Compare commits
3 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 kingchenc
|
b1653e2107 | ||
|
kingchenc
|
32e18cb3a3 | ||
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kingchenc
|
dc0c3d1736 |
@@ -926,6 +926,16 @@ jobs:
|
||||
R CMD INSTALL bindings/r
|
||||
Rscript -e 'library(testthat); library(wickra); test_dir("bindings/r/tests/testthat", stop_on_failure = TRUE)'
|
||||
|
||||
- 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.
|
||||
run: |
|
||||
Rscript -e 'install.packages("knitr", repos = Sys.getenv("RSPM", unset = "https://cloud.r-project.org"))'
|
||||
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
|
||||
|
||||
+9
-1
@@ -7,6 +7,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
|
||||
|
||||
## [Unreleased]
|
||||
|
||||
## [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 +1566,8 @@ 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/v0.8.7...HEAD
|
||||
[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
|
||||
|
||||
Generated
+9
-9
@@ -1944,7 +1944,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"approx",
|
||||
"criterion",
|
||||
@@ -1955,7 +1955,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-bench"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"criterion",
|
||||
"kand",
|
||||
@@ -1967,14 +1967,14 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-c"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"wickra-core",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wickra-core"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"approx",
|
||||
"proptest",
|
||||
@@ -1984,7 +1984,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-data"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"approx",
|
||||
"csv",
|
||||
@@ -2001,7 +2001,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-examples"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"serde_json",
|
||||
"tokio",
|
||||
@@ -2011,7 +2011,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-node"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"napi",
|
||||
"napi-build",
|
||||
@@ -2021,7 +2021,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-python"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"numpy",
|
||||
"pyo3",
|
||||
@@ -2030,7 +2030,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-wasm"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
dependencies = [
|
||||
"console_error_panic_hook",
|
||||
"js-sys",
|
||||
|
||||
+2
-2
@@ -14,7 +14,7 @@ members = [
|
||||
exclude = ["fuzz"]
|
||||
|
||||
[workspace.package]
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
authors = ["kingchenc <support@wickra.org>"]
|
||||
edition = "2021"
|
||||
rust-version = "1.86"
|
||||
@@ -26,7 +26,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
|
||||
categories = ["finance", "mathematics", "science"]
|
||||
|
||||
[workspace.dependencies]
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.8.6" }
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.8.7" }
|
||||
|
||||
thiserror = "2"
|
||||
rayon = "1.10"
|
||||
|
||||
@@ -419,13 +419,13 @@ 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 +436,6 @@ 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">
|
||||
</a>
|
||||
</p>
|
||||
|
||||
+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 `0.8.7`
|
||||
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: |
|
||||
| 0.8.7 (latest) | :white_check_mark: |
|
||||
| < 0.8.7 | :x: |
|
||||
|
||||
## Reporting a vulnerability
|
||||
|
||||
|
||||
@@ -11,7 +11,7 @@
|
||||
|
||||
<!-- NuGet package metadata -->
|
||||
<PackageId>Wickra</PackageId>
|
||||
<Version>0.8.6</Version>
|
||||
<Version>0.8.7</Version>
|
||||
<Authors>kingchenc</Authors>
|
||||
<Description>High-performance streaming technical-analysis indicators (514 indicators) for .NET, backed by the native Rust core via the Wickra C ABI.</Description>
|
||||
<PackageLicenseExpression>MIT OR Apache-2.0</PackageLicenseExpression>
|
||||
|
||||
@@ -30,14 +30,14 @@ Maven:
|
||||
<dependency>
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.6</version>
|
||||
<version>0.8.7</version>
|
||||
</dependency>
|
||||
```
|
||||
|
||||
Gradle:
|
||||
|
||||
```kotlin
|
||||
implementation("org.wickra:wickra:0.8.6")
|
||||
implementation("org.wickra:wickra:0.8.7")
|
||||
```
|
||||
|
||||
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
|
||||
|
||||
@@ -6,7 +6,7 @@
|
||||
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.6</version>
|
||||
<version>0.8.7</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<name>Wickra</name>
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-darwin-arm64",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.darwin-arm64.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-darwin-x64",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.darwin-x64.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-linux-arm64-gnu",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.linux-arm64-gnu.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-linux-x64-gnu",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.linux-x64-gnu.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-win32-arm64-msvc",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.win32-arm64-msvc.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-win32-x64-msvc",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.win32-x64-msvc.node",
|
||||
"files": [
|
||||
|
||||
Generated
+20
-20
@@ -1,12 +1,12 @@
|
||||
{
|
||||
"name": "wickra",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"lockfileVersion": 3,
|
||||
"requires": true,
|
||||
"packages": {
|
||||
"": {
|
||||
"name": "wickra",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"license": "MIT OR Apache-2.0",
|
||||
"devDependencies": {
|
||||
"@napi-rs/cli": "^2.18.0"
|
||||
@@ -15,12 +15,12 @@
|
||||
"node": ">= 18"
|
||||
},
|
||||
"optionalDependencies": {
|
||||
"wickra-darwin-arm64": "0.8.6",
|
||||
"wickra-darwin-x64": "0.8.6",
|
||||
"wickra-linux-arm64-gnu": "0.8.6",
|
||||
"wickra-linux-x64-gnu": "0.8.6",
|
||||
"wickra-win32-arm64-msvc": "0.8.6",
|
||||
"wickra-win32-x64-msvc": "0.8.6"
|
||||
"wickra-darwin-arm64": "0.8.7",
|
||||
"wickra-darwin-x64": "0.8.7",
|
||||
"wickra-linux-arm64-gnu": "0.8.7",
|
||||
"wickra-linux-x64-gnu": "0.8.7",
|
||||
"wickra-win32-arm64-msvc": "0.8.7",
|
||||
"wickra-win32-x64-msvc": "0.8.7"
|
||||
}
|
||||
},
|
||||
"node_modules/@napi-rs/cli": {
|
||||
@@ -41,8 +41,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-darwin-arm64": {
|
||||
"version": "0.8.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.8.6.tgz",
|
||||
"version": "0.8.7",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.8.7.tgz",
|
||||
"integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
|
||||
"cpu": [
|
||||
"arm64"
|
||||
@@ -57,8 +57,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-darwin-x64": {
|
||||
"version": "0.8.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.8.6.tgz",
|
||||
"version": "0.8.7",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.8.7.tgz",
|
||||
"integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
|
||||
"cpu": [
|
||||
"x64"
|
||||
@@ -73,8 +73,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-linux-arm64-gnu": {
|
||||
"version": "0.8.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.8.6.tgz",
|
||||
"version": "0.8.7",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.8.7.tgz",
|
||||
"integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
|
||||
"cpu": [
|
||||
"arm64"
|
||||
@@ -89,8 +89,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-linux-x64-gnu": {
|
||||
"version": "0.8.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.8.6.tgz",
|
||||
"version": "0.8.7",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.8.7.tgz",
|
||||
"integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
|
||||
"cpu": [
|
||||
"x64"
|
||||
@@ -105,8 +105,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-win32-arm64-msvc": {
|
||||
"version": "0.8.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.8.6.tgz",
|
||||
"version": "0.8.7",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.8.7.tgz",
|
||||
"integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
|
||||
"cpu": [
|
||||
"arm64"
|
||||
@@ -121,8 +121,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-win32-x64-msvc": {
|
||||
"version": "0.8.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.8.6.tgz",
|
||||
"version": "0.8.7",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.8.7.tgz",
|
||||
"integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
|
||||
"cpu": [
|
||||
"x64"
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
|
||||
"author": "kingchenc <support@wickra.org>",
|
||||
"main": "index.js",
|
||||
@@ -47,12 +47,12 @@
|
||||
"node": ">= 18"
|
||||
},
|
||||
"optionalDependencies": {
|
||||
"wickra-linux-x64-gnu": "0.8.6",
|
||||
"wickra-linux-arm64-gnu": "0.8.6",
|
||||
"wickra-darwin-x64": "0.8.6",
|
||||
"wickra-darwin-arm64": "0.8.6",
|
||||
"wickra-win32-x64-msvc": "0.8.6",
|
||||
"wickra-win32-arm64-msvc": "0.8.6"
|
||||
"wickra-linux-x64-gnu": "0.8.7",
|
||||
"wickra-linux-arm64-gnu": "0.8.7",
|
||||
"wickra-darwin-x64": "0.8.7",
|
||||
"wickra-darwin-arm64": "0.8.7",
|
||||
"wickra-win32-x64-msvc": "0.8.7",
|
||||
"wickra-win32-arm64-msvc": "0.8.7"
|
||||
},
|
||||
"scripts": {
|
||||
"build": "napi build --platform --release",
|
||||
|
||||
@@ -4,7 +4,7 @@ build-backend = "maturin"
|
||||
|
||||
[project]
|
||||
name = "wickra"
|
||||
version = "0.8.6"
|
||||
version = "0.8.7"
|
||||
description = "Streaming-first technical indicators: incremental, fast, install-free."
|
||||
readme = "README.md"
|
||||
license = "MIT OR Apache-2.0"
|
||||
|
||||
@@ -11,3 +11,4 @@
|
||||
^src/wickra-c$
|
||||
^src/Makevars$
|
||||
^\.gitignore$
|
||||
^data-raw$
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
Package: wickra
|
||||
Type: Package
|
||||
Title: Streaming-First Technical Indicators
|
||||
Version: 0.8.6
|
||||
Version: 0.8.7
|
||||
Authors@R: person("Wickra contributors", role = c("aut", "cre"), email = "support@wickra.org")
|
||||
Description: R bindings for the Wickra technical-analysis library over its C ABI
|
||||
hub. Exposes 514 indicators, each an O(1) streaming state machine shared with
|
||||
@@ -21,6 +21,8 @@ SystemRequirements: the Wickra C ABI shared library, downloaded automatically at
|
||||
Set WICKRA_INCLUDE_DIR and WICKRA_LIB_DIR to build against a locally built C
|
||||
ABI instead (e.g. after `cargo build -p wickra-c --release`).
|
||||
Roxygen: list(markdown = TRUE)
|
||||
Suggests: testthat (>= 3.0.0)
|
||||
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
|
||||
VignetteBuilder: knitr
|
||||
LazyData: true
|
||||
Config/testthat/edition: 3
|
||||
Config/roxygen2/version: 8.0.0
|
||||
|
||||
@@ -0,0 +1,17 @@
|
||||
#' Synthetic daily OHLCV sample series
|
||||
#'
|
||||
#' A deterministic, synthetic daily OHLCV (open / high / low / close / volume)
|
||||
#' price series for use in the examples, the *Getting started* vignette, and
|
||||
#' tests. It is a seeded random walk, **not** real market data. Regenerate with
|
||||
#' `data-raw/sample_ohlcv.R`.
|
||||
#'
|
||||
#' @format A data frame with 250 rows and 6 columns:
|
||||
#' \describe{
|
||||
#' \item{date}{Trading date (`Date`).}
|
||||
#' \item{open}{Opening price.}
|
||||
#' \item{high}{Session high.}
|
||||
#' \item{low}{Session low.}
|
||||
#' \item{close}{Closing price.}
|
||||
#' \item{volume}{Traded volume.}
|
||||
#' }
|
||||
"sample_ohlcv"
|
||||
@@ -0,0 +1,31 @@
|
||||
# Generates data/sample_ohlcv.rda — a deterministic, synthetic daily OHLCV
|
||||
# series used by the examples, the getting-started vignette, and tests. It is a
|
||||
# seeded random walk, NOT real market data.
|
||||
#
|
||||
# Regenerate (run from the R package root, bindings/r):
|
||||
# Rscript data-raw/sample_ohlcv.R
|
||||
|
||||
set.seed(42)
|
||||
n <- 250L
|
||||
dates <- seq(as.Date("2023-01-02"), by = "day", length.out = n)
|
||||
|
||||
# Random-walk close with a mild upward drift; derive OHLC around it.
|
||||
returns <- rnorm(n, mean = 0.0004, sd = 0.012)
|
||||
close <- round(100 * cumprod(1 + returns), 2)
|
||||
open <- round(c(100, head(close, -1)) * (1 + rnorm(n, 0, 0.003)), 2)
|
||||
high <- round(pmax(open, close) * (1 + abs(rnorm(n, 0, 0.004))), 2)
|
||||
low <- round(pmin(open, close) * (1 - abs(rnorm(n, 0, 0.004))), 2)
|
||||
volume <- round(1e6 * exp(rnorm(n, 0, 0.3)))
|
||||
|
||||
sample_ohlcv <- data.frame(
|
||||
date = dates,
|
||||
open = open,
|
||||
high = high,
|
||||
low = low,
|
||||
close = close,
|
||||
volume = volume
|
||||
)
|
||||
|
||||
save(sample_ohlcv, file = "data/sample_ohlcv.rda", compress = "xz", version = 2)
|
||||
cat(sprintf("wrote data/sample_ohlcv.rda: %d rows x %d cols\n",
|
||||
nrow(sample_ohlcv), ncol(sample_ohlcv)))
|
||||
Binary file not shown.
@@ -0,0 +1,27 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/data.R
|
||||
\docType{data}
|
||||
\name{sample_ohlcv}
|
||||
\alias{sample_ohlcv}
|
||||
\title{Synthetic daily OHLCV sample series}
|
||||
\format{
|
||||
A data frame with 250 rows and 6 columns:
|
||||
\describe{
|
||||
\item{date}{Trading date (\code{Date}).}
|
||||
\item{open}{Opening price.}
|
||||
\item{high}{Session high.}
|
||||
\item{low}{Session low.}
|
||||
\item{close}{Closing price.}
|
||||
\item{volume}{Traded volume.}
|
||||
}
|
||||
}
|
||||
\usage{
|
||||
sample_ohlcv
|
||||
}
|
||||
\description{
|
||||
A deterministic, synthetic daily OHLCV (open / high / low / close / volume)
|
||||
price series for use in the examples, the \emph{Getting started} vignette, and
|
||||
tests. It is a seeded random walk, \strong{not} real market data. Regenerate with
|
||||
\code{data-raw/sample_ohlcv.R}.
|
||||
}
|
||||
\keyword{datasets}
|
||||
@@ -0,0 +1,113 @@
|
||||
---
|
||||
title: "Getting started with wickra"
|
||||
output: rmarkdown::html_vignette
|
||||
vignette: >
|
||||
%\VignetteIndexEntry{Getting started with wickra}
|
||||
%\VignetteEngine{knitr::rmarkdown}
|
||||
%\VignetteEncoding{UTF-8}
|
||||
---
|
||||
|
||||
```{r setup, include = FALSE}
|
||||
knitr::opts_chunk$set(collapse = TRUE, comment = "#>")
|
||||
```
|
||||
|
||||
`wickra` exposes the Wickra technical-analysis library in R over its C ABI hub.
|
||||
Every indicator is a constructor returning a `wickra_indicator`; you feed it data
|
||||
one observation at a time with `update()` (an O(1) streaming step) or run a whole
|
||||
series at once with `batch()`. Both paths share the exact same Rust core, so a
|
||||
live feed and a historical backtest compute identical values.
|
||||
|
||||
```{r}
|
||||
library(wickra)
|
||||
```
|
||||
|
||||
## A sample series
|
||||
|
||||
The package ships a small synthetic OHLCV series, `sample_ohlcv`, for examples
|
||||
(a seeded random walk — not real market data).
|
||||
|
||||
```{r}
|
||||
head(sample_ohlcv)
|
||||
```
|
||||
|
||||
## Batch: a whole series at once
|
||||
|
||||
Scalar indicators run over a vector with `batch()`. Warmup positions are `NA`.
|
||||
|
||||
```{r}
|
||||
sma <- Sma(20)
|
||||
sma_values <- batch(sma, sample_ohlcv$close)
|
||||
tail(sma_values)
|
||||
```
|
||||
|
||||
## Streaming: one observation at a time
|
||||
|
||||
The same indicator fed tick-by-tick with `update()` returns the identical
|
||||
values — an equivalence the test suite enforces for every indicator.
|
||||
|
||||
```{r}
|
||||
sma_stream <- Sma(20)
|
||||
streamed <- vapply(sample_ohlcv$close, function(p) update(sma_stream, p), numeric(1))
|
||||
|
||||
same_warmup <- all(is.na(streamed) == is.na(sma_values))
|
||||
same_values <- all(streamed == sma_values, na.rm = TRUE)
|
||||
c(batch_equals_streaming = same_warmup && same_values)
|
||||
```
|
||||
|
||||
A typical streaming loop reacts to each value as it arrives:
|
||||
|
||||
```{r}
|
||||
rsi <- Rsi(14)
|
||||
overbought_days <- 0L
|
||||
for (price in sample_ohlcv$close) {
|
||||
v <- update(rsi, price) # NA during warmup
|
||||
if (!is.na(v) && v > 70) overbought_days <- overbought_days + 1L
|
||||
}
|
||||
overbought_days
|
||||
```
|
||||
|
||||
## Multi-output indicators
|
||||
|
||||
Indicators with several outputs return a *named* numeric vector (`NA` while
|
||||
warming up). MACD is the classic example — line, signal, and histogram:
|
||||
|
||||
```{r}
|
||||
macd <- MacdIndicator(12, 26, 9)
|
||||
last_macd <- c(macd = NA, signal = NA, histogram = NA)
|
||||
for (price in sample_ohlcv$close) last_macd <- update(macd, price)
|
||||
last_macd
|
||||
```
|
||||
|
||||
## Candle indicators
|
||||
|
||||
Indicators that need the whole bar take the OHLCV fields plus a timestamp:
|
||||
|
||||
```{r}
|
||||
atr <- Atr(14)
|
||||
last_atr <- NA_real_
|
||||
for (i in seq_len(nrow(sample_ohlcv))) {
|
||||
last_atr <- update(
|
||||
atr,
|
||||
sample_ohlcv$open[i], sample_ohlcv$high[i], sample_ohlcv$low[i],
|
||||
sample_ohlcv$close[i], sample_ohlcv$volume[i], i - 1
|
||||
)
|
||||
}
|
||||
last_atr
|
||||
```
|
||||
|
||||
## Resetting state
|
||||
|
||||
`reset()` returns an indicator to its warmup state so the same object can be
|
||||
reused on a fresh series:
|
||||
|
||||
```{r}
|
||||
reset(sma)
|
||||
update(sma, 100) # NaN — warming up again
|
||||
```
|
||||
|
||||
## Next steps
|
||||
|
||||
- Full indicator catalogue, guides, and per-indicator reference:
|
||||
<https://docs.wickra.org>.
|
||||
- Every constructor (`Sma()`, `Rsi()`, `MacdIndicator()`, `Atr()`, …) is listed
|
||||
in this package's help index.
|
||||
@@ -6,7 +6,7 @@
|
||||
|
||||
<groupId>org.wickra.examples</groupId>
|
||||
<artifactId>wickra-examples</artifactId>
|
||||
<version>0.8.6</version>
|
||||
<version>0.8.7</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<name>Wickra Java examples</name>
|
||||
@@ -21,7 +21,7 @@
|
||||
<dependency>
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.8.6</version>
|
||||
<version>0.8.7</version>
|
||||
</dependency>
|
||||
<!-- Only the network examples (fetch_btcusdt) parse JSON. -->
|
||||
<dependency>
|
||||
|
||||
Generated
+7
-7
@@ -17,7 +17,7 @@
|
||||
},
|
||||
"../../bindings/node": {
|
||||
"name": "wickra",
|
||||
"version": "0.8.6",
|
||||
"version": "0.8.7",
|
||||
"license": "MIT OR Apache-2.0",
|
||||
"devDependencies": {
|
||||
"@napi-rs/cli": "^2.18.0"
|
||||
@@ -26,12 +26,12 @@
|
||||
"node": ">= 18"
|
||||
},
|
||||
"optionalDependencies": {
|
||||
"wickra-darwin-arm64": "0.8.6",
|
||||
"wickra-darwin-x64": "0.8.6",
|
||||
"wickra-linux-arm64-gnu": "0.8.6",
|
||||
"wickra-linux-x64-gnu": "0.8.6",
|
||||
"wickra-win32-arm64-msvc": "0.8.6",
|
||||
"wickra-win32-x64-msvc": "0.8.6"
|
||||
"wickra-darwin-arm64": "0.8.7",
|
||||
"wickra-darwin-x64": "0.8.7",
|
||||
"wickra-linux-arm64-gnu": "0.8.7",
|
||||
"wickra-linux-x64-gnu": "0.8.7",
|
||||
"wickra-win32-arm64-msvc": "0.8.7",
|
||||
"wickra-win32-x64-msvc": "0.8.7"
|
||||
}
|
||||
},
|
||||
"node_modules/wickra": {
|
||||
|
||||
Reference in New Issue
Block a user