kingchenc
b919c33dee
bindings/node had no examples/ directory — the README pointed at a test file as its "Example". (bindings/wasm/examples/index.html already exists and is a complete browser demo, so only the Node side was missing.) Add bindings/node/examples/streaming.js: a deterministic synthetic price series fed tick by tick through SMA, EMA, RSI and MACD, printing a status line and flagging overbought/oversold candidates — the same O(1)-per-update streaming model a live bot would use. Verified against the built native module.
82 lines
2.4 KiB
JavaScript
82 lines
2.4 KiB
JavaScript
// Streaming indicators with the Wickra Node binding.
|
|
//
|
|
// Feeds a synthetic price series through several indicators tick by tick —
|
|
// the same O(1)-per-update model a live trading bot would use — and prints a
|
|
// status line whenever every indicator has warmed up.
|
|
//
|
|
// Run it from the repository after building the native module:
|
|
//
|
|
// cd bindings/node
|
|
// npm install
|
|
// npx napi build --platform --release
|
|
// node examples/streaming.js
|
|
//
|
|
// In your own project, install the package and use `require('wickra')`
|
|
// instead of the relative `require('..')` below.
|
|
|
|
const wickra = require('..');
|
|
|
|
// A deterministic synthetic series: a slow trend with two oscillations and a
|
|
// little noise from a seeded generator (so every run prints the same thing).
|
|
function makeSeries(n) {
|
|
let seed = 1234567;
|
|
const rand = () => {
|
|
seed = (seed * 1103515245 + 12345) & 0x7fffffff;
|
|
return seed / 0x7fffffff;
|
|
};
|
|
const prices = [];
|
|
for (let t = 0; t < n; t++) {
|
|
const price =
|
|
100 +
|
|
t * 0.05 +
|
|
Math.sin(t * 0.07) * 8 +
|
|
Math.cos(t * 0.21) * 3 +
|
|
(rand() - 0.5);
|
|
prices.push(price);
|
|
}
|
|
return prices;
|
|
}
|
|
|
|
const fmt = (v) =>
|
|
v === null || v === undefined || Number.isNaN(v) ? ' -- ' : v.toFixed(2);
|
|
|
|
function main() {
|
|
console.log(`Wickra ${wickra.version()} — streaming indicator demo\n`);
|
|
|
|
const sma = new wickra.SMA(20);
|
|
const ema = new wickra.EMA(20);
|
|
const rsi = new wickra.RSI(14);
|
|
const macd = new wickra.MACD(12, 26, 9);
|
|
|
|
const prices = makeSeries(120);
|
|
let signals = 0;
|
|
|
|
for (let t = 0; t < prices.length; t++) {
|
|
const price = prices[t];
|
|
const smaV = sma.update(price);
|
|
const emaV = ema.update(price);
|
|
const rsiV = rsi.update(price);
|
|
const macdV = macd.update(price); // { macd, signal, histogram } or null
|
|
|
|
// Only act once every indicator has produced a value.
|
|
if (smaV == null || emaV == null || rsiV == null || macdV == null) {
|
|
continue;
|
|
}
|
|
|
|
const overbought = rsiV > 70 && macdV.histogram < 0;
|
|
const oversold = rsiV < 30 && macdV.histogram > 0;
|
|
const tag = overbought ? 'SELL?' : oversold ? 'BUY? ' : ' ';
|
|
if (overbought || oversold) signals++;
|
|
|
|
console.log(
|
|
`t=${String(t).padStart(3)} price=${fmt(price)} ` +
|
|
`sma=${fmt(smaV)} ema=${fmt(emaV)} rsi=${fmt(rsiV)} ` +
|
|
`macd_hist=${fmt(macdV.histogram)} ${tag}`,
|
|
);
|
|
}
|
|
|
|
console.log(`\nDone — ${signals} candidate signal(s) over ${prices.length} ticks.`);
|
|
}
|
|
|
|
main();
|