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.
34 lines
2.0 KiB
Markdown
34 lines
2.0 KiB
Markdown
# Wickra examples — R
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Runnable R examples for the [Wickra R binding](../../bindings/r). Each example is
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a small script; they share the deterministic synthetic data, CSV loader, and
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equity summary in [`_common.R`](_common.R).
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Install the binding first (it compiles against the C ABI library — see the
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[binding README](../../bindings/r)), then run any example from this directory:
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```bash
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cargo build -p wickra-c --release
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WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" WICKRA_LIB_DIR="$PWD/target/release" \
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R CMD INSTALL bindings/r
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cd examples/r
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Rscript streaming.R
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```
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| Example | What it does | Run |
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| --- | --- | --- |
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| `streaming.R` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `Rscript streaming.R` |
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| `backtest.R` | Compute a basket of indicators over an OHLCV series and print a summary. | `Rscript backtest.R <ohlcv.csv>` |
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| `multi_timeframe.R` | Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | `Rscript multi_timeframe.R` |
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| `parallel_assets.R` | SMA(20) batch over a panel, serial vs `mclapply`, with speedup. | `Rscript parallel_assets.R 200 5000` |
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| `strategy_rsi_mean_reversion.R` | RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | `Rscript strategy_rsi_mean_reversion.R` |
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| `strategy_macd_adx.R` | MACD crossover entries gated by ADX(14) > 20. | `Rscript strategy_macd_adx.R` |
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| `strategy_bollinger_squeeze.R` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `Rscript strategy_bollinger_squeeze.R` |
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| `fetch_btcusdt.R` | Download real BTCUSDT klines from the Binance REST API into a CSV (native `fetch_binance_klines`). | `Rscript fetch_btcusdt.R` |
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| `live_binance.R` | Stream live Binance klines through EMA(20) via the native `BinanceFeed`. | `Rscript live_binance.R` |
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`fetch_btcusdt.R` and `live_binance.R` require network access but no third-party
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packages — they use Wickra's native REST fetcher and live feed; the rest run
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offline on deterministic synthetic data. `parallel_assets.R` forks via
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`parallel::mclapply` on Unix and runs serially on Windows.
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