// 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 DEFAULT_CSV = path.join(__dirname, '..', 'data', 'btcusdt-1m.csv'); const ONE_MINUTE_MS = 60_000; function readCsv(csvPath) { // Native CandleReader: header validation, BOM/whitespace tolerance, throws on // a malformed row. const text = fs.readFileSync(csvPath, 'utf8'); const candles = new wickra.CandleReader(text).read(); if (candles.length === 0) { throw new Error(`${csvPath}: CSV has a header but no data rows`); } const cols = { timestamp: [], open: [], high: [], low: [], close: [], volume: [] }; for (const k of candles) { cols.timestamp.push(k.timestamp); cols.open.push(k.open); cols.high.push(k.high); cols.low.push(k.low); cols.close.push(k.close); cols.volume.push(k.volume); } return cols; } function resample(cols, bucketMs) { if (cols.timestamp.length === 0) { throw new Error('resample: empty input series'); } // Native Resampler — no hand-written bucketing. update() emits a closed candle // when a bucket boundary is crossed; flush() yields the final partial bucket. const r = new wickra.Resampler(bucketMs); const out = { timestamp: [], open: [], high: [], low: [], close: [], volume: [] }; const push = (k) => { out.timestamp.push(k.timestamp); out.open.push(k.open); out.high.push(k.high); out.low.push(k.low); out.close.push(k.close); out.volume.push(k.volume); }; for (let i = 0; i < cols.timestamp.length; i++) { const k = r.update(cols.open[i], cols.high[i], cols.low[i], cols.close[i], cols.volume[i], cols.timestamp[i]); if (k !== null) push(k); } const last = r.flush(); if (last !== null) push(last); 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();