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Author SHA1 Message Date
kingchenc a5fe2e71c4 release: bump 0.9.2 -> 0.9.3 (#325)
Release the native data-layer bundle.

`0.9.3` ships everything merged since `0.9.2`:

- **Data layer in all 10 languages** — `CandleReader` (CSV), `TickAggregator`, `Resampler`, live `BinanceFeed` (WebSocket) and the historical `fetch_binance_klines` (REST), each cross-language golden-pinned.
- **`name()` on every indicator** in all 10 languages (514 indicators, golden-pinned).
- **Python is now zero third-party deps** — NumPy is optional (`pip install wickra[numpy]`); `batch` returns a stdlib `array.array` / buffer-protocol `Matrix` (breaking; results numerically identical, batch throughput tradeoff noted in the CHANGELOG).
- **Binance feed: missing `3d` / `1M` intervals** fixed.

Pure version-string bump on top — `bump_version.py` touched 19 files (Cargo + Lock, pyproject, all node package.json/locks + 6 platform stubs, pom + csproj + DESCRIPTION, SECURITY, CHANGELOG `[0.9.3]` + compare URLs). `cargo fmt`/`clippy -D warnings`/`test --workspace --all-features` all green locally (4225+ tests, 0 failed).

The tag/publish is **not** part of this PR — it waits for explicit GO (irreversible publish to crates.io / PyPI / npm / NuGet / Maven / Go / r-universe).
2026-06-17 21:14:22 +02:00
kingchenc 75eefbbd08 examples: fix and harmonize the strategy backtests across all languages (#324)
The strategy_* examples were only syntax-smoked in CI, never run, which hid two
classes of problem:

1. Python strategy_macd_adx / strategy_bollinger_squeeze passed three separate
   arguments to the candle indicators ADX/ATR, whose .update() takes a single
   candle — a TypeError at runtime — and read the ADX tuple at index 0 (plus_di)
   instead of 2 (adx). Both fixed.

2. The Go / C# / R / Java strategies defaulted to synthetic data and used a
   different (annualised) one-line summary, so they printed wildly different
   numbers from the Rust/Python/Node/C/WASM suite. Rewrite them to the shared
   per-trade backtest (load the bundled BTCUSDT CSV by default, same entry/exit
   logic, same print_summary output).

All nine runnable bindings now print byte-identical backtest summaries on the
same data (MACD+ADX 246 trades / -47.19%, RSI 37 / -17.84%, Bollinger 1 / -7.82%),
verified by diffing each language's output against the Python reference. WASM
shares the same logic and bundled dataset (browser-rendered).
2026-06-17 17:56:22 +02:00
kingchenc 2e07c07a40 docs(examples): drop stale third-party install hints (#323)
live_binance.py uses the native BinanceFeed and the node examples no longer
depend on ws, so the examples README no longer tells readers to pip install
websockets or that npm install pulls ws. The whole examples set runs on
Wickra alone.
2026-06-17 17:56:17 +02:00
kingchenc ec937b8281 docs: re-measure per-binding throughput on the 9950X (#322)
Refresh the section 3 / README per-binding throughput table with a fresh
SMA(20) run on the reference machine. The Python batch figure now reflects
the stdlib array.array output path (NumPy is optional since the zero-dep
change), so batch is no longer near-core for Python and Node; the prose is
updated to match.
2026-06-17 15:30:20 +02:00
kingchenc 1f5eb90b0d docs: PyPI README reflects the zero-dependency Python binding (#321)
The package README shown on **PyPI** still advertised a NumPy quick-start. Now that Python dropped its NumPy runtime dependency (#317), this updates it:

- Tagline + install note: `pip install wickra` pulls **zero** third-party packages (not even NumPy); NumPy is an optional extra (`wickra[numpy]`).
- Quick start imports no NumPy; `batch` returns `array.array('d')` (with a note that `np.asarray` wraps it zero-copy if you use NumPy).

Ships with the data-layer release.
2026-06-17 03:40:18 +02:00
kingchenc bbda70f75b docs: lead with the zero-dependency native data layer (README) (#320)
Updates the README now that the data layer is native in all ten languages and Python no longer needs NumPy (#317): the docs lead with **zero third-party deps for data I/O, in every language**.

- **'Batteries included'** bullet now covers the full data layer — CSV reader, tick aggregator, resampler, live WebSocket feed, historical REST fetcher — as zero third-party deps in every language. Drops the stale 'indicator chaining' wording (chaining stays documented under Reference).
- **Hero Python example** no longer imports NumPy; `batch` returns `array.array('d')` (with a note that `np.asarray` wraps it zero-copy if you do use NumPy).
- **'Live data sources'** lists the native `fetch_binance_klines` and the `BinanceFeed` naming, and drops the stale reference to the third-party `websockets` package.
- Intro tagline notes 'zero third-party packages'.

Docs-only; ships with the data-layer release. The matching webpage / wickra-docs / wickra-go / org-profile updates follow with the release.
2026-06-17 03:27:19 +02:00
kingchenc 2d2d5970b4 bench: native data-layer throughput benchmark (#318)
Adds a measured benchmark for the native data layer (Task 6).

## What
- New criterion bench `crates/wickra/benches/data_layer.rs` exercising the data layer on **50 000 real BTCUSDT 1m candles** (`examples/data/btcusdt-1m.csv`):
  - **CSV parse** (`CandleReader`)
  - **Tick aggregation** → 1m candles (`TickAggregator`)
  - **Resample** 1m → 5m (`Resampler`)
- New **"4. Data layer"** section in `BENCHMARKS.md` with the measured numbers and the same "one core, FFI boundary" framing as the per-binding table.

## Measured (Rust core, Ryzen 9 9950X, median of 100 samples)
| Operation | Throughput | Per element |
|---|--:|--:|
| CSV parse | 3.0 M candles/s | 329 ns |
| Tick aggregate → 1m | 44 M ticks/s | 22.6 ns |
| Resample 1m → 5m | 234 M candles/s | 4.3 ns |

This is the same native code every binding rides through the FFI boundary characterised in §3 — the data I/O that replaces pandas / csv-parse / manual bucketing / pandas.resample, with zero third-party packages.

Run: `cargo bench -p wickra --bench data_layer`.

Verified locally: `cargo clippy -p wickra --benches --all-features -- -D warnings` clean; bench runs green.
2026-06-17 03:27:14 +02:00
kingchenc 8228be7069 python: drop the NumPy runtime dependency (zero third-party deps) (#317)
Makes the Python binding truly dependency-free (Task 5b). `pip install wickra` now pulls **zero** third-party packages, and `import wickra` never imports NumPy (verified: `"numpy" not in sys.modules` after a batch call).

## What changed
- **Inputs** accept any sequence or buffer of numbers — `array.array`, `memoryview`, a NumPy `ndarray`, or a plain `list` — via `Vec` extraction (newtypes `Buf1`/`BufI64`). `PyBuffer` is unavailable under `abi3-py39`, and `unsafe_code = forbid` rules out a zero-copy slice, so inputs are copied once (negligible vs. compute).
- **Single-output `batch(...)`** returns a stdlib `array.array('d')` (native buffer protocol → `numpy.asarray` zero-copy).
- **Multi-output `batch(...)`** returns a buffer-protocol `Matrix` preserving `.shape`, integer-row and `[i, j]` access, and `.tolist()`.
- **NumPy** moves to an optional extra (`pip install wickra[numpy]`); it is never required.
- Streaming `update(...)` is unchanged; results are numerically identical.

## Implementation
- Trait `IntoPyData` + a `matrix()`/`f64_array()` helper collapse the ~400 batch call sites; `array.array` is built via `bytemuck` (Zlib/MIT/Apache — `cargo deny check licenses` ok).
- Tests migrated to `array.array`/`Matrix` (1-D `.shape`→`len()`, `.dtype`→`.typecode`; numeric comparisons normalize through a `_to_np` helper). The non-contiguous-input test now asserts acceptance instead of rejection.

## Verification (local)
- `pytest bindings/python/tests` — **1991 passed**.
- `cargo fmt --all`, `cargo clippy --workspace --all-targets --all-features -- -D warnings`, `cargo test --workspace --all-features`, `cargo deny check licenses` — all green.

**BREAKING for Python**: batch return types change from NumPy arrays to `array.array`/`Matrix`. Documented in CHANGELOG; ships with the data-layer release bundle (no separate tag).
2026-06-17 03:19:50 +02:00
kingchenc 677ea37402 examples: migrate to the native data layer (drop ws/coder-websocket/jackson/jsonlite) (#316)
Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges.

Migrates the runnable examples off third-party data-I/O packages onto Wickra's
native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`).

## Third-party packages removed (the zero-dep selling point)
- **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile
- **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`)
- **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml
- **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes

Each language's CSV loading now goes through `CandleReader`, manual resampling
through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST
download through the native fetcher.

## Verification
Ran the offline examples per language against the bundled data — backtest and
multi_timeframe produce identical output across Python / Node / Go / Java / R
(e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars).

C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch.

Note: the streaming `strategy_*` examples have pre-existing candle-indicator
runtime bugs (CI only syntax-smokes them); the CSV migration preserves their
shape and leaves those bugs for a separate fix.
2026-06-17 01:49:11 +02:00
kingchenc 2ae76bb90e feat(data): native Binance REST kline fetcher in 9 languages (#315)
Adds `BinanceRest::fetch_klines` to `wickra-data`: a blocking historical kline
downloader (`GET /api/v3/klines`) and the historical counterpart to the F4 live
`BinanceFeed`. It is the last native data-layer primitive needed to drop
third-party HTTP/JSON download helpers (`jackson`, `jsonlite`, `urllib`, …) from
the examples.

## What

- **Core** (`wickra-data`): `fetch_klines(symbol, interval, limit, start?, end?)`
  built on `ureq` with native-tls — sharing the exact same TLS backend
  (native-tls 0.2 / SChannel) as the existing tokio-tungstenite live feed, so the
  two pull one TLS stack, not two. Parses Binance's 12-element array rows via the
  existing serde infrastructure into validated `Candle`s. Blocking by design (a
  one-shot request needs no async runtime; the FFI boundary is synchronous
  anyway). Nine mock-HTTP-server tests cover parse / empty / limit / transport /
  JSON / invariant-violation paths.
- **C ABI**: `wickra_binance_fetch_klines(...)` (blocking drain into a caller
  buffer, `-1` on error) + regenerated cbindgen header and its vendored Go copy.
- **Bindings**: native Node `fetchBinanceKlines` / Python `fetch_binance_klines`;
  generated Go `FetchBinanceKlines` / C# `BinanceFeed.FetchKlines` / Java
  `BinanceFeed.fetchKlines` / R `fetch_binance_klines`. C / C++ call the C ABI
  directly. **WASM is excluded** (browsers use the host `fetch`).

The four C-ABI bindings are regenerated from the ScriptHelpers generators (not
hand-edited); the regen diff is exactly the new wrapper in each.

## Verification

All ten toolchains green locally: Rust (`cargo test`/`clippy`/`fmt`), Node, Python,
Go, C#, Java, R (`R CMD INSTALL` + smoke), WASM (`cargo check`, confirmed `ureq`
is not pulled). Each binding has an error-path smoke test; the parse/HTTP success
path is covered by the Rust mock-server tests.

No release in this PR — ships with the data-layer + numpy bundle later.
2026-06-17 01:48:24 +02:00
kingchenc b92ad32037 docs(crates): point wickra documentation link to docs.wickra.org (#314)
## What

Change the `documentation` field of the main `wickra` crate from the auto-generated rustdoc URL to the project's documentation site:

```toml
# crates/wickra/Cargo.toml
documentation = "https://docs.wickra.org"   # was: https://docs.rs/wickra
```

## Why

On crates.io the "Documentation" link defaulted to `docs.rs/wickra`. The richer landing page for someone arriving from crates.io is the prose docs site — it carries the Rust quickstart, the API guide, and the full indicator catalogue. The auto-built docs.rs API reference stays reachable at `docs.rs/wickra`; only the crates.io link target changes.

## Scope

- Only the user-facing `wickra` crate is changed.
- `wickra-core` and `wickra-data` keep their `docs.rs` links — those low-level crates have no dedicated guide page on the docs site, so docs.rs remains the correct target for them.
- Metadata only; no code, build, or runtime change. Takes effect on the next crates.io publish.
2026-06-17 01:06:01 +02:00
kingchenc 3a709d9a66 feat(data): native live Binance kline feed in 9 languages (+ 3d/1M intervals) (#313)
* feat(data): C-ABI Binance feed + Go binding (F4 wip)

C ABI exposes the existing async BinanceKlineStream (tokio + TLS, auto-reconnect,
mock-server-tested in wickra-data) through a blocking poll: wickra_binance_connect
/ _next(out, timeout_ms) -> {1 event, 0 timeout, -1 closed} / _close / _free over
an opaque BinanceStream that owns a current-thread runtime. WickraKlineEvent
carries OHLCV + open_time + is_closed + a 16-byte symbol buffer. `live-binance`
is now a default feature of wickra-c (the published DLL ships the feed; the wasm
build drops it via --no-default-features).

Go: NewBinanceFeed(symbols, interval, baseURL) + Next(timeout) + Close, with a
deterministic error-path smoke (the connect->event pipeline is covered by the
Rust mock-WS-server tests).

* feat(data): Binance feed C# + Java bindings (F4 wip)

C#: BinanceFeed(symbols, interval, baseUrl?) + Next(timeout) -> KlineEvent? +
Dispose; bespoke WickraKlineEvent native struct (fixed symbol buffer + byte
is_closed) since the scalar struct parser can't model it. `char` maps to `byte`
for the const char* params.

Java: BinanceFeed + KlineEvent record + BinanceInterval enum over Panama FFM;
the event is read at hand-computed offsets (symbol@0, doubles@16..48,
open_time@56, is_closed@64; 72-byte struct). Both with deterministic error-path
smokes (pipeline covered by the Rust mock-WS-server tests).

* feat(data): Binance feed R binding (F4 wip)

R: BinanceFeed(symbols, interval, base_url) + binance_next(feed, timeout_ms) ->
named list | NULL + binance_close, via bespoke .Call glue (wk_binance_*). The
glue + its registration entries are gated out of the Emscripten/wasm build
(#ifndef __EMSCRIPTEN__) since r-universe/webR has no raw sockets. NAMESPACE
exports added by hand (roxygen2 not installed locally). Deterministic error-path
smoke; pipeline covered by the Rust mock-WS-server tests.

* feat(data): native Binance feed for Node + Python; CHANGELOG (F4 complete)

Node (napi) BinanceFeed: new(symbols, interval, baseUrl?) + next(timeoutMs) ->
KlineEvent | null + close. Python (pyo3) BinanceFeed: same, with next releasing
the GIL (py.detach) while it waits. Both drive the mock-server-tested async
BinanceKlineStream on a single-thread tokio runtime (blocking poll); wickra-data
gains the live-binance feature + tokio in each binding.

Completes F4: the live Binance kline feed is now native in all 9 languages
(WASM excluded), with no third-party WebSocket client in any of them.
2026-06-16 02:01:37 +02:00
kingchenc baf4d0ff47 fix(data): add missing 3d and 1M Binance kline intervals (#312)
Binance supports 16 kline intervals (1s,1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,
12h,1d,3d,1w,1M); the live-binance `Interval` enum listed only 14, missing
three-day (`3d`) and one-month (`1M`). Add both variants in Binance order
with their wire-format strings, and extend the exhaustive as_str test.
2026-06-16 00:51:52 +02:00
kingchenc d362ae26a3 feat(data): expose CandleReader (CSV) natively in all 10 languages (#311)
Add the data-layer CSV candle reader to every binding so loading OHLCV
candles from a CSV no longer needs a per-language CSV/dataframe dependency.

- C ABI: wickra_candle_reader_new(bytes, len) / _count / _read / _free over
  an opaque CandleReader handle (parse the whole buffer up front, then drain).
- Native: Node/WASM CandleReader.read() -> Candle[], Python read() -> list[tuple].
- C-ABI languages: Go Read() []Candle, C# Candle[] Read(), Java Candle[] read(),
  R read() S3 generic (n x 6 matrix); C / C++ call the C ABI directly.
- Cross-language golden testdata/golden/data_csv*.csv pins the parsed candles
  bit-for-bit across every binding.

Verified locally across Rust (test+clippy+fmt), Node, WASM, Python, C#, Go,
Java, R, and the C/C++ cmake parity suite.
2026-06-16 00:10:58 +02:00
kingchenc cb6da4d737 feat(data-layer): Resampler (candle resampling) in all 10 languages (#310)
* feat(data-layer): Resampler (candle resampling) in all 10 languages

Second data-layer feature (F3): resample candles into a higher timeframe.

- Native (Node.js/WASM): new Resampler(timeframe) -> update(o,h,l,c,v,ts):
  Candle|null + flush(): Candle|null. Python the same -> tuple|None.
- C ABI: wickra_resampler_new/update/flush/free (update has the multi-output
  shape so the generators auto-emit it; flush is bespoke). Go Update -> (Candle,
  bool) + Flush; C# Candle? Update/Flush; Java Candle update/flush; R update()
  generic + a flush() S3 method (extends base::flush); C/C++ direct.
- Cross-language golden (testdata/golden/data_resampled.csv): the shared input
  candles resampled into 5-unit buckets, the final partial bucket via flush,
  pinned bit-for-bit across every binding.

Verified locally in all 10 (3 candles for the 5-unit smoke; 16 for the golden).
The WickraCandle output record is shared with the tick aggregator (deduped).

* test(node): exclude data-layer types from the indicator completeness contract

The Resampler exposes update(), so the completeness test flagged it as an
indicator and required batch/reset/isReady/warmupPeriod, which a data-layer type
does not have. Exclude TickAggregator and Resampler like the bar builders.
2026-06-15 22:36:16 +02:00
kingchenc 8a103ef920 feat(data-layer): TickAggregator (tick-to-candle) in all 10 languages (#309)
* feat(data-layer): TickAggregator in Node, WASM, Python + C ABI hub

First data-layer feature (F2): roll trade ticks up into fixed-timeframe OHLCV
candles, exposed natively and over the C ABI.

- wickra-data wired as a binding dependency (workspace dep; its wickra-core dep
  is default-features=false so it never forces rayon into the rayon-free WASM
  build — native bindings re-enable parallel through their own dependency).
- Node `TickAggregator(bucket, gapFill?)` -> `push(price, size, ts): Candle[]`;
  WASM the same (array of objects); Python `push(...) -> list[tuple]`.
- C ABI: `WickraCandle` struct + `wickra_tick_aggregator_new/push/free` (push
  writes candles into a caller buffer and returns the count), generated via the
  capi generator's new DATA_LAYER section; cbindgen now parses wickra-data so
  `TickAggregator` is a forward-declared opaque; header vendored to bindings/go.

Verified bit-identical across Node/WASM/Python/C/C++ (o=100 h=101 l=100 c=101
v=3 ts=0 for the shared 3-tick probe). WIP: Go/C#/Java/R generated bindings and
the cross-language golden are still pending.

* feat(data-layer): TickAggregator in Go, C#, Java, R (lossless push/drain)

Complete F2 across all 10 languages: the C-ABI tick aggregator now uses a
two-step push/drain so gap-fill candles are never lost, and the four generated
bindings expose it idiomatically.

- C ABI redesigned: opaque TickAggregator handle (inner aggregator + pending
  buffer); push consumes a tick and returns the closed-candle count, drain copies
  them into a count-sized caller buffer.
- Go: NewTickAggregator + Push(price,size,ts) []Candle; C#: TickAggregator +
  Candle[] Push(...); Java: TickAggregator + Candle[] push(...); R: TickAggregator
  constructor + push() S3 generic returning an (n x 6) numeric matrix.
- Candle output record generated per language from WickraCandle.

Verified bit-identical to the native bindings (o=100 h=101 l=100 c=101 v=3 ts=0)
in Go, C#, Java, and R at runtime; R passes R CMD check (pre-existing doc
warnings only). WIP: cross-language data-layer golden + CHANGELOG still pending.

* test(data-layer): cross-language golden for the tick aggregator + CHANGELOG

gen_golden emits a deterministic tick stream (testdata/golden/data_ticks.csv) and
the reference candle streams with and without gap filling (data_candles.csv,
data_candles_gap.csv). Every binding replays the shared ticks through its
TickAggregator and checks the candles bit-for-bit (fp tolerance) against the Rust
reference:

- Node / WASM / Python / Go / C# / Java / R: a dedicated parity test each.
- C / C++: data_layer_test.c (compiled as both, run as ctest).

The gap-fill fixture closes several candles from a single push, exercising the
lossless push/drain path. Records the feature under CHANGELOG [Unreleased].

* fix(examples): rename the CSV-loader candle to WickraBar

The example CSV helper (wickra_csv.h) defined its own struct WickraCandle, which
now collides with the public C ABI WickraCandle (the tick aggregator output) in
any example that includes both headers (backtest, multi_timeframe, the strategy
examples). The public type owns the name; rename the example loader's bar to
WickraBar. The generated golden_test.c is untouched (its only match was the
unrelated WickraCandleVolumeOutput).
2026-06-15 21:24:33 +02:00
kingchenc fd9f4c8bc6 feat(bindings): expose name() on every indicator in all 10 languages (#308)
* feat(bindings): expose name() on every indicator in Node, WASM, and Python

Surface the core Indicator::name() / BarBuilder::name() accessor through the
three native bindings so every indicator reports its canonical name at runtime,
matching the existing reset/isReady/warmupPeriod surface.

- Node (napi): name(): string on all 514 classes (regenerated index.d.ts)
- WASM (wasm-bindgen): name(): string on all 514 classes
- Python (pyo3): name() -> str on all classes

* feat(bindings): expose name() across the C ABI and C/C++/Go/C#/Java/R

Regenerate the C ABI and the four generated language bindings from the updated
ScriptHelpers generators so every indicator and bar builder reports its
canonical name at runtime, completing name() coverage across all 10 languages.

- C ABI (bindings/c): wickra_<ind>_name() -> *const c_char for all 514, cached
  in a per-function OnceLock<CString> with ind.name() as the source of truth;
  cbindgen header regenerated and vendored into bindings/go/include.
- Go: Name() string; C#: string Name(); Java: String name(); R: name() S3
  generic over the wk_<ind>_name C glue (methods.R + NAMESPACE).

The Java regeneration also restores two fixes that had drifted out of the
generator (bool* arrays via boolSegment; uint8_t ctor args cast to byte) and C#
re-emits '#nullable enable'; these are no-op vs the previous committed output
apart from the new name() accessors.

* test(golden): pin canonical name() across all 10 language bindings

Add a cross-language name() consistency check: every indicator must report the
exact core Indicator::name() (which can differ from the registered class name,
e.g. ChaikinMoneyFlow -> "CMF", Donchian -> "DonchianChannels"). The 514 core
names are committed as testdata/golden/names.json (keyed by Rust canonical) and
asserted by each binding's golden replay, which already reconstructs the whole
catalogue:

- node / wasm: assert against names.json in the existing golden test
- python: new test_golden_names.py over the shared node manifest
- go / csharp / java / c+c++ / r: the golden-test generators load names.json and
  emit a name assertion per indicator (regenerated test artifacts committed)

All 10 bindings return identical names by construction (each delegates to core),
so this pins that contract and guards against a future binding breaking the
passthrough.

* docs(changelog): record name() across all 10 bindings under Unreleased

* fix(r): restore bool* flag marshalling in the regenerated C glue

The name() regeneration had reverted the cross-section bool fix: the R glue
emitted (bool *)REAL(x) for const bool* inputs, reinterpreting 8-byte doubles as
1-byte bools so every flag read as false (PercentAboveMa, NewHighsNewLows,
HighLowIndex, BullishPercentIndex returned 0 instead of the breadth value). The
wk_bool_vec() helper is restored in the generator and the glue routes bool arrays
through it again.
2026-06-15 17:19:24 +02:00
kingchenc 59acefa1ea ci: retry-harden the Rust toolchain install across all jobs (#307) 2026-06-15 07:09:39 +02:00
680 changed files with 48820 additions and 4992 deletions
+46
View File
@@ -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 # stable branch, 2026-03-27
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 # stable branch, 2026-03-27
with:
toolchain: ${{ inputs.toolchain }}
components: ${{ inputs.components }}
targets: ${{ inputs.targets }}
+2 -2
View File
@@ -52,7 +52,7 @@ jobs:
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
@@ -126,7 +126,7 @@ jobs:
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
+13 -13
View File
@@ -45,7 +45,7 @@ jobs:
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
@@ -202,7 +202,7 @@ jobs:
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
@@ -296,7 +296,7 @@ jobs:
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 }}
@@ -335,7 +335,7 @@ jobs:
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
@@ -396,7 +396,7 @@ jobs:
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
@@ -455,7 +455,7 @@ jobs:
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
@@ -532,7 +532,7 @@ jobs:
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
@@ -587,7 +587,7 @@ jobs:
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
@@ -660,7 +660,7 @@ jobs:
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
@@ -716,7 +716,7 @@ jobs:
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
@@ -792,7 +792,7 @@ jobs:
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
@@ -893,7 +893,7 @@ jobs:
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
@@ -972,7 +972,7 @@ jobs:
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
+4 -4
View File
@@ -48,7 +48,7 @@ jobs:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
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
@@ -273,7 +273,7 @@ jobs:
with:
node-version: "22"
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- uses: ./.github/actions/setup-rust
with:
targets: ${{ matrix.target }}
@@ -505,7 +505,7 @@ jobs:
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
@@ -592,7 +592,7 @@ jobs:
with:
persist-credentials: false
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- uses: ./.github/actions/setup-rust
with:
targets: ${{ matrix.target }}
+59 -19
View File
@@ -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 bindingsthe 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 / C++ | 383 | 330 |
| C# | 337 | 244 |
| Python | 33 | 488 |
| Java | 28 | 175 |
| Go | 24 | 400 |
| WASM | 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).
@@ -166,3 +168,41 @@ 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
```
+93 -1
View File
@@ -7,6 +7,97 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
## [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
@@ -1719,7 +1810,8 @@ public API changes.
optional Binance live feed.
- Bindings for Python, Node.js, and WebAssembly.
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.9.2...HEAD
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.9.3...HEAD
[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
Generated
+46 -293
View File
@@ -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"
@@ -398,12 +404,6 @@ 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"
@@ -489,23 +489,10 @@ 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 +504,6 @@ 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 +614,6 @@ 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 +642,7 @@ 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 +682,6 @@ 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"
@@ -758,16 +722,6 @@ 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"
@@ -869,21 +823,6 @@ dependencies = [
"tempfile",
]
[[package]]
name = "ndarray"
version = "0.16.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "882ed72dce9365842bf196bdeedf5055305f11fc8c03dee7bb0194a6cad34841"
dependencies = [
"matrixmultiply",
"num-complex",
"num-integer",
"num-traits",
"portable-atomic",
"portable-atomic-util",
"rawpointer",
]
[[package]]
name = "nu-ansi-term"
version = "0.50.3"
@@ -893,24 +832,6 @@ dependencies = [
"windows-sys",
]
[[package]]
name = "num-complex"
version = "0.4.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "73f88a1307638156682bada9d7604135552957b7818057dcef22705b4d509495"
dependencies = [
"num-traits",
]
[[package]]
name = "num-integer"
version = "0.1.46"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7969661fd2958a5cb096e56c8e1ad0444ac2bbcd0061bd28660485a44879858f"
dependencies = [
"num-traits",
]
[[package]]
name = "num-traits"
version = "0.2.19"
@@ -943,22 +864,6 @@ dependencies = [
"syn",
]
[[package]]
name = "numpy"
version = "0.29.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "6a5b15d63a5ff39e378daed0e1340d3a5964703ea9712eb09a0dc66fade996f4"
dependencies = [
"libc",
"ndarray",
"num-complex",
"num-integer",
"num-traits",
"pyo3",
"pyo3-build-config",
"rustc-hash",
]
[[package]]
name = "once_cell"
version = "1.21.4"
@@ -1076,15 +981,6 @@ version = "1.13.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c33a9471896f1c69cecef8d20cbe2f7accd12527ce60845ff44c153bb2a21b49"
[[package]]
name = "portable-atomic-util"
version = "0.2.7"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c2a106d1259c23fac8e543272398ae0e3c0b8d33c88ed73d0cc71b0f1d902618"
dependencies = [
"portable-atomic",
]
[[package]]
name = "potential_utf"
version = "0.1.5"
@@ -1103,16 +999,6 @@ dependencies = [
"zerocopy",
]
[[package]]
name = "prettyplease"
version = "0.2.37"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "479ca8adacdd7ce8f1fb39ce9ecccbfe93a3f1344b3d0d97f20bc0196208f62b"
dependencies = [
"proc-macro2",
"syn",
]
[[package]]
name = "proc-macro-crate"
version = "3.5.0"
@@ -1228,12 +1114,6 @@ version = "5.3.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "69cdb34c158ceb288df11e18b4bd39de994f6657d83847bdffdbd7f346754b0f"
[[package]]
name = "r-efi"
version = "6.0.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f8dcc9c7d52a811697d2151c701e0d08956f92b0e24136cf4cf27b57a6a0d9bf"
[[package]]
name = "rand"
version = "0.9.4"
@@ -1260,7 +1140,7 @@ version = "0.9.5"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "76afc826de14238e6e8c374ddcc1fa19e374fd8dd986b0d2af0d02377261d83c"
dependencies = [
"getrandom 0.3.4",
"getrandom",
]
[[package]]
@@ -1272,12 +1152,6 @@ dependencies = [
"rand_core",
]
[[package]]
name = "rawpointer"
version = "0.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "60a357793950651c4ed0f3f52338f53b2f809f32d83a07f72909fa13e4c6c1e3"
[[package]]
name = "rayon"
version = "1.12.0"
@@ -1327,12 +1201,6 @@ version = "0.8.10"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "dc897dd8d9e8bd1ed8cdad82b5966c3e0ecae09fb1907d58efaa013543185d0a"
[[package]]
name = "rustc-hash"
version = "2.1.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "94300abf3f1ae2e2b8ffb7b58043de3d399c73fa6f4b73826402a5c457614dbe"
[[package]]
name = "rustix"
version = "1.1.4"
@@ -1557,7 +1425,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "32497e9a4c7b38532efcdebeef879707aa9f794296a4f0244f6f69e9bc8574bd"
dependencies = [
"fastrand",
"getrandom 0.4.2",
"getrandom",
"once_cell",
"rustix",
"windows-sys",
@@ -1725,10 +1593,17 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9629274872b2bfaf8d66f5f15725007f635594914870f65218920345aa11aa8c"
[[package]]
name = "unicode-xid"
version = "0.2.6"
name = "ureq"
version = "2.12.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ebc1c04c71510c7f702b52b7c350734c9ff1295c464a03335b00bb84fc54f853"
checksum = "02d1a66277ed75f640d608235660df48c8e3c19f3b4edb6a263315626cc3c01d"
dependencies = [
"base64",
"log",
"native-tls",
"once_cell",
"url",
]
[[package]]
name = "url"
@@ -1791,16 +1666,7 @@ version = "1.0.3+wasi-0.2.9"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "20064672db26d7cdc89c7798c48a0fdfac8213434a1186e5ef29fd560ae223d6"
dependencies = [
"wit-bindgen 0.57.1",
]
[[package]]
name = "wasip3"
version = "0.4.0+wasi-0.3.0-rc-2026-01-06"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "5428f8bf88ea5ddc08faddef2ac4a67e390b88186c703ce6dbd955e1c145aca5"
dependencies = [
"wit-bindgen 0.51.0",
"wit-bindgen",
]
[[package]]
@@ -1897,40 +1763,6 @@ version = "0.2.121"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "4f4d8ae7ad5440360e9799dfd42857d126454a88441ddf72d288ef83fa47f527"
[[package]]
name = "wasm-encoder"
version = "0.244.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "990065f2fe63003fe337b932cfb5e3b80e0b4d0f5ff650e6985b1048f62c8319"
dependencies = [
"leb128fmt",
"wasmparser",
]
[[package]]
name = "wasm-metadata"
version = "0.244.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "bb0e353e6a2fbdc176932bbaab493762eb1255a7900fe0fea1a2f96c296cc909"
dependencies = [
"anyhow",
"indexmap",
"wasm-encoder",
"wasmparser",
]
[[package]]
name = "wasmparser"
version = "0.244.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "47b807c72e1bac69382b3a6fb3dbe8ea4c0ed87ff5629b8685ae6b9a611028fe"
dependencies = [
"bitflags",
"hashbrown 0.15.5",
"indexmap",
"semver",
]
[[package]]
name = "web-sys"
version = "0.3.98"
@@ -1943,7 +1775,7 @@ dependencies = [
[[package]]
name = "wickra"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"approx",
"criterion",
@@ -1954,7 +1786,7 @@ dependencies = [
[[package]]
name = "wickra-bench"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"criterion",
"kand",
@@ -1966,14 +1798,16 @@ dependencies = [
[[package]]
name = "wickra-c"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"tokio",
"wickra-core",
"wickra-data",
]
[[package]]
name = "wickra-core"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"approx",
"proptest",
@@ -1983,24 +1817,26 @@ dependencies = [
[[package]]
name = "wickra-data"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"approx",
"csv",
"futures-util",
"native-tls",
"serde",
"serde_json",
"tempfile",
"thiserror",
"tokio",
"tokio-tungstenite",
"ureq",
"url",
"wickra-core",
]
[[package]]
name = "wickra-examples"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"serde_json",
"tokio",
@@ -2010,26 +1846,30 @@ dependencies = [
[[package]]
name = "wickra-node"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"napi",
"napi-build",
"napi-derive",
"tokio",
"wickra-core",
"wickra-data",
]
[[package]]
name = "wickra-python"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"numpy",
"bytemuck",
"pyo3",
"tokio",
"wickra-core",
"wickra-data",
]
[[package]]
name = "wickra-wasm"
version = "0.9.2"
version = "0.9.3"
dependencies = [
"console_error_panic_hook",
"js-sys",
@@ -2038,6 +1878,7 @@ dependencies = [
"wasm-bindgen",
"wasm-bindgen-test",
"wickra-core",
"wickra-data",
]
[[package]]
@@ -2095,100 +1936,12 @@ 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"
+3 -2
View File
@@ -14,7 +14,7 @@ members = [
exclude = ["fuzz"]
[workspace.package]
version = "0.9.2"
version = "0.9.3"
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 = "0.9.2" }
wickra-core = { path = "crates/wickra-core", version = "0.9.3" }
wickra-data = { path = "crates/wickra-data", version = "0.9.3" }
thiserror = "2"
rayon = "1.10"
+37 -26
View File
@@ -20,7 +20,7 @@
[![Docs](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/docs.svg)](https://docs.wickra.org)
[![Verified across 10 languages](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/verified.svg)](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.**
Wickra is a multi-language technical-analysis library with a Rust core and
native bindings for Python, Node.js and WASM, plus a C ABI that C, C++,
@@ -29,13 +29,13 @@ 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)
@@ -104,8 +104,13 @@ 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.
@@ -148,21 +153,21 @@ Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
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 is near-core everywhere; 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.
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) | 391 | 500 |
| C / C++ | 383 | 330 |
| C# | 337 | 244 |
| Python | 33 | 488 |
| Java | 28 | 175 |
| Go | 24 | 400 |
| WASM | 19 | 167 |
| Node.js | 17 | 10 |
| R | 0.1 | 193 |
| 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
@@ -281,12 +286,17 @@ 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};
@@ -303,8 +313,9 @@ while let Some(event) = stream.next_event().await? {
}
```
A Python live Binance feed example using the public `websockets` package lives at
`examples/python/live_binance.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
+3 -3
View File
@@ -2,13 +2,13 @@
## Supported versions
Wickra is pre-1.0. Security fixes are applied to the latest released `0.9.2`
Wickra is pre-1.0. Security fixes are applied to the latest released `0.9.3`
version only; please upgrade to the newest release before reporting an issue.
| Version | Supported |
| --- | --- |
| 0.9.2 (latest) | :white_check_mark: |
| < 0.9.2 | :x: |
| 0.9.3 (latest) | :white_check_mark: |
| < 0.9.3 | :x: |
## Reporting a vulnerability
+14 -1
View File
@@ -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 }
+1 -1
View File
@@ -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"]
File diff suppressed because it is too large Load Diff
+10745 -5
View File
File diff suppressed because it is too large Load Diff
@@ -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
File diff suppressed because it is too large Load Diff
File diff suppressed because it is too large Load Diff
+1 -1
View File
@@ -11,7 +11,7 @@
<!-- NuGet package metadata -->
<PackageId>Wickra</PackageId>
<Version>0.9.2</Version>
<Version>0.9.3</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>
+4
View File
@@ -13,6 +13,9 @@ 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
@@ -81,6 +84,7 @@ def block(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(" {")
+35
View File
@@ -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")
}
}
+119
View File
@@ -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)
}
}
}
}
}
+6
View File
@@ -13,6 +13,9 @@ 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):
@@ -81,6 +84,9 @@ def block(canon):
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":
File diff suppressed because it is too large Load Diff
File diff suppressed because it is too large Load Diff
File diff suppressed because it is too large Load Diff
+4
View File
@@ -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")
+2 -2
View File
@@ -30,14 +30,14 @@ Maven:
<dependency>
<groupId>org.wickra</groupId>
<artifactId>wickra</artifactId>
<version>0.9.2</version>
<version>0.9.3</version>
</dependency>
```
Gradle:
```kotlin
implementation("org.wickra:wickra:0.9.2")
implementation("org.wickra:wickra:0.9.3")
```
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
+15 -1
View File
@@ -25,6 +25,12 @@ for e in MAN:
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;
@@ -60,6 +66,11 @@ class GoldenAllTest {
%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) {
@@ -244,6 +255,9 @@ class GoldenAllTest {
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);
@@ -273,7 +287,7 @@ class GoldenAllTest {
}
'''
out = TEMPLATE.replace("%SPECS%", specs_block)
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")
+1 -1
View File
@@ -6,7 +6,7 @@
<groupId>org.wickra</groupId>
<artifactId>wickra</artifactId>
<version>0.9.2</version>
<version>0.9.3</version>
<packaging>jar</packaging>
<name>Wickra</name>
@@ -91,6 +91,16 @@ public final class AbandonedBaby implements AutoCloseable {
}
}
/** 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 {
@@ -91,6 +91,16 @@ public final class Abcd implements AutoCloseable {
}
}
/** 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 {
@@ -77,6 +77,16 @@ public final class AbsoluteBreadthIndex implements AutoCloseable {
}
}
/** 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 {
@@ -67,6 +67,16 @@ public final class AccelerationBands implements AutoCloseable {
}
}
/** 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 {
@@ -100,6 +100,16 @@ public final class AcceleratorOscillator implements AutoCloseable {
}
}
/** 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 {
@@ -91,6 +91,16 @@ public final class AdOscillator implements AutoCloseable {
}
}
/** 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 {
@@ -77,6 +77,16 @@ public final class AdVolumeLine implements AutoCloseable {
}
}
/** 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 {
@@ -94,6 +94,16 @@ public final class AdaptiveCci implements AutoCloseable {
}
}
/** 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 {
@@ -71,6 +71,16 @@ public final class AdaptiveCycle implements AutoCloseable {
}
}
/** 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 {
@@ -74,6 +74,16 @@ public final class AdaptiveLaguerreFilter implements AutoCloseable {
}
}
/** 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 {
@@ -74,6 +74,16 @@ public final class AdaptiveRsi implements AutoCloseable {
}
}
/** 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 {
@@ -91,6 +91,16 @@ public final class Adl implements AutoCloseable {
}
}
/** 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 {
@@ -91,6 +91,16 @@ public final class AdvanceBlock implements AutoCloseable {
}
}
/** 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 {
@@ -77,6 +77,16 @@ public final class AdvanceDecline implements AutoCloseable {
}
}
/** 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 {
@@ -77,6 +77,16 @@ public final class AdvanceDeclineRatio implements AutoCloseable {
}
}
/** 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 {
@@ -67,6 +67,16 @@ public final class Adx implements AutoCloseable {
}
}
/** 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 {
@@ -94,6 +94,16 @@ public final class Adxr implements AutoCloseable {
}
}
/** 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 {
@@ -73,6 +73,16 @@ public final class Alligator implements AutoCloseable {
}
}
/** 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 {
@@ -74,6 +74,16 @@ public final class Alma implements AutoCloseable {
}
}
/** 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 {
@@ -78,6 +78,16 @@ public final class Alpha implements AutoCloseable {
}
}
/** 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 {
@@ -59,6 +59,16 @@ public final class AmihudIlliquidity implements AutoCloseable {
}
}
/** 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 {
@@ -71,6 +71,16 @@ public final class AnchoredRsi implements AutoCloseable {
}
}
/** 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 {
@@ -91,6 +91,16 @@ public final class AnchoredVwap implements AutoCloseable {
}
}
/** 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 {
@@ -67,6 +67,16 @@ public final class AndrewsPitchfork implements AutoCloseable {
}
}
/** 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 {
@@ -77,6 +77,16 @@ public final class Apo implements AutoCloseable {
}
}
/** 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 {
@@ -66,6 +66,16 @@ public final class Aroon implements AutoCloseable {
}
}
/** 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 {
@@ -94,6 +94,16 @@ public final class AroonOscillator implements AutoCloseable {
}
}
/** 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 {
@@ -94,6 +94,16 @@ public final class Atr implements AutoCloseable {
}
}
/** 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 {
@@ -67,6 +67,16 @@ public final class AtrBands implements AutoCloseable {
}
}
/** 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 {
@@ -66,6 +66,16 @@ public final class AtrRatchet implements AutoCloseable {
}
}
/** 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 {
@@ -94,6 +94,16 @@ public final class AtrTrailingStop implements AutoCloseable {
}
}
/** 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 {
@@ -68,6 +68,16 @@ public final class AutoFib implements AutoCloseable {
}
}
/** 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 {
@@ -77,6 +77,16 @@ public final class Autocorrelation implements AutoCloseable {
}
}
/** 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 {
@@ -77,6 +77,16 @@ public final class AutocorrelationPeriodogram implements AutoCloseable {
}
}
/** 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 {
@@ -94,6 +94,16 @@ public final class AverageDailyRange implements AutoCloseable {
}
}
/** 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 {
@@ -74,6 +74,16 @@ public final class AverageDrawdown implements AutoCloseable {
}
}
/** 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 {
@@ -91,6 +91,16 @@ public final class AvgPrice implements AutoCloseable {
}
}
/** 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 {
@@ -97,6 +97,16 @@ public final class AwesomeOscillator implements AutoCloseable {
}
}
/** 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 {
@@ -13,19 +13,19 @@ public final class AwesomeOscillatorHistogram implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AwesomeOscillatorHistogram(int fast, int slow, int smaPeriod) {
public AwesomeOscillatorHistogram(int fast, int slow, int lookback) {
if (fast < 0) {
throw new IllegalArgumentException("fast must be non-negative");
}
if (slow < 0) {
throw new IllegalArgumentException("slow must be non-negative");
}
if (smaPeriod < 0) {
throw new IllegalArgumentException("smaPeriod must be non-negative");
if (lookback < 0) {
throw new IllegalArgumentException("lookback must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_NEW.invokeExact((long) fast, (long) slow, (long) smaPeriod);
h = (MemorySegment) NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_NEW.invokeExact((long) fast, (long) slow, (long) lookback);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
@@ -100,6 +100,16 @@ public final class AwesomeOscillatorHistogram implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_AWESOME_OSCILLATOR_HISTOGRAM_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 {
@@ -91,6 +91,16 @@ public final class BalanceOfPower implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BALANCE_OF_POWER_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 +74,16 @@ public final class BandpassFilter implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BANDPASS_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 {
@@ -91,6 +91,16 @@ public final class Bat implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BAT_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 {
@@ -91,6 +91,16 @@ public final class BeltHold implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BELT_HOLD_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 {
@@ -78,6 +78,16 @@ public final class Beta implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BETA_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 {
@@ -78,6 +78,16 @@ public final class BetaNeutralSpread implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BETA_NEUTRAL_SPREAD_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 {
@@ -94,6 +94,16 @@ public final class BetterVolume implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BETTER_VOLUME_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 {
@@ -0,0 +1,137 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import java.nio.charset.StandardCharsets;
import static java.lang.foreign.ValueLayout.*;
/** A live Binance kline stream over the Wickra C ABI. Not thread-safe; close when done. */
public final class BinanceFeed implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
/** Connect to Binance's live kline stream for the given comma-separated
* symbols (case-insensitive) at interval. baseUrl overrides the endpoint
* (null = production; pass a ws:// URL to target a test server). */
public BinanceFeed(String symbols, BinanceInterval interval, String baseUrl) {
if (symbols == null) {
throw new NullPointerException("symbols");
}
MemorySegment h;
try (Arena a = Arena.ofConfined()) {
byte[] sb = symbols.getBytes(StandardCharsets.UTF_8);
MemorySegment sym = a.allocate(sb.length + 1L);
MemorySegment.copy(sb, 0, sym, JAVA_BYTE, 0L, sb.length);
MemorySegment url = MemorySegment.NULL;
if (baseUrl != null) {
byte[] ub = baseUrl.getBytes(StandardCharsets.UTF_8);
url = a.allocate(ub.length + 1L);
MemorySegment.copy(ub, 0, url, JAVA_BYTE, 0L, ub.length);
}
h = (MemorySegment) NativeMethods.WICKRA_BINANCE_CONNECT.invokeExact(
sym, (byte) interval.ordinal(), url);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid BinanceFeed parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_BINANCE_FREE);
}
/** Connect with the production endpoint. */
public BinanceFeed(String symbols, BinanceInterval interval) {
this(symbols, interval, null);
}
/** Poll for the next kline event, waiting up to timeoutMillis. Returns the
* event, or null on timeout (call again). Throws once the stream is closed. */
public KlineEvent next(long timeoutMillis) {
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(72L);
int code = (int) NativeMethods.WICKRA_BINANCE_NEXT.invokeExact(handle, out, timeoutMillis);
if (code == 0) {
return null;
}
if (code != 1) {
throw new IllegalStateException("binance feed closed");
}
byte[] symBytes = new byte[16];
MemorySegment.copy(out, JAVA_BYTE, 0L, symBytes, 0, 16);
int n = 0;
while (n < 16 && symBytes[n] != 0) {
n++;
}
return new KlineEvent(
new String(symBytes, 0, n, StandardCharsets.UTF_8),
out.get(JAVA_DOUBLE, 16L),
out.get(JAVA_DOUBLE, 24L),
out.get(JAVA_DOUBLE, 32L),
out.get(JAVA_DOUBLE, 40L),
out.get(JAVA_DOUBLE, 48L),
out.get(JAVA_LONG, 56L),
out.get(JAVA_BYTE, 64L) != 0);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Fetch historical klines from Binance's REST endpoint. symbol is the
* trading pair (case-insensitive), limit the number of candles (1..=1000).
* startMs/endMs are inclusive Unix-millisecond bounds (negative = unset);
* baseUrl overrides the host (null = production). Blocks until done. */
public static Candle[] fetchKlines(String symbol, BinanceInterval interval, int limit,
long startMs, long endMs, String baseUrl) {
if (symbol == null) {
throw new NullPointerException("symbol");
}
if (limit <= 0) {
throw new IllegalArgumentException("limit must be in 1..=1000");
}
try (Arena a = Arena.ofConfined()) {
byte[] sb = symbol.getBytes(StandardCharsets.UTF_8);
MemorySegment sym = a.allocate(sb.length + 1L);
MemorySegment.copy(sb, 0, sym, JAVA_BYTE, 0L, sb.length);
MemorySegment url = MemorySegment.NULL;
if (baseUrl != null) {
byte[] ub = baseUrl.getBytes(StandardCharsets.UTF_8);
url = a.allocate(ub.length + 1L);
MemorySegment.copy(ub, 0, url, JAVA_BYTE, 0L, ub.length);
}
MemorySegment out = a.allocate(48L * limit);
long n = (long) NativeMethods.WICKRA_BINANCE_FETCH_KLINES.invokeExact(
sym, (byte) interval.ordinal(), limit, startMs, endMs, url, out, (long) limit);
if (n < 0) {
throw new IllegalArgumentException("invalid fetchKlines parameters or transport error");
}
Candle[] result = new Candle[(int) n];
for (int i = 0; i < n; i++) {
long b = (long) i * 48L;
result[i] = new Candle(
out.get(JAVA_DOUBLE, b + 0L),
out.get(JAVA_DOUBLE, b + 8L),
out.get(JAVA_DOUBLE, b + 16L),
out.get(JAVA_DOUBLE, b + 24L),
out.get(JAVA_DOUBLE, b + 32L),
(double) out.get(JAVA_LONG, b + 40L));
}
return result;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
try {
NativeMethods.WICKRA_BINANCE_CLOSE.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
cleanable.clean();
}
}
@@ -0,0 +1,22 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
/** Kline interval for the live Binance feed (ordinal = the C ABI code). */
public enum BinanceInterval {
ONE_SECOND,
ONE_MINUTE,
THREE_MINUTES,
FIVE_MINUTES,
FIFTEEN_MINUTES,
THIRTY_MINUTES,
ONE_HOUR,
TWO_HOURS,
FOUR_HOURS,
SIX_HOURS,
EIGHT_HOURS,
TWELVE_HOURS,
ONE_DAY,
THREE_DAYS,
ONE_WEEK,
ONE_MONTH
}
@@ -74,6 +74,16 @@ public final class BipowerVariation implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BIPOWER_VARIATION_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 {
@@ -91,6 +91,16 @@ public final class BodySizePct implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BODY_SIZE_PCT_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 {
@@ -68,6 +68,16 @@ public final class BollingerBands implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BOLLINGER_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 {
@@ -74,6 +74,16 @@ public final class BollingerBandwidth implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BOLLINGER_BANDWIDTH_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 {
@@ -67,6 +67,16 @@ public final class BomarBands implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BOMAR_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 +80,16 @@ public final class BreadthThrust implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BREADTH_THRUST_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 {
@@ -91,6 +91,16 @@ public final class Breakaway implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BREAKAWAY_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 +77,16 @@ public final class BullishPercentIndex implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BULLISH_PERCENT_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 {
@@ -74,6 +74,16 @@ public final class BurkeRatio implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BURKE_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 {
@@ -91,6 +91,16 @@ public final class Butterfly implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_BUTTERFLY_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 {
@@ -56,6 +56,16 @@ public final class CalendarSpread implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CALENDAR_SPREAD_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 +74,16 @@ public final class CalmarRatio implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CALMAR_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 {
@@ -70,6 +70,16 @@ public final class Camarilla implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CAMARILLA_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 {
@@ -0,0 +1,5 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
/** Output record produced by the matching indicator. */
public record Candle(double open, double high, double low, double close, double volume, double timestamp) {}
@@ -0,0 +1,69 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** CSV candle reader over the Wickra C ABI. Not thread-safe; close when done. */
public final class CandleReader implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
/** Parse a timestamp,open,high,low,close,volume CSV string (a leading
* UTF-8 BOM and field whitespace are tolerated). */
public CandleReader(String csv) {
if (csv == null) {
throw new NullPointerException("csv");
}
byte[] bytes = csv.getBytes(java.nio.charset.StandardCharsets.UTF_8);
MemorySegment h;
try (Arena a = Arena.ofConfined()) {
MemorySegment data = a.allocate(Math.max(1L, bytes.length));
MemorySegment.copy(bytes, 0, data, JAVA_BYTE, 0L, bytes.length);
h = (MemorySegment) NativeMethods.WICKRA_CANDLE_READER_NEW.invokeExact(data, (long) bytes.length);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid CandleReader CSV");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_CANDLE_READER_FREE);
}
/** Every candle parsed from the CSV, in file order. */
public Candle[] read() {
try {
long n = (long) NativeMethods.WICKRA_CANDLE_READER_COUNT.invokeExact(handle);
if (n <= 0) {
return new Candle[0];
}
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(48L * n);
long w = (long) NativeMethods.WICKRA_CANDLE_READER_READ.invokeExact(handle, out, n);
Candle[] result = new Candle[(int) w];
for (int i = 0; i < w; i++) {
long b = (long) i * 48L;
result[i] = new Candle(
out.get(JAVA_DOUBLE, b + 0L),
out.get(JAVA_DOUBLE, b + 8L),
out.get(JAVA_DOUBLE, b + 16L),
out.get(JAVA_DOUBLE, b + 24L),
out.get(JAVA_DOUBLE, b + 32L),
(double) out.get(JAVA_LONG, b + 40L));
}
return result;
}
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -66,6 +66,16 @@ public final class CandleVolume implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CANDLE_VOLUME_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 {
@@ -94,6 +94,16 @@ public final class Cci implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_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 {
@@ -74,6 +74,16 @@ public final class CenterOfGravity implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CENTER_OF_GRAVITY_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 {
@@ -64,6 +64,16 @@ public final class CentralPivotRange implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CENTRAL_PIVOT_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 {
@@ -74,6 +74,16 @@ public final class Cfo implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CFO_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 {
@@ -94,6 +94,16 @@ public final class ChaikinMoneyFlow implements AutoCloseable {
}
}
/** The indicator's canonical name. */
public String name() {
try {
MemorySegment s = (MemorySegment) NativeMethods.WICKRA_CHAIKIN_MONEY_FLOW_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 {

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