kingchenc
75eefbbd08
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).
Wickra examples — C#
Runnable C# examples for the Wickra C# binding.
Each example is a small console project that references the Wickra project and
resolves the native library automatically (from target/release during local
development, or the NuGet runtimes/ layout when packaged).
Build the native library first, then run any example:
cargo build -p wickra-c --release
dotnet run --project examples/csharp/streaming
| Example | What it does | Run |
|---|---|---|
streaming |
Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | dotnet run --project examples/csharp/streaming |
backtest |
Compute a basket of indicators over an OHLCV series and print a summary. | dotnet run --project examples/csharp/backtest -- <ohlcv.csv> |
multi_timeframe |
Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | dotnet run --project examples/csharp/multi_timeframe |
parallel_assets |
SMA(20) batch over a panel of assets, serial vs Parallel.For, with speedup. |
dotnet run -c Release --project examples/csharp/parallel_assets -- 200 5000 |
strategy_rsi_mean_reversion |
RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | dotnet run -c Release --project examples/csharp/strategy_rsi_mean_reversion |
strategy_macd_adx |
MACD crossover entries gated by ADX(14) > 20. | dotnet run -c Release --project examples/csharp/strategy_macd_adx |
strategy_bollinger_squeeze |
Bollinger-squeeze breakout with an ATR(14) trailing stop. | dotnet run -c Release --project examples/csharp/strategy_bollinger_squeeze |
fetch_btcusdt |
Download real BTCUSDT klines from the Binance REST API into a CSV. | dotnet run --project examples/csharp/fetch_btcusdt |
live_binance |
Stream live Binance klines through EMA(20) over a WebSocket. | dotnet run --project examples/csharp/live_binance |
fetch_btcusdt and live_binance require network access; the rest run offline
on deterministic synthetic data. Shared helpers (synthetic data, CSV loader,
equity summary) live in _common/.