance@a2bbfa25375fe432b6a289bc6b6cd05ecd0c4c32 # v4.1.0
|
||||
uses: actions/attest-build-provenance@0f67c3f4856b2e3261c31976d6725780e5e4c373 # v4.1.1
|
||||
with:
|
||||
subject-path: |
|
||||
artifacts/crates/*.crate
|
||||
@@ -1058,6 +1125,7 @@ jobs:
|
||||
# --------------------------------------------------------------------------
|
||||
publish-release:
|
||||
name: Publish the GitHub Release
|
||||
timeout-minutes: 45 # backstop only: release build/publish jobs compile from source (vendored OpenSSL) and must not be killed mid-build; far above the ~10 min real runtime
|
||||
needs: [github-release, attestations]
|
||||
if: always() && needs.github-release.result == 'success'
|
||||
runs-on: ubuntu-latest
|
||||
|
||||
@@ -24,7 +24,7 @@ jobs:
|
||||
id-token: write # OIDC token to publish results to the OpenSSF API
|
||||
steps:
|
||||
- name: Checkout code
|
||||
uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
@@ -44,13 +44,13 @@ jobs:
|
||||
publish_results: true
|
||||
|
||||
- name: Upload SARIF artifact
|
||||
uses: actions/upload-artifact@ea165f8d65b6e75b540449e92b4886f43607fa02 # v4.6.2
|
||||
uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
|
||||
with:
|
||||
name: SARIF file
|
||||
path: results.sarif
|
||||
retention-days: 5
|
||||
|
||||
- name: Upload SARIF to code-scanning
|
||||
uses: github/codeql-action/upload-sarif@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
|
||||
uses: github/codeql-action/upload-sarif@8aad20d150bbac5944a9f9d289da16a4b0d87c1e # v4.36.2
|
||||
with:
|
||||
sarif_file: results.sarif
|
||||
|
||||
@@ -93,7 +93,7 @@ jobs:
|
||||
# Fetching the now-gone `refs/heads/<branch>` then fails the run (exit 1).
|
||||
# The head SHA stays reachable via `refs/pull/N/head` after the branch is
|
||||
# gone, so the checkout — and the run — survives an instant merge.
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
fetch-depth: 1
|
||||
ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.sha || github.ref }}
|
||||
|
||||
@@ -14,10 +14,10 @@ jobs:
|
||||
name: metadata audit
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
- uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
|
||||
- uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6.3.0
|
||||
with:
|
||||
python-version: "3.12"
|
||||
- name: Audit repo-metadata.toml drift
|
||||
|
||||
@@ -32,9 +32,9 @@ jobs:
|
||||
actions: read # online audits resolve referenced actions
|
||||
steps:
|
||||
- name: Checkout
|
||||
uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
|
||||
uses: actions/checkout@9c091bb21b7c1c1d1991bb908d89e4e9dddfe3e0 # v7.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Run zizmor
|
||||
uses: zizmorcore/zizmor-action@5f14fd08f7cf1cb1609c1e344975f152c7ee938d # v0.5.6
|
||||
uses: zizmorcore/zizmor-action@192e21d79ab29983730a13d1382995c2307fbcaa # v0.5.7
|
||||
|
||||
+5
-5
@@ -31,7 +31,7 @@ or replace lives behind a separate crate boundary.
|
||||
┌────────────┼────────────┬────────────────┐
|
||||
│ │ │ │
|
||||
┌──▼───────┐ ┌──▼───────┐ ┌──▼───────────┐ ┌──▼──────────────────┐
|
||||
│ Python │ │ Node │ │ WASM │ │ C ABI (cbindgen) │
|
||||
│ Python │ │ Node.js │ │ WASM │ │ C ABI (cbindgen) │
|
||||
│ (PyO3) │ │ (napi-rs)│ │(wasm-bindgen)│ │ cdylib + header │
|
||||
└──────────┘ └──────────┘ └──────────────┘ └─────────┬───────────┘
|
||||
│ linked by
|
||||
@@ -41,11 +41,11 @@ or replace lives behind a separate crate boundary.
|
||||
└─────────────────────┘
|
||||
```
|
||||
|
||||
Python, Node and WASM are *native* Rust bindings (PyO3 / napi-rs /
|
||||
Python, Node.js and WASM are *native* Rust bindings (PyO3 / napi-rs /
|
||||
wasm-bindgen). The C ABI is the *hub* every other C-capable language links
|
||||
against: it builds to a `cdylib`/`staticlib` plus a generated `wickra.h`, and
|
||||
downstream languages link that one artifact rather than each re-wrapping the
|
||||
core. C and C++ link it directly; the **C# / .NET** binding (`bindings/csharp`,
|
||||
core. C and C++ link it directly; the **C#** binding (`bindings/csharp`,
|
||||
on NuGet), the **Go** binding (`bindings/go`, cgo), the **R** binding
|
||||
(`bindings/r`, `.Call`) and the **Java** binding (`bindings/java`, the Java FFM
|
||||
API / Panama, on Maven Central) are all generated from `wickra.h`.
|
||||
@@ -57,7 +57,7 @@ API / Panama, on Maven Central) are all generated from `wickra.h`.
|
||||
| `wickra-data` | `crates/wickra-data` | CSV reader, tick aggregator, resampler, live exchange feeds (feature-gated) | `tokio`, `tokio-tungstenite` (live), `serde_json` |
|
||||
| `wickra-python` | `bindings/python` | `_wickra` PyO3 module + Python package | `pyo3`, `numpy`, depends on `wickra-core` |
|
||||
| `wickra-node` | `bindings/node` | NAPI-RS native binding | `napi`, depends on `wickra-core` |
|
||||
| `wickra-wasm` | `bindings/wasm` | WebAssembly binding | `wasm-bindgen`, depends on `wickra-core` |
|
||||
| `wickra-wasm` | `bindings/wasm` | WASM binding | `wasm-bindgen`, depends on `wickra-core` |
|
||||
| `wickra-c` | `bindings/c` | C ABI hub — `cdylib`/`staticlib` + generated `wickra.h` (cbindgen) | depends on `wickra-core` |
|
||||
| `wickra-examples` | `examples/rust` | runnable binary examples | depends on `wickra`, `wickra-data` |
|
||||
|
||||
@@ -227,7 +227,7 @@ A handful of indicators need care beyond naive accumulation:
|
||||
A typical full-stack call sequence for a Python live-trading example:
|
||||
|
||||
```
|
||||
[ Python: live_trading.py ]
|
||||
[ Python: live_binance.py ]
|
||||
│
|
||||
▼
|
||||
[ binance.AsyncClient WebSocket ] ──── wickra_data live feed ───┐
|
||||
|
||||
+62
-22
@@ -98,8 +98,8 @@ python -m benchmarks.compare_libraries
|
||||
## 3. Per-binding throughput — the cost of the boundary
|
||||
|
||||
The sections above compare Wickra against other libraries, which only exists for
|
||||
Python and Rust (there is no comparable streaming TA library for C, C#, Go, Java,
|
||||
R or WebAssembly to benchmark against). Every binding calls the **same** Rust
|
||||
Python and Rust (there is no comparable streaming TA library for C, C++, C#, Go, Java,
|
||||
R or WASM to benchmark against). Every binding calls the **same** Rust
|
||||
core, so these per-binding benchmarks are **not** a speed claim and **not** a
|
||||
cross-library ratio — they document the raw cost of crossing each language's FFI
|
||||
boundary, in million updates per second (Mupd/s).
|
||||
@@ -109,9 +109,11 @@ series through three indicators chosen by call-signature archetype — `SMA(20)`
|
||||
(1-in → 1-out), `ATR(14)` (multi-in → 1-out) and `MACD(12,26,9)` (1-in →
|
||||
multi-out). Two things fall out of the numbers:
|
||||
|
||||
- **Batch converges.** A `batch` call crosses the boundary once and the Rust core
|
||||
computes the whole series internally, so batch throughput is roughly the same
|
||||
in every binding — close to the core speed.
|
||||
- **Batch crosses once.** A `batch` call crosses the boundary a single time and the
|
||||
Rust core computes the whole series internally, so batch throughput stays high for
|
||||
most bindings — the exceptions are the ones that copy or box the result array on
|
||||
the way out (Node's JS `Array`, Python's stdlib `array.array` now that NumPy is
|
||||
optional).
|
||||
- **Streaming reveals the boundary.** A per-tick `update` crosses the boundary
|
||||
once per value, so streaming throughput is where the bindings differ: the raw C
|
||||
ABI and P/Invoke-style calls are nearly free, while managed or interpreted
|
||||
@@ -126,23 +128,23 @@ AMD Ryzen 9 9950X):
|
||||
|
||||
| Target | streaming (Mupd/s) | batch (Mupd/s) |
|
||||
|----------------------|-------------------:|---------------:|
|
||||
| Rust core (no FFI) | 391 | 500 |
|
||||
| C | 383 | 330 |
|
||||
| C# / .NET | 337 | 244 |
|
||||
| Python | 33 | 488 |
|
||||
| Java | 28 | 175 |
|
||||
| Go | 24 | 400 |
|
||||
| WebAssembly | 19 | 167 |
|
||||
| Node.js | 17 | 10 |
|
||||
| R | 0.1 | 193 |
|
||||
| Rust core (no FFI) | 380 | 498 |
|
||||
| C / C++ | 365 | 358 |
|
||||
| C# | 348 | 259 |
|
||||
| Python | 31 | 46 |
|
||||
| Java | 38 | 173 |
|
||||
| Go | 23 | 394 |
|
||||
| WASM | 21 | 169 |
|
||||
| Node.js | 16 | 9 |
|
||||
| R | 0.1 | 279 |
|
||||
|
||||
Streaming spans more than three orders of magnitude — the raw C ABI (383) is
|
||||
nearly the FFI-free Rust ceiling (391), while R's per-call interpreter overhead
|
||||
(0.1) makes streaming ~2000× slower than its own batch. Batch converges near the
|
||||
core speed for the zero-copy bindings (numpy, slices, typed arrays); the two
|
||||
outliers are Node — whose napi `batch` boxes every element into a JS `Array` —
|
||||
and R. These are machine-dependent and reflect FFI overhead, not algorithm
|
||||
speed.
|
||||
Streaming spans more than three orders of magnitude — the raw C ABI (365) sits
|
||||
just under the FFI-free Rust ceiling (380), while R's per-call interpreter overhead
|
||||
(0.1) makes streaming ~2800× slower than its own batch. Batch stays high for the
|
||||
bindings that hand back a contiguous buffer (slices, typed arrays); the two low
|
||||
outliers are Node — whose napi `batch` boxes every element into a JS `Array` — and
|
||||
Python, which now copies into a stdlib `array.array` since NumPy became optional.
|
||||
These are machine-dependent and reflect FFI overhead, not algorithm speed.
|
||||
|
||||
These are throughput numbers, not competitive numbers — the "Wickra is fast"
|
||||
claim lives in sections 1 and 2 (Rust core + the Python/Rust cross-library runs).
|
||||
@@ -160,9 +162,47 @@ node bindings/node/benchmarks/throughput.js # native napi-
|
||||
cargo build -p wickra-c --release # the C ABI hub
|
||||
cmake -S bindings/c/benchmarks -B build/cbench && cmake --build build/cbench \
|
||||
&& ./build/cbench/throughput # raw C ABI
|
||||
dotnet run -c Release --project bindings/csharp/benchmarks # C# / .NET (P/Invoke)
|
||||
dotnet run -c Release --project bindings/csharp/benchmarks # C# (P/Invoke)
|
||||
( cd bindings/go/benchmarks && go run . ) # Go (cgo)
|
||||
mvn -q -f bindings/java install -DskipTests \
|
||||
&& mvn -q -f bindings/java/benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
|
||||
Rscript bindings/r/benchmarks/throughput.R # R (.Call)
|
||||
```
|
||||
|
||||
## 4. Data layer — native I/O throughput
|
||||
|
||||
Wickra ships its own data layer — a CSV candle reader, a tick-to-candle
|
||||
aggregator, and a timeframe resampler — so loading and reshaping market data
|
||||
needs **no third-party package** (`pandas`, `csv-parse`, manual bucketing,
|
||||
`pandas.resample`, …) in any of the ten languages. These run on the same Rust
|
||||
core as the indicators, so every binding reaches these speeds minus the FFI
|
||||
boundary characterised in section 3 (a `read` / `push` / `flush` call crosses the
|
||||
boundary once per batch, like `batch`, so bindings land close to the core).
|
||||
|
||||
Rust core, 50 000 real BTCUSDT one-minute candles
|
||||
(`examples/data/btcusdt-1m.csv`), median of 100 samples, on the reference machine
|
||||
(Windows 11, AMD Ryzen 9 9950X):
|
||||
|
||||
| Operation | Throughput | Per element |
|
||||
|------------------------------------|--------------------:|------------:|
|
||||
| CSV parse (`CandleReader`) | 3.0 M candles/s | 329 ns |
|
||||
| Tick aggregate → 1m (`TickAggregator`) | 44 M ticks/s | 22.6 ns |
|
||||
| Resample 1m → 5m (`Resampler`) | 234 M candles/s | 4.3 ns |
|
||||
|
||||
Reading and validating a 50 000-row CSV into typed candles takes ~16 ms;
|
||||
aggregating 50 000 ticks into one-minute bars ~1.1 ms; resampling 50 000
|
||||
one-minute candles to five-minute bars ~0.2 ms. CSV parsing is the floor because
|
||||
it does the most per row (UTF-8 scan, field split, six `f64` parses, finiteness
|
||||
checks); aggregation and resampling are pure arithmetic over already-typed
|
||||
candles.
|
||||
|
||||
The live and historical Binance feeds (`BinanceFeed`, `fetch_binance_klines`) are
|
||||
network-bound — their throughput is set by the exchange and the socket, not by
|
||||
Wickra — so they are not micro-benchmarked here; the relevant Wickra cost is the
|
||||
per-event parse, which is the same arithmetic measured above.
|
||||
|
||||
Run it with:
|
||||
|
||||
```bash
|
||||
cargo bench -p wickra --bench data_layer
|
||||
```
|
||||
|
||||
+377
-1
@@ -7,6 +7,369 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
|
||||
|
||||
## [Unreleased]
|
||||
|
||||
## [0.9.9] - 2026-06-28
|
||||
|
||||
Maintenance release. No library or binding code changes from `0.9.8`; this
|
||||
re-release simply runs through the corrected release workflow (the `0.9.8` npm
|
||||
publish required a hotfix to the napi-rs 3 `napi artifacts` invocation, now in
|
||||
place), so the published `0.9.9` artifacts are byte-identical to `0.9.8`.
|
||||
|
||||
## [0.9.8] - 2026-06-28
|
||||
|
||||
Maintenance release. The library API and every indicator are unchanged from
|
||||
`0.9.7`; this release migrates the Node.js binding's build to napi-rs 3 and
|
||||
carries routine dependency and CI tooling updates.
|
||||
|
||||
### Changed
|
||||
- **Node binding built with napi-rs 3.** Migrate `napi` 2.16 → 3.9, `napi-derive`
|
||||
2.16 → 3.5 (Rust) and `@napi-rs/cli` 2.18 → 3.7 (npm). The published API and
|
||||
every computed value are unchanged — the generated TypeScript surface is
|
||||
identical (626 symbols), only the code-generation format differs. napi 3's
|
||||
derive macros emit `#[allow(unsafe_code)]`, so the Node crate's `unsafe_code`
|
||||
lint is relaxed from the workspace `forbid` to `deny` for that crate only;
|
||||
`forbid` stays in force for every other crate. The `engines.node` floor is
|
||||
raised to `>= 22` (matching the CI test matrix). `ureq` is intentionally held
|
||||
at 2.x — ureq 3 unconditionally pulls `webpki-root-certs` (CDLA-Permissive-2.0),
|
||||
which the native-tls / OS-trust-store setup deliberately avoids.
|
||||
- **Dependency and CI housekeeping.** Bump the Maven
|
||||
`central-publishing-maven-plugin` and the GitHub Actions used by CI
|
||||
(`actions/checkout`, `taiki-e/install-action`, `actions/setup-java`,
|
||||
`softprops/action-gh-release`). No runtime code changes.
|
||||
|
||||
## [0.9.7] - 2026-06-21
|
||||
|
||||
Maintenance release. The library API and every indicator are unchanged from
|
||||
`0.9.6`; this release carries an R package metadata fix and routine dependency
|
||||
and CI tooling updates.
|
||||
|
||||
### Fixed
|
||||
- **R package: credit `kingchenc` as the package author and maintainer.** The R
|
||||
`DESCRIPTION` was the only binding still listing "Wickra contributors" as the
|
||||
sole `aut`/`cre` — an outlier introduced when the binding was added. It now
|
||||
matches the Python, Node, and Rust core metadata, the package `.Rd` is
|
||||
regenerated, and the binding `LICENSE` copyright holder is aligned with the
|
||||
root `LICENSE-MIT`.
|
||||
|
||||
### Changed
|
||||
- **Dependency and CI housekeeping.** Bump the C# test dependencies
|
||||
(`Microsoft.NET.Test.Sdk`, `xunit`, `xunit.runner.visualstudio`), the GitHub
|
||||
Actions used by CI (`setup-python`, `upload-artifact`, `codecov-action`,
|
||||
`taiki-e/install-action`), and the Java benchmark's `org.wickra:wickra`
|
||||
dependency. No runtime code changes.
|
||||
|
||||
## [0.9.6] - 2026-06-18
|
||||
|
||||
Documentation release for the R binding. The library API and every indicator
|
||||
are unchanged from `0.9.5`; only the R package's help pages change.
|
||||
|
||||
### Fixed
|
||||
- **R package: document the data-layer exports and refresh the man pages.**
|
||||
r-universe's `R CMD check` reported two warnings against the `0.9.3` data layer
|
||||
it built for the first time in `0.9.5`: twelve undocumented exported objects
|
||||
(`BinanceFeed`, `CandleReader`, `Resampler`, `TickAggregator`,
|
||||
`fetch_binance_klines` and the `name` / `is_ready` / `warmup_period` / `push` /
|
||||
`read` generics) and a codoc mismatch on `AwesomeOscillatorHistogram` (its help
|
||||
page still listed `sma_period` after the argument was renamed to `lookback`).
|
||||
The roxygen sources existed but the `man/*.Rd` had never been regenerated; they
|
||||
are now complete, and a `push()` example that constructed a `TickAggregator`
|
||||
without its required `gap_fill` argument is fixed. CI now runs `R CMD check` so
|
||||
documentation drift fails the pull request instead of surfacing on r-universe.
|
||||
|
||||
|
||||
## [0.9.5] - 2026-06-17
|
||||
|
||||
Maintenance release. The library API and every indicator are unchanged from
|
||||
`0.9.4`; the only change that ships to users is to the R package's build script.
|
||||
The rest of the release is CI / release-pipeline hardening (dependency caching,
|
||||
job timeouts, and network-install retries) that does not affect the artifacts.
|
||||
|
||||
### Fixed
|
||||
- **R package: retry the C ABI download.** `configure` / `configure.win` fetch the
|
||||
prebuilt `wickra-c-<triple>.tar.gz` from the matching GitHub release. A freshly
|
||||
cut release can briefly return 404 while its assets propagate across the CDN
|
||||
(and a transient network blip would also fail it), so the single-shot download
|
||||
is now retried with a backoff (~2 min) before giving up. Fixes
|
||||
`cannot open URL … 404 Not Found` on r-universe / source installs taken right
|
||||
after a release.
|
||||
|
||||
|
||||
## [0.9.4] - 2026-06-17
|
||||
|
||||
Packaging fix for the `0.9.3` data layer. The library is identical to `0.9.3` on
|
||||
every platform that already published; the only additions are an opt-in
|
||||
`vendored-tls` build feature and the Linux Python wheels, which `0.9.3` could not
|
||||
build.
|
||||
|
||||
### Fixed
|
||||
- **Linux Python wheels (`manylinux` / `musllinux`) now build.** The `live-binance`
|
||||
data layer links `native-tls` -> `openssl-sys`, which needs OpenSSL at build
|
||||
time. The `manylinux` wheel containers ship no OpenSSL headers and the
|
||||
`musllinux` build cross-compiles against a musl sysroot that has no OpenSSL at
|
||||
all, so the wheels failed to compile. The Linux wheels are now built with a new
|
||||
opt-in `vendored-tls` feature that compiles OpenSSL from source and links it
|
||||
statically (no system OpenSSL required, on either libc). The native macOS and
|
||||
Windows wheels were unaffected (Security.framework / SChannel). As a result
|
||||
`0.9.3` shipped to crates.io, Maven Central, NuGet, and npm but not to PyPI;
|
||||
PyPI publishes starting with `0.9.4`.
|
||||
|
||||
### Added
|
||||
- **`vendored-tls` feature** on `wickra-data` (and the Python binding): builds the
|
||||
`live-binance` TLS stack against a statically compiled OpenSSL. Off by default;
|
||||
used by the release wheels and exercised on every PR by a `manylinux` /
|
||||
`musllinux` container build-smoke CI job.
|
||||
|
||||
|
||||
## [0.9.3] - 2026-06-17
|
||||
|
||||
### Changed
|
||||
- **Python: zero third-party dependencies — NumPy is no longer required**
|
||||
(breaking). `pip install wickra` now pulls nothing else. Batch inputs accept any
|
||||
sequence or buffer of numbers (`array.array`, `memoryview`, a NumPy array, or a
|
||||
plain `list`); single-output `batch(...)` now returns a stdlib `array.array('d')`
|
||||
and multi-output indicators return a buffer-protocol `Matrix` (with `.shape`,
|
||||
integer-row and `[i, j]` element access, `.tolist()`) instead of 1-D / 2-D NumPy
|
||||
arrays. Both expose the buffer protocol, so `numpy.asarray(result)` still wraps a
|
||||
1-D result zero-copy when NumPy is installed — it is now an optional extra
|
||||
(`pip install wickra[numpy]`). Streaming `update(...)` is unchanged, and results
|
||||
are numerically identical. Single-output `batch(...)` is slower than the previous
|
||||
NumPy path — a stdlib `array.array` cannot take ownership of the Rust result, so
|
||||
it is copied rather than moved — though absolute batch latency stays in the
|
||||
low-millisecond range. The other nine languages were already dependency-free.
|
||||
|
||||
### Removed
|
||||
- **Python: `numpy` runtime dependency** (see *Changed*). NumPy moves to the
|
||||
optional `numpy`/`test`/`bench` extras.
|
||||
|
||||
### Fixed
|
||||
- **Binance kline feed: add the missing `3d` and `1M` intervals.** The
|
||||
`live-binance` `Interval` enum was missing three-day (`3d`) and one-month (`1M`)
|
||||
candles, two of Binance's 16 supported kline intervals. Both are now selectable
|
||||
and map to the correct wire-format strings.
|
||||
|
||||
### Added
|
||||
- **Native historical Binance REST kline fetcher in 9 languages (data layer).**
|
||||
`fetchBinanceKlines` (Node.js / Python `fetch_binance_klines` / Go
|
||||
`FetchBinanceKlines` / C# `BinanceFeed.FetchKlines` / Java `BinanceFeed.fetchKlines`
|
||||
/ R `fetch_binance_klines`; C / C++ call `wickra_binance_fetch_klines`) downloads
|
||||
historical OHLCV candles straight from Binance's public REST endpoint — no
|
||||
third-party HTTP/JSON client (`jackson`, `jsonlite`, `urllib`, …) needed. Pass a
|
||||
symbol, interval, and limit (`1..=1000`) plus optional millisecond start/end
|
||||
bounds; it blocks until the response arrives and returns the parsed candles. It
|
||||
is built on `ureq` with native-tls, sharing the live feed's TLS stack, and is
|
||||
covered by mock-HTTP-server tests. The historical counterpart to the live
|
||||
`BinanceFeed`; WASM is excluded (browsers use the host `fetch`). Ships with the
|
||||
C ABI's default `live-binance` feature.
|
||||
- **Native live Binance kline feed in 9 languages (data layer).** `BinanceFeed`
|
||||
streams live OHLCV candles straight from Binance's public WebSocket — no
|
||||
third-party WebSocket client (`ws`, `websockets`, `gorilla/websocket`, …) in any
|
||||
binding. Construct it with comma-separated symbols + an interval, then poll
|
||||
`next(timeout)` for the next event (or `null`/`None` on timeout); the connection
|
||||
reconnects transparently. Exposed natively (Node.js / Python — a blocking poll
|
||||
that drives the tested async stream on a tokio runtime) and over the C ABI as Go
|
||||
`Next()`, C# `Next()`, Java `next()`, and the R `binance_next()`; C / C++ call
|
||||
`wickra_binance_connect` / `_next` / `_close` / `_free` directly. The connect →
|
||||
read → reconnect pipeline is covered by the existing mock-WS-server tests. WASM
|
||||
is excluded (a browser has no raw sockets; use the host `WebSocket`). The C ABI
|
||||
ships the feed by default (`live-binance` feature); the wasm build drops it.
|
||||
- **CSV candle reading in all 10 languages (data layer).** The `CandleReader`
|
||||
parses a `timestamp,open,high,low,close,volume` CSV buffer (a leading UTF-8 BOM
|
||||
and field whitespace are tolerated) into candles: construct it from a CSV string
|
||||
and call `read()` for every candle in file order. Exposed natively (Node.js /
|
||||
WASM `read(): Candle[]`, Python `read() -> list[tuple]`) and over the C ABI as Go
|
||||
`Read() []Candle`, C# `Candle[] Read()`, Java `Candle[] read()`, and the R
|
||||
`read()` S3 generic (an `n×6` matrix); C / C++ call `wickra_candle_reader_new` /
|
||||
`_count` / `_read` directly. A cross-language golden
|
||||
(`testdata/golden/data_csv*.csv`) pins the parsed candles identically across
|
||||
every binding. This makes CSV backtest loading dependency-free in every binding.
|
||||
- **Candle resampling in all 10 languages (data layer).** The `Resampler`
|
||||
aggregates candles into a higher timeframe (e.g. 1m → 5m): `update(open, high,
|
||||
low, close, volume, timestamp)` returns the completed higher-timeframe candle on
|
||||
a bucket boundary (else `null`/`None`/`NA`), and `flush()` emits the final,
|
||||
still-open candle. Exposed natively (Node.js / WASM / Python) and over the C ABI
|
||||
(Go / C# / Java return `(Candle, bool)` / `Candle?` / `Candle`; R via `update()`
|
||||
and a `flush()` S3 method; C / C++ directly). A cross-language golden
|
||||
(`testdata/golden/data_resampled.csv`) pins the resampled stream identically.
|
||||
- **Tick-to-candle aggregation in all 10 languages (data layer).** The
|
||||
`TickAggregator` — roll trade ticks up into fixed-timeframe OHLCV candles, with
|
||||
optional gap filling — is now exposed natively (Node.js / WASM `push(price,
|
||||
size, ts): Candle[]`, Python `push(...) -> list[tuple]`) and over the C ABI as
|
||||
Go `Push() []Candle`, C# `Candle[] Push()`, Java `Candle[] push()`, and the R
|
||||
`push()` generic (an `n×6` matrix); C / C++ call the C ABI directly. The C ABI
|
||||
uses a lossless two-step `wickra_tick_aggregator_push` / `_drain` so a single
|
||||
push that gap-fills across many empty buckets never overflows a fixed buffer. A
|
||||
new cross-language golden (`testdata/golden/data_*.csv`) pins the candle stream
|
||||
identically across every binding. This is the first feature of a data layer that
|
||||
makes the non-Rust bindings dependency-free for tick aggregation.
|
||||
- **`name()` on every indicator in all 10 languages.** The canonical
|
||||
`Indicator::name()` / `BarBuilder::name()` accessor is now exposed through every
|
||||
binding — Node.js `name()`, WASM `name()`, Python `name()`, and the C ABI
|
||||
`wickra_<ind>_name()` surfaced as Go `Name()`, C# `Name()`, Java `name()`, and
|
||||
the R `name()` S3 generic (C/C++ call the C ABI directly). The returned string
|
||||
is the core canonical name, which may differ from the registered class name
|
||||
(e.g. `ChaikinMoneyFlow` reports `"CMF"`, `Donchian` reports
|
||||
`"DonchianChannels"`). A new cross-language golden (`testdata/golden/names.json`)
|
||||
pins this name for all 514 indicators identically across every binding.
|
||||
|
||||
## [0.9.2] - 2026-06-15
|
||||
|
||||
### Added
|
||||
- **Cross-language golden parity for all 514 indicators across all 10 languages.**
|
||||
A new `gen_golden` reference emits a deterministic OHLCV input series plus the
|
||||
Rust output of every one of the 514 indicators to `testdata/golden/`. Each
|
||||
binding now replays that shared input and is checked **bit-for-bit against the
|
||||
Rust reference**, covering every archetype (scalar, multi-output, pairwise,
|
||||
derivatives-tick, cross-section, order-book, trade, profile, alt-chart bars,
|
||||
footprint):
|
||||
- Python, Node.js, Java and R via reflection-driven runners.
|
||||
- Go, C# and C/C++ via generated dispatch (`golden_all_test.go`,
|
||||
`GoldenAllTests.g.cs`, `examples/c/golden_test.c` compiled as both C and C++).
|
||||
- WASM via a `node --test` runner over the nodejs-target build.
|
||||
- CI now runs the WASM golden suite; the C/C++ golden tests run as `ctest`
|
||||
targets in the existing C-ABI job, and the Python/Node/Go/C#/Java/R suites pick
|
||||
up their golden runners automatically.
|
||||
- **README:** a "verified across 10 languages" badge (linking to the FAQ that
|
||||
explains the cross-language golden parity) and a per-binding throughput table so
|
||||
readers can pick a binding by its streaming FFI cost.
|
||||
|
||||
### Fixed
|
||||
- **Java binding marshalled C ABI `bool` parameters incorrectly.** The
|
||||
cross-section state flags (`newHigh`, `newLow`, `aboveMa`, `onBuySignal`) were
|
||||
allocated as `JAVA_DOUBLE` arrays and passed to `const bool*` parameters, so the
|
||||
native side read the low byte of each 8-byte double and saw every flag as
|
||||
`false` (affecting e.g. `NewHighsNewLows`, `HighLowIndex`, `BullishPercentIndex`,
|
||||
`PercentAboveMa`). They are now packed into a real `bool` buffer. `MacdExt`'s
|
||||
`MaType` arguments are now passed as `byte` to match the `uint8_t` downcall.
|
||||
- **R binding marshalled C ABI `bool` flags incorrectly.** `(bool *)REAL(x)`
|
||||
reinterpreted the 8-byte doubles as 1-byte bools across the 15 cross-section
|
||||
update wrappers, reading every flag as `false`; the flags are now converted into
|
||||
a real C `bool` buffer.
|
||||
- C# binding: added the `#nullable enable` directive the generated
|
||||
`Indicators.g.cs` requires, clearing four `CS8669` warnings.
|
||||
|
||||
### Changed
|
||||
- Renamed the `live_trading` examples to `live_binance` across the Python, Node.js,
|
||||
WASM and C examples — they poll Binance market data, they do not place trades.
|
||||
- **Breaking — de-duplicated four indicators that computed identically to another
|
||||
one.** Each is now its own distinct, correctly-defined indicator (the catalogue
|
||||
stays at the same count):
|
||||
- `AverageDrawdown` now reports the mean of the maximum depths of the distinct
|
||||
drawdown episodes in the window (previously the per-bar mean under-water
|
||||
fraction, which equalled `PainIndex`).
|
||||
- `IntradayIntensity` now reports the raw per-bar Bostian intensity
|
||||
`volume * (2*close − high − low) / (high − low)` (previously a cumulative line
|
||||
that equalled the A/D Line `Adl`; its normalized form is `Cmf`).
|
||||
- `AwesomeOscillatorHistogram` now reports the AO momentum
|
||||
`AO[t] − AO[t−lookback]`; its third parameter is the momentum `lookback`
|
||||
(default 1) instead of an SMA period (the old `AO − SMA(AO, n)` equalled
|
||||
`AcceleratorOscillator`).
|
||||
- `AdOscillator` is now the Williams **A/D Oscillator** (`WAD − SMA(WAD, 13)`),
|
||||
distinct from the cumulative Williams A/D line `Wad`. Its native (Python /
|
||||
Node.js / WASM) alias is renamed **`WilliamsAD` → `ADOSC`**.
|
||||
|
||||
## [0.9.1] - 2026-06-14
|
||||
|
||||
### Added
|
||||
- C ABI hub: every indicator now exposes `wickra_<ind>_warmup_period` and
|
||||
`wickra_<ind>_is_ready`, closing the gap with the native bindings (which
|
||||
already had them). The C-ABI languages surface them idiomatically: C# `int
|
||||
WarmupPeriod()` / `bool IsReady()`, Go `WarmupPeriod()` / `IsReady()`, Java
|
||||
`int warmupPeriod()` / `boolean isReady()`, and R `warmup_period()` /
|
||||
`is_ready()` generics. The alt-chart bar builders are excluded by design (a
|
||||
candle can complete 0..n bars, so they have no warmup).
|
||||
- Runnable rustdoc examples for 23 indicators that previously lacked one.
|
||||
- A Requirements reference documenting the minimum supported version per
|
||||
language — a new page in the documentation site plus README, marketing-site
|
||||
and organization-profile sections.
|
||||
|
||||
### Changed
|
||||
- Raised the minimum Node.js version to 20 — Node 18 reached end-of-life. The
|
||||
prebuilt N-API addon is now tested on the active LTS lines (22 and 24).
|
||||
- The Java binding now builds on the JDK 25 LTS in CI (JDK 22 reached
|
||||
end-of-life); the published bytecode still targets Java 22, so the runtime
|
||||
requirement is unchanged.
|
||||
- Standardised programming-language naming and ordering across all docs, READMEs,
|
||||
the documentation site, marketing site, organization profile and GitHub
|
||||
repository descriptions. Canonical list:
|
||||
`Rust, Python, Node.js, WASM, C, C++, C#, Go, Java, R`. Uses C# (not .NET) as
|
||||
the language label, lists C and C++ separately, prefers `Node.js` and `WASM` in
|
||||
prose, and frames the C ABI as a hub (`C ABI hub → …`) rather than a
|
||||
language-list entry. Documentation only — no code or public API changes.
|
||||
- Python binding: upgraded `pyo3` and `rust-numpy` from 0.28 to 0.29. No public
|
||||
API changes; the full test suite passes unchanged.
|
||||
|
||||
### Fixed
|
||||
- Corrected the internal casing of the `RelativeStrengthAB` binding wrappers,
|
||||
which used `...Ab` (`WasmRelativeStrengthAb` in the WASM crate,
|
||||
`RelativeStrengthAbNode` in the Node crate) while every other surface uses the
|
||||
acronym `AB`. The published JS/WASM class name was already `RelativeStrengthAB`
|
||||
(set via `js_name`/`js_class`), so the runtime API is unchanged; the only
|
||||
visible change is the auto-generated TypeScript type alias, renamed
|
||||
`RelativeStrengthAbNode` → `RelativeStrengthABNode` in `index.d.ts`.
|
||||
|
||||
### Security
|
||||
- Resolved the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in
|
||||
`PyList`/`PyTuple` `nth`/`nth_back`) and RUSTSEC-2026-0177 (missing `Sync`
|
||||
bound on `PyCFunction::new_closure`) by upgrading to pyo3 0.29, which fixes
|
||||
both. The upgrade was previously blocked upstream by rust-numpy 0.28 pinning
|
||||
pyo3 `^0.28`; rust-numpy 0.29 lifts that pin. The not-affected exceptions are
|
||||
removed from `deny.toml` and `osv-scanner.toml`.
|
||||
|
||||
## [0.9.0] - 2026-06-13
|
||||
|
||||
Maintenance release: Java build-dependency updates and CI/Dependabot
|
||||
housekeeping only. No library code or public API changes.
|
||||
|
||||
### Changed
|
||||
- Java binding: upgraded the test framework to JUnit Jupiter 6.1.0 (from
|
||||
5.10.2) and bumped the Maven build plugins — `maven-compiler-plugin`
|
||||
3.13.0 → 3.15.0, `maven-surefire-plugin` 3.2.5 → 3.5.6, `maven-jar-plugin`
|
||||
3.4.1 → 3.5.0, `maven-source-plugin` 3.3.1 → 3.4.0, `maven-javadoc-plugin`
|
||||
3.7.0 → 3.12.0, and `maven-gpg-plugin` 3.2.4 → 3.2.8.
|
||||
- Java benchmarks and examples: bumped `maven-compiler-plugin` to 3.15.0 and
|
||||
`exec-maven-plugin` to 3.6.3; examples bumped `jackson-databind` 2.17.1 →
|
||||
2.22.0.
|
||||
- Grouped Dependabot updates per ecosystem into a single pull request and
|
||||
extended tracking to the NuGet (C#) binding and the Node/Go examples.
|
||||
|
||||
|
||||
## [0.8.9] - 2026-06-12
|
||||
|
||||
Maintenance release: supply-chain and CI housekeeping only. No library code or
|
||||
public API changes.
|
||||
|
||||
### Security
|
||||
- Triaged the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in
|
||||
`PyList`/`PyTuple` `nth`/`nth_back`) and RUSTSEC-2026-0177 (missing `Sync`
|
||||
bound on `PyCFunction::new_closure`) as **not affecting Wickra**: neither
|
||||
vulnerable API is reachable from the Python binding. Both are fixed in pyo3
|
||||
0.29, but rust-numpy 0.28 pins pyo3 `^0.28`, so the upgrade is blocked
|
||||
upstream; the advisories are recorded with their not-affected rationale in
|
||||
`deny.toml` and `osv-scanner.toml` and will be cleared once rust-numpy 0.29
|
||||
ships.
|
||||
|
||||
### Changed
|
||||
- Java binding: bumped `central-publishing-maven-plugin` 0.5.0 → 0.10.0 (the
|
||||
Maven Central publishing plugin used at release time).
|
||||
- Bumped the SHA-pinned GitHub Actions used in CI (`actions/checkout`,
|
||||
`actions/setup-go`, `actions/setup-java`, `github/codeql-action`,
|
||||
`taiki-e/install-action`) to their latest releases.
|
||||
- Added a Maven ecosystem to Dependabot so the Java binding's build plugins and
|
||||
dependencies are tracked going forward.
|
||||
|
||||
|
||||
## [0.8.8] - 2026-06-11
|
||||
### Fixed
|
||||
- R binding: declare `Depends: R (>= 2.10)`, clearing the `R CMD check` warning
|
||||
("package needs dependence on R (>= 2.10)") that the bundled, lazy-loaded
|
||||
`sample_ohlcv` dataset triggers on r-universe / CRAN.
|
||||
|
||||
## [0.8.7] - 2026-06-11
|
||||
### Added
|
||||
- R binding: a *Getting started* vignette and a synthetic `sample_ohlcv` example
|
||||
dataset, giving new users a runnable, self-contained walkthrough and populating
|
||||
the R-universe Articles and Datasets tabs. The vignette's code is exercised in
|
||||
CI so a broken example is caught before the published build.
|
||||
|
||||
## [0.8.6] - 2026-06-11
|
||||
### Changed
|
||||
- Package registry metadata for better discoverability:
|
||||
@@ -1559,7 +1922,20 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
|
||||
optional Binance live feed.
|
||||
- Bindings for Python, Node.js, and WebAssembly.
|
||||
|
||||
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.8.6...HEAD
|
||||
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.9.9...HEAD
|
||||
[0.9.9]: https://github.com/wickra-lib/wickra/compare/v0.9.8...v0.9.9
|
||||
[0.9.8]: https://github.com/wickra-lib/wickra/compare/v0.9.7...v0.9.8
|
||||
[0.9.7]: https://github.com/wickra-lib/wickra/compare/v0.9.6...v0.9.7
|
||||
[0.9.6]: https://github.com/wickra-lib/wickra/compare/v0.9.5...v0.9.6
|
||||
[0.9.5]: https://github.com/wickra-lib/wickra/compare/v0.9.4...v0.9.5
|
||||
[0.9.4]: https://github.com/wickra-lib/wickra/compare/v0.9.3...v0.9.4
|
||||
[0.9.3]: https://github.com/wickra-lib/wickra/compare/v0.9.2...v0.9.3
|
||||
[0.9.2]: https://github.com/wickra-lib/wickra/compare/v0.9.1...v0.9.2
|
||||
[0.9.1]: https://github.com/wickra-lib/wickra/compare/v0.9.0...v0.9.1
|
||||
[0.9.0]: https://github.com/wickra-lib/wickra/compare/v0.8.9...v0.9.0
|
||||
[0.8.9]: https://github.com/wickra-lib/wickra/compare/v0.8.8...v0.8.9
|
||||
[0.8.8]: https://github.com/wickra-lib/wickra/compare/v0.8.7...v0.8.8
|
||||
[0.8.7]: https://github.com/wickra-lib/wickra/compare/v0.8.6...v0.8.7
|
||||
[0.8.6]: https://github.com/wickra-lib/wickra/compare/v0.8.5...v0.8.6
|
||||
[0.8.5]: https://github.com/wickra-lib/wickra/compare/v0.8.4...v0.8.5
|
||||
[0.8.4]: https://github.com/wickra-lib/wickra/compare/v0.8.3...v0.8.4
|
||||
|
||||
+2
-2
@@ -22,7 +22,7 @@ licensed as above, without any additional terms or conditions.
|
||||
| `bindings/node` | napi-rs bindings (`wickra` on npm). |
|
||||
| `bindings/wasm` | wasm-bindgen bindings (`wickra-wasm` on npm). |
|
||||
| `bindings/c` | C ABI — `cdylib` + `staticlib` + generated `include/wickra.h`. The hub for C / C++ and any C-capable language. |
|
||||
| `bindings/csharp` | .NET binding over the C ABI (`Wickra` on NuGet) — `[LibraryImport]` P/Invoke generated from `wickra.h`. |
|
||||
| `bindings/csharp` | C# binding over the C ABI (`Wickra` on NuGet) — `[LibraryImport]` P/Invoke generated from `wickra.h`. |
|
||||
| `bindings/go` | Go binding over the C ABI via cgo (module tag `bindings/go/vX.Y.Z`) — wrappers generated from `wickra.h`. |
|
||||
| `bindings/r` | R binding over the C ABI via `.Call` (R package) — C glue + R wrappers generated from `wickra.h`. |
|
||||
| `bindings/java` | Java binding over the C ABI via the FFM API (Panama, Maven Central) — wrappers generated from `wickra.h`. |
|
||||
@@ -107,7 +107,7 @@ installed. Dependabot also keeps the `.github/requirements` pins current.
|
||||
- **Streaming parity.** An indicator's `batch` output must equal the sequence
|
||||
of `update` calls.
|
||||
- **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.js, and WASM bindings, including their type stubs / `.d.ts`. The C ABI
|
||||
(`bindings/c`) is generated from the core, so regenerate it from the core and
|
||||
commit `src/lib.rs` + `include/wickra.h`. The C# binding (`bindings/csharp`) is
|
||||
generated from `wickra.h`, so regenerate and commit its `Generated/*.g.cs` too.
|
||||
|
||||
Generated
+135
-320
@@ -32,12 +32,6 @@ version = "1.0.14"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "940b3a0ca603d1eade50a4846a2afffd5ef57a9feac2c0e2ec2e14f9ead76000"
|
||||
|
||||
[[package]]
|
||||
name = "anyhow"
|
||||
version = "1.0.102"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "7f202df86484c868dbad7eaa557ef785d5c66295e41b460ef922eca0723b842c"
|
||||
|
||||
[[package]]
|
||||
name = "approx"
|
||||
version = "0.5.1"
|
||||
@@ -64,6 +58,12 @@ version = "1.5.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "c08606f8c3cbf4ce6ec8e28fb0014a2c086708fe954eaa885384a6165172e7e8"
|
||||
|
||||
[[package]]
|
||||
name = "base64"
|
||||
version = "0.22.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "72b3254f16251a8381aa12e40e3c4d2f0199f8c6508fbecb9d91f575e0fbb8c6"
|
||||
|
||||
[[package]]
|
||||
name = "bit-set"
|
||||
version = "0.8.0"
|
||||
@@ -100,6 +100,12 @@ version = "3.20.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "5d20789868f4b01b2f2caec9f5c4e0213b41e3e5702a50157d699ae31ced2fcb"
|
||||
|
||||
[[package]]
|
||||
name = "bytemuck"
|
||||
version = "1.25.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "c8efb64bd706a16a1bdde310ae86b351e4d21550d98d056f22f8a7f7a2183fec"
|
||||
|
||||
[[package]]
|
||||
name = "bytes"
|
||||
version = "1.11.1"
|
||||
@@ -192,9 +198,9 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "convert_case"
|
||||
version = "0.6.0"
|
||||
version = "0.11.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ec182b0ca2f35d8fc196cf3404988fd8b8c739a4d270ff118a398feb0cbec1ca"
|
||||
checksum = "affbf0190ed2caf063e3def54ff444b449371d55c58e513a95ab98eca50adb49"
|
||||
dependencies = [
|
||||
"unicode-segmentation",
|
||||
]
|
||||
@@ -271,9 +277,9 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "crossbeam-epoch"
|
||||
version = "0.9.18"
|
||||
version = "0.9.20"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "5b82ac4a3c2ca9c3460964f020e1402edd5753411d7737aa39c3714ad1b5420e"
|
||||
checksum = "2d6914041f254d6e9176c01941b21115dcfb7089e55135a35411081bd106ef3f"
|
||||
dependencies = [
|
||||
"crossbeam-utils",
|
||||
]
|
||||
@@ -323,13 +329,9 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "ctor"
|
||||
version = "0.2.9"
|
||||
version = "1.0.7"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "32a2785755761f3ddc1492979ce1e48d2c00d09311c39e4466429188f3dd6501"
|
||||
dependencies = [
|
||||
"quote",
|
||||
"syn",
|
||||
]
|
||||
checksum = "01334b89b69ff726750c5ce5073fc8bd860e99aa9a8fc5ca11b04730e3aee97a"
|
||||
|
||||
[[package]]
|
||||
name = "data-encoding"
|
||||
@@ -398,12 +400,6 @@ version = "1.0.7"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "3f9eec918d3f24069decb9af1554cad7c880e2da24a9afd88aca000531ab82c1"
|
||||
|
||||
[[package]]
|
||||
name = "foldhash"
|
||||
version = "0.1.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d9c4f5dac5e15c24eb999c26181a6ca40b39fe946cbe4c263c7209467bc83af2"
|
||||
|
||||
[[package]]
|
||||
name = "foreign-types"
|
||||
version = "0.3.2"
|
||||
@@ -428,12 +424,54 @@ dependencies = [
|
||||
"percent-encoding",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "futures"
|
||||
version = "0.3.32"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "8b147ee9d1f6d097cef9ce628cd2ee62288d963e16fb287bd9286455b241382d"
|
||||
dependencies = [
|
||||
"futures-channel",
|
||||
"futures-core",
|
||||
"futures-executor",
|
||||
"futures-io",
|
||||
"futures-sink",
|
||||
"futures-task",
|
||||
"futures-util",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "futures-channel"
|
||||
version = "0.3.32"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "07bbe89c50d7a535e539b8c17bc0b49bdb77747034daa8087407d655f3f7cc1d"
|
||||
dependencies = [
|
||||
"futures-core",
|
||||
"futures-sink",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "futures-core"
|
||||
version = "0.3.32"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "7e3450815272ef58cec6d564423f6e755e25379b217b0bc688e295ba24df6b1d"
|
||||
|
||||
[[package]]
|
||||
name = "futures-executor"
|
||||
version = "0.3.32"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "baf29c38818342a3b26b5b923639e7b1f4a61fc5e76102d4b1981c6dc7a7579d"
|
||||
dependencies = [
|
||||
"futures-core",
|
||||
"futures-task",
|
||||
"futures-util",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "futures-io"
|
||||
version = "0.3.32"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "cecba35d7ad927e23624b22ad55235f2239cfa44fd10428eecbeba6d6a717718"
|
||||
|
||||
[[package]]
|
||||
name = "futures-macro"
|
||||
version = "0.3.32"
|
||||
@@ -463,10 +501,13 @@ version = "0.3.32"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "389ca41296e6190b48053de0321d02a77f32f8a5d2461dd38762c0593805c6d6"
|
||||
dependencies = [
|
||||
"futures-channel",
|
||||
"futures-core",
|
||||
"futures-io",
|
||||
"futures-macro",
|
||||
"futures-sink",
|
||||
"futures-task",
|
||||
"memchr",
|
||||
"pin-project-lite",
|
||||
"slab",
|
||||
]
|
||||
@@ -489,23 +530,10 @@ checksum = "899def5c37c4fd7b2664648c28120ecec138e4d395b459e5ca34f9cce2dd77fd"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
"libc",
|
||||
"r-efi 5.3.0",
|
||||
"r-efi",
|
||||
"wasip2",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "getrandom"
|
||||
version = "0.4.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "0de51e6874e94e7bf76d726fc5d13ba782deca734ff60d5bb2fb2607c7406555"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
"libc",
|
||||
"r-efi 6.0.0",
|
||||
"wasip2",
|
||||
"wasip3",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "half"
|
||||
version = "2.7.1"
|
||||
@@ -517,15 +545,6 @@ dependencies = [
|
||||
"zerocopy",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "hashbrown"
|
||||
version = "0.15.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "9229cfe53dfd69f0609a49f65461bd93001ea1ef889cd5529dd176593f5338a1"
|
||||
dependencies = [
|
||||
"foldhash",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "hashbrown"
|
||||
version = "0.17.1"
|
||||
@@ -636,12 +655,6 @@ dependencies = [
|
||||
"zerovec",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "id-arena"
|
||||
version = "2.3.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "3d3067d79b975e8844ca9eb072e16b31c3c1c36928edf9c6789548c524d0d954"
|
||||
|
||||
[[package]]
|
||||
name = "idna"
|
||||
version = "1.1.0"
|
||||
@@ -670,9 +683,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d466e9454f08e4a911e14806c24e16fba1b4c121d1ea474396f396069cf949d9"
|
||||
dependencies = [
|
||||
"equivalent",
|
||||
"hashbrown 0.17.1",
|
||||
"serde",
|
||||
"serde_core",
|
||||
"hashbrown",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -712,12 +723,6 @@ dependencies = [
|
||||
"thiserror",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "leb128fmt"
|
||||
version = "0.1.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "09edd9e8b54e49e587e4f6295a7d29c3ea94d469cb40ab8ca70b288248a81db2"
|
||||
|
||||
[[package]]
|
||||
name = "libc"
|
||||
version = "0.2.186"
|
||||
@@ -726,9 +731,9 @@ checksum = "68ab91017fe16c622486840e4c83c9a37afeff978bd239b5293d61ece587de66"
|
||||
|
||||
[[package]]
|
||||
name = "libloading"
|
||||
version = "0.8.9"
|
||||
version = "0.9.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d7c4b02199fee7c5d21a5ae7d8cfa79a6ef5bb2fc834d6e9058e89c825efdc55"
|
||||
checksum = "754ca22de805bb5744484a5b151a9e1a8e837d5dc232c2d7d8c2e3492edc8b60"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
"windows-link",
|
||||
@@ -758,16 +763,6 @@ version = "0.4.29"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "5e5032e24019045c762d3c0f28f5b6b8bbf38563a65908389bf7978758920897"
|
||||
|
||||
[[package]]
|
||||
name = "matrixmultiply"
|
||||
version = "0.3.10"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "a06de3016e9fae57a36fd14dba131fccf49f74b40b7fbdb472f96e361ec71a08"
|
||||
dependencies = [
|
||||
"autocfg",
|
||||
"rawpointer",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "memchr"
|
||||
version = "2.8.0"
|
||||
@@ -797,15 +792,17 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "napi"
|
||||
version = "2.16.17"
|
||||
version = "3.9.4"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "55740c4ae1d8696773c78fdafd5d0e5fe9bc9f1b071c7ba493ba5c413a9184f3"
|
||||
checksum = "b41bda2ac390efb5e8d22025d925ccc3f3807d8c1bea6d19b36127247c4b8f83"
|
||||
dependencies = [
|
||||
"bitflags",
|
||||
"ctor",
|
||||
"napi-derive",
|
||||
"futures",
|
||||
"napi-build",
|
||||
"napi-sys",
|
||||
"once_cell",
|
||||
"nohash-hasher",
|
||||
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dependencies = [
|
||||
"serde_json",
|
||||
"tokio",
|
||||
@@ -2011,26 +1909,30 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-node"
|
||||
version = "0.8.6"
|
||||
version = "0.9.9"
|
||||
dependencies = [
|
||||
"napi",
|
||||
"napi-build",
|
||||
"napi-derive",
|
||||
"tokio",
|
||||
"wickra-core",
|
||||
"wickra-data",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wickra-python"
|
||||
version = "0.8.6"
|
||||
version = "0.9.9"
|
||||
dependencies = [
|
||||
"numpy",
|
||||
"bytemuck",
|
||||
"pyo3",
|
||||
"tokio",
|
||||
"wickra-core",
|
||||
"wickra-data",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wickra-wasm"
|
||||
version = "0.8.6"
|
||||
version = "0.9.9"
|
||||
dependencies = [
|
||||
"console_error_panic_hook",
|
||||
"js-sys",
|
||||
@@ -2039,6 +1941,7 @@ dependencies = [
|
||||
"wasm-bindgen",
|
||||
"wasm-bindgen-test",
|
||||
"wickra-core",
|
||||
"wickra-data",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -2096,100 +1999,12 @@ dependencies = [
|
||||
"memchr",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wit-bindgen"
|
||||
version = "0.51.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d7249219f66ced02969388cf2bb044a09756a083d0fab1e566056b04d9fbcaa5"
|
||||
dependencies = [
|
||||
"wit-bindgen-rust-macro",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wit-bindgen"
|
||||
version = "0.57.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "1ebf944e87a7c253233ad6766e082e3cd714b5d03812acc24c318f549614536e"
|
||||
|
||||
[[package]]
|
||||
name = "wit-bindgen-core"
|
||||
version = "0.51.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ea61de684c3ea68cb082b7a88508a8b27fcc8b797d738bfc99a82facf1d752dc"
|
||||
dependencies = [
|
||||
"anyhow",
|
||||
"heck",
|
||||
"wit-parser",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wit-bindgen-rust"
|
||||
version = "0.51.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "b7c566e0f4b284dd6561c786d9cb0142da491f46a9fbed79ea69cdad5db17f21"
|
||||
dependencies = [
|
||||
"anyhow",
|
||||
"heck",
|
||||
"indexmap",
|
||||
"prettyplease",
|
||||
"syn",
|
||||
"wasm-metadata",
|
||||
"wit-bindgen-core",
|
||||
"wit-component",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wit-bindgen-rust-macro"
|
||||
version = "0.51.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "0c0f9bfd77e6a48eccf51359e3ae77140a7f50b1e2ebfe62422d8afdaffab17a"
|
||||
dependencies = [
|
||||
"anyhow",
|
||||
"prettyplease",
|
||||
"proc-macro2",
|
||||
"quote",
|
||||
"syn",
|
||||
"wit-bindgen-core",
|
||||
"wit-bindgen-rust",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wit-component"
|
||||
version = "0.244.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "9d66ea20e9553b30172b5e831994e35fbde2d165325bec84fc43dbf6f4eb9cb2"
|
||||
dependencies = [
|
||||
"anyhow",
|
||||
"bitflags",
|
||||
"indexmap",
|
||||
"log",
|
||||
"serde",
|
||||
"serde_derive",
|
||||
"serde_json",
|
||||
"wasm-encoder",
|
||||
"wasm-metadata",
|
||||
"wasmparser",
|
||||
"wit-parser",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wit-parser"
|
||||
version = "0.244.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ecc8ac4bc1dc3381b7f59c34f00b67e18f910c2c0f50015669dde7def656a736"
|
||||
dependencies = [
|
||||
"anyhow",
|
||||
"id-arena",
|
||||
"indexmap",
|
||||
"log",
|
||||
"semver",
|
||||
"serde",
|
||||
"serde_derive",
|
||||
"serde_json",
|
||||
"unicode-xid",
|
||||
"wasmparser",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "writeable"
|
||||
version = "0.6.3"
|
||||
|
||||
+5
-4
@@ -14,7 +14,7 @@ members = [
|
||||
exclude = ["fuzz"]
|
||||
|
||||
[workspace.package]
|
||||
version = "0.8.6"
|
||||
version = "0.9.9"
|
||||
authors = ["kingchenc <support@wickra.org>"]
|
||||
edition = "2021"
|
||||
rust-version = "1.86"
|
||||
@@ -26,7 +26,8 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
|
||||
categories = ["finance", "mathematics", "science"]
|
||||
|
||||
[workspace.dependencies]
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.8.6" }
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.9.9" }
|
||||
wickra-data = { path = "crates/wickra-data", version = "0.9.9" }
|
||||
|
||||
thiserror = "2"
|
||||
rayon = "1.10"
|
||||
@@ -37,8 +38,8 @@ approx = "0.5"
|
||||
criterion = { version = "0.8", features = ["html_reports"] }
|
||||
|
||||
# Python binding
|
||||
pyo3 = { version = "0.28", features = ["extension-module", "abi3-py39"] }
|
||||
numpy = "0.28"
|
||||
pyo3 = { version = "0.29", features = ["extension-module", "abi3-py39"] }
|
||||
numpy = "0.29"
|
||||
|
||||
[workspace.lints.rust]
|
||||
unsafe_code = "forbid"
|
||||
|
||||
@@ -18,23 +18,31 @@
|
||||
[](https://www.bestpractices.dev/projects/13094)
|
||||
[](https://github.com/wickra-lib/wickra/attestations)
|
||||
[](https://docs.wickra.org)
|
||||
[](https://live.wickra.org)
|
||||
[](https://docs.wickra.org/FAQ#do-all-the-language-bindings-compute-the-same-values)
|
||||
|
||||
**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
|
||||
---
|
||||
|
||||
**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies, zero third-party packages.**
|
||||
|
||||
> **▶ Live demo:** all 514 indicators over real Binance market data, computed live in your browser — **[live.wickra.org](https://live.wickra.org)** · zero backend, powered by `wickra-wasm`.
|
||||
|
||||
**Part of the [Wickra ecosystem](#ecosystem):** the same data-driven core and ten-language binding surface also power [wickra-exchange](https://github.com/wickra-lib/wickra-exchange), [wickra-backtest](https://github.com/wickra-lib/wickra-backtest), [wickra-terminal](https://github.com/wickra-lib/wickra-terminal), [wickra-screener](https://github.com/wickra-lib/wickra-screener), [wickra-xray](https://github.com/wickra-lib/wickra-xray), [wickra-radar](https://github.com/wickra-lib/wickra-radar), [wickra-copilot](https://github.com/wickra-lib/wickra-copilot) and [wickra-shazam](https://github.com/wickra-lib/wickra-shazam).
|
||||
|
||||
Wickra is a multi-language technical-analysis library with a Rust core and
|
||||
native bindings for Python, Node.js and WebAssembly, plus a C ABI that C, C++,
|
||||
C# / .NET, Go, Java, R and any other C-capable language links against. Every indicator is a
|
||||
native bindings for Python, Node.js and WASM, plus a C ABI that C, C++,
|
||||
C#, Go, Java, R and any other C-capable language links against. Every indicator is a
|
||||
state machine that updates in O(1) per new data point, so live trading bots and
|
||||
historical backtests share the exact same implementation.
|
||||
|
||||
```python
|
||||
import numpy as np
|
||||
import wickra as ta
|
||||
import wickra as ta # zero third-party deps — not even NumPy
|
||||
|
||||
# Batch: classic TA-Lib-style usage
|
||||
prices = np.linspace(100, 200, 1000)
|
||||
prices = [100.0 + i * 0.1 for i in range(1000)]
|
||||
rsi = ta.RSI(14)
|
||||
values = rsi.batch(prices) # numpy array, NaN during warmup
|
||||
values = rsi.batch(prices) # array.array('d'), NaN during warmup
|
||||
# np.asarray(values) wraps it zero-copy if you use NumPy
|
||||
|
||||
# Streaming: same indicator, fed tick by tick
|
||||
rsi = ta.RSI(14)
|
||||
@@ -53,6 +61,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
|
||||
[Node](https://docs.wickra.org/Quickstart-Node),
|
||||
[WASM](https://docs.wickra.org/Quickstart-WASM),
|
||||
[C](https://docs.wickra.org/Quickstart-C),
|
||||
[C++](https://docs.wickra.org/Quickstart-C),
|
||||
[C#](https://docs.wickra.org/Quickstart-CSharp),
|
||||
[Go](https://docs.wickra.org/Quickstart-Go),
|
||||
[Java](https://docs.wickra.org/Quickstart-Java),
|
||||
@@ -81,14 +90,19 @@ times to get there.
|
||||
breadth, Renko/Kagi/Point&Figure bars, Ehlers DSP cycles, risk/performance
|
||||
metrics — every single one updating in **O(1) per tick**. TA-Lib ships ~150 and
|
||||
none of them stream.
|
||||
- **One Rust core, five first-class targets.** Native **Python · Node.js ·
|
||||
WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go, Java, R and any other C-capable language —
|
||||
- **One Rust core, five first-class targets.** Native **Rust · Python · Node.js ·
|
||||
WASM** plus a **C ABI** for C, C++, C#, Go, Java, R and any other C-capable language —
|
||||
identical math, identical results, zero per-language reimplementation and zero
|
||||
GIL bottleneck.
|
||||
- **Correct by construction, not by hope.** Every `update` validates its input,
|
||||
runs a real warmup, and returns an `Option` so a single bad tick can't silently
|
||||
poison state. `batch == streaming` is **bit-exact, fuzzed and 100 %-line-covered
|
||||
for all 514 indicators**.
|
||||
- **Identical across every language — proven, not promised.** All 514 indicators
|
||||
are replayed through **all 10 languages** (Rust · Python · Node.js · WASM · C ·
|
||||
C++ · C# · Go · Java · R) and checked **bit-for-bit against the Rust reference**
|
||||
via shared golden fixtures in CI. The math is verifiably the same everywhere —
|
||||
this very check caught and fixed two real cross-language marshalling bugs.
|
||||
- **Orders of magnitude faster where it counts.** In streaming Wickra is **11–56×**
|
||||
faster than the only other incremental peer and **thousands of times** faster
|
||||
than recompute-on-every-tick libraries. On batch it wins several rows outright
|
||||
@@ -97,8 +111,13 @@ times to get there.
|
||||
- **Install in one line, anywhere.** `pip install wickra` / `npm install wickra` —
|
||||
precompiled wheels and binaries, **no C toolchain, none of TA-Lib's setup pain**.
|
||||
macOS · Linux · Windows.
|
||||
- **Batteries included.** Indicator chaining, a streaming OHLCV CSV reader, and a
|
||||
live Binance kline feed ship in the box.
|
||||
- **Batteries included — zero third-party deps, in every language.** A full native
|
||||
data layer ships in the box: a CSV candle reader, a tick-to-candle aggregator, a
|
||||
timeframe resampler, a live Binance WebSocket feed and a historical Binance REST
|
||||
fetcher — in **all 10 languages**. Loading a CSV, rolling ticks into candles,
|
||||
resampling and streaming live data needs **no foreign package** — no pandas, no
|
||||
`csv-parse`, no `ws`/`websockets`, no `jackson`, no `jsonlite`, not even NumPy.
|
||||
`pip install wickra` / `npm install wickra` / `go get` / … pulls **nothing else**.
|
||||
- **Truly permissive.** **MIT OR Apache-2.0** — drop it straight into commercial
|
||||
and closed-source work.
|
||||
|
||||
@@ -106,7 +125,7 @@ Every other library forces one of those compromises. Wickra doesn't:
|
||||
|
||||
| Library | Install | Streaming | Languages | Indicators | Active |
|
||||
|------------------|-------------|-------------|-----------------------------|-----------:|--------|
|
||||
| **★ Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node · WASM · C · C# · Go · Java · R** | **514** | **yes** |
|
||||
| **★ Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node.js · WASM · C · C++ · C# · Go · Java · R** | **514** | **yes** |
|
||||
| kand | clean | yes | Python · WASM · Rust | ~60 | yes |
|
||||
| ta-rs | clean | yes | Rust only | ~30 | stale |
|
||||
| yata | clean | partial | Rust only | ~35 | yes |
|
||||
@@ -137,12 +156,38 @@ elsewhere for `None`-warmup, NaN-safety and bit-exact `batch == streaming`.
|
||||
Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
|
||||
**[BENCHMARKS.md](BENCHMARKS.md)**.
|
||||
|
||||
### Pick your language with eyes open — per-binding throughput
|
||||
|
||||
Every binding calls the **same** Rust core, so this is **not** a speed claim — it
|
||||
is the raw cost of crossing each language's FFI boundary (`SMA(20)`, 200 000 bars,
|
||||
Ryzen 9 9950X, million updates/sec). **Batch stays high for most bindings;
|
||||
streaming is where the boundary shows** — so if you stream tick-by-tick, the table
|
||||
tells you which binding keeps up and which to avoid for hot loops.
|
||||
|
||||
| Language | streaming (Mupd/s) | batch (Mupd/s) |
|
||||
|-----------------|-------------------:|---------------:|
|
||||
| Rust (no FFI) | 380 | 498 |
|
||||
| C / C++ | 365 | 358 |
|
||||
| C# | 348 | 259 |
|
||||
| Python | 31 | 46 |
|
||||
| Java | 38 | 173 |
|
||||
| Go | 23 | 394 |
|
||||
| WASM | 21 | 169 |
|
||||
| Node.js | 16 | 9 |
|
||||
| R | 0.1 | 279 |
|
||||
|
||||
All ten share one verified implementation (see the verification badge above), so
|
||||
the *numbers* differ but the *values* are bit-for-bit identical. Methodology and
|
||||
the per-indicator breakdown are in [BENCHMARKS.md](BENCHMARKS.md#3-per-binding-throughput--the-cost-of-the-boundary).
|
||||
|
||||
## Indicators
|
||||
|
||||
514 streaming-first indicators across twenty-four families. Every one passes the
|
||||
`batch == streaming` equivalence test, reference-value tests, and reset
|
||||
semantics tests. Each has a per-indicator deep dive (formula, parameters,
|
||||
warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
|
||||
semantics tests — and is replayed through **all 10 languages** and checked
|
||||
bit-for-bit against the Rust reference (golden fixtures, in CI). Each has a
|
||||
per-indicator deep dive (formula, parameters, warmup) at
|
||||
[docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
|
||||
|
||||
| Family | Indicators |
|
||||
|--------|-----------|
|
||||
@@ -153,7 +198,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
|
||||
| Volatility & Bands | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility, Volatility Cone |
|
||||
| Bands & Channels | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands, Quartile Bands, Bomar Bands, Median Channel, Projection Bands, Projection Oscillator |
|
||||
| Trailing Stops | Parabolic SAR, Parabolic SAR Extended (SAREXT), SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop, Kase DevStop, Elder SafeZone, ATR Ratchet, NRTR, Time-Based Stop, Modified MA Stop |
|
||||
| Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index, Volume RSI, Williams Accumulation/Distribution, Twiggs Money Flow, Trade Volume Index, Intraday Intensity Index, Better Volume, Volume-Weighted MACD |
|
||||
| Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D Oscillator, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index, Volume RSI, Williams Accumulation/Distribution, Twiggs Money Flow, Trade Volume Index, Intraday Intensity, Better Volume, Volume-Weighted MACD |
|
||||
| Price Statistics | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands, Spread AR(1) Coefficient, Jarque-Bera, Rolling Min-Max Scaler, Shannon Entropy, Sample Entropy, Kendall Tau |
|
||||
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline, Highpass Filter, Reflex, Trendflex, Correlation Trend Indicator, Adaptive RSI, Universal Oscillator, Adaptive CCI, Bandpass Filter, Even Better Sinewave, Autocorrelation Periodogram |
|
||||
| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag, Central Pivot Range, Murrey Math Lines, Andrews Pitchfork, Volume-Weighted Support/Resistance, Pivot Reversal |
|
||||
@@ -190,7 +235,7 @@ it — regenerate from the core).
|
||||
| Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
|
||||
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` |
|
||||
| C / C++ (C ABI) | header + library, see [`bindings/c`](bindings/c) | `examples/c/streaming.c` |
|
||||
| C# / .NET (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
|
||||
| C# (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
|
||||
| Go (cgo, C ABI) | `go get github.com/wickra-lib/wickra/bindings/go`, see [`bindings/go`](bindings/go) | `examples/go/streaming` |
|
||||
| Java (FFM, C ABI) | Maven Central `org.wickra:wickra`, see [`bindings/java`](bindings/java) | `examples/java` (`Streaming`) |
|
||||
| R (`.Call`, C ABI) | `R CMD INSTALL bindings/r`, see [`bindings/r`](bindings/r) | `examples/r/streaming.R` |
|
||||
@@ -202,6 +247,29 @@ The wickra-core crate is `unsafe`-forbidden, so the native bindings are
|
||||
memory-safe end to end. The C ABI runs the same safe core; only its thin FFI
|
||||
boundary uses `unsafe`, and the caller owns handle lifetimes (`_new` / `_free`).
|
||||
|
||||
## Requirements
|
||||
|
||||
The minimum supported version per language. Prebuilt packages (Rust, Python,
|
||||
Node.js, WASM, C#) need only the runtime; the C-ABI bindings that compile on
|
||||
install — Go (cgo) and R (`.Call`) — also need a C compiler, and Java runs with
|
||||
`--enable-native-access=ALL-UNNAMED`.
|
||||
|
||||
| Language | Package | Minimum supported |
|
||||
|-------------|--------------------------------------|----------------------------|
|
||||
| Rust | crates.io · `wickra` | 1.86 (MSRV) |
|
||||
| Python | PyPI · `wickra` (abi3 wheel) | 3.9 (tested through 3.13) |
|
||||
| Node.js | npm · `wickra` (N-API 8) | 20 (tested on 22 · 24 LTS) |
|
||||
| WASM | npm · `wickra-wasm` | any modern JS engine |
|
||||
| C | `wickra.h` + library (releases) | C99 compiler |
|
||||
| C++ | `wickra.hpp` over the C ABI | C++14 compiler |
|
||||
| C# | NuGet · `Wickra` | .NET 8 (`net8.0`) |
|
||||
| Go | module · `wickra-lib/wickra-go` | Go 1.23 (cgo) |
|
||||
| Java | Maven Central · `org.wickra:wickra` | Java 22 (FFM / Panama) |
|
||||
| R | source package | R ≥ 2.10 (Rtools on Win.) |
|
||||
|
||||
Full per-language detail (runtime vs. build-from-source) is on the
|
||||
[Requirements page](https://docs.wickra.org/Requirements) in the docs.
|
||||
|
||||
## Rust API
|
||||
|
||||
```rust
|
||||
@@ -225,12 +293,17 @@ chain.update(price);
|
||||
|
||||
## Live data sources
|
||||
|
||||
`wickra-data` (separate crate, opt-in) ships:
|
||||
Wickra ships a complete, **native data layer** — exposed in **all 10 languages**,
|
||||
pulling **zero third-party packages** (no pandas / `csv-parse` / `ws` / `jackson`
|
||||
/ `jsonlite`). In Rust it lives in the `wickra-data` crate; every binding exposes
|
||||
the same building blocks:
|
||||
|
||||
- A streaming OHLCV **CSV reader**.
|
||||
- A **tick-to-candle aggregator** with arbitrary timeframes.
|
||||
- A **candle resampler** for multi-timeframe analysis (1m → 5m → 1h on the fly).
|
||||
- A **Binance Spot WebSocket** kline adapter (feature `live-binance`).
|
||||
- A streaming OHLCV **CSV reader** (`CandleReader`).
|
||||
- A **tick-to-candle aggregator** with arbitrary timeframes (`TickAggregator`).
|
||||
- A **candle resampler** for multi-timeframe analysis (1m → 5m → 1h on the fly, `Resampler`).
|
||||
- A live **Binance Spot WebSocket** kline feed (`BinanceFeed`, feature `live-binance`).
|
||||
- A historical **Binance REST** kline fetcher (`fetch_binance_klines`) — native
|
||||
HTTP + JSON, no third-party client.
|
||||
|
||||
```rust
|
||||
use wickra::{Indicator, Rsi};
|
||||
@@ -247,8 +320,9 @@ while let Some(event) = stream.next_event().await? {
|
||||
}
|
||||
```
|
||||
|
||||
A Python live-trading example using the public `websockets` package lives at
|
||||
`examples/python/live_trading.py`.
|
||||
Native live-feed and historical-fetch examples — using `wickra.BinanceFeed` and
|
||||
`wickra.fetch_binance_klines`, **with no third-party HTTP/WebSocket client** — live
|
||||
under `examples/python/` (and the matching directory for every other language).
|
||||
|
||||
## Project layout
|
||||
|
||||
@@ -264,15 +338,15 @@ wickra/
|
||||
│ ├── node/ napi-rs (publishes on npm)
|
||||
│ ├── wasm/ wasm-bindgen (browsers, bundlers, Node)
|
||||
│ ├── c/ C ABI (cdylib + staticlib) + generated include/wickra.h
|
||||
│ ├── csharp/ .NET binding over the C ABI (publishes on NuGet)
|
||||
│ ├── csharp/ C# binding over the C ABI (publishes on NuGet)
|
||||
│ ├── go/ Go binding over the C ABI via cgo (module tag)
|
||||
│ ├── r/ R binding over the C ABI via .Call (R package)
|
||||
│ └── java/ Java binding over the C ABI via the FFM API (Maven Central)
|
||||
├── examples/ examples/README.md indexes every language
|
||||
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
|
||||
│ ├── rust/ Rust workspace member (`wickra-examples`)
|
||||
│ ├── python/ backtest, live trading, parallel assets, multi-tf
|
||||
│ ├── node/ streaming, backtest, live trading (load `wickra`)
|
||||
│ ├── python/ backtest, live Binance feed, parallel assets, multi-tf
|
||||
│ ├── node/ streaming, backtest, live Binance feed (load `wickra`)
|
||||
│ ├── wasm/ browser demo for `wickra-wasm`
|
||||
│ ├── c/ C smoke + streaming, C++ RAII wrapper
|
||||
│ ├── csharp/ streaming, backtest, strategies (load `Wickra`)
|
||||
@@ -312,7 +386,7 @@ cargo build -p wickra-c --release
|
||||
cmake -S examples/c -B examples/c/build -DWICKRA_LIB_DIR="$PWD/target/release"
|
||||
cmake --build examples/c/build && ctest --test-dir examples/c/build --output-on-failure
|
||||
|
||||
# C# / .NET binding (requires the .NET 8 SDK; links the C ABI above)
|
||||
# C# 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)
|
||||
@@ -358,11 +432,31 @@ Every layer is covered; run the suites with the commands in
|
||||
- `bindings/java`: JUnit cases covering one indicator per FFI archetype
|
||||
(scalar/batch, multi-output, bars, profile, array input) plus batch equivalence.
|
||||
|
||||
The four C-ABI bindings (C#, Go, Java, R) additionally replay a shared,
|
||||
language-neutral golden fixture (`testdata/golden/*.csv`, generated by
|
||||
`cargo run -p wickra-examples --bin gen_golden`) and assert exact parity with the
|
||||
Rust reference outputs across every archetype (SMA, EMA, RSI, ATR, MACD, ADX,
|
||||
Beta), catching FFI wiring bugs the math-only core tests cannot see.
|
||||
On top of those per-binding tests, **all 10 languages** (Rust, Python, Node.js,
|
||||
WASM, C, C++, C#, Go, Java, R) replay a shared, language-neutral golden fixture
|
||||
(`testdata/golden/*.csv`, generated by
|
||||
`cargo run -p wickra-examples --bin gen_golden`) and assert **bit-for-bit parity
|
||||
with the Rust reference for every one of the 514 indicators** across every
|
||||
archetype (scalar, multi-output, pairwise, derivatives-tick, cross-section,
|
||||
order-book, trade, profile, alt-chart bars, footprint). This catches FFI wiring
|
||||
bugs the math-only core tests cannot see — it has already found and fixed real
|
||||
cross-language marshalling bugs in the Java and R bindings.
|
||||
|
||||
## Ecosystem
|
||||
|
||||
Wickra is the core library. The same data-driven core + ten-language binding
|
||||
pattern powers a family of products built on it:
|
||||
|
||||
- [**wickra-exchange**](https://github.com/wickra-lib/wickra-exchange) — unified market-data + execution across ten crypto exchanges
|
||||
- [**wickra-backtest**](https://github.com/wickra-lib/wickra-backtest) — event-driven backtester over the Wickra core
|
||||
- [**wickra-terminal**](https://github.com/wickra-lib/wickra-terminal) — the trading terminal: a TUI and a browser renderer over the stack
|
||||
- [**wickra-screener**](https://github.com/wickra-lib/wickra-screener) — parallel multi-symbol screening over 514 streaming indicators
|
||||
- [**wickra-xray**](https://github.com/wickra-lib/wickra-xray) — market-microstructure explorer: footprint, order-book heatmap, liquidation map, funding/OI divergence
|
||||
- [**wickra-radar**](https://github.com/wickra-lib/wickra-radar) — perp-universe alert radar: OI delta, funding flip, book imbalance, liquidation clusters, OI/price divergence
|
||||
- [**wickra-copilot**](https://github.com/wickra-lib/wickra-copilot) — local market copilot grounded in real order-book, liquidation and funding microstructure
|
||||
- [**wickra-shazam**](https://github.com/wickra-lib/wickra-shazam) — match an asset's current microstructure fingerprint against its entire history
|
||||
|
||||
Docs live at [docs.wickra.org](https://docs.wickra.org) ([wickra-docs](https://github.com/wickra-lib/wickra-docs)); the marketing site and in-browser demo at [wickra.org](https://wickra.org) ([webpage](https://github.com/wickra-lib/webpage)).
|
||||
|
||||
## Contributing
|
||||
|
||||
@@ -419,13 +513,13 @@ The library is provided **as is**, without warranty of any kind; see
|
||||
|
||||
<p align="center">
|
||||
<a href="https://github.com/wickra-lib/wickra/stargazers">
|
||||
<img alt="GitHub stars" src="https://img.shields.io/github/stars/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ffd866">
|
||||
<img alt="GitHub stars" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/stars.svg">
|
||||
</a>
|
||||
<a href="https://github.com/wickra-lib/wickra/network/members">
|
||||
<img alt="GitHub forks" src="https://img.shields.io/github/forks/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=78dce8">
|
||||
<img alt="GitHub forks" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/forks.svg">
|
||||
</a>
|
||||
<a href="https://github.com/wickra-lib/wickra/issues">
|
||||
<img alt="GitHub issues" src="https://img.shields.io/github/issues/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ff6188">
|
||||
<img alt="GitHub issues" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/issues.svg">
|
||||
</a>
|
||||
</p>
|
||||
|
||||
@@ -436,6 +530,6 @@ The library is provided **as is**, without warranty of any kind; see
|
||||
<p align="center">
|
||||
<a href="https://star-history.com/#wickra-lib/wickra&Date">
|
||||
<img alt="Wickra star history" width="640"
|
||||
src="https://api.star-history.com/svg?repos=wickra-lib/wickra&type=Date&theme=dark">
|
||||
src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/star-history.svg?v=2">
|
||||
</a>
|
||||
</p>
|
||||
|
||||
+2
-2
@@ -21,8 +21,8 @@ minor releases; breaking changes are called out in the changelog.
|
||||
versioning stability for a 1.0 release.
|
||||
- **Performance.** Keep per-tick updates O(1) and maintain the benchmark suite;
|
||||
investigate further allocation and cache improvements.
|
||||
- **Bindings parity.** Keep the Python, Node.js and WebAssembly bindings — plus
|
||||
the C ABI and the C# / .NET, Go, Java and R bindings generated from it — in lockstep with the
|
||||
- **Bindings parity.** Keep the Python, Node.js and WASM bindings — plus
|
||||
the C ABI and the C#, Go, Java and R bindings generated from it — in lockstep with the
|
||||
Rust core, including type stubs and platform coverage.
|
||||
- **Documentation.** Maintain a deep-dive page per indicator on
|
||||
<https://docs.wickra.org>, plus quickstarts and cookbook material.
|
||||
|
||||
+3
-3
@@ -2,13 +2,13 @@
|
||||
|
||||
## Supported versions
|
||||
|
||||
Wickra is pre-1.0. Security fixes are applied to the latest released `0.8.6`
|
||||
Wickra is pre-1.0. Security fixes are applied to the latest released `0.9.9`
|
||||
version only; please upgrade to the newest release before reporting an issue.
|
||||
|
||||
| Version | Supported |
|
||||
| --- | --- |
|
||||
| 0.8.6 (latest) | :white_check_mark: |
|
||||
| < 0.8.6 | :x: |
|
||||
| 0.9.9 (latest) | :white_check_mark: |
|
||||
| < 0.9.9 | :x: |
|
||||
|
||||
## Reporting a vulnerability
|
||||
|
||||
|
||||
+2
-2
@@ -7,11 +7,11 @@ Thanks for using Wickra! Here is where to get help, depending on what you need.
|
||||
Most questions are answered in the documentation:
|
||||
|
||||
- **Docs site:** <https://docs.wickra.org> — quickstarts for Rust, Python,
|
||||
Node.js, WebAssembly, C, C#, Go, Java and R, a per-indicator reference, warmup periods, the
|
||||
Node.js, WASM, C, C++, C#, Go, Java and R, a per-indicator reference, warmup periods, the
|
||||
data layer, and an FAQ.
|
||||
- **README:** <https://github.com/wickra-lib/wickra#readme> — installation and a
|
||||
quick overview.
|
||||
- **API docs (Rust):** <https://docs.rs/wickra>.
|
||||
- **API docs (Rust):** <https://docs.rs/wickra/latest/wickra/>.
|
||||
|
||||
## Questions and help
|
||||
|
||||
|
||||
+2
-2
@@ -3,8 +3,8 @@
|
||||
This document describes Wickra's attack surface and the threats considered,
|
||||
together with their mitigations. It complements the security assurance case in
|
||||
[`SECURITY.md`](SECURITY.md). Wickra is a computational technical-analysis
|
||||
library (a Rust core with Python, Node.js and WebAssembly bindings plus a C ABI
|
||||
and the .NET, Go, Java and R bindings built on it),
|
||||
library (a Rust core with Python, Node.js and WASM bindings plus a C ABI
|
||||
and the C#, Go, Java and R bindings built on it),
|
||||
not a network service or trading system; the attack surface is correspondingly
|
||||
small.
|
||||
|
||||
|
||||
+14
-1
@@ -48,8 +48,16 @@ float_cmp = "allow"
|
||||
# package's wasm build (r-universe / webR) compiles this crate with
|
||||
# --no-default-features to drop rayon; wickra-core falls back to its serial
|
||||
# batch path, which is cfg-gated behind the same feature.
|
||||
default = ["parallel"]
|
||||
#
|
||||
# `live-binance` is on by default too so the published C ABI ships the native
|
||||
# Binance kline feed (tokio + TLS WebSocket) — the six C-ABI languages with no
|
||||
# native WebSocket (C, C++, Go, R, plus Node/Python via their own bindings) get
|
||||
# it without a third-party client. The wasm build drops it via
|
||||
# --no-default-features (a browser has no raw TCP/TLS sockets; WASM users use the
|
||||
# host `WebSocket`), exactly like rayon.
|
||||
default = ["parallel", "live-binance"]
|
||||
parallel = ["wickra-core/parallel"]
|
||||
live-binance = ["wickra-data/live-binance", "dep:tokio"]
|
||||
|
||||
[dependencies]
|
||||
# Direct path dep rather than `workspace = true`: a member-level
|
||||
@@ -57,3 +65,8 @@ parallel = ["wickra-core/parallel"]
|
||||
# does not set it, which would leave rayon in the wasm build. wickra-c is
|
||||
# `publish = false`, so no version pin is needed (and none to keep in sync).
|
||||
wickra-core = { path = "../../crates/wickra-core", default-features = false }
|
||||
wickra-data = { path = "../../crates/wickra-data" }
|
||||
# Only pulled in by `live-binance`: a single-thread runtime drives the async
|
||||
# Binance feed behind the blocking C-ABI poll. The feed's own I/O features come
|
||||
# transitively from wickra-data; this just needs the runtime + timeout.
|
||||
tokio = { version = "1", features = ["rt", "net", "time"], optional = true }
|
||||
|
||||
+23
-8
@@ -1,20 +1,28 @@
|
||||
<p align="center">
|
||||
<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>
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://github.com/wickra-lib/wickra/releases/latest)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
|
||||
# Wickra — C / C++
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://github.com/wickra-lib/wickra/releases/latest)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
---
|
||||
|
||||
> **▶ Live demo:** all 514 indicators over real Binance market data, computed live in your browser — **[live.wickra.org](https://live.wickra.org)** · zero backend, powered by `wickra-wasm`.
|
||||
|
||||
**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, Java, R and any
|
||||
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and any
|
||||
other C-capable language. Every indicator is an O(1)
|
||||
streaming state machine, so live trading bots and historical backtests share
|
||||
the exact same implementation. This package is the **C ABI hub**: it compiles the
|
||||
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++, C#, Go, Java, R) links against one artifact instead
|
||||
of re-wrapping every indicator natively.
|
||||
|
||||
## Install
|
||||
@@ -77,10 +85,17 @@ the main repository and documentation site:
|
||||
- **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)
|
||||
|
||||
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus this
|
||||
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
|
||||
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus this
|
||||
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
|
||||
all exposing the same indicators from the shared Rust core.
|
||||
|
||||
## Security
|
||||
|
||||
Found a security issue? **Please don't open a public issue.** Report it privately
|
||||
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
|
||||
**support@wickra.org** with a subject line starting `[wickra security]`. Full
|
||||
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
|
||||
|
||||
## Disclaimer
|
||||
|
||||
Wickra is an indicator toolkit, not a trading system. The values it computes
|
||||
|
||||
@@ -17,4 +17,4 @@ documentation = false
|
||||
# discovered and emitted as forward-declared opaque structs. Their fields are
|
||||
# never exposed — only `T *` handles cross the boundary.
|
||||
parse_deps = true
|
||||
include = ["wickra-core"]
|
||||
include = ["wickra-core", "wickra-data"]
|
||||
|
||||
+3132
-1
File diff suppressed because it is too large
Load Diff
+24455
-5
File diff suppressed because it is too large
Load Diff
+25
-10
@@ -1,18 +1,26 @@
|
||||
# Wickra — .NET
|
||||
<p align="center">
|
||||
<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>
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://www.nuget.org/packages/Wickra)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://www.nuget.org/packages/Wickra)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
|
||||
**Streaming-first technical indicators for .NET. `dotnet add package Wickra` —
|
||||
# Wickra — C#
|
||||
|
||||
---
|
||||
|
||||
> **▶ Live demo:** all 514 indicators over real Binance market data, computed live in your browser — **[live.wickra.org](https://live.wickra.org)** · zero backend, powered by `wickra-wasm`.
|
||||
|
||||
**Streaming-first technical indicators for C#. `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, Java, R and any
|
||||
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and any
|
||||
other C-capable language. Every indicator is an O(1)
|
||||
streaming state machine, so live trading bots and historical backtests share
|
||||
the exact same implementation. This package is the .NET binding; it consumes the
|
||||
the exact same implementation. This package is the C# binding; it consumes the
|
||||
C ABI hub through `[LibraryImport]` P/Invoke and exposes all 514 streaming-first
|
||||
indicators as idiomatic `IDisposable` classes.
|
||||
|
||||
@@ -73,10 +81,17 @@ the main repository and documentation site:
|
||||
- **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 —
|
||||
Wickra ships native bindings for Python, Node.js, WASM 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.
|
||||
|
||||
## Security
|
||||
|
||||
Found a security issue? **Please don't open a public issue.** Report it privately
|
||||
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
|
||||
**support@wickra.org** with a subject line starting `[wickra security]`. Full
|
||||
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
|
||||
|
||||
## Disclaimer
|
||||
|
||||
Wickra is an indicator toolkit, not a trading system. The values it computes
|
||||
|
||||
@@ -34,6 +34,21 @@ public class ArchetypeTests
|
||||
Assert.InRange(last, 1.0, 10.0);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Query_WarmupPeriodAndIsReady()
|
||||
{
|
||||
using var sma = new Sma(3);
|
||||
Assert.Equal(3, sma.WarmupPeriod());
|
||||
Assert.False(sma.IsReady());
|
||||
sma.Update(1.0);
|
||||
sma.Update(2.0);
|
||||
Assert.False(sma.IsReady());
|
||||
sma.Update(3.0);
|
||||
Assert.True(sma.IsReady());
|
||||
sma.Reset();
|
||||
Assert.False(sma.IsReady());
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Candle_Atr_IsFinitePositive()
|
||||
{
|
||||
|
||||
@@ -0,0 +1,53 @@
|
||||
using System;
|
||||
using Wickra;
|
||||
using Xunit;
|
||||
|
||||
// The live Binance feed's connect → read → reconnect pipeline is covered
|
||||
// deterministically by the Rust mock-WS-server tests in wickra-data. Here we
|
||||
// only assert the binding's error paths, which need no network.
|
||||
public class BinanceFeedTests
|
||||
{
|
||||
[Fact]
|
||||
public void RejectsUnknownInterval()
|
||||
{
|
||||
Assert.Throws<ArgumentException>(() =>
|
||||
new BinanceFeed("BTCUSDT", (BinanceInterval)99));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void RejectsEmptySymbols()
|
||||
{
|
||||
Assert.Throws<ArgumentException>(() =>
|
||||
new BinanceFeed("", BinanceInterval.OneMinute));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void RejectsUnreachableEndpoint()
|
||||
{
|
||||
Assert.Throws<ArgumentException>(() =>
|
||||
new BinanceFeed("BTCUSDT", BinanceInterval.OneMinute, "ws://127.0.0.1:1"));
|
||||
}
|
||||
|
||||
// The REST fetcher's parse/HTTP success path is covered by the Rust
|
||||
// mock-HTTP-server tests; here we only assert the binding's error paths.
|
||||
[Fact]
|
||||
public void FetchKlinesRejectsUnknownInterval()
|
||||
{
|
||||
Assert.Throws<ArgumentException>(() =>
|
||||
BinanceFeed.FetchKlines("BTCUSDT", (BinanceInterval)99, 1));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void FetchKlinesRejectsZeroLimit()
|
||||
{
|
||||
Assert.Throws<ArgumentException>(() =>
|
||||
BinanceFeed.FetchKlines("BTCUSDT", BinanceInterval.OneHour, 0));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void FetchKlinesSurfacesUnreachableEndpoint()
|
||||
{
|
||||
Assert.Throws<ArgumentException>(() =>
|
||||
BinanceFeed.FetchKlines("BTCUSDT", BinanceInterval.OneHour, 1, baseUrl: "http://127.0.0.1:1"));
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,110 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Globalization;
|
||||
using System.IO;
|
||||
using Wickra;
|
||||
using Xunit;
|
||||
|
||||
// Cross-language data-layer parity: replay the shared golden tick stream through
|
||||
// the TickAggregator and check the candles against the Rust reference, with and
|
||||
// without gap filling.
|
||||
public class DataLayerTests
|
||||
{
|
||||
private static string GoldenDir([System.Runtime.CompilerServices.CallerFilePath] string file = "") =>
|
||||
Path.GetFullPath(Path.Combine(Path.GetDirectoryName(file)!, "..", "..", "..", "testdata", "golden"));
|
||||
|
||||
private static double[][] Read(string name)
|
||||
{
|
||||
var lines = File.ReadAllLines(Path.Combine(GoldenDir(), name + ".csv"));
|
||||
var rows = new List<double[]>();
|
||||
for (var i = 1; i < lines.Length; i++)
|
||||
{
|
||||
if (lines[i].Length == 0)
|
||||
{
|
||||
continue;
|
||||
}
|
||||
rows.Add(Array.ConvertAll(lines[i].Split(','), s => double.Parse(s, CultureInfo.InvariantCulture)));
|
||||
}
|
||||
return rows.ToArray();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ResamplerMatchesGolden()
|
||||
{
|
||||
var input = Read("input"); // open,high,low,close,volume (timestamp = row index)
|
||||
using var r = new Resampler(5);
|
||||
var got = new List<double[]>();
|
||||
for (var i = 0; i < input.Length; i++)
|
||||
{
|
||||
var c = r.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], i);
|
||||
if (c.HasValue)
|
||||
{
|
||||
got.Add(new[] { c.Value.Open, c.Value.High, c.Value.Low, c.Value.Close, c.Value.Volume, (double)c.Value.Timestamp });
|
||||
}
|
||||
}
|
||||
var f = r.Flush();
|
||||
if (f.HasValue)
|
||||
{
|
||||
got.Add(new[] { f.Value.Open, f.Value.High, f.Value.Low, f.Value.Close, f.Value.Volume, (double)f.Value.Timestamp });
|
||||
}
|
||||
var want = Read("data_resampled");
|
||||
Assert.Equal(want.Length, got.Count);
|
||||
for (var i = 0; i < got.Count; i++)
|
||||
{
|
||||
for (var j = 0; j < 6; j++)
|
||||
{
|
||||
var tol = 1e-9 * Math.Max(1, Math.Abs(want[i][j]));
|
||||
Assert.True(Math.Abs(got[i][j] - want[i][j]) <= tol, $"resample row {i} col {j}: {got[i][j]} vs {want[i][j]}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void CandleReaderMatchesGolden()
|
||||
{
|
||||
var csv = File.ReadAllText(Path.Combine(GoldenDir(), "data_csv.csv"));
|
||||
using var reader = new CandleReader(csv);
|
||||
var candles = reader.Read();
|
||||
var want = Read("data_csv_candles");
|
||||
Assert.Equal(want.Length, candles.Length);
|
||||
for (var i = 0; i < candles.Length; i++)
|
||||
{
|
||||
var c = candles[i];
|
||||
var got = new[] { c.Open, c.High, c.Low, c.Close, c.Volume, (double)c.Timestamp };
|
||||
for (var j = 0; j < 6; j++)
|
||||
{
|
||||
var tol = 1e-9 * Math.Max(1, Math.Abs(want[i][j]));
|
||||
Assert.True(Math.Abs(got[j] - want[i][j]) <= tol, $"candle reader row {i} col {j}: {got[j]} vs {want[i][j]}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(false, "data_candles")]
|
||||
[InlineData(true, "data_candles_gap")]
|
||||
public void TickAggregatorMatchesGolden(bool gapFill, string fixture)
|
||||
{
|
||||
var ticks = Read("data_ticks");
|
||||
using var agg = new TickAggregator(1000, gapFill);
|
||||
var got = new List<double[]>();
|
||||
foreach (var t in ticks)
|
||||
{
|
||||
foreach (var c in agg.Push(t[0], t[1], (long)t[2]))
|
||||
{
|
||||
got.Add(new[] { c.Open, c.High, c.Low, c.Close, c.Volume, (double)c.Timestamp });
|
||||
}
|
||||
}
|
||||
var want = Read(fixture);
|
||||
Assert.Equal(want.Length, got.Count);
|
||||
for (var i = 0; i < got.Count; i++)
|
||||
{
|
||||
for (var j = 0; j < 6; j++)
|
||||
{
|
||||
var tol = 1e-9 * Math.Max(1, Math.Abs(want[i][j]));
|
||||
Assert.True(
|
||||
Math.Abs(got[i][j] - want[i][j]) <= tol,
|
||||
$"{fixture} row {i} col {j}: {got[i][j]} vs {want[i][j]}");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
@@ -159,4 +159,58 @@ public class GoldenTests
|
||||
AssertClose(got.Value.Adx, Cell(e[2]), i, "adx.adx");
|
||||
}
|
||||
}
|
||||
|
||||
// --- the four de-duplicated indicators ------------------------------------
|
||||
|
||||
[Fact]
|
||||
public void Candle_AdOscillator_MatchesGolden()
|
||||
{
|
||||
var input = Input();
|
||||
var expected = ReadCsv("ad_oscillator");
|
||||
using var ad = new AdOscillator();
|
||||
for (var i = 0; i < input.Length; i++)
|
||||
{
|
||||
var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]);
|
||||
AssertClose(ad.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "ad_oscillator");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Candle_IntradayIntensity_MatchesGolden()
|
||||
{
|
||||
var input = Input();
|
||||
var expected = ReadCsv("intraday_intensity");
|
||||
using var ii = new IntradayIntensity();
|
||||
for (var i = 0; i < input.Length; i++)
|
||||
{
|
||||
var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]);
|
||||
AssertClose(ii.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "intraday_intensity");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Candle_AwesomeOscillatorHistogram_MatchesGolden()
|
||||
{
|
||||
var input = Input();
|
||||
var expected = ReadCsv("awesome_oscillator_histogram");
|
||||
using var aoh = new AwesomeOscillatorHistogram(5, 34, 1);
|
||||
for (var i = 0; i < input.Length; i++)
|
||||
{
|
||||
var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]);
|
||||
AssertClose(aoh.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "awesome_oscillator_histogram");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Scalar_AverageDrawdown_MatchesGolden()
|
||||
{
|
||||
var input = Input();
|
||||
var expected = ReadCsv("average_drawdown");
|
||||
using var avg = new AverageDrawdown(20);
|
||||
for (var i = 0; i < input.Length; i++)
|
||||
{
|
||||
// generator fed the close column as the equity-curve sample.
|
||||
AssertClose(avg.Update(input[i][3]), Cell(expected[i][0]), i, "average_drawdown");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -9,9 +9,9 @@
|
||||
</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" />
|
||||
<PackageReference Include="Microsoft.NET.Test.Sdk" Version="18.7.0" />
|
||||
<PackageReference Include="xunit" Version="2.9.3" />
|
||||
<PackageReference Include="xunit.runner.visualstudio" Version="3.1.5" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -11,7 +11,7 @@
|
||||
|
||||
<!-- NuGet package metadata -->
|
||||
<PackageId>Wickra</PackageId>
|
||||
<Version>0.8.6</Version>
|
||||
<Version>0.9.9</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>
|
||||
|
||||
@@ -23,6 +23,13 @@ internal static class WickraNative
|
||||
// Any exported symbol works as a fingerprint; sma_new exists in every build.
|
||||
private const string SentinelSymbol = "wickra_sma_new";
|
||||
|
||||
// CA2255 warns against [ModuleInitializer] in libraries, but registering the
|
||||
// native-library resolver before any P/Invoke runs is exactly the advanced
|
||||
// scenario the attribute exists for: a static constructor would run too late
|
||||
// (only on first access to this type), letting the default resolver fail first.
|
||||
[System.Diagnostics.CodeAnalysis.SuppressMessage(
|
||||
"Usage", "CA2255:The 'ModuleInitializer' attribute should not be used in libraries",
|
||||
Justification = "The DllImport resolver must be registered before the first P/Invoke; a static constructor would run too late.")]
|
||||
[ModuleInitializer]
|
||||
internal static void Register()
|
||||
{
|
||||
|
||||
@@ -0,0 +1,304 @@
|
||||
"""Generate Wickra.Tests/GoldenAllTests.g.cs: a value-parity test that replays
|
||||
the shared golden input through every one of the 514 C# indicators and checks
|
||||
output bit-for-bit against the Rust reference fixtures g_<Canonical>.csv.
|
||||
|
||||
Run from repo root: python bindings/csharp/gen_golden_test.py
|
||||
"""
|
||||
import glob
|
||||
import json
|
||||
import os
|
||||
import re
|
||||
|
||||
ROOT = os.path.normpath(os.path.join(os.path.dirname(__file__), "..", ".."))
|
||||
G = os.path.join(ROOT, "testdata", "golden")
|
||||
GEN = open(os.path.join(ROOT, "bindings", "csharp", "Wickra", "Generated", "Indicators.g.cs"), encoding="utf-8").read()
|
||||
|
||||
# Canonical core Indicator::name() per indicator, shared across every binding.
|
||||
NAMES = json.load(open(os.path.join(G, "names.json")))
|
||||
|
||||
# C# constructor parameter types per class.
|
||||
ctor_types = {}
|
||||
cur = None
|
||||
for line in GEN.splitlines():
|
||||
m = re.match(r"public sealed class (\w+)", line)
|
||||
if m:
|
||||
cur = m.group(1)
|
||||
continue
|
||||
if cur:
|
||||
cm = re.match(r"\s*public %s\(([^)]*)\)" % re.escape(cur), line)
|
||||
if cm:
|
||||
ps = cm.group(1).strip()
|
||||
types = [p.strip().rsplit(" ", 1)[0].strip() for p in ps.split(",")] if ps else []
|
||||
ctor_types[cur] = types
|
||||
cur = None
|
||||
|
||||
# Unified archetype + params, keyed by canonical (== C# class name).
|
||||
spec = {}
|
||||
for e in json.load(open(os.path.join(G, "scalar_manifest.json"))):
|
||||
arch = {"f64": "scalar_f64", "Candle": "scalar_candle", "(f64, f64)": "pairwise"}[e["input"]]
|
||||
spec[e["canonical"]] = {"arch": arch, "params": e["params"]}
|
||||
for e in json.load(open(os.path.join(G, "multi_manifest.json"))):
|
||||
arch = {"f64": "multi_f64", "Candle": "multi_candle", "(f64, f64)": "multi_pairwise"}[e["input"]]
|
||||
spec[e["canonical"]] = {"arch": arch, "params": e["params"], "n": e["n"]}
|
||||
ex = json.load(open(os.path.join(G, "exotic_manifest.json")))
|
||||
for e in ex["deriv"]:
|
||||
spec[e["canonical"]] = {"arch": "deriv_multi" if "n" in e else "deriv", "params": e["params"], "n": e.get("n")}
|
||||
for e in ex["cross"]:
|
||||
spec[e["canonical"]] = {"arch": "cross", "params": e["params"]}
|
||||
for e in ex["trade"]:
|
||||
spec[e["canonical"]] = {"arch": "trade", "params": e["params"]}
|
||||
for e in ex["trademid"]:
|
||||
spec[e["canonical"]] = {"arch": "trademid", "params": e["params"]}
|
||||
for e in ex["ob"]:
|
||||
spec[e["canonical"]] = {"arch": "ob", "params": e["params"]}
|
||||
for e in json.load(open(os.path.join(G, "profile_manifest.json"))):
|
||||
spec[e["canonical"]] = {"arch": "profile_" + e["kind"], "params": e["params"], "width": e["width"]}
|
||||
for e in json.load(open(os.path.join(G, "bars_manifest.json"))):
|
||||
arch = "footprint" if e["canonical"] == "Footprint" else "bars_" + e["feed"]
|
||||
spec[e["canonical"]] = {"arch": arch, "params": e["params"]}
|
||||
|
||||
canons = sorted(os.path.basename(f)[2:-4] for f in glob.glob(os.path.join(G, "g_*.csv")))
|
||||
|
||||
|
||||
def lit(value, cstype):
|
||||
if cstype == "int":
|
||||
return str(int(round(value)))
|
||||
if cstype == "uint":
|
||||
return f"{int(round(value))}u"
|
||||
if cstype == "byte":
|
||||
return f"(byte){int(round(value))}"
|
||||
f = float(value)
|
||||
s = repr(f)
|
||||
return s if ("." in s or "e" in s or "E" in s) else s + ".0"
|
||||
|
||||
|
||||
def ctor_call(canon):
|
||||
types = ctor_types.get(canon, [])
|
||||
vals = spec[canon]["params"]
|
||||
args = ", ".join(lit(v, t) for v, t in zip(vals, types))
|
||||
return f"new Wickra.{canon}({args})"
|
||||
|
||||
|
||||
def block(canon):
|
||||
s = spec[canon]
|
||||
a = s["arch"]
|
||||
L = [f" [Fact]", f" public void Golden_{canon}()", " {"]
|
||||
L.append(f" using var ind = {ctor_call(canon)};")
|
||||
L.append(f" Assert.Equal({json.dumps(NAMES[canon])}, ind.Name());")
|
||||
L.append(" var got = new List<double[]>();")
|
||||
L.append(" for (var i = 0; i < Rows.Length; i++)")
|
||||
L.append(" {")
|
||||
L.append(" var r = Rows[i];")
|
||||
if a == "scalar_f64":
|
||||
L.append(" got.Add(new[] { ind.Update(r[3]) });")
|
||||
elif a == "pairwise":
|
||||
L.append(" got.Add(new[] { ind.Update(r[3], r[0]) });")
|
||||
elif a == "scalar_candle":
|
||||
L.append(" got.Add(new[] { ind.Update(r[0], r[1], r[2], r[3], r[4], i) });")
|
||||
elif a == "trade":
|
||||
L.append(" got.Add(new[] { ind.Update(r[3], r[4], r[3] >= r[0], i) });")
|
||||
elif a == "trademid":
|
||||
L.append(" got.Add(new[] { ind.Update(r[3], r[4], r[3] >= r[0], i, (r[1] + r[2]) / 2) });")
|
||||
elif a == "ob":
|
||||
L.append(" var (bp, bs, ap, asz) = ObLists(r);")
|
||||
L.append(" got.Add(new[] { ind.Update(bp, bs, ap, asz) });")
|
||||
elif a == "deriv":
|
||||
L.append(" var d = DerivFields(r);")
|
||||
L.append(" got.Add(new[] { ind.Update(d[0], d[1], d[2], d[3], d[4], d[5], d[6], d[7], d[8], d[9], d[10], i) });")
|
||||
elif a == "deriv_multi":
|
||||
L.append(" var d = DerivFields(r);")
|
||||
L.append(" got.Add(FlattenNullable(ind.Update(d[0], d[1], d[2], d[3], d[4], d[5], d[6], d[7], d[8], d[9], d[10], i), %d));" % s["n"])
|
||||
elif a == "cross":
|
||||
L.append(" var (ch, vo, nh, nl, am, ob) = CrossLists(r);")
|
||||
L.append(" got.Add(new[] { ind.Update(ch, vo, nh, nl, am, ob, i) });")
|
||||
elif a == "multi_f64":
|
||||
L.append(" got.Add(FlattenNullable(ind.Update(r[3]), %d));" % s["n"])
|
||||
elif a == "multi_pairwise":
|
||||
L.append(" got.Add(FlattenNullable(ind.Update(r[3], r[0]), %d));" % s["n"])
|
||||
elif a == "multi_candle":
|
||||
L.append(" got.Add(FlattenNullable(ind.Update(r[0], r[1], r[2], r[3], r[4], i), %d));" % s["n"])
|
||||
elif a == "profile_bins":
|
||||
L.append(" var bins = ind.Update(r[0], r[1], r[2], r[3], r[4], i);")
|
||||
L.append(" got.Add(bins ?? NanRow(%d));" % s["width"])
|
||||
elif a == "profile_pricebins":
|
||||
L.append(" got.Add(FlattenNullable(ind.Update(r[0], r[1], r[2], r[3], r[4], i), %d));" % s["width"])
|
||||
elif a == "bars_close":
|
||||
L.append(" got.Add(FlattenBars(ind.Update(r[3], r[3], r[3], r[3], 1.0, 0)));")
|
||||
elif a == "bars_candle4":
|
||||
L.append(" got.Add(FlattenBars(ind.Update(r[0], r[1], r[2], r[3], 1.0, 0)));")
|
||||
elif a == "bars_candle5":
|
||||
L.append(" got.Add(FlattenBars(ind.Update(r[0], r[1], r[2], r[3], r[4], 0)));")
|
||||
elif a == "footprint":
|
||||
L.append(" got.Add(FlattenBars(ind.Update(r[3], r[4], r[3] >= r[0], i)));")
|
||||
else:
|
||||
raise SystemExit("arch " + a)
|
||||
L.append(" }")
|
||||
L.append(f' Compare("{canon}", got);')
|
||||
L.append(" }")
|
||||
return "\n".join(L)
|
||||
|
||||
|
||||
HEADER = '''// <auto-generated>
|
||||
// Generated by gen_golden_test.py. DO NOT EDIT.
|
||||
//
|
||||
// Value-parity for every one of the 514 C# indicators: the shared golden input
|
||||
// is replayed through each one and checked bit-for-bit against the Rust
|
||||
// reference fixtures testdata/golden/g_<Canonical>.csv. Multi-output, profile
|
||||
// and bar shapes are flattened by reflection so one comparator covers all
|
||||
// archetypes. Regenerate with: python bindings/csharp/gen_golden_test.py
|
||||
// </auto-generated>
|
||||
#nullable enable
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Globalization;
|
||||
using System.IO;
|
||||
using System.Linq;
|
||||
using System.Reflection;
|
||||
using Xunit;
|
||||
|
||||
namespace Wickra.Tests;
|
||||
|
||||
public class GoldenAllTests
|
||||
{
|
||||
private const double Tol = 1e-6;
|
||||
|
||||
private static readonly double[][] Rows = LoadInput();
|
||||
|
||||
private static string GoldenDir([System.Runtime.CompilerServices.CallerFilePath] string file = "") =>
|
||||
Path.GetFullPath(Path.Combine(Path.GetDirectoryName(file)!, "..", "..", "..", "testdata", "golden"));
|
||||
|
||||
private static double Cell(string s) =>
|
||||
s == "nan" ? double.NaN
|
||||
: s == "inf" ? double.PositiveInfinity
|
||||
: s == "-inf" ? double.NegativeInfinity
|
||||
: double.Parse(s, CultureInfo.InvariantCulture);
|
||||
|
||||
private static double[][] LoadInput()
|
||||
{
|
||||
var lines = File.ReadAllLines(Path.Combine(GoldenDir(), "input.csv"));
|
||||
return lines.Skip(1).Where(l => l.Length > 0)
|
||||
.Select(l => l.Split(',').Select(x => double.Parse(x, CultureInfo.InvariantCulture)).ToArray())
|
||||
.ToArray();
|
||||
}
|
||||
|
||||
// Keep blank lines (a candle on which no bar closed) so rows stay aligned.
|
||||
private static double[]?[] ReadFixture(string name)
|
||||
{
|
||||
var lines = File.ReadAllLines(Path.Combine(GoldenDir(), "g_" + name + ".csv"));
|
||||
return lines.Skip(1).Select(l => l.Length == 0 ? Array.Empty<double>() : l.Split(',').Select(Cell).ToArray()).ToArray();
|
||||
}
|
||||
|
||||
private static double[] NanRow(int n)
|
||||
{
|
||||
var r = new double[n];
|
||||
for (var i = 0; i < n; i++) r[i] = double.NaN;
|
||||
return r;
|
||||
}
|
||||
|
||||
private static double[] FlattenStruct(object o)
|
||||
{
|
||||
var props = o.GetType()
|
||||
.GetProperties(BindingFlags.Public | BindingFlags.Instance)
|
||||
.OrderBy(p => p.MetadataToken);
|
||||
var list = new List<double>();
|
||||
foreach (var p in props)
|
||||
{
|
||||
var v = p.GetValue(o);
|
||||
switch (v)
|
||||
{
|
||||
case double d: list.Add(d); break;
|
||||
case float f: list.Add(f); break;
|
||||
case long l: list.Add(l); break;
|
||||
case int n: list.Add(n); break;
|
||||
case double[] arr: list.AddRange(arr); break;
|
||||
}
|
||||
}
|
||||
return list.ToArray();
|
||||
}
|
||||
|
||||
private static double[] FlattenNullable<T>(T? value, int width) where T : struct =>
|
||||
value.HasValue ? FlattenStruct(value.Value) : NanRow(width);
|
||||
|
||||
private static double[] FlattenBars<T>(T[] bars)
|
||||
{
|
||||
var list = new List<double>();
|
||||
foreach (var bar in bars) list.AddRange(FlattenStruct(bar!));
|
||||
return list.ToArray();
|
||||
}
|
||||
|
||||
private static double[] DerivFields(double[] r)
|
||||
{
|
||||
double o = r[0], h = r[1], l = r[2], c = r[3], v = r[4];
|
||||
return new[]
|
||||
{
|
||||
(c - o) / c * 0.01, c, c - 0.5, c + 1.0, v * 10.0, v * 0.6, v * 0.4,
|
||||
v * 0.55, v * 0.45, h - c, c - l,
|
||||
};
|
||||
}
|
||||
|
||||
private static (double[], double[], bool[], bool[], bool[], bool[]) CrossLists(double[] r)
|
||||
{
|
||||
double o = r[0], c = r[3], v = r[4];
|
||||
var change = new double[5];
|
||||
var volume = new double[5];
|
||||
var nh = new bool[5];
|
||||
var nl = new bool[5];
|
||||
var am = new bool[5];
|
||||
var ob = new bool[5];
|
||||
for (var j = 0; j < 5; j++)
|
||||
{
|
||||
change[j] = (c - o) + j;
|
||||
volume[j] = v + j * 10.0;
|
||||
nh[j] = j % 2 == 0;
|
||||
nl[j] = j % 3 == 0;
|
||||
am[j] = j % 2 == 0;
|
||||
ob[j] = j % 3 == 0;
|
||||
}
|
||||
return (change, volume, nh, nl, am, ob);
|
||||
}
|
||||
|
||||
private static (double[], double[], double[], double[]) ObLists(double[] r)
|
||||
{
|
||||
double c = r[3], v = r[4];
|
||||
var bp = new double[5];
|
||||
var bs = new double[5];
|
||||
var ap = new double[5];
|
||||
var asz = new double[5];
|
||||
for (var k = 0; k < 5; k++)
|
||||
{
|
||||
var kf = k + 1;
|
||||
bp[k] = c - 0.1 * kf;
|
||||
bs[k] = v / kf;
|
||||
ap[k] = c + 0.1 * kf;
|
||||
asz[k] = v * 0.9 / kf;
|
||||
}
|
||||
return (bp, bs, ap, asz);
|
||||
}
|
||||
|
||||
private static void Compare(string name, List<double[]> got)
|
||||
{
|
||||
var exp = ReadFixture(name);
|
||||
Assert.True(exp.Length == got.Count, $"{name}: {exp.Length} fixture rows vs {got.Count} computed");
|
||||
for (var i = 0; i < exp.Length; i++)
|
||||
{
|
||||
var want = exp[i]!;
|
||||
var g = got[i];
|
||||
Assert.True(want.Length == g.Length, $"{name} row {i}: arity {g.Length} vs {want.Length}");
|
||||
for (var k = 0; k < want.Length; k++)
|
||||
{
|
||||
var w = want[k];
|
||||
if (double.IsNaN(w)) { Assert.True(double.IsNaN(g[k]), $"{name} row {i} col {k}: want NaN got {g[k]}"); continue; }
|
||||
if (double.IsInfinity(w)) { Assert.True(double.IsInfinity(g[k]) && Math.Sign(g[k]) == Math.Sign(w), $"{name} row {i} col {k}: want {w} got {g[k]}"); continue; }
|
||||
var tol = Tol * Math.Max(1.0, Math.Abs(w));
|
||||
Assert.True(Math.Abs(g[k] - w) <= tol, $"{name} row {i} col {k}: got {g[k]} want {w}");
|
||||
}
|
||||
}
|
||||
}
|
||||
'''
|
||||
|
||||
out = [HEADER]
|
||||
for canon in canons:
|
||||
out.append(block(canon))
|
||||
out.append("}")
|
||||
open(os.path.join(ROOT, "bindings", "csharp", "Wickra.Tests", "GoldenAllTests.g.cs"), "w", encoding="utf-8").write("\n".join(out) + "\n")
|
||||
print("generated GoldenAllTests.g.cs with", len(canons), "indicators")
|
||||
+21
-6
@@ -1,14 +1,22 @@
|
||||
<p align="center">
|
||||
<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>
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
|
||||
# Wickra — Go
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
---
|
||||
|
||||
> **▶ Live demo:** all 514 indicators over real Binance market data, computed live in your browser — **[live.wickra.org](https://live.wickra.org)** · zero backend, powered by `wickra-wasm`.
|
||||
|
||||
**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, Java, R and
|
||||
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and
|
||||
any other C-capable language. Every indicator is an O(1) streaming state machine,
|
||||
so live trading bots and historical backtests share the exact same
|
||||
implementation. This package is the Go binding; it consumes the C ABI hub through
|
||||
@@ -108,10 +116,17 @@ main repository and documentation site:
|
||||
- **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
|
||||
Wickra ships native bindings for Python, Node.js, WASM 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.
|
||||
|
||||
## Security
|
||||
|
||||
Found a security issue? **Please don't open a public issue.** Report it privately
|
||||
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
|
||||
**support@wickra.org** with a subject line starting `[wickra security]`. Full
|
||||
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
|
||||
|
||||
## Disclaimer
|
||||
|
||||
Wickra is an indicator toolkit, not a trading system. The values it computes are
|
||||
|
||||
@@ -0,0 +1,35 @@
|
||||
package wickra
|
||||
|
||||
import "testing"
|
||||
|
||||
// The live Binance feed's connect → read → reconnect pipeline is covered
|
||||
// deterministically by the Rust mock-WS-server tests in wickra-data. Here we
|
||||
// only assert the binding's error paths, which need no network: a bad interval,
|
||||
// an empty symbol list, and an unreachable endpoint must all surface as an
|
||||
// error rather than a usable handle.
|
||||
func TestBinanceFeedRejectsBadParams(t *testing.T) {
|
||||
if _, err := NewBinanceFeed("BTCUSDT", BinanceInterval(99), ""); err == nil {
|
||||
t.Fatal("expected an error for an unknown interval code")
|
||||
}
|
||||
if _, err := NewBinanceFeed("", OneMinute, ""); err == nil {
|
||||
t.Fatal("expected an error for an empty symbol list")
|
||||
}
|
||||
if _, err := NewBinanceFeed("BTCUSDT", OneMinute, "ws://127.0.0.1:1"); err == nil {
|
||||
t.Fatal("expected an error connecting to an unreachable endpoint")
|
||||
}
|
||||
}
|
||||
|
||||
// The REST fetcher's parse/HTTP success path is covered by the Rust
|
||||
// mock-HTTP-server tests in wickra-data; here we only assert the binding's
|
||||
// error paths, which need no reachable network.
|
||||
func TestFetchBinanceKlinesRejectsBadParams(t *testing.T) {
|
||||
if _, err := FetchBinanceKlines("BTCUSDT", BinanceInterval(99), 1, -1, -1, ""); err == nil {
|
||||
t.Fatal("expected an error for an unknown interval code")
|
||||
}
|
||||
if _, err := FetchBinanceKlines("BTCUSDT", OneHour, 0, -1, -1, ""); err == nil {
|
||||
t.Fatal("expected an error for a zero limit")
|
||||
}
|
||||
if _, err := FetchBinanceKlines("BTCUSDT", OneHour, 1, -1, -1, "http://127.0.0.1:1"); err == nil {
|
||||
t.Fatal("expected an error connecting to an unreachable endpoint")
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,119 @@
|
||||
package wickra
|
||||
|
||||
import (
|
||||
"math"
|
||||
"os"
|
||||
"strconv"
|
||||
"testing"
|
||||
)
|
||||
|
||||
// Cross-language data-layer parity: replay the shared golden tick stream through
|
||||
// the TickAggregator and assert the candles match the Rust reference, with and
|
||||
// without gap filling. Fixtures are generated by
|
||||
// `cargo run -p wickra-examples --bin gen_golden`.
|
||||
|
||||
func dataParseF(t *testing.T, s string) float64 {
|
||||
t.Helper()
|
||||
v, err := strconv.ParseFloat(s, 64)
|
||||
if err != nil {
|
||||
t.Fatalf("parse %q: %v", s, err)
|
||||
}
|
||||
return v
|
||||
}
|
||||
|
||||
func TestResamplerGolden(t *testing.T) {
|
||||
input := readGolden(t, "input") // open,high,low,close,volume (timestamp = row index)
|
||||
r, err := NewResampler(5)
|
||||
if err != nil {
|
||||
t.Fatalf("new: %v", err)
|
||||
}
|
||||
var got [][6]float64
|
||||
for i, row := range input {
|
||||
o, h, l, c, v := dataParseF(t, row[0]), dataParseF(t, row[1]), dataParseF(t, row[2]), dataParseF(t, row[3]), dataParseF(t, row[4])
|
||||
if k, ok := r.Update(o, h, l, c, v, int64(i)); ok {
|
||||
got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
|
||||
}
|
||||
}
|
||||
if k, ok := r.Flush(); ok {
|
||||
got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
|
||||
}
|
||||
r.Close()
|
||||
want := readGolden(t, "data_resampled")
|
||||
if len(got) != len(want) {
|
||||
t.Fatalf("resample: %d candles vs %d", len(got), len(want))
|
||||
}
|
||||
for i := range got {
|
||||
for j := 0; j < 6; j++ {
|
||||
w := dataParseF(t, want[i][j])
|
||||
if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
|
||||
t.Errorf("resample row %d col %d: %v vs %v", i, j, got[i][j], w)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func TestCandleReaderGolden(t *testing.T) {
|
||||
csv, err := os.ReadFile("../../testdata/golden/data_csv.csv")
|
||||
if err != nil {
|
||||
t.Fatalf("read data_csv.csv: %v", err)
|
||||
}
|
||||
r, err := NewCandleReader(string(csv))
|
||||
if err != nil {
|
||||
t.Fatalf("new: %v", err)
|
||||
}
|
||||
defer r.Close()
|
||||
candles := r.Read()
|
||||
got := make([][6]float64, len(candles))
|
||||
for i, c := range candles {
|
||||
got[i] = [6]float64{c.Open, c.High, c.Low, c.Close, c.Volume, float64(c.Timestamp)}
|
||||
}
|
||||
want := readGolden(t, "data_csv_candles")
|
||||
if len(got) != len(want) {
|
||||
t.Fatalf("candle reader: %d candles vs %d", len(got), len(want))
|
||||
}
|
||||
for i := range got {
|
||||
for j := 0; j < 6; j++ {
|
||||
w := dataParseF(t, want[i][j])
|
||||
if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
|
||||
t.Errorf("candle reader row %d col %d: %v vs %v", i, j, got[i][j], w)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func TestTickAggregatorGolden(t *testing.T) {
|
||||
ticks := readGolden(t, "data_ticks")
|
||||
cases := []struct {
|
||||
gap bool
|
||||
fixture string
|
||||
}{
|
||||
{false, "data_candles"},
|
||||
{true, "data_candles_gap"},
|
||||
}
|
||||
for _, c := range cases {
|
||||
agg, err := NewTickAggregator(1000, c.gap)
|
||||
if err != nil {
|
||||
t.Fatalf("new: %v", err)
|
||||
}
|
||||
var got [][6]float64
|
||||
for _, r := range ticks {
|
||||
price, size, ts := dataParseF(t, r[0]), dataParseF(t, r[1]), int64(dataParseF(t, r[2]))
|
||||
for _, k := range agg.Push(price, size, ts) {
|
||||
got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
|
||||
}
|
||||
}
|
||||
agg.Close()
|
||||
want := readGolden(t, c.fixture)
|
||||
if len(got) != len(want) {
|
||||
t.Fatalf("%s: %d candles vs %d", c.fixture, len(got), len(want))
|
||||
}
|
||||
for i := range got {
|
||||
for j := 0; j < 6; j++ {
|
||||
w := dataParseF(t, want[i][j])
|
||||
if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
|
||||
t.Errorf("%s row %d col %d: %v vs %v", c.fixture, i, j, got[i][j], w)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,343 @@
|
||||
"""Generate golden_all_test.go: a value-parity test that replays the shared
|
||||
golden input through every one of the 514 Go indicators and checks output
|
||||
bit-for-bit against the Rust-generated g_<Canonical>.csv fixtures.
|
||||
|
||||
Run from repo root: python bindings/go/gen_golden_test.py
|
||||
"""
|
||||
import glob
|
||||
import json
|
||||
import os
|
||||
import re
|
||||
|
||||
ROOT = os.path.normpath(os.path.join(os.path.dirname(__file__), "..", ".."))
|
||||
G = os.path.join(ROOT, "testdata", "golden")
|
||||
GEN = open(os.path.join(ROOT, "bindings", "go", "indicators_gen.go"), encoding="utf-8").read()
|
||||
|
||||
# Canonical core Indicator::name() per indicator, shared across every binding.
|
||||
NAMES = json.load(open(os.path.join(G, "names.json")))
|
||||
|
||||
# Go constructor parameter types, keyed by canonical (== Go type name).
|
||||
ctor_types = {}
|
||||
for m in re.finditer(r"func New(\w+)\(([^)]*)\)\s*\(\*\w+, error\)", GEN):
|
||||
name, ps = m.group(1), m.group(2).strip()
|
||||
types = []
|
||||
if ps:
|
||||
for p in ps.split(","):
|
||||
p = p.strip()
|
||||
_, _, ty = p.partition(" ")
|
||||
types.append(ty.strip())
|
||||
ctor_types[name] = types
|
||||
|
||||
# Unified archetype + params, keyed by canonical.
|
||||
spec = {} # canon -> dict(arch, params, width?, n?)
|
||||
scal = json.load(open(os.path.join(G, "scalar_manifest.json")))
|
||||
for e in scal:
|
||||
inp = e["input"]
|
||||
arch = {"f64": "scalar_f64", "Candle": "scalar_candle", "(f64, f64)": "pairwise"}[inp]
|
||||
spec[e["canonical"]] = {"arch": arch, "params": e["params"]}
|
||||
for e in json.load(open(os.path.join(G, "multi_manifest.json"))):
|
||||
inp = e["input"]
|
||||
arch = {"f64": "multi_f64", "Candle": "multi_candle", "(f64, f64)": "multi_pairwise"}[inp]
|
||||
spec[e["canonical"]] = {"arch": arch, "params": e["params"], "n": e["n"]}
|
||||
ex = json.load(open(os.path.join(G, "exotic_manifest.json")))
|
||||
for e in ex["deriv"]:
|
||||
spec[e["canonical"]] = {"arch": "deriv_multi" if "n" in e else "deriv", "params": e["params"], "n": e.get("n")}
|
||||
for e in ex["cross"]:
|
||||
spec[e["canonical"]] = {"arch": "cross", "params": e["params"]}
|
||||
for e in ex["trade"]:
|
||||
spec[e["canonical"]] = {"arch": "trade", "params": e["params"]}
|
||||
for e in ex["trademid"]:
|
||||
spec[e["canonical"]] = {"arch": "trademid", "params": e["params"]}
|
||||
for e in ex["ob"]:
|
||||
spec[e["canonical"]] = {"arch": "ob", "params": e["params"]}
|
||||
for e in json.load(open(os.path.join(G, "profile_manifest.json"))):
|
||||
spec[e["canonical"]] = {"arch": "profile_" + e["kind"], "params": e["params"], "width": e["width"]}
|
||||
for e in json.load(open(os.path.join(G, "bars_manifest.json"))):
|
||||
arch = "footprint" if e["canonical"] == "Footprint" else "bars_" + e["feed"]
|
||||
spec[e["canonical"]] = {"arch": arch, "params": e["params"]}
|
||||
|
||||
canons = sorted(os.path.basename(f)[2:-4] for f in glob.glob(os.path.join(G, "g_*.csv")))
|
||||
|
||||
|
||||
def go_param(value, gotype):
|
||||
intlike = gotype in ("int", "int32", "int64", "uint", "uintptr", "usize")
|
||||
if intlike:
|
||||
return str(int(round(value)))
|
||||
# float64
|
||||
return repr(float(value)) if "." in repr(float(value)) or "e" in repr(float(value)) else f"{float(value)}"
|
||||
|
||||
|
||||
def ctor_call(canon):
|
||||
types = ctor_types.get(canon, [])
|
||||
vals = spec[canon]["params"]
|
||||
args = ", ".join(go_param(v, t) for v, t in zip(vals, types))
|
||||
return f"New{canon}({args})"
|
||||
|
||||
|
||||
# Update-call expression + output handling per archetype.
|
||||
def block(canon):
|
||||
s = spec[canon]
|
||||
a = s["arch"]
|
||||
ctor = ctor_call(canon)
|
||||
lines = [f'\tt.Run("{canon}", func(t *testing.T) {{']
|
||||
lines.append(f"\t\tind, err := {ctor}")
|
||||
lines.append('\t\tif err != nil {')
|
||||
lines.append(f'\t\t\tt.Fatalf("new {canon}: %v", err)')
|
||||
lines.append("\t\t}")
|
||||
lines.append(f'\t\tif n := ind.Name(); n != {json.dumps(NAMES[canon])} {{')
|
||||
lines.append(f'\t\t\tt.Errorf("name: got %q want %q", n, {json.dumps(NAMES[canon])})')
|
||||
lines.append("\t\t}")
|
||||
lines.append("\t\tgot := make([][]float64, len(rows))")
|
||||
lines.append("\t\tfor i, r := range rows {")
|
||||
if a == "scalar_f64":
|
||||
upd = "ind.Update(r[3])"
|
||||
lines.append(f"\t\t\tgot[i] = []float64{{{upd}}}")
|
||||
elif a == "pairwise":
|
||||
lines.append("\t\t\tgot[i] = []float64{ind.Update(r[3], r[0])}")
|
||||
elif a == "scalar_candle":
|
||||
lines.append("\t\t\tgot[i] = []float64{ind.Update(r[0], r[1], r[2], r[3], r[4], int64(i))}")
|
||||
elif a == "trade":
|
||||
lines.append("\t\t\tgot[i] = []float64{ind.Update(r[3], r[4], r[3] >= r[0], int64(i))}")
|
||||
elif a == "trademid":
|
||||
lines.append("\t\t\tgot[i] = []float64{ind.Update(r[3], r[4], r[3] >= r[0], int64(i), (r[1]+r[2])/2)}")
|
||||
elif a == "ob":
|
||||
lines.append("\t\t\tbp, bs, ap, as_ := obLists(r)")
|
||||
lines.append("\t\t\tgot[i] = []float64{ind.Update(bp, bs, ap, as_)}")
|
||||
elif a == "deriv":
|
||||
lines.append("\t\t\td := derivFields(r)")
|
||||
lines.append("\t\t\tgot[i] = []float64{ind.Update(d[0], d[1], d[2], d[3], d[4], d[5], d[6], d[7], d[8], d[9], d[10], int64(i))}")
|
||||
elif a == "deriv_multi":
|
||||
lines.append("\t\t\td := derivFields(r)")
|
||||
lines.append("\t\t\tout, ok := ind.Update(d[0], d[1], d[2], d[3], d[4], d[5], d[6], d[7], d[8], d[9], d[10], int64(i))")
|
||||
lines.append(f"\t\t\tgot[i] = reflectRow(out, ok, {s['n']})")
|
||||
elif a == "cross":
|
||||
lines.append("\t\t\tch, vo, nh, nl, am, ob_ := crossLists(r)")
|
||||
lines.append("\t\t\tgot[i] = []float64{ind.Update(ch, vo, nh, nl, am, ob_, int64(i))}")
|
||||
elif a in ("multi_f64",):
|
||||
lines.append("\t\t\tout, ok := ind.Update(r[3])")
|
||||
lines.append(f"\t\t\tgot[i] = reflectRow(out, ok, {s['n']})")
|
||||
elif a == "multi_pairwise":
|
||||
lines.append("\t\t\tout, ok := ind.Update(r[3], r[0])")
|
||||
lines.append(f"\t\t\tgot[i] = reflectRow(out, ok, {s['n']})")
|
||||
elif a == "multi_candle":
|
||||
lines.append("\t\t\tout, ok := ind.Update(r[0], r[1], r[2], r[3], r[4], int64(i))")
|
||||
lines.append(f"\t\t\tgot[i] = reflectRow(out, ok, {s['n']})")
|
||||
elif a == "profile_bins":
|
||||
lines.append("\t\t\tbins, ok := ind.Update(r[0], r[1], r[2], r[3], r[4], int64(i))")
|
||||
lines.append(f"\t\t\tif ok {{ got[i] = bins }} else {{ got[i] = nanRow({s['width']}) }}")
|
||||
elif a == "profile_pricebins":
|
||||
lines.append("\t\t\tout, ok := ind.Update(r[0], r[1], r[2], r[3], r[4], int64(i))")
|
||||
lines.append(f"\t\t\tgot[i] = reflectRow(out, ok, {s['width']})")
|
||||
elif a == "bars_close":
|
||||
lines.append("\t\t\tgot[i] = flattenBars(ind.Update(r[3], r[3], r[3], r[3], 1.0, 0))")
|
||||
elif a == "bars_candle4":
|
||||
lines.append("\t\t\tgot[i] = flattenBars(ind.Update(r[0], r[1], r[2], r[3], 1.0, 0))")
|
||||
elif a == "bars_candle5":
|
||||
lines.append("\t\t\tgot[i] = flattenBars(ind.Update(r[0], r[1], r[2], r[3], r[4], 0))")
|
||||
elif a == "footprint":
|
||||
lines.append("\t\t\tgot[i] = flattenBars(ind.Update(r[3], r[4], r[3] >= r[0], int64(i)))")
|
||||
else:
|
||||
raise SystemExit("unknown arch " + a)
|
||||
lines.append("\t\t}")
|
||||
lines.append(f'\t\tcompareGolden(t, "{canon}", got)')
|
||||
lines.append("\t})")
|
||||
return "\n".join(lines)
|
||||
|
||||
|
||||
HEADER = '''// Code generated by gen_golden_test.py. DO NOT EDIT.
|
||||
//
|
||||
// Value-parity for every one of the 514 Go indicators: the shared golden input
|
||||
// is replayed through each one and checked bit-for-bit against the Rust
|
||||
// reference fixtures testdata/golden/g_<Canonical>.csv. Multi-output, profile
|
||||
// and bar shapes are flattened by reflection so a single comparator covers all
|
||||
// archetypes. Regenerate with: python bindings/go/gen_golden_test.py
|
||||
|
||||
package wickra
|
||||
|
||||
import (
|
||||
\t"bufio"
|
||||
\t"math"
|
||||
\t"os"
|
||||
\t"reflect"
|
||||
\t"strings"
|
||||
\t"testing"
|
||||
)
|
||||
|
||||
// readGoldenRaw keeps blank lines (a candle on which no bar closed) so bar rows
|
||||
// stay aligned to the input; non-bar fixtures contain no blank lines.
|
||||
func readGoldenRaw(t *testing.T, name string) [][]string {
|
||||
\tt.Helper()
|
||||
\tf, err := os.Open("../../testdata/golden/" + name + ".csv")
|
||||
\tif err != nil {
|
||||
\t\tt.Fatalf("open %s: %v", name, err)
|
||||
\t}
|
||||
\tdefer f.Close()
|
||||
\tvar rows [][]string
|
||||
\tsc := bufio.NewScanner(f)
|
||||
\tsc.Buffer(make([]byte, 0, 1024*1024), 1024*1024)
|
||||
\tfirst := true
|
||||
\tfor sc.Scan() {
|
||||
\t\tline := sc.Text()
|
||||
\t\tif first {
|
||||
\t\t\tfirst = false
|
||||
\t\t\tcontinue
|
||||
\t\t}
|
||||
\t\tif line == "" {
|
||||
\t\t\trows = append(rows, []string{})
|
||||
\t\t\tcontinue
|
||||
\t\t}
|
||||
\t\trows = append(rows, strings.Split(line, ","))
|
||||
\t}
|
||||
\treturn rows
|
||||
}
|
||||
|
||||
func nanRow(n int) []float64 {
|
||||
\tr := make([]float64, n)
|
||||
\tfor i := range r {
|
||||
\t\tr[i] = math.NaN()
|
||||
\t}
|
||||
\treturn r
|
||||
}
|
||||
|
||||
func reflectRow(out any, ok bool, width int) []float64 {
|
||||
\tif !ok {
|
||||
\t\treturn nanRow(width)
|
||||
\t}
|
||||
\tv := reflect.ValueOf(out)
|
||||
\trow := make([]float64, 0, width)
|
||||
\tfor k := 0; k < v.NumField(); k++ {
|
||||
\t\trow = appendField(row, v.Field(k))
|
||||
\t}
|
||||
\treturn row
|
||||
}
|
||||
|
||||
func appendField(row []float64, f reflect.Value) []float64 {
|
||||
\tswitch f.Kind() {
|
||||
\tcase reflect.Float64, reflect.Float32:
|
||||
\t\treturn append(row, f.Float())
|
||||
\tcase reflect.Int, reflect.Int8, reflect.Int16, reflect.Int32, reflect.Int64:
|
||||
\t\treturn append(row, float64(f.Int()))
|
||||
\tcase reflect.Uint, reflect.Uint8, reflect.Uint16, reflect.Uint32, reflect.Uint64, reflect.Uintptr:
|
||||
\t\treturn append(row, float64(f.Uint()))
|
||||
\tcase reflect.Slice:
|
||||
\t\tfor j := 0; j < f.Len(); j++ {
|
||||
\t\t\trow = appendField(row, f.Index(j))
|
||||
\t\t}
|
||||
\t\treturn row
|
||||
\tdefault:
|
||||
\t\treturn row
|
||||
\t}
|
||||
}
|
||||
|
||||
func flattenBars(bars any) []float64 {
|
||||
\tv := reflect.ValueOf(bars)
|
||||
\trow := []float64{}
|
||||
\tfor i := 0; i < v.Len(); i++ {
|
||||
\t\tbar := v.Index(i)
|
||||
\t\tfor k := 0; k < bar.NumField(); k++ {
|
||||
\t\t\trow = appendField(row, bar.Field(k))
|
||||
\t\t}
|
||||
\t}
|
||||
\treturn row
|
||||
}
|
||||
|
||||
// Synthetic feeds derived from one OHLCV row, identical to gen_golden's Rust
|
||||
// construction (DerivativesTick / CrossSection / OrderBook).
|
||||
func derivFields(r []float64) [11]float64 {
|
||||
\to, h, l, c, v := r[0], r[1], r[2], r[3], r[4]
|
||||
\treturn [11]float64{
|
||||
\t\t(c - o) / c * 0.01, // funding_rate
|
||||
\t\tc, // mark_price
|
||||
\t\tc - 0.5, // index_price
|
||||
\t\tc + 1.0, // futures_price
|
||||
\t\tv * 10.0, // open_interest
|
||||
\t\tv * 0.6, // long_size
|
||||
\t\tv * 0.4, // short_size
|
||||
\t\tv * 0.55, // taker_buy_volume
|
||||
\t\tv * 0.45, // taker_sell_volume
|
||||
\t\th - c, // long_liquidation
|
||||
\t\tc - l, // short_liquidation
|
||||
\t}
|
||||
}
|
||||
|
||||
func crossLists(r []float64) ([]float64, []float64, []bool, []bool, []bool, []bool) {
|
||||
\to, c, v := r[0], r[3], r[4]
|
||||
\tchange := make([]float64, 5)
|
||||
\tvolume := make([]float64, 5)
|
||||
\tnewHigh := make([]bool, 5)
|
||||
\tnewLow := make([]bool, 5)
|
||||
\taboveMa := make([]bool, 5)
|
||||
\tonBuy := make([]bool, 5)
|
||||
\tfor j := 0; j < 5; j++ {
|
||||
\t\tjf := float64(j)
|
||||
\t\tchange[j] = (c - o) + jf
|
||||
\t\tvolume[j] = v + jf*10.0
|
||||
\t\tnewHigh[j] = j%2 == 0
|
||||
\t\tnewLow[j] = j%3 == 0
|
||||
\t\taboveMa[j] = j%2 == 0
|
||||
\t\tonBuy[j] = j%3 == 0
|
||||
\t}
|
||||
\treturn change, volume, newHigh, newLow, aboveMa, onBuy
|
||||
}
|
||||
|
||||
func obLists(r []float64) ([]float64, []float64, []float64, []float64) {
|
||||
\tc, v := r[3], r[4]
|
||||
\tbidPx := make([]float64, 5)
|
||||
\tbidSz := make([]float64, 5)
|
||||
\taskPx := make([]float64, 5)
|
||||
\taskSz := make([]float64, 5)
|
||||
\tfor k := 0; k < 5; k++ {
|
||||
\t\tkf := float64(k + 1)
|
||||
\t\tbidPx[k] = c - 0.1*kf
|
||||
\t\tbidSz[k] = v / kf
|
||||
\t\taskPx[k] = c + 0.1*kf
|
||||
\t\taskSz[k] = v * 0.9 / kf
|
||||
\t}
|
||||
\treturn bidPx, bidSz, askPx, askSz
|
||||
}
|
||||
|
||||
func compareGolden(t *testing.T, name string, got [][]float64) {
|
||||
\tt.Helper()
|
||||
\texp := readGoldenRaw(t, "g_"+name)
|
||||
\tif len(exp) != len(got) {
|
||||
\t\tt.Fatalf("%s: %d fixture rows vs %d computed", name, len(exp), len(got))
|
||||
\t}
|
||||
\tfor i := range exp {
|
||||
\t\tif len(exp[i]) != len(got[i]) {
|
||||
\t\t\tt.Fatalf("%s row %d: arity %d vs %d", name, i, len(got[i]), len(exp[i]))
|
||||
\t\t}
|
||||
\t\tfor k := range exp[i] {
|
||||
\t\t\twant := goldenCell(exp[i][k])
|
||||
\t\t\tg := got[i][k]
|
||||
\t\t\tif math.IsNaN(want) {
|
||||
\t\t\t\tif !math.IsNaN(g) {
|
||||
\t\t\t\t\tt.Fatalf("%s row %d col %d: want NaN got %v", name, i, k, g)
|
||||
\t\t\t\t}
|
||||
\t\t\t\tcontinue
|
||||
\t\t\t}
|
||||
\t\t\tif math.IsInf(want, 0) {
|
||||
\t\t\t\tif !math.IsInf(g, 0) || (g > 0) != (want > 0) {
|
||||
\t\t\t\t\tt.Fatalf("%s row %d col %d: want %v got %v", name, i, k, want, g)
|
||||
\t\t\t\t}
|
||||
\t\t\t\tcontinue
|
||||
\t\t\t}
|
||||
\t\t\ttol := goldenTol * math.Max(1.0, math.Abs(want))
|
||||
\t\t\tif math.Abs(g-want) > tol {
|
||||
\t\t\t\tt.Fatalf("%s row %d col %d: got %v want %v", name, i, k, g, want)
|
||||
\t\t\t}
|
||||
\t\t}
|
||||
\t}
|
||||
}
|
||||
|
||||
func TestGoldenAll(t *testing.T) {
|
||||
\trows := goldenInput(t)
|
||||
'''
|
||||
|
||||
# bars need blank-line-preserving fixture reads; reuse readGolden but it skips
|
||||
# blanks. We need a raw reader for bars and input.
|
||||
out = [HEADER]
|
||||
for canon in canons:
|
||||
out.append(block(canon))
|
||||
out.append("}")
|
||||
open(os.path.join(ROOT, "bindings", "go", "golden_all_test.go"), "w", encoding="utf-8").write("\n".join(out) + "\n")
|
||||
print("generated golden_all_test.go with", len(canons), "indicators")
|
||||
File diff suppressed because it is too large
Load Diff
@@ -189,3 +189,62 @@ func TestGoldenAdx(t *testing.T) {
|
||||
assertGoldenClose(t, out.Adx, goldenCell(exp[i][2]), i, "adx.adx")
|
||||
}
|
||||
}
|
||||
|
||||
// The four de-duplicated indicators: pin their corrected definitions against
|
||||
// the Rust reference so the Go FFI stays bit-identical.
|
||||
|
||||
func TestGoldenAdOscillator(t *testing.T) {
|
||||
input := goldenInput(t)
|
||||
exp := readGolden(t, "ad_oscillator")
|
||||
ad, err := NewAdOscillator()
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
defer ad.Close()
|
||||
for i := range input {
|
||||
got := ad.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], int64(i))
|
||||
assertGoldenClose(t, got, goldenCell(exp[i][0]), i, "ad_oscillator")
|
||||
}
|
||||
}
|
||||
|
||||
func TestGoldenIntradayIntensity(t *testing.T) {
|
||||
input := goldenInput(t)
|
||||
exp := readGolden(t, "intraday_intensity")
|
||||
ii, err := NewIntradayIntensity()
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
defer ii.Close()
|
||||
for i := range input {
|
||||
got := ii.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], int64(i))
|
||||
assertGoldenClose(t, got, goldenCell(exp[i][0]), i, "intraday_intensity")
|
||||
}
|
||||
}
|
||||
|
||||
func TestGoldenAwesomeOscillatorHistogram(t *testing.T) {
|
||||
input := goldenInput(t)
|
||||
exp := readGolden(t, "awesome_oscillator_histogram")
|
||||
aoh, err := NewAwesomeOscillatorHistogram(5, 34, 1)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
defer aoh.Close()
|
||||
for i := range input {
|
||||
got := aoh.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], int64(i))
|
||||
assertGoldenClose(t, got, goldenCell(exp[i][0]), i, "awesome_oscillator_histogram")
|
||||
}
|
||||
}
|
||||
|
||||
func TestGoldenAverageDrawdown(t *testing.T) {
|
||||
input := goldenInput(t)
|
||||
exp := readGolden(t, "average_drawdown")
|
||||
avg, err := NewAverageDrawdown(20)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
defer avg.Close()
|
||||
for i := range input {
|
||||
// generator fed the close column as the equity-curve sample.
|
||||
assertGoldenClose(t, avg.Update(input[i][3]), goldenCell(exp[i][0]), i, "average_drawdown")
|
||||
}
|
||||
}
|
||||
|
||||
+3132
-1
File diff suppressed because it is too large
Load Diff
+11961
-2
File diff suppressed because it is too large
Load Diff
@@ -28,3 +28,7 @@ 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")
|
||||
|
||||
// ErrFeedClosed is returned by BinanceFeed.Next once the stream has been closed
|
||||
// or has errored out and exhausted its reconnect attempts.
|
||||
var ErrFeedClosed = errors.New("wickra: binance feed closed")
|
||||
|
||||
@@ -24,6 +24,34 @@ func TestScalarKnownValue(t *testing.T) {
|
||||
}
|
||||
}
|
||||
|
||||
func TestWarmupPeriodAndIsReady(t *testing.T) {
|
||||
s, err := NewSma(3)
|
||||
if err != nil {
|
||||
t.Fatalf("NewSma: %v", err)
|
||||
}
|
||||
defer s.Close()
|
||||
|
||||
if got := s.WarmupPeriod(); got != 3 {
|
||||
t.Fatalf("sma(3) WarmupPeriod = %d, want 3", got)
|
||||
}
|
||||
if s.IsReady() {
|
||||
t.Fatal("sma is ready before any update")
|
||||
}
|
||||
s.Update(1)
|
||||
s.Update(2)
|
||||
if s.IsReady() {
|
||||
t.Fatal("sma is ready mid-warmup")
|
||||
}
|
||||
s.Update(3)
|
||||
if !s.IsReady() {
|
||||
t.Fatal("sma is not ready after the warmup period")
|
||||
}
|
||||
s.Reset()
|
||||
if s.IsReady() {
|
||||
t.Fatal("sma is ready after reset")
|
||||
}
|
||||
}
|
||||
|
||||
func TestScalarBatchMatchesStreaming(t *testing.T) {
|
||||
input := []float64{1, 2, 3, 4, 5, 6, 7, 8}
|
||||
|
||||
|
||||
+24
-9
@@ -1,15 +1,23 @@
|
||||
<p align="center">
|
||||
<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>
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://central.sonatype.com/artifact/org.wickra/wickra)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
|
||||
# Wickra — Java
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://central.sonatype.com/artifact/org.wickra/wickra)
|
||||
[](https://github.com/wickra-lib/wickra#license)
|
||||
---
|
||||
|
||||
> **▶ Live demo:** all 514 indicators over real Binance market data, computed live in your browser — **[live.wickra.org](https://live.wickra.org)** · zero backend, powered by `wickra-wasm`.
|
||||
|
||||
**Streaming-first technical indicators for the JVM, on the Java Foreign Function
|
||||
& Memory API — prebuilt native library, no JNI, no system dependencies.**
|
||||
|
||||
Wickra is a multi-language technical-analysis library with a Rust core and
|
||||
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go, Java, R
|
||||
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R
|
||||
and any other C-capable language. Every indicator is an O(1) streaming state
|
||||
machine, so live trading bots and historical backtests share the exact same
|
||||
implementation. This package is the Java binding; it consumes the C ABI hub
|
||||
@@ -30,14 +38,14 @@ Maven:
|
||||
<dependency>
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.6</version>
|
||||
<version>0.9.9</version>
|
||||
</dependency>
|
||||
```
|
||||
|
||||
Gradle:
|
||||
|
||||
```kotlin
|
||||
implementation("org.wickra:wickra:0.8.6")
|
||||
implementation("org.wickra:wickra:0.9.9")
|
||||
```
|
||||
|
||||
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
|
||||
@@ -98,10 +106,17 @@ the main repository and documentation site:
|
||||
- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
|
||||
- **Runnable examples:** [`examples/java/`](https://github.com/wickra-lib/wickra/tree/main/examples/java)
|
||||
|
||||
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
|
||||
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
|
||||
Wickra ships native bindings for Python, Node.js, WASM 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.
|
||||
|
||||
## Security
|
||||
|
||||
Found a security issue? **Please don't open a public issue.** Report it privately
|
||||
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
|
||||
**support@wickra.org** with a subject line starting `[wickra security]`. Full
|
||||
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
|
||||
|
||||
## Disclaimer
|
||||
|
||||
Wickra is an indicator toolkit, not a trading system. The values it computes
|
||||
|
||||
@@ -21,7 +21,7 @@
|
||||
<dependency>
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.2</version>
|
||||
<version>0.9.7</version>
|
||||
</dependency>
|
||||
</dependencies>
|
||||
|
||||
@@ -30,7 +30,7 @@
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-compiler-plugin</artifactId>
|
||||
<version>3.13.0</version>
|
||||
<version>3.15.0</version>
|
||||
</plugin>
|
||||
|
||||
<!--
|
||||
@@ -41,7 +41,7 @@
|
||||
<plugin>
|
||||
<groupId>org.codehaus.mojo</groupId>
|
||||
<artifactId>exec-maven-plugin</artifactId>
|
||||
<version>3.2.0</version>
|
||||
<version>3.6.3</version>
|
||||
<configuration>
|
||||
<executable>${java.home}/bin/java</executable>
|
||||
<arguments>
|
||||
|
||||
@@ -0,0 +1,293 @@
|
||||
"""Generate src/test/java/org/wickra/GoldenAllTest.java: a reflection-driven
|
||||
value-parity test that replays the shared golden input through every one of the
|
||||
514 Java indicators and checks output bit-for-bit against the Rust reference
|
||||
fixtures g_<Canonical>.csv. The per-indicator spec is embedded so the test has
|
||||
no JSON dependency; a single reflective runner covers all archetypes.
|
||||
|
||||
Run from repo root: python bindings/java/gen_golden_test.py
|
||||
"""
|
||||
import json
|
||||
import os
|
||||
|
||||
ROOT = os.path.normpath(os.path.join(os.path.dirname(__file__), "..", ".."))
|
||||
MAN = json.load(open(os.path.join(ROOT, "testdata", "golden", "golden_manifest.json")))
|
||||
|
||||
|
||||
def params_lit(ps):
|
||||
if not ps:
|
||||
return "new double[]{}"
|
||||
return "new double[]{" + ", ".join(repr(float(p)) for p in ps) + "}"
|
||||
|
||||
|
||||
specs = []
|
||||
for e in MAN:
|
||||
n = e.get("n", e.get("width", 0))
|
||||
specs.append(f' new Spec("{e["canonical"]}", "{e["arch"]}", {params_lit(e["params"])}, {n}),')
|
||||
specs_block = "\n".join(specs)
|
||||
|
||||
# Canonical core Indicator::name() per indicator, shared across every binding.
|
||||
NAMES = json.load(open(os.path.join(ROOT, "testdata", "golden", "names.json")))
|
||||
names_block = "\n".join(
|
||||
f" NAMES.put({json.dumps(c)}, {json.dumps(NAMES[c])});" for c in sorted(NAMES)
|
||||
)
|
||||
|
||||
TEMPLATE = '''// Code generated by gen_golden_test.py. DO NOT EDIT.
|
||||
package org.wickra;
|
||||
|
||||
import org.junit.jupiter.api.DynamicTest;
|
||||
import org.junit.jupiter.api.TestFactory;
|
||||
|
||||
import java.io.IOException;
|
||||
import java.lang.reflect.Array;
|
||||
import java.lang.reflect.Constructor;
|
||||
import java.lang.reflect.Method;
|
||||
import java.lang.reflect.RecordComponent;
|
||||
import java.nio.file.Files;
|
||||
import java.nio.file.Path;
|
||||
import java.util.ArrayList;
|
||||
import java.util.List;
|
||||
|
||||
import static org.junit.jupiter.api.Assertions.assertTrue;
|
||||
import static org.junit.jupiter.api.DynamicTest.dynamicTest;
|
||||
|
||||
/**
|
||||
* Reflection-driven value parity for the whole 514-indicator catalogue: each
|
||||
* indicator is reconstructed by its class name, fed the synthetic stream derived
|
||||
* from the shared golden input (identical to gen_golden's Rust construction) and
|
||||
* checked bit-for-bit against testdata/golden/g_<Canonical>.csv. One runner
|
||||
* flattens scalar, multi-output records, profiles and bar arrays by reflection.
|
||||
*/
|
||||
class GoldenAllTest {
|
||||
private static final double TOL = 1e-6;
|
||||
|
||||
private record Spec(String canonical, String arch, double[] params, int width) {}
|
||||
|
||||
private static final Spec[] SPECS = {
|
||||
%SPECS%
|
||||
};
|
||||
|
||||
private static final java.util.Map<String, String> NAMES = new java.util.HashMap<>();
|
||||
static {
|
||||
%NAMES%
|
||||
}
|
||||
|
||||
private static Path goldenDir() {
|
||||
java.io.File d = new java.io.File("").getAbsoluteFile();
|
||||
while (d != null) {
|
||||
java.io.File g = new java.io.File(d, "testdata/golden");
|
||||
if (g.isDirectory()) {
|
||||
return g.toPath();
|
||||
}
|
||||
d = d.getParentFile();
|
||||
}
|
||||
throw new IllegalStateException("testdata/golden not found");
|
||||
}
|
||||
|
||||
private static double cell(String s) {
|
||||
return switch (s) {
|
||||
case "nan" -> Double.NaN;
|
||||
case "inf" -> Double.POSITIVE_INFINITY;
|
||||
case "-inf" -> Double.NEGATIVE_INFINITY;
|
||||
default -> Double.parseDouble(s);
|
||||
};
|
||||
}
|
||||
|
||||
private static double[][] input() throws IOException {
|
||||
List<String> lines = Files.readAllLines(goldenDir().resolve("input.csv"));
|
||||
List<double[]> rows = new ArrayList<>();
|
||||
for (int i = 1; i < lines.size(); i++) {
|
||||
if (lines.get(i).isEmpty()) continue;
|
||||
String[] p = lines.get(i).split(",");
|
||||
double[] r = new double[p.length];
|
||||
for (int j = 0; j < p.length; j++) r[j] = Double.parseDouble(p[j]);
|
||||
rows.add(r);
|
||||
}
|
||||
return rows.toArray(new double[0][]);
|
||||
}
|
||||
|
||||
// Keep blank lines (a candle on which no bar closed) so rows stay aligned.
|
||||
private static double[][] fixture(String name) throws IOException {
|
||||
List<String> lines = Files.readAllLines(goldenDir().resolve("g_" + name + ".csv"));
|
||||
List<double[]> rows = new ArrayList<>();
|
||||
for (int i = 1; i < lines.size(); i++) {
|
||||
String ln = lines.get(i);
|
||||
if (ln.isEmpty()) {
|
||||
rows.add(new double[0]);
|
||||
continue;
|
||||
}
|
||||
String[] p = ln.split(",");
|
||||
double[] r = new double[p.length];
|
||||
for (int j = 0; j < p.length; j++) r[j] = cell(p[j]);
|
||||
rows.add(r);
|
||||
}
|
||||
return rows.toArray(new double[0][]);
|
||||
}
|
||||
|
||||
private static double[] nanRow(int n) {
|
||||
double[] r = new double[n];
|
||||
java.util.Arrays.fill(r, Double.NaN);
|
||||
return r;
|
||||
}
|
||||
|
||||
private static double[] derivFields(double[] r) {
|
||||
double o = r[0], h = r[1], l = r[2], c = r[3], v = r[4];
|
||||
return new double[]{
|
||||
(c - o) / c * 0.01, c, c - 0.5, c + 1.0, v * 10.0, v * 0.6, v * 0.4,
|
||||
v * 0.55, v * 0.45, h - c, c - l,
|
||||
};
|
||||
}
|
||||
|
||||
private static double[] crossList(double[] r, int which) {
|
||||
double o = r[0], c = r[3], v = r[4];
|
||||
double[] out = new double[5];
|
||||
for (int j = 0; j < 5; j++) {
|
||||
out[j] = switch (which) {
|
||||
case 0 -> (c - o) + j;
|
||||
case 1 -> v + j * 10.0;
|
||||
case 2 -> j % 2 == 0 ? 1.0 : 0.0; // newHigh
|
||||
case 3 -> j % 3 == 0 ? 1.0 : 0.0; // newLow
|
||||
case 4 -> j % 2 == 0 ? 1.0 : 0.0; // aboveMa
|
||||
default -> j % 3 == 0 ? 1.0 : 0.0; // onBuySignal
|
||||
};
|
||||
}
|
||||
return out;
|
||||
}
|
||||
|
||||
private static double[] obList(double[] r, int which) {
|
||||
double c = r[3], v = r[4];
|
||||
double[] out = new double[5];
|
||||
for (int k = 0; k < 5; k++) {
|
||||
double kf = k + 1;
|
||||
out[k] = switch (which) {
|
||||
case 0 -> c - 0.1 * kf;
|
||||
case 1 -> v / kf;
|
||||
case 2 -> c + 0.1 * kf;
|
||||
default -> v * 0.9 / kf;
|
||||
};
|
||||
}
|
||||
return out;
|
||||
}
|
||||
|
||||
private static double[] flattenRecord(Object o) throws Exception {
|
||||
RecordComponent[] rc = o.getClass().getRecordComponents();
|
||||
List<Double> list = new ArrayList<>();
|
||||
for (RecordComponent c : rc) {
|
||||
Object v = c.getAccessor().invoke(o);
|
||||
if (v instanceof double[] arr) {
|
||||
for (double d : arr) list.add(d);
|
||||
} else if (v instanceof Number num) {
|
||||
list.add(num.doubleValue());
|
||||
}
|
||||
}
|
||||
double[] out = new double[list.size()];
|
||||
for (int i = 0; i < out.length; i++) out[i] = list.get(i);
|
||||
return out;
|
||||
}
|
||||
|
||||
private static double[] flattenArray(Object arr) throws Exception {
|
||||
int len = Array.getLength(arr);
|
||||
List<Double> list = new ArrayList<>();
|
||||
for (int i = 0; i < len; i++) {
|
||||
for (double d : flattenRecord(Array.get(arr, i))) list.add(d);
|
||||
}
|
||||
double[] out = new double[list.size()];
|
||||
for (int i = 0; i < out.length; i++) out[i] = list.get(i);
|
||||
return out;
|
||||
}
|
||||
|
||||
private static Object construct(Spec s) throws Exception {
|
||||
Class<?> cls = Class.forName("org.wickra." + s.canonical());
|
||||
Constructor<?> ctor = cls.getConstructors()[0];
|
||||
Class<?>[] pt = ctor.getParameterTypes();
|
||||
Object[] args = new Object[pt.length];
|
||||
for (int i = 0; i < pt.length; i++) {
|
||||
double v = s.params()[i];
|
||||
if (pt[i] == int.class) args[i] = (int) Math.round(v);
|
||||
else if (pt[i] == long.class) args[i] = (long) Math.round(v);
|
||||
else args[i] = v;
|
||||
}
|
||||
return ctor.newInstance(args);
|
||||
}
|
||||
|
||||
private static Method updateMethod(Object ind) {
|
||||
for (Method m : ind.getClass().getMethods()) {
|
||||
if (m.getName().equals("update")) return m;
|
||||
}
|
||||
throw new IllegalStateException("no update on " + ind.getClass());
|
||||
}
|
||||
|
||||
private static double[] row(Spec s, Object ind, Method upd, double[] r, int i) throws Exception {
|
||||
double o = r[0], h = r[1], l = r[2], c = r[3], v = r[4];
|
||||
Object res = switch (s.arch()) {
|
||||
case "scalar_f64", "multi_f64" -> upd.invoke(ind, c);
|
||||
case "pairwise", "multi_pairwise" -> upd.invoke(ind, c, o);
|
||||
case "scalar_candle", "multi_candle", "profile_bins", "profile_pricebins" ->
|
||||
upd.invoke(ind, o, h, l, c, v, (long) i);
|
||||
case "trade" -> upd.invoke(ind, c, v, c >= o, (long) i);
|
||||
case "trademid" -> upd.invoke(ind, c, v, c >= o, (long) i, (h + l) / 2);
|
||||
case "ob" -> upd.invoke(ind, obList(r, 0), obList(r, 1), obList(r, 2), obList(r, 3));
|
||||
case "cross" -> upd.invoke(ind, crossList(r, 0), crossList(r, 1), crossList(r, 2),
|
||||
crossList(r, 3), crossList(r, 4), crossList(r, 5), (long) i);
|
||||
case "deriv", "deriv_multi" -> {
|
||||
double[] d = derivFields(r);
|
||||
yield upd.invoke(ind, d[0], d[1], d[2], d[3], d[4], d[5], d[6], d[7], d[8], d[9], d[10], (long) i);
|
||||
}
|
||||
case "bars_close" -> upd.invoke(ind, c, c, c, c, 1.0, 0L);
|
||||
case "bars_candle4" -> upd.invoke(ind, o, h, l, c, 1.0, 0L);
|
||||
case "bars_candle5" -> upd.invoke(ind, o, h, l, c, v, 0L);
|
||||
case "footprint" -> upd.invoke(ind, c, v, c >= o, (long) i);
|
||||
default -> throw new IllegalStateException("arch " + s.arch());
|
||||
};
|
||||
return switch (s.arch()) {
|
||||
case "scalar_f64", "scalar_candle", "pairwise", "trade", "trademid", "ob", "cross", "deriv" ->
|
||||
new double[]{((Number) res).doubleValue()};
|
||||
case "multi_f64", "multi_candle", "multi_pairwise", "deriv_multi", "profile_pricebins" ->
|
||||
res == null ? nanRow(s.width()) : flattenRecord(res);
|
||||
case "profile_bins" -> res == null ? nanRow(s.width()) : (double[]) res;
|
||||
default -> flattenArray(res); // bars_*, footprint
|
||||
};
|
||||
}
|
||||
|
||||
@TestFactory
|
||||
List<DynamicTest> golden() throws Exception {
|
||||
double[][] rows = input();
|
||||
List<DynamicTest> tests = new ArrayList<>();
|
||||
for (Spec s : SPECS) {
|
||||
tests.add(dynamicTest(s.canonical(), () -> {
|
||||
Object ind = construct(s);
|
||||
String gotName = (String) ind.getClass().getMethod("name").invoke(ind);
|
||||
assertTrue(gotName.equals(NAMES.get(s.canonical())),
|
||||
s.canonical() + ": name() " + gotName + " != " + NAMES.get(s.canonical()));
|
||||
Method upd = updateMethod(ind);
|
||||
double[][] exp = fixture(s.canonical());
|
||||
assertTrue(exp.length == rows.length, s.canonical() + ": row count " + exp.length + " vs " + rows.length);
|
||||
for (int i = 0; i < rows.length; i++) {
|
||||
double[] got = row(s, ind, upd, rows[i], i);
|
||||
double[] want = exp[i];
|
||||
assertTrue(got.length == want.length,
|
||||
s.canonical() + " row " + i + ": arity " + got.length + " vs " + want.length);
|
||||
for (int k = 0; k < want.length; k++) {
|
||||
double w = want[k], g = got[k];
|
||||
if (Double.isNaN(w)) {
|
||||
assertTrue(Double.isNaN(g), s.canonical() + " row " + i + " col " + k + ": want NaN got " + g);
|
||||
} else if (Double.isInfinite(w)) {
|
||||
assertTrue(Double.isInfinite(g) && Math.signum(g) == Math.signum(w),
|
||||
s.canonical() + " row " + i + " col " + k + ": want " + w + " got " + g);
|
||||
} else {
|
||||
double tol = TOL * Math.max(1.0, Math.abs(w));
|
||||
assertTrue(Math.abs(g - w) <= tol,
|
||||
s.canonical() + " row " + i + " col " + k + ": got " + g + " want " + w);
|
||||
}
|
||||
}
|
||||
}
|
||||
}));
|
||||
}
|
||||
return tests;
|
||||
}
|
||||
}
|
||||
'''
|
||||
|
||||
out = TEMPLATE.replace("%SPECS%", specs_block).replace("%NAMES%", names_block)
|
||||
dest = os.path.join(ROOT, "bindings", "java", "src", "test", "java", "org", "wickra", "GoldenAllTest.java")
|
||||
open(dest, "w", encoding="utf-8").write(out)
|
||||
print("generated GoldenAllTest.java with", len(MAN), "indicators")
|
||||
@@ -0,0 +1,12 @@
|
||||
# OSV-Scanner suppression for this Maven manifest. OSV-Scanner looks for an
|
||||
# osv-scanner.toml next to each manifest it scans, and the repo-root config does
|
||||
# not cover Maven sub-directory scans — so the jackson finding is suppressed
|
||||
# here as well. See the root osv-scanner.toml and the SECURITY.md VEX section.
|
||||
#
|
||||
# tools.jackson.core:jackson-core 3.x is NOT a dependency of this project. Full
|
||||
# Maven resolution (the publishing plugin tree and the project dependency tree)
|
||||
# resolves only jackson 2.16.1 / 2.17.1; tools.jackson 3.x appears nowhere.
|
||||
# OSV-Scanner's own resolver flags it as a false positive.
|
||||
[[IgnoredVulns]]
|
||||
id = "GHSA-72hv-8253-57qq"
|
||||
reason = "tools.jackson.core:jackson-core 3.x is not a dependency; only jackson 2.x resolves. Not affected."
|
||||
@@ -6,7 +6,7 @@
|
||||
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.6</version>
|
||||
<version>0.9.9</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<name>Wickra</name>
|
||||
@@ -44,7 +44,7 @@
|
||||
<properties>
|
||||
<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
|
||||
<maven.compiler.release>22</maven.compiler.release>
|
||||
<junit.version>5.10.2</junit.version>
|
||||
<junit.version>6.1.0</junit.version>
|
||||
<!-- The FFM API is restricted; grant native access to the unnamed module so
|
||||
tests and examples run without warnings. Consumers pass the same flag. -->
|
||||
<native.access.arg>--enable-native-access=ALL-UNNAMED</native.access.arg>
|
||||
@@ -64,13 +64,13 @@
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-compiler-plugin</artifactId>
|
||||
<version>3.13.0</version>
|
||||
<version>3.15.0</version>
|
||||
</plugin>
|
||||
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-surefire-plugin</artifactId>
|
||||
<version>3.2.5</version>
|
||||
<version>3.5.6</version>
|
||||
<configuration>
|
||||
<argLine>${native.access.arg}</argLine>
|
||||
</configuration>
|
||||
@@ -79,7 +79,7 @@
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-jar-plugin</artifactId>
|
||||
<version>3.4.1</version>
|
||||
<version>3.5.0</version>
|
||||
<configuration>
|
||||
<archive>
|
||||
<manifestEntries>
|
||||
@@ -107,7 +107,7 @@
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-source-plugin</artifactId>
|
||||
<version>3.3.1</version>
|
||||
<version>3.4.0</version>
|
||||
<executions>
|
||||
<execution>
|
||||
<id>attach-sources</id>
|
||||
@@ -119,7 +119,7 @@
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-javadoc-plugin</artifactId>
|
||||
<version>3.7.0</version>
|
||||
<version>3.12.0</version>
|
||||
<configuration>
|
||||
<!-- Generated members are self-descriptive; do not fail on doclint. -->
|
||||
<doclint>none</doclint>
|
||||
@@ -136,7 +136,7 @@
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-gpg-plugin</artifactId>
|
||||
<version>3.2.4</version>
|
||||
<version>3.2.8</version>
|
||||
<executions>
|
||||
<execution>
|
||||
<id>sign-artifacts</id>
|
||||
@@ -157,7 +157,7 @@
|
||||
<plugin>
|
||||
<groupId>org.sonatype.central</groupId>
|
||||
<artifactId>central-publishing-maven-plugin</artifactId>
|
||||
<version>0.5.0</version>
|
||||
<version>0.11.0</version>
|
||||
<extensions>true</extensions>
|
||||
<configuration>
|
||||
<publishingServerId>central</publishingServerId>
|
||||
|
||||
@@ -71,6 +71,36 @@ public final class AbandonedBaby implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ABANDONED_BABY_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ABANDONED_BABY_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ABANDONED_BABY_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -71,6 +71,36 @@ public final class Abcd implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ABCD_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ABCD_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ABCD_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,16 +47,46 @@ public final class AbsoluteBreadthIndex implements AutoCloseable {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
MemorySegment newHighSeg = WickraNative.boolSegment(a, newHigh);
|
||||
MemorySegment newLowSeg = WickraNative.boolSegment(a, newLow);
|
||||
MemorySegment aboveMaSeg = WickraNative.boolSegment(a, aboveMa);
|
||||
MemorySegment onBuySignalSeg = WickraNative.boolSegment(a, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,6 +47,36 @@ public final class AccelerationBands implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ACCELERATION_BANDS_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ACCELERATION_BANDS_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ACCELERATION_BANDS_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -80,6 +80,36 @@ public final class AcceleratorOscillator implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -71,6 +71,36 @@ public final class AdOscillator implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AD_OSCILLATOR_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AD_OSCILLATOR_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AD_OSCILLATOR_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,16 +47,46 @@ public final class AdVolumeLine implements AutoCloseable {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
MemorySegment newHighSeg = WickraNative.boolSegment(a, newHigh);
|
||||
MemorySegment newLowSeg = WickraNative.boolSegment(a, newLow);
|
||||
MemorySegment aboveMaSeg = WickraNative.boolSegment(a, aboveMa);
|
||||
MemorySegment onBuySignalSeg = WickraNative.boolSegment(a, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_AD_VOLUME_LINE_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AD_VOLUME_LINE_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AD_VOLUME_LINE_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AD_VOLUME_LINE_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -74,6 +74,36 @@ public final class AdaptiveCci implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADAPTIVE_CCI_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_CCI_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_CCI_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -51,6 +51,36 @@ public final class AdaptiveCycle implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADAPTIVE_CYCLE_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_CYCLE_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_CYCLE_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -54,6 +54,36 @@ public final class AdaptiveLaguerreFilter implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -54,6 +54,36 @@ public final class AdaptiveRsi implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADAPTIVE_RSI_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_RSI_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_RSI_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -71,6 +71,36 @@ public final class Adl implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADL_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADL_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADL_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -71,6 +71,36 @@ public final class AdvanceBlock implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADVANCE_BLOCK_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADVANCE_BLOCK_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADVANCE_BLOCK_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,16 +47,46 @@ public final class AdvanceDecline implements AutoCloseable {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
MemorySegment newHighSeg = WickraNative.boolSegment(a, newHigh);
|
||||
MemorySegment newLowSeg = WickraNative.boolSegment(a, newLow);
|
||||
MemorySegment aboveMaSeg = WickraNative.boolSegment(a, aboveMa);
|
||||
MemorySegment onBuySignalSeg = WickraNative.boolSegment(a, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_ADVANCE_DECLINE_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADVANCE_DECLINE_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADVANCE_DECLINE_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADVANCE_DECLINE_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,16 +47,46 @@ public final class AdvanceDeclineRatio implements AutoCloseable {
|
||||
try (Arena a = Arena.ofConfined()) {
|
||||
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
|
||||
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
|
||||
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
|
||||
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
|
||||
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
|
||||
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
|
||||
MemorySegment newHighSeg = WickraNative.boolSegment(a, newHigh);
|
||||
MemorySegment newLowSeg = WickraNative.boolSegment(a, newLow);
|
||||
MemorySegment aboveMaSeg = WickraNative.boolSegment(a, aboveMa);
|
||||
MemorySegment onBuySignalSeg = WickraNative.boolSegment(a, onBuySignal);
|
||||
return (double) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,6 +47,36 @@ public final class Adx implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADX_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADX_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADX_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -74,6 +74,36 @@ public final class Adxr implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ADXR_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ADXR_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ADXR_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -53,6 +53,36 @@ public final class Alligator implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ALLIGATOR_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ALLIGATOR_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ALLIGATOR_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -54,6 +54,36 @@ public final class Alma implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ALMA_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ALMA_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ALMA_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -58,6 +58,36 @@ public final class Alpha implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ALPHA_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ALPHA_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ALPHA_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -39,6 +39,36 @@ public final class AmihudIlliquidity implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -51,6 +51,36 @@ public final class AnchoredRsi implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ANCHORED_RSI_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ANCHORED_RSI_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ANCHORED_RSI_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -71,6 +71,36 @@ public final class AnchoredVwap implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ANCHORED_VWAP_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ANCHORED_VWAP_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ANCHORED_VWAP_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,6 +47,36 @@ public final class AndrewsPitchfork implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ANDREWS_PITCHFORK_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ANDREWS_PITCHFORK_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ANDREWS_PITCHFORK_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -57,6 +57,36 @@ public final class Apo implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_APO_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_APO_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_APO_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -46,6 +46,36 @@ public final class Aroon implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AROON_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AROON_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AROON_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -74,6 +74,36 @@ public final class AroonOscillator implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AROON_OSCILLATOR_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AROON_OSCILLATOR_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AROON_OSCILLATOR_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -74,6 +74,36 @@ public final class Atr implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ATR_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ATR_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ATR_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -47,6 +47,36 @@ public final class AtrBands implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ATR_BANDS_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ATR_BANDS_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ATR_BANDS_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -46,6 +46,36 @@ public final class AtrRatchet implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ATR_RATCHET_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ATR_RATCHET_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ATR_RATCHET_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -74,6 +74,36 @@ public final class AtrTrailingStop implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_ATR_TRAILING_STOP_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_ATR_TRAILING_STOP_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_ATR_TRAILING_STOP_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -48,6 +48,36 @@ public final class AutoFib implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AUTO_FIB_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AUTO_FIB_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AUTO_FIB_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -57,6 +57,36 @@ public final class Autocorrelation implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AUTOCORRELATION_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AUTOCORRELATION_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AUTOCORRELATION_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -57,6 +57,36 @@ public final class AutocorrelationPeriodogram implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AUTOCORRELATION_PERIODOGRAM_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -74,6 +74,36 @@ public final class AverageDailyRange implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AVERAGE_DAILY_RANGE_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -54,6 +54,36 @@ public final class AverageDrawdown implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AVERAGE_DRAWDOWN_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AVERAGE_DRAWDOWN_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AVERAGE_DRAWDOWN_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -71,6 +71,36 @@ public final class AvgPrice implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AVG_PRICE_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AVG_PRICE_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AVG_PRICE_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
@@ -77,6 +77,36 @@ public final class AwesomeOscillator implements AutoCloseable {
|
||||
}
|
||||
}
|
||||
|
||||
/** Number of updates required before update() yields a value. */
|
||||
public int warmupPeriod() {
|
||||
try {
|
||||
long n = (long) NativeMethods.WICKRA_AWESOME_OSCILLATOR_WARMUP_PERIOD.invokeExact(handle);
|
||||
return (int) n;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Whether the indicator has consumed enough input to emit a value. */
|
||||
public boolean isReady() {
|
||||
try {
|
||||
byte r = (byte) NativeMethods.WICKRA_AWESOME_OSCILLATOR_IS_READY.invokeExact(handle);
|
||||
return r != 0;
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** The indicator's canonical name. */
|
||||
public String name() {
|
||||
try {
|
||||
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AWESOME_OSCILLATOR_NAME.invokeExact(handle);
|
||||
return s.address() == 0 ? "" : s.reinterpret(Long.MAX_VALUE).getString(0);
|
||||
} catch (Throwable t) {
|
||||
throw WickraNative.rethrow(t);
|
||||
}
|
||||
}
|
||||
|
||||
/** Reset to the just-constructed state. */
|
||||
public void reset() {
|
||||
try {
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user