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).
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| 1 | open | high | low | close | volume | timestamp |
|---|---|---|---|---|---|---|
| 2 | 100 | 106.64642473395035 | 100 | 106.64642473395035 | 6 | 0 |
| 3 | 109.33326909627483 | 112.47494986604055 | 109.33326909627483 | 112.47494986604055 | 10 | 1000 |
| 4 | 112.73847630878196 | 112.73847630878196 | 110.75463180551151 | 110.75463180551151 | 9 | 2000 |
| 5 | 108.7737988023383 | 108.7737988023383 | 103.92254305856751 | 103.92254305856751 | 8 | 3000 |
| 6 | 101.57479556705148 | 101.57479556705148 | 98.28424227586412 | 98.28424227586412 | 12 | 4000 |
| 7 | 97.72469882334903 | 99.24185317672267 | 97.72469882334903 | 99.24185317672267 | 6 | 5000 |
| 8 | 101.27235512444012 | 103.99314457402363 | 101.27235512444012 | 103.99314457402363 | 9 | 6000 |
| 9 | 107.20584501801073 | 114.11541363513378 | 107.20584501801073 | 114.11541363513378 | 6 | 7000 |
| 10 | 117.28439764388199 | 121.87999976774739 | 117.28439764388199 | 121.87999976774739 | 10 | 8000 |
| 11 | 122.98543345374605 | 123.19889810845086 | 122.5459890808828 | 122.5459890808828 | 9 | 9000 |
| 12 | 121.12969230082183 | 121.12969230082183 | 116.74454423507063 | 116.74454423507063 | 8 | 10000 |
| 13 | 114.2567321877702 | 114.2567321877702 | 110.00125312406458 | 110.00125312406458 | 12 | 11000 |
| 14 | 108.7030424002833 | 108.7030424002833 | 108.7030424002833 | 108.7030424002833 | 1 | 12000 |
| 15 | 108.19063769933508 | 108.55447411796011 | 108.19063769933508 | 108.55447411796011 | 5 | 17000 |
| 16 | 109.80671474335324 | 111.88016416080967 | 109.80671474335324 | 111.88016416080967 | 9 | 18000 |
| 17 | 114.63427081999565 | 121.33623047221137 | 114.63427081999565 | 121.33623047221137 | 6 | 19000 |
| 18 | 124.77474439137693 | 130.5378442655162 | 124.77474439137693 | 130.5378442655162 | 10 | 20000 |
| 19 | 132.43695669444105 | 133.65657776549278 | 132.43695669444105 | 133.65657776549278 | 9 | 21000 |
| 20 | 132.95746831142935 | 132.95746831142935 | 129.46740573130614 | 129.46740573130614 | 8 | 22000 |
| 21 | 127.07753652299444 | 127.07753652299444 | 122.27578013601534 | 122.27578013601534 | 12 | 23000 |
| 22 | 120.38214657630877 | 120.38214657630877 | 118.65934994918358 | 118.65934994918358 | 6 | 24000 |