kingchenc
8a103ef920
* feat(data-layer): TickAggregator in Node, WASM, Python + C ABI hub First data-layer feature (F2): roll trade ticks up into fixed-timeframe OHLCV candles, exposed natively and over the C ABI. - wickra-data wired as a binding dependency (workspace dep; its wickra-core dep is default-features=false so it never forces rayon into the rayon-free WASM build — native bindings re-enable parallel through their own dependency). - Node `TickAggregator(bucket, gapFill?)` -> `push(price, size, ts): Candle[]`; WASM the same (array of objects); Python `push(...) -> list[tuple]`. - C ABI: `WickraCandle` struct + `wickra_tick_aggregator_new/push/free` (push writes candles into a caller buffer and returns the count), generated via the capi generator's new DATA_LAYER section; cbindgen now parses wickra-data so `TickAggregator` is a forward-declared opaque; header vendored to bindings/go. Verified bit-identical across Node/WASM/Python/C/C++ (o=100 h=101 l=100 c=101 v=3 ts=0 for the shared 3-tick probe). WIP: Go/C#/Java/R generated bindings and the cross-language golden are still pending. * feat(data-layer): TickAggregator in Go, C#, Java, R (lossless push/drain) Complete F2 across all 10 languages: the C-ABI tick aggregator now uses a two-step push/drain so gap-fill candles are never lost, and the four generated bindings expose it idiomatically. - C ABI redesigned: opaque TickAggregator handle (inner aggregator + pending buffer); push consumes a tick and returns the closed-candle count, drain copies them into a count-sized caller buffer. - Go: NewTickAggregator + Push(price,size,ts) []Candle; C#: TickAggregator + Candle[] Push(...); Java: TickAggregator + Candle[] push(...); R: TickAggregator constructor + push() S3 generic returning an (n x 6) numeric matrix. - Candle output record generated per language from WickraCandle. Verified bit-identical to the native bindings (o=100 h=101 l=100 c=101 v=3 ts=0) in Go, C#, Java, and R at runtime; R passes R CMD check (pre-existing doc warnings only). WIP: cross-language data-layer golden + CHANGELOG still pending. * test(data-layer): cross-language golden for the tick aggregator + CHANGELOG gen_golden emits a deterministic tick stream (testdata/golden/data_ticks.csv) and the reference candle streams with and without gap filling (data_candles.csv, data_candles_gap.csv). Every binding replays the shared ticks through its TickAggregator and checks the candles bit-for-bit (fp tolerance) against the Rust reference: - Node / WASM / Python / Go / C# / Java / R: a dedicated parity test each. - C / C++: data_layer_test.c (compiled as both, run as ctest). The gap-fill fixture closes several candles from a single push, exercising the lossless push/drain path. Records the feature under CHANGELOG [Unreleased]. * fix(examples): rename the CSV-loader candle to WickraBar The example CSV helper (wickra_csv.h) defined its own struct WickraCandle, which now collides with the public C ABI WickraCandle (the tick aggregator output) in any example that includes both headers (backtest, multi_timeframe, the strategy examples). The public type owns the name; rename the example loader's bar to WickraBar. The generated golden_test.c is untouched (its only match was the unrelated WickraCandleVolumeOutput).
532 lines
11 KiB
Plaintext
532 lines
11 KiB
Plaintext
# Generated by roxygen2: do not edit by hand
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S3method(batch,wickra_indicator)
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S3method(is_ready,wickra_indicator)
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S3method(name,wickra_indicator)
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S3method(push,wickra_indicator)
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S3method(reset,wickra_indicator)
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S3method(update,wickra_indicator)
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S3method(warmup_period,wickra_indicator)
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export(AbandonedBaby)
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export(Abcd)
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export(AbsoluteBreadthIndex)
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export(AccelerationBands)
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export(AcceleratorOscillator)
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export(AdOscillator)
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export(AdVolumeLine)
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export(AdaptiveCci)
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export(AdaptiveCycle)
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export(AdaptiveLaguerreFilter)
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export(AdaptiveRsi)
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export(Adl)
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export(AdvanceBlock)
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export(AdvanceDecline)
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export(AdvanceDeclineRatio)
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export(Adx)
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export(Adxr)
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export(Alligator)
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export(Alma)
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export(Alpha)
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export(AmihudIlliquidity)
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export(AnchoredRsi)
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export(AnchoredVwap)
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export(AndrewsPitchfork)
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export(Apo)
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export(Aroon)
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export(AroonOscillator)
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export(Atr)
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export(AtrBands)
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export(AtrRatchet)
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export(AtrTrailingStop)
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export(AutoFib)
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export(Autocorrelation)
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export(AutocorrelationPeriodogram)
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export(AverageDailyRange)
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export(AverageDrawdown)
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export(AvgPrice)
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export(AwesomeOscillator)
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export(AwesomeOscillatorHistogram)
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export(BalanceOfPower)
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export(BandpassFilter)
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export(Bat)
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export(BeltHold)
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export(Beta)
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export(BetaNeutralSpread)
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export(BetterVolume)
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export(BipowerVariation)
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export(BodySizePct)
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export(BollingerBands)
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export(BollingerBandwidth)
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export(BomarBands)
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export(BreadthThrust)
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export(Breakaway)
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export(BullishPercentIndex)
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export(BurkeRatio)
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export(Butterfly)
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export(CalendarSpread)
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export(CalmarRatio)
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export(Camarilla)
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export(CandleVolume)
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export(Cci)
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export(CenterOfGravity)
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export(CentralPivotRange)
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export(Cfo)
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export(ChaikinMoneyFlow)
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export(ChaikinOscillator)
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export(ChaikinVolatility)
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export(ChandeKrollStop)
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export(ChandelierExit)
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export(ChoppinessIndex)
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export(ClassicPivots)
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export(CloseVsOpen)
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export(ClosingMarubozu)
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export(Cmo)
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export(CoefficientOfVariation)
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export(Cointegration)
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export(CommonSenseRatio)
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export(CompositeProfile)
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export(ConcealingBabySwallow)
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export(ConditionalValueAtRisk)
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export(ConnorsRsi)
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export(Coppock)
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export(CorrelationTrendIndicator)
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export(Counterattack)
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export(Crab)
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export(CumulativeVolumeDelta)
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export(CumulativeVolumeIndex)
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export(CupAndHandle)
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export(CyberneticCycle)
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export(Cypher)
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export(DayOfWeekProfile)
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export(Decycler)
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export(DecyclerOscillator)
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export(Dema)
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export(DemandIndex)
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export(DemarkPivots)
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export(DepthSlope)
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export(DerivativeOscillator)
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export(DetrendedStdDev)
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export(DisparityIndex)
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export(DistanceSsd)
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export(Doji)
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export(DojiStar)
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export(DollarBars)
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export(Donchian)
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export(DonchianStop)
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export(DoubleBollinger)
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export(DoubleTopBottom)
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export(DownsideGapThreeMethods)
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export(Dpo)
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export(DragonflyDoji)
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export(DrawdownDuration)
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export(DumplingTop)
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export(Dx)
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export(DynamicMomentumIndex)
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export(EaseOfMovement)
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export(EffectiveSpread)
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export(EhlersStochastic)
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export(Ehma)
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export(ElderImpulse)
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export(ElderRay)
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export(ElderSafeZone)
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export(Ema)
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export(EmpiricalModeDecomposition)
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export(Engulfing)
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export(Equivolume)
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export(EstimatedLeverageRatio)
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export(EvenBetterSinewave)
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export(EveningDojiStar)
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export(Evwma)
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export(EwmaVolatility)
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export(Expectancy)
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export(FallingThreeMethods)
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export(Fama)
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export(FibArcs)
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export(FibChannel)
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export(FibConfluence)
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export(FibExtension)
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export(FibFan)
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export(FibProjection)
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export(FibRetracement)
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export(FibTimeZones)
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export(FibonacciPivots)
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export(FisherRsi)
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export(FisherTransform)
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export(FlagPennant)
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export(Footprint)
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export(ForceIndex)
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export(FractalChaosBands)
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export(Frama)
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export(FryPanBottom)
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export(FundingBasis)
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export(FundingImpliedApr)
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export(FundingRate)
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export(FundingRateMean)
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export(FundingRateZScore)
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export(GainLossRatio)
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export(GainToPainRatio)
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export(GapSideBySideWhite)
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export(Garch11)
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export(GarmanKlassVolatility)
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export(Gartley)
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export(GatorOscillator)
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export(GeneralizedDema)
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export(GeometricMa)
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export(GoldenPocket)
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export(GrangerCausality)
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export(GravestoneDoji)
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export(Hammer)
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export(HangingMan)
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export(Harami)
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export(HaramiCross)
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export(HasbrouckInformationShare)
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export(HeadAndShoulders)
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export(HeikinAshi)
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export(HeikinAshiOscillator)
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export(HiLoActivator)
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export(HighLowIndex)
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export(HighLowRange)
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export(HighLowVolumeNodes)
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export(HighWave)
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export(HighpassFilter)
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export(Hikkake)
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export(HikkakeModified)
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export(HilbertDominantCycle)
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export(HistoricalVolatility)
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export(Hma)
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export(HoltWinters)
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export(HomingPigeon)
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export(HtDcPhase)
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export(HtPhasor)
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export(HtTrendMode)
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export(HurstChannel)
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export(HurstExponent)
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export(Ichimoku)
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export(IdenticalThreeCrows)
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export(ImbalanceBars)
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export(InNeck)
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export(Inertia)
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export(InformationRatio)
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export(InitialBalance)
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export(InstantaneousTrendline)
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export(IntradayIntensity)
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export(IntradayMomentumIndex)
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export(IntradayVolatilityProfile)
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export(InverseFisherTransform)
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export(InvertedHammer)
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export(JarqueBera)
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export(Jma)
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export(JumpIndicator)
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export(KRatio)
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export(KagiBars)
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export(KalmanHedgeRatio)
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export(Kama)
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export(KaseDevStop)
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export(KasePermissionStochastic)
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export(KellyCriterion)
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export(Keltner)
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export(KendallTau)
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export(Kicking)
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export(KickingByLength)
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export(Kst)
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export(Kurtosis)
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export(Kvo)
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export(KylesLambda)
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export(LadderBottom)
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export(LaguerreRsi)
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export(LeadLagCrossCorrelation)
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export(LinRegAngle)
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export(LinRegChannel)
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export(LinRegIntercept)
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export(LinRegSlope)
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export(LinearRegression)
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export(LiquidationFeatures)
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export(LogReturn)
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export(LongLeggedDoji)
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export(LongLine)
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export(LongShortRatio)
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export(M2Measure)
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export(MaEnvelope)
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export(MacdExt)
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export(MacdFix)
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export(MacdHistogram)
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export(MacdIndicator)
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export(Mama)
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export(MarketFacilitationIndex)
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export(MartinRatio)
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export(Marubozu)
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export(MassIndex)
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export(MatHold)
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export(MatchingLow)
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export(MaxDrawdown)
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export(McClellanOscillator)
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export(McClellanSummationIndex)
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export(McGinleyDynamic)
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export(MedianAbsoluteDeviation)
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export(MedianChannel)
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export(MedianMa)
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export(MedianPrice)
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export(Mfi)
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export(Microprice)
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export(MidPoint)
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export(MidPrice)
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export(MinusDi)
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export(MinusDm)
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export(ModifiedMaStop)
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export(Mom)
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export(MorningDojiStar)
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export(MorningEveningStar)
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export(MurreyMathLines)
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export(NakedPoc)
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export(Natr)
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export(NewHighsNewLows)
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export(NewPriceLines)
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export(Nrtr)
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export(Nvi)
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export(OIPriceDivergence)
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export(OIWeighted)
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export(Obv)
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export(OiToVolumeRatio)
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export(OmegaRatio)
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export(OnNeck)
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export(OpenInterestDelta)
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export(OpenInterestMomentum)
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export(OpeningMarubozu)
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export(OpeningRange)
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export(OrderBookImbalanceFull)
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export(OrderBookImbalanceTop1)
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export(OrderBookImbalanceTopN)
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export(OrderFlowImbalance)
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export(OuHalfLife)
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export(OvernightGap)
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export(OvernightIntradayReturn)
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export(PainIndex)
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export(PairSpreadZScore)
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export(PairwiseBeta)
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export(ParkinsonVolatility)
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export(PearsonCorrelation)
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export(PercentAboveMa)
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export(PercentB)
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export(PercentageTrailingStop)
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export(PerpetualPremiumIndex)
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export(Pgo)
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export(PiercingDarkCloud)
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export(Pin)
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export(PivotReversal)
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export(PlusDi)
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export(PlusDm)
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export(Pmo)
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export(PointAndFigureBars)
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export(PolarizedFractalEfficiency)
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export(Ppo)
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export(PpoHistogram)
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export(ProfileShape)
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export(ProfitFactor)
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export(ProjectionBands)
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export(ProjectionOscillator)
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export(Psar)
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export(Pvi)
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export(Qqe)
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export(Qstick)
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export(QuartileBands)
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export(QuotedSpread)
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export(RSquared)
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export(RangeBars)
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export(RealizedSpread)
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export(RealizedVolatility)
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export(RecoveryFactor)
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export(RectangleRange)
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export(Reflex)
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export(RegimeLabel)
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export(RelativeStrengthAB)
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export(RenkoBars)
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export(RenkoTrailingStop)
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export(RickshawMan)
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export(RisingThreeMethods)
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export(Rmi)
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export(Roc)
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export(Rocp)
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export(Rocr)
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export(Rocr100)
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export(RogersSatchellVolatility)
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export(RollMeasure)
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export(RollingCorrelation)
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export(RollingCovariance)
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export(RollingIqr)
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export(RollingMinMaxScaler)
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export(RollingPercentileRank)
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export(RollingQuantile)
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export(RollingVwap)
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export(RoofingFilter)
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export(Rsi)
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export(Rsx)
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export(RunBars)
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export(Rvi)
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export(RviVolatility)
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export(Rwi)
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export(SampleEntropy)
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export(SarExt)
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export(SeasonalZScore)
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export(SeparatingLines)
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export(SessionHighLow)
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export(SessionRange)
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export(SessionVwap)
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export(ShannonEntropy)
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export(Shark)
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export(SharpeRatio)
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export(ShootingStar)
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export(ShortLine)
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export(SignedVolume)
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export(SineWave)
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export(SineWeightedMa)
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export(SinglePrints)
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export(Skewness)
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export(Sma)
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export(Smi)
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export(Smma)
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export(SmoothedHeikinAshi)
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export(SortinoRatio)
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export(SpearmanCorrelation)
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export(SpinningTop)
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export(SpreadAr1Coefficient)
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export(SpreadBollingerBands)
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export(SpreadHurst)
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export(StalledPattern)
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export(StandardError)
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export(StandardErrorBands)
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export(StarcBands)
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export(Stc)
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export(StdDev)
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export(StepTrailingStop)
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export(SterlingRatio)
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export(StickSandwich)
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export(StochRsi)
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export(Stochastic)
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export(StochasticCci)
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export(SuperSmoother)
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export(SuperTrend)
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export(T3)
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export(TailRatio)
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export(TakerBuySellRatio)
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export(Takuri)
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export(TasukiGap)
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export(TdCamouflage)
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export(TdClop)
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export(TdClopwin)
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export(TdCombo)
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export(TdCountdown)
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export(TdDWave)
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export(TdDeMarker)
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export(TdDifferential)
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export(TdLines)
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export(TdMovingAverage)
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export(TdOpen)
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export(TdPressure)
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export(TdPropulsion)
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export(TdRangeProjection)
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export(TdRei)
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export(TdRiskLevel)
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export(TdSequential)
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export(TdSetup)
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export(TdTrap)
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export(Tema)
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export(TermStructureBasis)
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export(ThreeDrives)
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export(ThreeInside)
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export(ThreeLineBreak)
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export(ThreeLineBreakBars)
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export(ThreeLineStrike)
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export(ThreeOutside)
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export(ThreeSoldiersOrCrows)
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export(ThreeStarsInSouth)
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export(Thrusting)
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export(TickAggregator)
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export(TickBars)
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export(TickIndex)
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export(Tii)
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export(TimeBasedStop)
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export(TimeOfDayReturnProfile)
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export(TowerTopBottom)
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export(TpoProfile)
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export(TradeImbalance)
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export(TradeSignAutocorrelation)
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export(TradeVolumeIndex)
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export(TrendLabel)
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export(TrendStrengthIndex)
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export(Trendflex)
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export(TreynorRatio)
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export(Triangle)
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export(Trima)
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export(Trin)
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export(TripleTopBottom)
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export(Tristar)
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export(Trix)
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export(TrueRange)
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export(Tsf)
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export(TsfOscillator)
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export(Tsi)
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export(Tsv)
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export(TtmSqueeze)
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export(TtmTrend)
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export(TurnOfMonth)
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export(Tweezer)
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export(TwiggsMoneyFlow)
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export(TwoCrows)
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export(TypicalPrice)
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export(UlcerIndex)
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export(UltimateOscillator)
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export(UniqueThreeRiver)
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export(UniversalOscillator)
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export(UpDownVolumeRatio)
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export(UpsideGapThreeMethods)
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export(UpsideGapTwoCrows)
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export(UpsidePotentialRatio)
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export(ValueArea)
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export(ValueAtRisk)
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export(Variance)
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export(VarianceRatio)
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export(VerticalHorizontalFilter)
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export(Vidya)
|
|
export(VolatilityCone)
|
|
export(VolatilityOfVolatility)
|
|
export(VolatilityRatio)
|
|
export(VoltyStop)
|
|
export(VolumeBars)
|
|
export(VolumeByTimeProfile)
|
|
export(VolumeOscillator)
|
|
export(VolumePriceTrend)
|
|
export(VolumeProfile)
|
|
export(VolumeRsi)
|
|
export(VolumeWeightedMacd)
|
|
export(VolumeWeightedSr)
|
|
export(Vortex)
|
|
export(Vpin)
|
|
export(Vwap)
|
|
export(VwapStdDevBands)
|
|
export(Vwma)
|
|
export(Vzo)
|
|
export(Wad)
|
|
export(WavePm)
|
|
export(WaveTrend)
|
|
export(Wedge)
|
|
export(WeightedClose)
|
|
export(WickRatio)
|
|
export(WilliamsFractals)
|
|
export(WilliamsR)
|
|
export(WinRate)
|
|
export(Wma)
|
|
export(WoodiePivots)
|
|
export(YangZhangVolatility)
|
|
export(YoyoExit)
|
|
export(ZScore)
|
|
export(ZeroLagMacd)
|
|
export(ZigZag)
|
|
export(Zlema)
|
|
export(batch)
|
|
export(is_ready)
|
|
export(name)
|
|
export(push)
|
|
export(reset)
|
|
export(warmup_period)
|
|
importFrom(stats,update)
|