Compare commits
2 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| d5f5e14dda | |||
| 7e5d394f2a |
@@ -969,6 +969,31 @@ jobs:
|
||||
R CMD INSTALL bindings/r
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Rscript -e 'library(testthat); library(wickra); test_dir("bindings/r/tests/testthat", stop_on_failure = TRUE)'
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# Full R CMD check, gated on the documentation problems r-universe surfaces
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# (undocumented exported objects, codoc mismatches) that R CMD INSTALL above
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# does not catch — exactly what shipped stale to r-universe with the 0.9.3
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# data layer. Ubuntu-only; these checks are platform-independent. Vignettes
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# are skipped here (building them needs pandoc and the vignette is exercised
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# in the next step), so the two --no-build-vignettes warnings are ignored.
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- name: R CMD check (documentation & consistency, like r-universe)
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if: matrix.os == 'ubuntu-latest'
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shell: bash
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run: |
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export WICKRA_INCLUDE_DIR="${WICKRA_INCLUDE_DIR//\\//}"
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export WICKRA_LIB_DIR="${WICKRA_LIB_DIR//\\//}"
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R CMD build bindings/r --no-build-vignettes --no-manual
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R CMD check wickra_*.tar.gz --no-manual --no-vignettes --no-tests || true
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log=$(find . -maxdepth 2 -name 00check.log | head -1)
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echo "::group::00check.log"; cat "$log"; echo "::endgroup::"
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problems=$(grep -E '\.\.\. (WARNING|ERROR)' "$log" \
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| grep -vE "checking (files in .vignettes.|package vignettes)" || true)
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if [ -n "$problems" ]; then
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echo "::error::R CMD check found problems (run roxygen2::roxygenise() in bindings/r if the docs are stale):"
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echo "$problems"
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exit 1
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fi
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echo "R CMD check: documentation and consistency clean."
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- name: Build the vignette code
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shell: bash
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# The getting-started vignette runs at R CMD check time on r-universe /
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+21
-1
@@ -7,6 +7,25 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [Unreleased]
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## [0.9.6] - 2026-06-18
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Documentation release for the R binding. The library API and every indicator
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are unchanged from `0.9.5`; only the R package's help pages change.
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### Fixed
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- **R package: document the data-layer exports and refresh the man pages.**
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r-universe's `R CMD check` reported two warnings against the `0.9.3` data layer
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it built for the first time in `0.9.5`: twelve undocumented exported objects
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(`BinanceFeed`, `CandleReader`, `Resampler`, `TickAggregator`,
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`fetch_binance_klines` and the `name` / `is_ready` / `warmup_period` / `push` /
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`read` generics) and a codoc mismatch on `AwesomeOscillatorHistogram` (its help
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page still listed `sma_period` after the argument was renamed to `lookback`).
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The roxygen sources existed but the `man/*.Rd` had never been regenerated; they
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are now complete, and a `push()` example that constructed a `TickAggregator`
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without its required `gap_fill` argument is fixed. CI now runs `R CMD check` so
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documentation drift fails the pull request instead of surfacing on r-universe.
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## [0.9.5] - 2026-06-17
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Maintenance release. The library API and every indicator are unchanged from
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@@ -1853,7 +1872,8 @@ public API changes.
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optional Binance live feed.
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- Bindings for Python, Node.js, and WebAssembly.
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[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.9.5...HEAD
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[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.9.6...HEAD
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[0.9.6]: https://github.com/wickra-lib/wickra/compare/v0.9.5...v0.9.6
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[0.9.5]: https://github.com/wickra-lib/wickra/compare/v0.9.4...v0.9.5
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[0.9.4]: https://github.com/wickra-lib/wickra/compare/v0.9.3...v0.9.4
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[0.9.3]: https://github.com/wickra-lib/wickra/compare/v0.9.2...v0.9.3
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Generated
+9
-9
@@ -1785,7 +1785,7 @@ dependencies = [
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[[package]]
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name = "wickra"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"approx",
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"criterion",
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@@ -1796,7 +1796,7 @@ dependencies = [
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[[package]]
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name = "wickra-bench"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"criterion",
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"kand",
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@@ -1808,7 +1808,7 @@ dependencies = [
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[[package]]
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name = "wickra-c"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"tokio",
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"wickra-core",
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@@ -1817,7 +1817,7 @@ dependencies = [
|
||||
|
||||
[[package]]
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||||
name = "wickra-core"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"approx",
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"proptest",
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@@ -1827,7 +1827,7 @@ dependencies = [
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[[package]]
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name = "wickra-data"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"approx",
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"csv",
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@@ -1846,7 +1846,7 @@ dependencies = [
|
||||
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[[package]]
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name = "wickra-examples"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"serde_json",
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"tokio",
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@@ -1856,7 +1856,7 @@ dependencies = [
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[[package]]
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name = "wickra-node"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"napi",
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"napi-build",
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@@ -1868,7 +1868,7 @@ dependencies = [
|
||||
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[[package]]
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name = "wickra-python"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"bytemuck",
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"pyo3",
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@@ -1879,7 +1879,7 @@ dependencies = [
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[[package]]
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name = "wickra-wasm"
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version = "0.9.5"
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version = "0.9.6"
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dependencies = [
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"console_error_panic_hook",
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||||
"js-sys",
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||||
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+3
-3
@@ -14,7 +14,7 @@ members = [
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exclude = ["fuzz"]
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[workspace.package]
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version = "0.9.5"
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version = "0.9.6"
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authors = ["kingchenc <support@wickra.org>"]
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edition = "2021"
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rust-version = "1.86"
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@@ -26,8 +26,8 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
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categories = ["finance", "mathematics", "science"]
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[workspace.dependencies]
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wickra-core = { path = "crates/wickra-core", version = "0.9.5" }
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wickra-data = { path = "crates/wickra-data", version = "0.9.5" }
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||||
wickra-core = { path = "crates/wickra-core", version = "0.9.6" }
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wickra-data = { path = "crates/wickra-data", version = "0.9.6" }
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||||
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||||
thiserror = "2"
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||||
rayon = "1.10"
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||||
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||||
+3
-3
@@ -2,13 +2,13 @@
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||||
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||||
## Supported versions
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||||
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||||
Wickra is pre-1.0. Security fixes are applied to the latest released `0.9.5`
|
||||
Wickra is pre-1.0. Security fixes are applied to the latest released `0.9.6`
|
||||
version only; please upgrade to the newest release before reporting an issue.
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||||
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||||
| Version | Supported |
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||||
| --- | --- |
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||||
| 0.9.5 (latest) | :white_check_mark: |
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||||
| < 0.9.5 | :x: |
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||||
| 0.9.6 (latest) | :white_check_mark: |
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||||
| < 0.9.6 | :x: |
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||||
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## Reporting a vulnerability
|
||||
|
||||
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@@ -11,7 +11,7 @@
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||||
|
||||
<!-- NuGet package metadata -->
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<PackageId>Wickra</PackageId>
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||||
<Version>0.9.5</Version>
|
||||
<Version>0.9.6</Version>
|
||||
<Authors>kingchenc</Authors>
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||||
<Description>High-performance streaming technical-analysis indicators (514 indicators) for .NET, backed by the native Rust core via the Wickra C ABI.</Description>
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<PackageLicenseExpression>MIT OR Apache-2.0</PackageLicenseExpression>
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@@ -30,14 +30,14 @@ Maven:
|
||||
<dependency>
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||||
<groupId>org.wickra</groupId>
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<artifactId>wickra</artifactId>
|
||||
<version>0.9.5</version>
|
||||
<version>0.9.6</version>
|
||||
</dependency>
|
||||
```
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||||
Gradle:
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||||
|
||||
```kotlin
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||||
implementation("org.wickra:wickra:0.9.5")
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implementation("org.wickra:wickra:0.9.6")
|
||||
```
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||||
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
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||||
|
||||
@@ -6,7 +6,7 @@
|
||||
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.9.5</version>
|
||||
<version>0.9.6</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<name>Wickra</name>
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-darwin-arm64",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.darwin-arm64.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-darwin-x64",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.darwin-x64.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-linux-arm64-gnu",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.linux-arm64-gnu.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-linux-x64-gnu",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.linux-x64-gnu.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-win32-arm64-msvc",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.win32-arm64-msvc.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-win32-x64-msvc",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.win32-x64-msvc.node",
|
||||
"files": [
|
||||
|
||||
Generated
+20
-20
@@ -1,12 +1,12 @@
|
||||
{
|
||||
"name": "wickra",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"lockfileVersion": 3,
|
||||
"requires": true,
|
||||
"packages": {
|
||||
"": {
|
||||
"name": "wickra",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"license": "MIT OR Apache-2.0",
|
||||
"devDependencies": {
|
||||
"@napi-rs/cli": "^2.18.0"
|
||||
@@ -15,12 +15,12 @@
|
||||
"node": ">= 20"
|
||||
},
|
||||
"optionalDependencies": {
|
||||
"wickra-darwin-arm64": "0.9.5",
|
||||
"wickra-darwin-x64": "0.9.5",
|
||||
"wickra-linux-arm64-gnu": "0.9.5",
|
||||
"wickra-linux-x64-gnu": "0.9.5",
|
||||
"wickra-win32-arm64-msvc": "0.9.5",
|
||||
"wickra-win32-x64-msvc": "0.9.5"
|
||||
"wickra-darwin-arm64": "0.9.6",
|
||||
"wickra-darwin-x64": "0.9.6",
|
||||
"wickra-linux-arm64-gnu": "0.9.6",
|
||||
"wickra-linux-x64-gnu": "0.9.6",
|
||||
"wickra-win32-arm64-msvc": "0.9.6",
|
||||
"wickra-win32-x64-msvc": "0.9.6"
|
||||
}
|
||||
},
|
||||
"node_modules/@napi-rs/cli": {
|
||||
@@ -41,8 +41,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-darwin-arm64": {
|
||||
"version": "0.9.5",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.9.5.tgz",
|
||||
"version": "0.9.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.9.6.tgz",
|
||||
"integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
|
||||
"cpu": [
|
||||
"arm64"
|
||||
@@ -57,8 +57,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-darwin-x64": {
|
||||
"version": "0.9.5",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.9.5.tgz",
|
||||
"version": "0.9.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.9.6.tgz",
|
||||
"integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
|
||||
"cpu": [
|
||||
"x64"
|
||||
@@ -73,8 +73,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-linux-arm64-gnu": {
|
||||
"version": "0.9.5",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.9.5.tgz",
|
||||
"version": "0.9.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.9.6.tgz",
|
||||
"integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
|
||||
"cpu": [
|
||||
"arm64"
|
||||
@@ -89,8 +89,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-linux-x64-gnu": {
|
||||
"version": "0.9.5",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.9.5.tgz",
|
||||
"version": "0.9.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.9.6.tgz",
|
||||
"integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
|
||||
"cpu": [
|
||||
"x64"
|
||||
@@ -105,8 +105,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-win32-arm64-msvc": {
|
||||
"version": "0.9.5",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.9.5.tgz",
|
||||
"version": "0.9.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.9.6.tgz",
|
||||
"integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
|
||||
"cpu": [
|
||||
"arm64"
|
||||
@@ -121,8 +121,8 @@
|
||||
}
|
||||
},
|
||||
"node_modules/wickra-win32-x64-msvc": {
|
||||
"version": "0.9.5",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.9.5.tgz",
|
||||
"version": "0.9.6",
|
||||
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.9.6.tgz",
|
||||
"integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
|
||||
"cpu": [
|
||||
"x64"
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
|
||||
"author": "kingchenc <support@wickra.org>",
|
||||
"main": "index.js",
|
||||
@@ -47,12 +47,12 @@
|
||||
"node": ">= 20"
|
||||
},
|
||||
"optionalDependencies": {
|
||||
"wickra-linux-x64-gnu": "0.9.5",
|
||||
"wickra-linux-arm64-gnu": "0.9.5",
|
||||
"wickra-darwin-x64": "0.9.5",
|
||||
"wickra-darwin-arm64": "0.9.5",
|
||||
"wickra-win32-x64-msvc": "0.9.5",
|
||||
"wickra-win32-arm64-msvc": "0.9.5"
|
||||
"wickra-linux-x64-gnu": "0.9.6",
|
||||
"wickra-linux-arm64-gnu": "0.9.6",
|
||||
"wickra-darwin-x64": "0.9.6",
|
||||
"wickra-darwin-arm64": "0.9.6",
|
||||
"wickra-win32-x64-msvc": "0.9.6",
|
||||
"wickra-win32-arm64-msvc": "0.9.6"
|
||||
},
|
||||
"scripts": {
|
||||
"build": "napi build --platform --release",
|
||||
|
||||
@@ -4,7 +4,7 @@ build-backend = "maturin"
|
||||
|
||||
[project]
|
||||
name = "wickra"
|
||||
version = "0.9.5"
|
||||
version = "0.9.6"
|
||||
description = "Streaming-first technical indicators: incremental, fast, install-free."
|
||||
readme = "README.md"
|
||||
license = "MIT OR Apache-2.0"
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
Package: wickra
|
||||
Type: Package
|
||||
Title: Streaming-First Technical Indicators
|
||||
Version: 0.9.5
|
||||
Version: 0.9.6
|
||||
Authors@R: person("Wickra contributors", role = c("aut", "cre"), email = "support@wickra.org")
|
||||
Description: R bindings for the Wickra technical-analysis library over its C ABI
|
||||
hub. Exposes 514 indicators, each an O(1) streaming state machine shared with
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
# Generated by roxygen2: do not edit by hand
|
||||
|
||||
S3method(base::flush,wickra_indicator)
|
||||
S3method(batch,wickra_indicator)
|
||||
S3method(flush,wickra_indicator)
|
||||
S3method(is_ready,wickra_indicator)
|
||||
S3method(name,wickra_indicator)
|
||||
S3method(push,wickra_indicator)
|
||||
|
||||
@@ -479,7 +479,14 @@ Camarilla <- function() {
|
||||
.wk_obj("camarilla", ptr, "Camarilla")
|
||||
}
|
||||
|
||||
#' CandleReader: parse OHLCV candles from a CSV string
|
||||
#' Parse OHLCV candles from a CSV string
|
||||
#'
|
||||
#' Builds a reader over an in-memory CSV string with a header row and OHLCV
|
||||
#' columns. Pass the result to [read()] to get every parsed candle.
|
||||
#'
|
||||
#' @param csv A length-one character string of CSV text (a header row followed
|
||||
#' by OHLCV data rows).
|
||||
#' @return A `wickra_indicator` candle reader; read its candles with [read()].
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
CandleReader <- function(csv) {
|
||||
@@ -2687,7 +2694,14 @@ RenkoTrailingStop <- function(block_size) {
|
||||
.wk_obj("renko_trailing_stop", ptr, "RenkoTrailingStop")
|
||||
}
|
||||
|
||||
#' Resampler indicator
|
||||
#' Resample candles to a higher timeframe
|
||||
#'
|
||||
#' Aggregates a stream of candles into higher-timeframe bars. Feed candles with
|
||||
#' [update()] (it returns a completed higher-timeframe bar, or `NULL` while the
|
||||
#' current bar is still open) and emit the final, still-open bar with [flush()].
|
||||
#'
|
||||
#' @param timeframe Integer number of input candles per higher-timeframe bar.
|
||||
#' @return A `wickra_indicator` resampler.
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
Resampler <- function(timeframe) {
|
||||
@@ -3487,7 +3501,15 @@ Thrusting <- function() {
|
||||
.wk_obj("thrusting", ptr, "Thrusting")
|
||||
}
|
||||
|
||||
#' TickAggregator indicator
|
||||
#' Aggregate trade ticks into time-bucketed candles
|
||||
#'
|
||||
#' Builds OHLCV candles from a stream of trade ticks. Feed ticks with [push()],
|
||||
#' which returns the candles closed by that tick.
|
||||
#'
|
||||
#' @param bucket Time-bucket width, in the same unit as the tick timestamps.
|
||||
#' @param gap_fill Logical; if `TRUE`, empty buckets with no trades are still
|
||||
#' emitted (carried forward) instead of skipped.
|
||||
#' @return A `wickra_indicator` tick aggregator; feed it ticks with [push()].
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
TickAggregator <- function(bucket, gap_fill) {
|
||||
@@ -4151,6 +4173,13 @@ Zlema <- function(period) {
|
||||
#' 15 = 1M). `base_url` overrides the endpoint (`NULL` = production). Not
|
||||
#' available in the wasm (r-universe/webR) build, which has no raw sockets.
|
||||
#'
|
||||
#' @param symbols Comma-separated trading symbols (case-insensitive), e.g.
|
||||
#' `"btcusdt,ethusdt"`.
|
||||
#' @param interval Integer interval code `0:15` (`0` = 1s, `1` = 1m, ...,
|
||||
#' `12` = 1d, `13` = 3d, `14` = 1w, `15` = 1M).
|
||||
#' @param base_url Optional endpoint override; `NULL` uses production.
|
||||
#' @return A `wickra_binance_feed`; poll it with [binance_next()] and close it
|
||||
#' with [binance_close()].
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
BinanceFeed <- function(symbols, interval, base_url = NULL) {
|
||||
@@ -4165,6 +4194,10 @@ BinanceFeed <- function(symbols, interval, base_url = NULL) {
|
||||
#' `high`, `low`, `close`, `volume`, `open_time`, `is_closed`) when an event
|
||||
#' arrives, or `NULL` on timeout. Errors once the stream is closed.
|
||||
#'
|
||||
#' @param feed A `wickra_binance_feed` created by [BinanceFeed()].
|
||||
#' @param timeout_ms Poll timeout in milliseconds.
|
||||
#' @return A named list (`symbol`, `open`, `high`, `low`, `close`, `volume`,
|
||||
#' `open_time`, `is_closed`) for an event, or `NULL` on timeout.
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
binance_next <- function(feed, timeout_ms = 1000) {
|
||||
@@ -4173,6 +4206,8 @@ binance_next <- function(feed, timeout_ms = 1000) {
|
||||
|
||||
#' Close a Binance feed
|
||||
#'
|
||||
#' @param feed A `wickra_binance_feed` created by [BinanceFeed()].
|
||||
#' @return `NULL`, invisibly.
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
binance_close <- function(feed) {
|
||||
@@ -4190,6 +4225,14 @@ binance_close <- function(feed) {
|
||||
#' `volume`, `timestamp`. Blocks until the response arrives. Not available in the
|
||||
#' wasm (r-universe/webR) build, which has no raw sockets.
|
||||
#'
|
||||
#' @param symbol Trading symbol (case-insensitive), e.g. `"btcusdt"`.
|
||||
#' @param interval Integer interval code `0:15` (see [BinanceFeed()]).
|
||||
#' @param limit Number of klines to fetch (`1:1000`).
|
||||
#' @param start_ms,end_ms Optional inclusive Unix-millisecond bounds; a negative
|
||||
#' value means unset.
|
||||
#' @param base_url Optional host override; `NULL` uses production.
|
||||
#' @return An `n x 6` numeric matrix with columns `open`, `high`, `low`,
|
||||
#' `close`, `volume`, `timestamp`.
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
fetch_binance_klines <- function(symbol, interval, limit, start_ms = -1,
|
||||
|
||||
@@ -151,7 +151,7 @@ name.wickra_indicator <- function(object) {
|
||||
#' @param timestamp Trade timestamp, in the same unit as the aggregator bucket.
|
||||
#' @return A numeric matrix with six named columns (possibly zero rows).
|
||||
#' @examples
|
||||
#' agg <- TickAggregator(1000)
|
||||
#' agg <- TickAggregator(1000, FALSE)
|
||||
#' push(agg, 100, 1, 0)
|
||||
#' push(agg, 102, 1, 1000) # closes the first bucket
|
||||
#' @export
|
||||
|
||||
@@ -4,7 +4,7 @@
|
||||
\alias{AwesomeOscillatorHistogram}
|
||||
\title{AwesomeOscillatorHistogram indicator}
|
||||
\usage{
|
||||
AwesomeOscillatorHistogram(fast, slow, sma_period)
|
||||
AwesomeOscillatorHistogram(fast, slow, lookback)
|
||||
}
|
||||
\description{
|
||||
AwesomeOscillatorHistogram indicator
|
||||
|
||||
@@ -0,0 +1,29 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/indicators.R
|
||||
\name{BinanceFeed}
|
||||
\alias{BinanceFeed}
|
||||
\title{Connect to a live Binance kline feed}
|
||||
\usage{
|
||||
BinanceFeed(symbols, interval, base_url = NULL)
|
||||
}
|
||||
\arguments{
|
||||
\item{symbols}{Comma-separated trading symbols (case-insensitive), e.g.
|
||||
\code{"btcusdt,ethusdt"}.}
|
||||
|
||||
\item{interval}{Integer interval code \code{0:15} (\code{0} = 1s, \code{1} = 1m, ...,
|
||||
\code{12} = 1d, \code{13} = 3d, \code{14} = 1w, \code{15} = 1M).}
|
||||
|
||||
\item{base_url}{Optional endpoint override; \code{NULL} uses production.}
|
||||
}
|
||||
\value{
|
||||
A \code{wickra_binance_feed}; poll it with \code{\link[=binance_next]{binance_next()}} and close it
|
||||
with \code{\link[=binance_close]{binance_close()}}.
|
||||
}
|
||||
\description{
|
||||
Opens a live Binance kline stream for one or more comma-separated \code{symbols}
|
||||
(case-insensitive) at the given \code{interval} code (an integer \code{0:15}, the same
|
||||
order as the other bindings: 0 = 1s, 1 = 1m, ... 12 = 1d, 13 = 3d, 14 = 1w,
|
||||
15 = 1M). \code{base_url} overrides the endpoint (\code{NULL} = production). Not
|
||||
available in the wasm (r-universe/webR) build, which has no raw sockets.
|
||||
}
|
||||
\keyword{internal}
|
||||
@@ -0,0 +1,20 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/indicators.R
|
||||
\name{CandleReader}
|
||||
\alias{CandleReader}
|
||||
\title{Parse OHLCV candles from a CSV string}
|
||||
\usage{
|
||||
CandleReader(csv)
|
||||
}
|
||||
\arguments{
|
||||
\item{csv}{A length-one character string of CSV text (a header row followed
|
||||
by OHLCV data rows).}
|
||||
}
|
||||
\value{
|
||||
A \code{wickra_indicator} candle reader; read its candles with \code{\link[=read]{read()}}.
|
||||
}
|
||||
\description{
|
||||
Builds a reader over an in-memory CSV string with a header row and OHLCV
|
||||
columns. Pass the result to \code{\link[=read]{read()}} to get every parsed candle.
|
||||
}
|
||||
\keyword{internal}
|
||||
@@ -0,0 +1,20 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/indicators.R
|
||||
\name{Resampler}
|
||||
\alias{Resampler}
|
||||
\title{Resample candles to a higher timeframe}
|
||||
\usage{
|
||||
Resampler(timeframe)
|
||||
}
|
||||
\arguments{
|
||||
\item{timeframe}{Integer number of input candles per higher-timeframe bar.}
|
||||
}
|
||||
\value{
|
||||
A \code{wickra_indicator} resampler.
|
||||
}
|
||||
\description{
|
||||
Aggregates a stream of candles into higher-timeframe bars. Feed candles with
|
||||
\code{\link[=update]{update()}} (it returns a completed higher-timeframe bar, or \code{NULL} while the
|
||||
current bar is still open) and emit the final, still-open bar with \code{\link[=flush]{flush()}}.
|
||||
}
|
||||
\keyword{internal}
|
||||
@@ -0,0 +1,22 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/indicators.R
|
||||
\name{TickAggregator}
|
||||
\alias{TickAggregator}
|
||||
\title{Aggregate trade ticks into time-bucketed candles}
|
||||
\usage{
|
||||
TickAggregator(bucket, gap_fill)
|
||||
}
|
||||
\arguments{
|
||||
\item{bucket}{Time-bucket width, in the same unit as the tick timestamps.}
|
||||
|
||||
\item{gap_fill}{Logical; if \code{TRUE}, empty buckets with no trades are still
|
||||
emitted (carried forward) instead of skipped.}
|
||||
}
|
||||
\value{
|
||||
A \code{wickra_indicator} tick aggregator; feed it ticks with \code{\link[=push]{push()}}.
|
||||
}
|
||||
\description{
|
||||
Builds OHLCV candles from a stream of trade ticks. Feed ticks with \code{\link[=push]{push()}},
|
||||
which returns the candles closed by that tick.
|
||||
}
|
||||
\keyword{internal}
|
||||
@@ -0,0 +1,18 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/indicators.R
|
||||
\name{binance_close}
|
||||
\alias{binance_close}
|
||||
\title{Close a Binance feed}
|
||||
\usage{
|
||||
binance_close(feed)
|
||||
}
|
||||
\arguments{
|
||||
\item{feed}{A \code{wickra_binance_feed} created by \code{\link[=BinanceFeed]{BinanceFeed()}}.}
|
||||
}
|
||||
\value{
|
||||
\code{NULL}, invisibly.
|
||||
}
|
||||
\description{
|
||||
Close a Binance feed
|
||||
}
|
||||
\keyword{internal}
|
||||
@@ -0,0 +1,23 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/indicators.R
|
||||
\name{binance_next}
|
||||
\alias{binance_next}
|
||||
\title{Poll a Binance feed for the next kline event}
|
||||
\usage{
|
||||
binance_next(feed, timeout_ms = 1000)
|
||||
}
|
||||
\arguments{
|
||||
\item{feed}{A \code{wickra_binance_feed} created by \code{\link[=BinanceFeed]{BinanceFeed()}}.}
|
||||
|
||||
\item{timeout_ms}{Poll timeout in milliseconds.}
|
||||
}
|
||||
\value{
|
||||
A named list (\code{symbol}, \code{open}, \code{high}, \code{low}, \code{close}, \code{volume},
|
||||
\code{open_time}, \code{is_closed}) for an event, or \code{NULL} on timeout.
|
||||
}
|
||||
\description{
|
||||
Waits up to \code{timeout_ms} milliseconds. Returns a named list (\code{symbol}, \code{open},
|
||||
\code{high}, \code{low}, \code{close}, \code{volume}, \code{open_time}, \code{is_closed}) when an event
|
||||
arrives, or \code{NULL} on timeout. Errors once the stream is closed.
|
||||
}
|
||||
\keyword{internal}
|
||||
@@ -0,0 +1,41 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/indicators.R
|
||||
\name{fetch_binance_klines}
|
||||
\alias{fetch_binance_klines}
|
||||
\title{Fetch historical Binance klines over REST}
|
||||
\usage{
|
||||
fetch_binance_klines(
|
||||
symbol,
|
||||
interval,
|
||||
limit,
|
||||
start_ms = -1,
|
||||
end_ms = -1,
|
||||
base_url = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{symbol}{Trading symbol (case-insensitive), e.g. \code{"btcusdt"}.}
|
||||
|
||||
\item{interval}{Integer interval code \code{0:15} (see \code{\link[=BinanceFeed]{BinanceFeed()}}).}
|
||||
|
||||
\item{limit}{Number of klines to fetch (\code{1:1000}).}
|
||||
|
||||
\item{start_ms, end_ms}{Optional inclusive Unix-millisecond bounds; a negative
|
||||
value means unset.}
|
||||
|
||||
\item{base_url}{Optional host override; \code{NULL} uses production.}
|
||||
}
|
||||
\value{
|
||||
An \verb{n x 6} numeric matrix with columns \code{open}, \code{high}, \code{low},
|
||||
\code{close}, \code{volume}, \code{timestamp}.
|
||||
}
|
||||
\description{
|
||||
Downloads up to \code{limit} (\code{1:1000}) historical klines for \code{symbol} at the given
|
||||
\code{interval} code (an integer \code{0:15}, the same order as the other bindings).
|
||||
\code{start_ms}/\code{end_ms} are optional inclusive Unix-millisecond bounds (a negative
|
||||
value means unset); \code{base_url} overrides the host (\code{NULL} = production). Returns
|
||||
an \verb{n x 6} numeric matrix with columns \code{open}, \code{high}, \code{low}, \code{close},
|
||||
\code{volume}, \code{timestamp}. Blocks until the response arrives. Not available in the
|
||||
wasm (r-universe/webR) build, which has no raw sockets.
|
||||
}
|
||||
\keyword{internal}
|
||||
@@ -0,0 +1,25 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/methods.R
|
||||
\name{flush.wickra_indicator}
|
||||
\alias{flush.wickra_indicator}
|
||||
\title{Flush a resampler's final candle}
|
||||
\usage{
|
||||
\method{flush}{wickra_indicator}(con)
|
||||
}
|
||||
\arguments{
|
||||
\item{con}{A \code{wickra_indicator} created by \code{\link[=Resampler]{Resampler()}}.}
|
||||
}
|
||||
\value{
|
||||
A named numeric vector (\code{open}, \code{high}, \code{low}, \code{close}, \code{volume},
|
||||
\code{timestamp}), or \code{NULL} if nothing is pending.
|
||||
}
|
||||
\description{
|
||||
Emit the final, still-open candle a \code{\link[=Resampler]{Resampler()}} is aggregating (the partial
|
||||
higher-timeframe bar that no later input has closed yet). Extends the base
|
||||
generic \code{\link[base:flush]{base::flush()}}.
|
||||
}
|
||||
\examples{
|
||||
r <- Resampler(5)
|
||||
for (t in 0:6) update(r, 100 + t, 101 + t, 99 + t, 100 + t, 10, t)
|
||||
flush(r)
|
||||
}
|
||||
@@ -0,0 +1,26 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/methods.R
|
||||
\name{is_ready}
|
||||
\alias{is_ready}
|
||||
\alias{is_ready.wickra_indicator}
|
||||
\title{Whether an indicator has consumed enough input to emit a value}
|
||||
\usage{
|
||||
is_ready(object)
|
||||
|
||||
\method{is_ready}{wickra_indicator}(object)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{A \code{wickra_indicator}.}
|
||||
}
|
||||
\value{
|
||||
A single logical.
|
||||
}
|
||||
\description{
|
||||
Not available for the alt-chart bar builders, which have no warmup.
|
||||
}
|
||||
\examples{
|
||||
sma <- Sma(3)
|
||||
is_ready(sma) # FALSE
|
||||
for (x in c(1, 2, 3)) update(sma, x)
|
||||
is_ready(sma) # TRUE
|
||||
}
|
||||
@@ -0,0 +1,24 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/methods.R
|
||||
\name{name}
|
||||
\alias{name}
|
||||
\alias{name.wickra_indicator}
|
||||
\title{Canonical name of an indicator}
|
||||
\usage{
|
||||
name(object)
|
||||
|
||||
\method{name}{wickra_indicator}(object)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{A \code{wickra_indicator}.}
|
||||
}
|
||||
\value{
|
||||
A single character string.
|
||||
}
|
||||
\description{
|
||||
Returns the stable, human-readable name of the indicator (the same name
|
||||
reported by every other Wickra binding), e.g. \code{"SMA"} for \code{\link[=Sma]{Sma()}}.
|
||||
}
|
||||
\examples{
|
||||
name(Sma(14)) # "SMA"
|
||||
}
|
||||
@@ -0,0 +1,33 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/methods.R
|
||||
\name{push}
|
||||
\alias{push}
|
||||
\alias{push.wickra_indicator}
|
||||
\title{Push a trade tick into a tick aggregator}
|
||||
\usage{
|
||||
push(object, price, size, timestamp)
|
||||
|
||||
\method{push}{wickra_indicator}(object, price, size, timestamp)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{A \code{wickra_indicator} created by \code{\link[=TickAggregator]{TickAggregator()}}.}
|
||||
|
||||
\item{price}{Trade price.}
|
||||
|
||||
\item{size}{Trade size (volume).}
|
||||
|
||||
\item{timestamp}{Trade timestamp, in the same unit as the aggregator bucket.}
|
||||
}
|
||||
\value{
|
||||
A numeric matrix with six named columns (possibly zero rows).
|
||||
}
|
||||
\description{
|
||||
Feeds one trade tick to a \code{\link[=TickAggregator]{TickAggregator()}} and returns the candles it
|
||||
closed as a numeric matrix with columns \code{open}, \code{high}, \code{low}, \code{close},
|
||||
\code{volume}, \code{timestamp} (zero rows while the open bar merely grows).
|
||||
}
|
||||
\examples{
|
||||
agg <- TickAggregator(1000, FALSE)
|
||||
push(agg, 100, 1, 0)
|
||||
push(agg, 102, 1, 1000) # closes the first bucket
|
||||
}
|
||||
@@ -0,0 +1,25 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/methods.R
|
||||
\name{read}
|
||||
\alias{read}
|
||||
\alias{read.wickra_indicator}
|
||||
\title{Read every candle parsed by a CSV candle reader}
|
||||
\usage{
|
||||
read(object)
|
||||
|
||||
\method{read}{wickra_indicator}(object)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{A \code{wickra_indicator} created by \code{\link[=CandleReader]{CandleReader()}}.}
|
||||
}
|
||||
\value{
|
||||
A numeric matrix with six named columns (zero rows for an empty CSV).
|
||||
}
|
||||
\description{
|
||||
Returns all the candles a \code{\link[=CandleReader]{CandleReader()}} parsed from its CSV, as a numeric
|
||||
matrix with columns \code{open}, \code{high}, \code{low}, \code{close}, \code{volume}, \code{timestamp}.
|
||||
}
|
||||
\examples{
|
||||
r <- CandleReader("timestamp,open,high,low,close,volume\n0,100,101,99,100.5,10\n")
|
||||
read(r)
|
||||
}
|
||||
@@ -7,12 +7,12 @@
|
||||
\format{
|
||||
A data frame with 250 rows and 6 columns:
|
||||
\describe{
|
||||
\item{date}{Trading date (\code{Date}).}
|
||||
\item{open}{Opening price.}
|
||||
\item{high}{Session high.}
|
||||
\item{low}{Session low.}
|
||||
\item{close}{Closing price.}
|
||||
\item{volume}{Traded volume.}
|
||||
\item{date}{Trading date (\code{Date}).}
|
||||
\item{open}{Opening price.}
|
||||
\item{high}{Session high.}
|
||||
\item{low}{Session low.}
|
||||
\item{close}{Closing price.}
|
||||
\item{volume}{Traded volume.}
|
||||
}
|
||||
}
|
||||
\usage{
|
||||
|
||||
@@ -0,0 +1,24 @@
|
||||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/methods.R
|
||||
\name{warmup_period}
|
||||
\alias{warmup_period}
|
||||
\alias{warmup_period.wickra_indicator}
|
||||
\title{Number of updates an indicator needs before it produces a value}
|
||||
\usage{
|
||||
warmup_period(object)
|
||||
|
||||
\method{warmup_period}{wickra_indicator}(object)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{A \code{wickra_indicator}.}
|
||||
}
|
||||
\value{
|
||||
A single integer: the warmup period.
|
||||
}
|
||||
\description{
|
||||
Not available for the alt-chart bar builders (\code{\link[=RenkoBars]{RenkoBars()}}, \code{\link[=KagiBars]{KagiBars()}},
|
||||
\code{\link[=PointAndFigureBars]{PointAndFigureBars()}}, …), which have no warmup.
|
||||
}
|
||||
\examples{
|
||||
warmup_period(Sma(14)) # 14
|
||||
}
|
||||
@@ -18,6 +18,7 @@ Useful links:
|
||||
\itemize{
|
||||
\item \url{https://github.com/wickra-lib/wickra}
|
||||
\item \url{https://docs.wickra.org}
|
||||
\item \url{https://wickra-lib.r-universe.dev}
|
||||
\item Report bugs at \url{https://github.com/wickra-lib/wickra/issues}
|
||||
}
|
||||
|
||||
|
||||
@@ -6,7 +6,7 @@
|
||||
|
||||
<groupId>org.wickra.examples</groupId>
|
||||
<artifactId>wickra-examples</artifactId>
|
||||
<version>0.9.5</version>
|
||||
<version>0.9.6</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<name>Wickra Java examples</name>
|
||||
@@ -21,7 +21,7 @@
|
||||
<dependency>
|
||||
<groupId>org.wickra</groupId>
|
||||
<artifactId>wickra</artifactId>
|
||||
<version>0.9.5</version>
|
||||
<version>0.9.6</version>
|
||||
</dependency>
|
||||
</dependencies>
|
||||
|
||||
|
||||
Generated
+7
-7
@@ -14,7 +14,7 @@
|
||||
},
|
||||
"../../bindings/node": {
|
||||
"name": "wickra",
|
||||
"version": "0.9.5",
|
||||
"version": "0.9.6",
|
||||
"license": "MIT OR Apache-2.0",
|
||||
"devDependencies": {
|
||||
"@napi-rs/cli": "^2.18.0"
|
||||
@@ -23,12 +23,12 @@
|
||||
"node": ">= 20"
|
||||
},
|
||||
"optionalDependencies": {
|
||||
"wickra-darwin-arm64": "0.9.5",
|
||||
"wickra-darwin-x64": "0.9.5",
|
||||
"wickra-linux-arm64-gnu": "0.9.5",
|
||||
"wickra-linux-x64-gnu": "0.9.5",
|
||||
"wickra-win32-arm64-msvc": "0.9.5",
|
||||
"wickra-win32-x64-msvc": "0.9.5"
|
||||
"wickra-darwin-arm64": "0.9.6",
|
||||
"wickra-darwin-x64": "0.9.6",
|
||||
"wickra-linux-arm64-gnu": "0.9.6",
|
||||
"wickra-linux-x64-gnu": "0.9.6",
|
||||
"wickra-win32-arm64-msvc": "0.9.6",
|
||||
"wickra-win32-x64-msvc": "0.9.6"
|
||||
}
|
||||
},
|
||||
"node_modules/wickra": {
|
||||
|
||||
Reference in New Issue
Block a user