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.
102 lines
2.9 KiB
C
102 lines
2.9 KiB
C
/* Shared OHLCV CSV loader for the Wickra C examples.
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*
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* Thin wrapper over the native C-ABI `wickra_candle_reader_*` (the same
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* `wickra-data::csv::CandleReader` the Rust examples use): it reads the whole
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* file into memory and parses the standard `timestamp,open,high,low,close,volume`
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* files shipped under `examples/data/` through the library — no hand-written CSV
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* parsing.
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*
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* Header-only: define WICKRA_CSV_IMPL in exactly one translation unit (each
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* example is a single .c file, so it just defines it before including this).
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* `wickra.h` must be included before this header.
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*/
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#ifndef WICKRA_CSV_H
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#define WICKRA_CSV_H
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#include <stddef.h>
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#include <stdint.h>
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typedef struct WickraBar {
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int64_t timestamp;
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double open;
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double high;
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double low;
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double close;
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double volume;
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} WickraBar;
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/* Load an OHLCV CSV into a malloc'd array. Returns the candle count and stores
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* the array in *out (caller frees with free()). Returns 0 and leaves *out NULL
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* on any error (missing file, malformed header or row). */
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size_t wickra_load_csv(const char *path, WickraBar **out);
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#ifdef WICKRA_CSV_IMPL
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#include <stdio.h>
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#include <stdlib.h>
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#include "wickra.h"
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size_t wickra_load_csv(const char *path, WickraBar **out) {
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*out = NULL;
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FILE *f = fopen(path, "rb");
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if (f == NULL) {
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fprintf(stderr, "wickra_load_csv: cannot open %s\n", path);
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return 0;
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}
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fseek(f, 0, SEEK_END);
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long size = ftell(f);
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fseek(f, 0, SEEK_SET);
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if (size <= 0) {
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fclose(f);
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return 0;
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}
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char *buf = (char *)malloc((size_t)size);
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if (buf == NULL) {
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fclose(f);
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return 0;
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}
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size_t read_bytes = fread(buf, 1, (size_t)size, f);
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fclose(f);
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/* Parse the whole buffer with the native reader. */
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struct CandleReader *reader =
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wickra_candle_reader_new((const uint8_t *)buf, (uintptr_t)read_bytes);
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free(buf);
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if (reader == NULL) {
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return 0;
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}
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size_t n = (size_t)wickra_candle_reader_count(reader);
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if (n == 0) {
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wickra_candle_reader_free(reader);
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return 0;
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}
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struct WickraCandle *candles = (struct WickraCandle *)malloc(n * sizeof(*candles));
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if (candles == NULL) {
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wickra_candle_reader_free(reader);
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return 0;
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}
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size_t got = (size_t)wickra_candle_reader_read(reader, candles, (uintptr_t)n);
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wickra_candle_reader_free(reader);
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WickraBar *rows = (WickraBar *)malloc(got * sizeof(*rows));
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if (rows == NULL) {
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free(candles);
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return 0;
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}
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for (size_t i = 0; i < got; ++i) {
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rows[i].timestamp = candles[i].timestamp;
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rows[i].open = candles[i].open;
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rows[i].high = candles[i].high;
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rows[i].low = candles[i].low;
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rows[i].close = candles[i].close;
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rows[i].volume = candles[i].volume;
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}
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free(candles);
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*out = rows;
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return got;
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}
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#endif /* WICKRA_CSV_IMPL */
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#endif /* WICKRA_CSV_H */
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