Files
wickra/examples/go/multi_timeframe/main.go
T
kingchenc 23d636fd97 Add the Go binding over the C ABI hub (#228)
Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#.

## What's here
- **`bindings/go`** — a cgo binding exposing all 514 indicators as idiomatic Go types with `New<Indicator>` constructors and `Update`/`Batch`/`Reset`/`Close` methods. The wrappers in `indicators_gen.go` are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C# generator: scalar/batch, multi-output, bars, profile, profile-values, array-input). Opaque handles are freed by `Close()` with a `runtime.SetFinalizer` backstop; pointer arguments are caller-owned, panics never cross the boundary.
- **`examples/go`** — the full example suite mirroring C/C#: streaming, backtest, multi_timeframe, parallel_assets (goroutine fan-out), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — a `go` job builds the C ABI library, stages it, and runs `gofmt`/`go vet`/`go test` plus the offline examples on Linux, macOS and Windows.
- **Docs** — Go added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The binding links the prebuilt C ABI library via cgo (`libwickra.so`/`.dylib`/`wickra.dll` staged under `bindings/go/lib`, gitignored). The native libraries are already shipped per target triple by the existing `c-abi-build` release job; distribution is via the subdirectory module tag `bindings/go/vX.Y.Z` (gated), so `release.yml` needs no new publish job.

No Rust crate or `Cargo.toml` change — the Go module is standalone and additive.

Not for merge yet (gated, per request).
2026-06-09 17:33:37 +02:00

55 lines
1.3 KiB
Go

// Resample a 1-minute series into higher timeframes and run an indicator per timeframe.
package main
import (
"fmt"
"math"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
oneMinute := market.SyntheticCandlesStep(1200, 0, 60_000)
fmt.Println("EMA(20) of close across timeframes (resampled from 1-minute bars):")
for _, factor := range []int{1, 5, 15} {
bars := resample(oneMinute, factor)
ema, _ := wickra.NewEma(20)
var last float64
for _, b := range bars {
last = ema.Update(b.Close)
}
ema.Close()
fmt.Printf(" %2dm: %5d bars EMA(20) last = %.4f\n", factor, len(bars), last)
}
}
func resample(source []market.Bar, factor int) []market.Bar {
if factor <= 1 {
return source
}
var out []market.Bar
for i := 0; i < len(source); i += factor {
end := i + factor
if end > len(source) {
end = len(source)
}
high, low, volume := math.Inf(-1), math.Inf(1), 0.0
for j := i; j < end; j++ {
high = math.Max(high, source[j].High)
low = math.Min(low, source[j].Low)
volume += source[j].Volume
}
out = append(out, market.Bar{
Open: source[i].Open,
High: high,
Low: low,
Close: source[end-1].Close,
Volume: volume,
Timestamp: source[i].Timestamp,
})
}
return out
}