kingchenc
91f6f67257
The first language stecker on the C ABI hub: a .NET binding exposing all 514 indicators as idiomatic `IDisposable` classes, generated from `wickra.h`. ## What's here - **`bindings/csharp/`** — the `Wickra` .NET 8 package. `[LibraryImport]` source-generated P/Invoke (`NativeMethods.g.cs`) plus idiomatic wrappers (`Indicators.g.cs`), both generated from the committed `bindings/c/include/wickra.h`. The binding owns no indicator maths — it only marshals types across the C ABI. - **Marshalling, verified end-to-end against the native library.** Opaque handles cross as `nint` kept alive per call via a `SafeHandle`; `bool` as `[MarshalAs(U1)]` (Rust `bool` is one byte); a self-correcting `DllImportResolver` validates the loaded library actually exports the Wickra ABI. Tests cover one representative per FFI archetype (scalar, candle, pairwise, multi-output, bars, profile, values-profile, order-book / array-input) plus exact Sma reference values. - **NuGet packaging** — `dotnet pack` produces `Wickra.<version>.nupkg`; the release pipeline stages prebuilt native libraries under `runtimes/<rid>/native/` for six target triples (win/linux/osx × x64/arm64). - **`examples/csharp/`** — nine examples mirroring `examples/c/`: streaming, backtest, multi_timeframe, parallel_assets, three strategies, and fetch_btcusdt + live_binance. - **CI** — a `csharp` job on the three OSes builds the C ABI, tests the binding, and runs the offline examples. **Release** — a gated `csharp-publish` job packs and pushes to NuGet (gated on `NUGET_API_KEY`, independent of the GitHub-release job so a C# hiccup never blocks the C/C++ asset release). - **Docs consistency wave** — README, CONTRIBUTING, CHANGELOG, examples/README, the issue / PR templates, `sync-about.yml`, and `.gitattributes`. The native Python / Node / WASM bindings and the C ABI are untouched; this is additive. Publishing to NuGet stays gated behind the release tag and the secret.
34 lines
1.1 KiB
C#
34 lines
1.1 KiB
C#
using Wickra;
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using Wickra.Examples;
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// Compute a basket of indicators over an OHLCV series and print a summary.
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// Pass a CSV path (timestamp,open,high,low,close,volume) or run on synthetic data.
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var source = args.Length > 0 ? args[0] : "synthetic";
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Bar[] bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(1000);
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Console.WriteLine($"Backtest over {bars.Length} bars ({source}):");
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using var sma = new Sma(20);
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using var ema = new Ema(50);
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using var rsi = new Rsi(14);
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using var atr = new Atr(14);
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double lastSma = 0, lastEma = 0, lastRsi = 0, lastAtr = 0;
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var oversold = 0;
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foreach (var b in bars)
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{
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lastSma = sma.Update(b.Close);
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lastEma = ema.Update(b.Close);
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lastRsi = rsi.Update(b.Close);
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lastAtr = atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp);
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if (double.IsFinite(lastRsi) && lastRsi < 30.0)
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{
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oversold++;
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}
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}
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Console.WriteLine($" SMA(20) last = {lastSma:F4}");
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Console.WriteLine($" EMA(50) last = {lastEma:F4}");
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Console.WriteLine($" RSI(14) last = {lastRsi:F4} ({oversold} oversold bars)");
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Console.WriteLine($" ATR(14) last = {lastAtr:F4}");
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