// Multi-timeframe indicators with the Wickra Node binding. // // Reads the bundled 1-minute BTCUSDT CSV (or a path passed on the command // line), rolls it up to coarser timeframes (5m / 15m / 1h / 4h / 1d) and // prints the last RSI(14), MACD(12,26,9) histogram and ADX(14) on each. // Mirrors examples/python/multi_timeframe.py — wickra-data's Resampler is // only exposed in Rust today, so the roll-up is computed inline here. // // Run with: // node examples/node/multi_timeframe.js [path/to/1m.csv] const fs = require('node:fs'); const path = require('node:path'); const wickra = require('wickra'); const REQUIRED_COLUMNS = ['timestamp', 'open', 'high', 'low', 'close', 'volume']; const DEFAULT_CSV = path.join(__dirname, '..', 'data', 'btcusdt-1m.csv'); const ONE_MINUTE_MS = 60_000; function readCsv(csvPath) { const text = fs.readFileSync(csvPath, 'utf8'); const lines = text.split(/\r?\n/).filter((line) => line.length > 0); if (lines.length === 0) { throw new Error(`${csvPath}: file is empty`); } const header = lines[0].split(',').map((cell) => cell.trim()); const missing = REQUIRED_COLUMNS.filter((col) => !header.includes(col)); if (missing.length > 0) { throw new Error( `${csvPath}: missing required column(s): ${missing.join(', ')}; found: ${header.join(', ')}`, ); } if (lines.length === 1) { throw new Error(`${csvPath}: CSV has a header but no data rows`); } const idx = {}; for (const col of REQUIRED_COLUMNS) { idx[col] = header.indexOf(col); } const cols = { timestamp: [], open: [], high: [], low: [], close: [], volume: [] }; for (let i = 1; i < lines.length; i++) { const cells = lines[i].split(','); for (const col of REQUIRED_COLUMNS) { const value = Number(cells[idx[col]]); if (!Number.isFinite(value)) { throw new Error( `${csvPath}: row ${i + 1} column '${col}' is not numeric: ${JSON.stringify(cells[idx[col]])}`, ); } cols[col].push(value); } } return cols; } // Roll an OHLCV series up to `bucketMs`-sized buckets keyed on each bar's // `floor(timestamp / bucketMs)`. Input timestamps must be monotonic // non-decreasing (the bundled BTCUSDT-1m dataset is contiguous, so this // holds by construction). function resample(cols, bucketMs) { if (cols.timestamp.length === 0) { throw new Error('resample: empty input series'); } const out = { timestamp: [], open: [], high: [], low: [], close: [], volume: [] }; let bucketStart = Math.floor(cols.timestamp[0] / bucketMs) * bucketMs; let [o, h, l, c, v] = [cols.open[0], cols.high[0], cols.low[0], cols.close[0], cols.volume[0]]; for (let i = 1; i < cols.timestamp.length; i++) { const start = Math.floor(cols.timestamp[i] / bucketMs) * bucketMs; if (start === bucketStart) { if (cols.high[i] > h) h = cols.high[i]; if (cols.low[i] < l) l = cols.low[i]; c = cols.close[i]; v += cols.volume[i]; } else { out.timestamp.push(bucketStart); out.open.push(o); out.high.push(h); out.low.push(l); out.close.push(c); out.volume.push(v); bucketStart = start; o = cols.open[i]; h = cols.high[i]; l = cols.low[i]; c = cols.close[i]; v = cols.volume[i]; } } // Flush the final open bucket. out.timestamp.push(bucketStart); out.open.push(o); out.high.push(h); out.low.push(l); out.close.push(c); out.volume.push(v); return out; } function summarize(label, cols) { if (cols.close.length === 0) { console.log(` ${label.padEnd(5)} (empty)`); return; } const rsi = new wickra.RSI(14); const macd = new wickra.MACD(12, 26, 9); const adx = new wickra.ADX(14); let lastRsi = null; let lastHist = null; let lastAdx = null; for (let i = 0; i < cols.close.length; i++) { const r = rsi.update(cols.close[i]); if (r !== null) lastRsi = r; const m = macd.update(cols.close[i]); if (m) lastHist = m.histogram; const a = adx.update(cols.high[i], cols.low[i], cols.close[i]); if (a) lastAdx = a.adx; } const lastClose = cols.close[cols.close.length - 1]; const fmtR = lastRsi === null ? ' --' : lastRsi.toFixed(2).padStart(6); const fmtH = lastHist === null ? ' -- ' : `${lastHist >= 0 ? '+' : ''}${lastHist.toFixed(2)}`.padStart(6); const fmtA = lastAdx === null ? ' --' : lastAdx.toFixed(2).padStart(6); console.log( ` ${label.padEnd(5)} bars=${String(cols.close.length).padStart(5)} ` + `last_close=${lastClose.toFixed(2).padStart(10)} ` + `rsi=${fmtR} macd_hist=${fmtH} adx=${fmtA}`, ); } function main() { const csvPath = process.argv[2] || DEFAULT_CSV; let cols; try { cols = readCsv(csvPath); } catch (err) { console.error(`error: ${err.message}`); process.exit(1); } console.log(`Multi-timeframe view of ${csvPath}`); summarize('1m', cols); for (const [label, mins] of [ ['5m', 5], ['15m', 15], ['1h', 60], ['4h', 240], ['1d', 1440], ]) { summarize(label, resample(cols, mins * ONE_MINUTE_MS)); } } main();