kingchenc
747d1a5b1b
The three Rust examples (backtest, fetch_btcusdt, live_binance) used to
live each in their own crate's examples/ dir, splitting the example set
across crates and burying it inside the source tree. Move them into a new
workspace member crate at `examples/rust/` (package `wickra-examples`,
`publish = false`) so all language examples sit under one top-level
`examples/<lang>/` tree.
* `examples/rust/Cargo.toml` declares the per-binary deps (wickra,
wickra-data with the `live-binance` feature always on, serde_json, tokio
for the macro and current-thread runtime).
* `examples/rust/src/bin/{backtest,fetch_btcusdt,live_binance}.rs` are the
three migrated binaries; their doc-comments and the fetch_btcusdt output
path are updated for the new location and run command
(`cargo run -p wickra-examples --bin <name>`).
* Workspace `Cargo.toml` lists the new member; the now-empty
`[dev-dependencies]` extras (`wickra`, `tokio` in wickra-data and
`serde_json` in wickra) that existed only for these examples are dropped.
* The `[[example]] live_binance` table is removed from wickra-data's
manifest since the file moved out.
* README "Languages" + project-layout, examples/README.md, Quickstart-Rust
and Data-Layer are pointed at the new paths and commands.
`cargo build -p wickra-examples` and `cargo run --release -p wickra-examples
--bin backtest -- examples/data/btcusdt-1d.csv` both succeed; the rest of
the workspace (core, data, wickra) builds, clippies (`--all-targets -D
warnings`) and tests (508 core + 28 data + 1 integration + 74+3+1
doctests) all stay green.
96 lines
2.8 KiB
Rust
96 lines
2.8 KiB
Rust
//! Rust example: backtest a basket of indicators against a CSV file.
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//!
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//! Build with:
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//! ```text
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//! cargo run --release -p wickra-examples --bin backtest -- path/to/ohlcv.csv
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//! ```
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use std::env;
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use wickra::{Adx, Atr, BatchExt, BollingerBands, Ema, Indicator, MacdIndicator, Obv, Rsi};
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use wickra_data::csv::CandleReader;
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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let args: Vec<String> = env::args().collect();
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let path = args.get(1).ok_or("usage: backtest <ohlcv.csv>")?;
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let mut reader = CandleReader::open(path)?;
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let candles = reader.read_all()?;
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if candles.is_empty() {
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return Err("CSV is empty".into());
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}
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let n = candles.len();
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let closes: Vec<f64> = candles.iter().map(|c| c.close).collect();
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let rsi = Rsi::new(14)?.batch(&closes);
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let ema = Ema::new(20)?.batch(&closes);
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let bb = BollingerBands::classic().batch(&closes);
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let macd = MacdIndicator::classic().batch(&closes);
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let mut atr = Atr::new(14)?;
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let atr_series: Vec<_> = candles.iter().map(|c| atr.update(*c)).collect();
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let mut adx = Adx::new(14)?;
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let adx_series: Vec<_> = candles.iter().map(|c| adx.update(*c)).collect();
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let mut obv = Obv::new();
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let obv_series: Vec<_> = candles.iter().map(|c| obv.update(*c)).collect();
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let last_rsi = rsi
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.iter()
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.rev()
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.flatten()
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.next()
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.copied()
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.unwrap_or(f64::NAN);
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let last_ema = ema
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.iter()
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.rev()
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.flatten()
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.next()
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.copied()
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.unwrap_or(f64::NAN);
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let last_bb = bb.iter().rev().flatten().next().copied();
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let last_macd = macd.iter().rev().flatten().next().copied();
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let last_atr = atr_series
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.iter()
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.rev()
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.flatten()
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.next()
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.copied()
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.unwrap_or(f64::NAN);
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let last_adx = adx_series.iter().rev().flatten().next().copied();
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let last_obv = obv_series
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.iter()
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.rev()
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.flatten()
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.next()
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.copied()
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.unwrap_or(f64::NAN);
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println!("backtest summary for {path} ({n} bars)");
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println!(" RSI(14) = {last_rsi:>9.4}");
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println!(" EMA(20) = {last_ema:>9.4}");
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if let Some(bb) = last_bb {
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println!(
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" BB(20,2) upper={:>9.4} middle={:>9.4} lower={:>9.4} sd={:>8.4}",
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bb.upper, bb.middle, bb.lower, bb.stddev
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);
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}
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if let Some(m) = last_macd {
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println!(
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" MACD macd={:>9.4} signal={:>9.4} hist={:>9.4}",
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m.macd, m.signal, m.histogram
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);
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}
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println!(" ATR(14) = {last_atr:>9.4}");
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if let Some(a) = last_adx {
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println!(
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" ADX(14) +DI={:>6.2} -DI={:>6.2} ADX={:>6.2}",
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a.plus_di, a.minus_di, a.adx
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);
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}
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println!(" OBV = {last_obv:>14.2}");
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Ok(())
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}
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