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.
24 lines
906 B
C#
24 lines
906 B
C#
using System.Globalization;
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using Wickra;
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// Download real BTCUSDT hourly klines from the Binance REST API into a CSV that the
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// other examples can consume, using Wickra's native fetcher — no third-party HTTP or
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// JSON library. Requires network access (build-only in CI).
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Console.WriteLine("Fetching 500 BTCUSDT 1h klines from Binance...");
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var klines = BinanceFeed.FetchKlines("BTCUSDT", BinanceInterval.OneHour, 500);
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var dir = Path.Combine(AppContext.BaseDirectory, "data");
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Directory.CreateDirectory(dir);
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var path = Path.Combine(dir, "btcusdt_1h.csv");
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using var writer = new StreamWriter(path);
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writer.WriteLine("timestamp,open,high,low,close,volume");
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foreach (var k in klines)
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{
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writer.WriteLine(string.Create(CultureInfo.InvariantCulture,
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$"{(long)k.Timestamp},{k.Open},{k.High},{k.Low},{k.Close},{k.Volume}"));
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}
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Console.WriteLine($"Wrote {klines.Length} klines to {path}");
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