kingchenc
677ea37402
Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges. Migrates the runnable examples off third-party data-I/O packages onto Wickra's native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`). ## Third-party packages removed (the zero-dep selling point) - **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile - **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`) - **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml - **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes Each language's CSV loading now goes through `CandleReader`, manual resampling through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST download through the native fetcher. ## Verification Ran the offline examples per language against the bundled data — backtest and multi_timeframe produce identical output across Python / Node / Go / Java / R (e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars). C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch. Note: the streaming `strategy_*` examples have pre-existing candle-indicator runtime bugs (CI only syntax-smokes them); the CSV migration preserves their shape and leaves those bugs for a separate fix.
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Wickra examples — R
Runnable R examples for the Wickra R binding. Each example is
a small script; they share the deterministic synthetic data, CSV loader, and
equity summary in _common.R.
Install the binding first (it compiles against the C ABI library — see the binding README), then run any example from this directory:
cargo build -p wickra-c --release
WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" WICKRA_LIB_DIR="$PWD/target/release" \
R CMD INSTALL bindings/r
cd examples/r
Rscript streaming.R
| Example | What it does | Run |
|---|---|---|
streaming.R |
Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | Rscript streaming.R |
backtest.R |
Compute a basket of indicators over an OHLCV series and print a summary. | Rscript backtest.R <ohlcv.csv> |
multi_timeframe.R |
Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | Rscript multi_timeframe.R |
parallel_assets.R |
SMA(20) batch over a panel, serial vs mclapply, with speedup. |
Rscript parallel_assets.R 200 5000 |
strategy_rsi_mean_reversion.R |
RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | Rscript strategy_rsi_mean_reversion.R |
strategy_macd_adx.R |
MACD crossover entries gated by ADX(14) > 20. | Rscript strategy_macd_adx.R |
strategy_bollinger_squeeze.R |
Bollinger-squeeze breakout with an ATR(14) trailing stop. | Rscript strategy_bollinger_squeeze.R |
fetch_btcusdt.R |
Download real BTCUSDT klines from the Binance REST API into a CSV (native fetch_binance_klines). |
Rscript fetch_btcusdt.R |
live_binance.R |
Stream live Binance klines through EMA(20) via the native BinanceFeed. |
Rscript live_binance.R |
fetch_btcusdt.R and live_binance.R require network access but no third-party
packages — they use Wickra's native REST fetcher and live feed; the rest run
offline on deterministic synthetic data. parallel_assets.R forks via
parallel::mclapply on Unix and runs serially on Windows.