kingchenc
4631519885
Releases the cross-asset / pairwise indicator family (PR #109): PairwiseBeta, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB. Indicator count 214 -> 219. Bumps workspace + binding versions and the CHANGELOG ([Unreleased] -> [0.4.1]) with the new compare URL.
Wickra examples
Runnable examples for every Wickra binding. Rust and Node examples live next
to the code they exercise so the language tooling (cargo run --example,
node) can find them; the Python examples have no crate of their own and
live here under python/.
Rust — examples/rust/
The Rust examples live in the wickra-examples workspace member crate.
| Example | What it does | Run |
|---|---|---|
streaming.rs |
Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | cargo run -p wickra-examples --bin streaming |
backtest.rs |
Compute a basket of indicators over an OHLCV CSV and print a summary. | cargo run -p wickra-examples --bin backtest -- <ohlcv.csv> |
multi_timeframe.rs |
Resample a 1-minute CSV via wickra-data and print indicators per timeframe. | cargo run -p wickra-examples --bin multi_timeframe |
parallel_assets.rs |
Serial vs BatchExt::batch_parallel (rayon) over a synthetic panel, with speedup. |
cargo run --release -p wickra-examples --bin parallel_assets -- --assets 200 --bars 5000 |
fetch_btcusdt.rs |
Download real BTCUSDT klines from the Binance REST API into examples/data/. |
cargo run -p wickra-examples --bin fetch_btcusdt |
live_binance.rs |
Stream live Binance klines through an indicator over a resilient WebSocket. | cargo run -p wickra-examples --bin live_binance |
strategy_rsi_mean_reversion.rs |
Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary. | cargo run --release -p wickra-examples --bin strategy_rsi_mean_reversion |
strategy_macd_adx.rs |
Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20. | cargo run --release -p wickra-examples --bin strategy_macd_adx |
strategy_bollinger_squeeze.rs |
Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop. | cargo run --release -p wickra-examples --bin strategy_bollinger_squeeze |
Python — examples/python/
| Example | What it does | Run |
|---|---|---|
streaming.py |
Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | python -m examples.python.streaming |
backtest.py |
Basket of indicators over an OHLCV CSV. | python -m examples.python.backtest <ohlcv.csv> |
live_trading.py |
Live Binance feed → RSI / MACD / Bollinger → signals. | python -m examples.python.live_trading --symbol BTCUSDT --interval 1m |
multi_timeframe.py |
Resample a 1-minute CSV to coarser timeframes and compare. | python -m examples.python.multi_timeframe <1m.csv> |
parallel_assets.py |
Process many symbols in parallel — the Rust extension releases the GIL during batch computation. | python -m examples.python.parallel_assets --assets 200 --bars 5000 |
fetch_btcusdt.py |
Download real BTCUSDT klines from the Binance REST API into examples/data/ (urllib + stdlib only). |
python -m examples.python.fetch_btcusdt |
strategy_rsi_mean_reversion.py |
Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary. | python -m examples.python.strategy_rsi_mean_reversion |
strategy_macd_adx.py |
Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20. | python -m examples.python.strategy_macd_adx |
strategy_bollinger_squeeze.py |
Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop. | python -m examples.python.strategy_bollinger_squeeze |
live_trading.py additionally needs pip install websockets.
Node.js — examples/node/
Build the native binding once, then link it into the examples directory:
cd bindings/node && npm install && npx napi build --platform --release
cd ../../examples/node && npm install # links wickra + installs `ws`
| Example | What it does | Run |
|---|---|---|
streaming.js |
Feed a synthetic price series through several indicators tick by tick. | node streaming.js |
backtest.js |
Basket of indicators over an OHLCV CSV; defaults to the bundled BTCUSDT daily dataset. | node backtest.js [ohlcv.csv] |
multi_timeframe.js |
Roll a 1-minute CSV up to 5m / 15m / 1h / 4h / 1d and print indicators per timeframe. | node multi_timeframe.js [path/to/1m.csv] |
parallel_assets.js |
Serial vs worker_threads pool over a synthetic panel, with speedup. |
node parallel_assets.js --assets 200 --bars 5000 |
live_trading.js |
Live Binance feed → RSI / MACD / Bollinger → signals. | node live_trading.js --symbol BTCUSDT --interval 1m |
fetch_btcusdt.js |
Download real BTCUSDT klines from the Binance REST API into examples/data/ (built-in fetch, Node 18+). |
node fetch_btcusdt.js |
strategy_rsi_mean_reversion.js |
Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary. | node strategy_rsi_mean_reversion.js |
strategy_macd_adx.js |
Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20. | node strategy_macd_adx.js |
strategy_bollinger_squeeze.js |
Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop. | node strategy_bollinger_squeeze.js |
WebAssembly — examples/wasm/
Build the WASM module first (one-time):
wasm-pack build bindings/wasm --target web --release --features panic-hook
Then serve the repository root (python -m http.server, npx http-server,
…) and open the demo you want in a browser.
| Example | What it does |
|---|---|
index.html |
Streams a synthetic price series through six indicators and draws a live <canvas> chart. |
backtest.html |
Streams a fetched OHLCV CSV through a basket of indicators (SMA, EMA, RSI, MACD, Bollinger, ATR, ADX, OBV) and prints a per-series summary table. |
live_trading.html |
Opens a browser-native WebSocket to Binance, runs RSI / MACD / Bollinger and flags BUY/SELL candidates. |
multi_timeframe.html |
Fetches a 1-minute CSV, rolls it up to 5m / 15m / 1h / 4h / 1d in-page, prints RSI / MACD hist / ADX per timeframe. |
parallel_assets.html |
Spawns a pool of module Workers (each loading its own copy of the WASM module) and reports the speedup over a serial baseline. |
strategy_rsi_mean_reversion.html |
Hourly BTCUSDT RSI(14) mean-reversion (long < 30, exit > 70); prints a PnL / Sharpe / max-DD summary table. |
strategy_macd_adx.html |
Hourly BTCUSDT MACD crossover gated by ADX(14) > 20, with the same summary table. |
strategy_bollinger_squeeze.html |
Daily BTCUSDT Bollinger-squeeze breakout with a 2×ATR(14) stop and summary table. |
Example datasets
examples/data/ holds seven real BTCUSDT OHLCV datasets, one
per timeframe (1m, 5m, 15m, 1h, 12h, 1d, 1month), in the standard
timestamp,open,high,low,close,volume layout. The Rust and Node backtest
examples and the indicator benchmarks run against them. Regenerate them with
the latest market history via cargo run -p wickra-examples --bin fetch_btcusdt.