8a103ef920
* 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).
112 lines
5.2 KiB
CMake
112 lines
5.2 KiB
CMake
cmake_minimum_required(VERSION 3.15)
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project(wickra_c_examples C CXX)
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# Directory holding the compiled Wickra C library (cargo output), e.g.
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# <workspace>/target/release. Override with -DWICKRA_LIB_DIR=/path/to/target/release.
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if(NOT DEFINED WICKRA_LIB_DIR)
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set(WICKRA_LIB_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../../target/release")
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endif()
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set(WICKRA_INCLUDE_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../../bindings/c/include")
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# Absolute path to the bundled OHLCV datasets, baked into the data-driven
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# examples as a compile definition so they run from any working directory (the
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# C counterpart of the Rust examples' CARGO_MANIFEST_DIR).
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get_filename_component(WICKRA_DATA_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../data" ABSOLUTE)
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# OpenMP is optional: parallel_assets links it when present and falls back to a
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# single-threaded run otherwise.
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find_package(OpenMP QUIET)
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# Pick the right link target per platform/toolchain.
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# - MSVC links the generated import library (wickra.dll.lib).
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# - MinGW/gcc on Windows links the DLL directly.
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# - Unix links the shared object / dylib.
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if(WIN32)
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set(WICKRA_RUNTIME "${WICKRA_LIB_DIR}/wickra.dll")
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if(MSVC)
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll.lib")
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else()
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll")
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endif()
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elseif(APPLE)
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.dylib")
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else()
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.so")
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endif()
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enable_testing()
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# Build one example and link it to the Wickra library. On Windows the DLL is
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# copied next to the executable so the loader finds it at run time. With
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# register_test=TRUE the example is also run as a ctest; network examples pass
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# FALSE (they are built only, never run in CI).
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function(add_wickra_example name source register_test)
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add_executable(${name} ${source})
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target_include_directories(${name} PRIVATE "${WICKRA_INCLUDE_DIR}")
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target_link_libraries(${name} PRIVATE "${WICKRA_LINK_LIB}")
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target_compile_definitions(${name} PRIVATE "WICKRA_DATA_DIR=\"${WICKRA_DATA_DIR}\"")
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if(UNIX AND NOT APPLE)
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target_link_libraries(${name} PRIVATE m)
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endif()
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if(WIN32)
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add_custom_command(TARGET ${name} POST_BUILD
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COMMAND ${CMAKE_COMMAND} -E copy_if_different
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"${WICKRA_RUNTIME}" "$<TARGET_FILE_DIR:${name}>")
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endif()
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if(register_test)
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add_test(NAME ${name} COMMAND ${name})
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if(NOT WIN32)
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set_tests_properties(${name} PROPERTIES
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ENVIRONMENT "LD_LIBRARY_PATH=${WICKRA_LIB_DIR};DYLD_LIBRARY_PATH=${WICKRA_LIB_DIR}")
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endif()
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endif()
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endfunction()
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# Offline examples — built and run as ctests.
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add_wickra_example(smoke smoke.c TRUE) # links the boundary, asserts values
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add_wickra_example(archetypes archetypes.c TRUE) # one indicator per FFI archetype
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add_wickra_example(streaming streaming.c TRUE) # multi-indicator tick stream
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add_wickra_example(cpp_smoke smoke.cpp TRUE) # C++ RAII wrapper (wickra.hpp)
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add_wickra_example(backtest backtest.c TRUE) # indicator basket over a CSV
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add_wickra_example(multi_timeframe multi_timeframe.c TRUE) # resample + per-TF indicators
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add_wickra_example(parallel_assets parallel_assets.c TRUE) # serial vs OpenMP fan-out
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add_wickra_example(strategy_rsi_mean_reversion strategy_rsi_mean_reversion.c TRUE)
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add_wickra_example(strategy_macd_adx strategy_macd_adx.c TRUE)
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add_wickra_example(strategy_bollinger_squeeze strategy_bollinger_squeeze.c TRUE)
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if(OpenMP_C_FOUND)
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target_link_libraries(parallel_assets PRIVATE OpenMP::OpenMP_C)
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endif()
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# Golden-fixture parity over the whole 514-indicator catalogue, built and run as
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# BOTH C (golden_test.c) and C++ (golden_test.cpp #includes the same source) to
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# prove the C ABI header is consumable from each language. The fixtures live at
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# the repo root; pass the absolute path as the test argument.
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get_filename_component(WICKRA_GOLDEN_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../../testdata/golden" ABSOLUTE)
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foreach(gt_pair "golden_test:golden_test.c" "golden_test_cpp:golden_test.cpp"
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"data_layer_test:data_layer_test.c" "data_layer_test_cpp:data_layer_test.cpp")
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string(REPLACE ":" ";" gt_list "${gt_pair}")
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list(GET gt_list 0 gt_name)
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list(GET gt_list 1 gt_src)
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add_executable(${gt_name} ${gt_src})
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target_include_directories(${gt_name} PRIVATE "${WICKRA_INCLUDE_DIR}")
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target_link_libraries(${gt_name} PRIVATE "${WICKRA_LINK_LIB}")
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if(UNIX AND NOT APPLE)
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target_link_libraries(${gt_name} PRIVATE m)
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endif()
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if(WIN32)
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add_custom_command(TARGET ${gt_name} POST_BUILD
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COMMAND ${CMAKE_COMMAND} -E copy_if_different
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"${WICKRA_RUNTIME}" "$<TARGET_FILE_DIR:${gt_name}>")
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endif()
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add_test(NAME ${gt_name} COMMAND ${gt_name} "${WICKRA_GOLDEN_DIR}")
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if(NOT WIN32)
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set_tests_properties(${gt_name} PROPERTIES
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ENVIRONMENT "LD_LIBRARY_PATH=${WICKRA_LIB_DIR};DYLD_LIBRARY_PATH=${WICKRA_LIB_DIR}")
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endif()
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endforeach()
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# Network examples — built (so they stay compilable) but not run in CI.
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add_wickra_example(fetch_btcusdt fetch_btcusdt.c FALSE) # downloads CSVs via curl
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add_wickra_example(live_binance live_binance.c FALSE) # polls Binance REST via curl
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