kingchenc
0c925aa9d5
* feat(c-abi): expose warmup_period / is_ready across the C ABI bindings The C ABI hub exposed new/update/batch/reset/free per indicator but not the Indicator::warmup_period / is_ready queries that the native (Python/Node/WASM) bindings already had, so C/C#/Go/Java/R callers could not ask an indicator whether it was warmed up without feeding it and watching for NaN. Regenerated from the ScriptHelpers capi + language generators: - bindings/c: wickra_<ind>_warmup_period (size_t) and wickra_<ind>_is_ready (bool) for every indicator (504; the 10 alt-chart bar builders are excluded by design). wickra.h regenerated via cbindgen (additive only). - bindings/csharp: int WarmupPeriod() / bool IsReady() on each wrapper. - bindings/go: WarmupPeriod() int / IsReady() bool. - bindings/java: int warmupPeriod() / boolean isReady(). - bindings/r: C glue + registration; hand-written warmup_period() / is_ready() S3 generics in methods.R, plus NAMESPACE exports. Tests: C-ABI Rust unit tests, the C examples/archetypes.c suite, and the C#, Go, Java and R archetype suites all gain a warmup/is_ready transition check. * build(go): sync vendored wickra.h with the C ABI header The Go binding vendors bindings/c/include/wickra.h; refresh it with the new warmup_period / is_ready declarations so the CI sync check passes.
121 lines
3.7 KiB
R
121 lines
3.7 KiB
R
#' wickra: streaming-first technical indicators
|
|
#'
|
|
#' R bindings for the Wickra technical-analysis library over its C ABI hub. Each
|
|
#' indicator is a constructor (for example [Sma()], [Rsi()], [MacdIndicator()])
|
|
#' returning a `wickra_indicator` object; feed it one observation at a time with
|
|
#' [update()], run a whole series in one call with [batch()], and clear its
|
|
#' state with [reset()]. The native handle is freed automatically when the object
|
|
#' is garbage-collected.
|
|
#'
|
|
#' @keywords internal
|
|
#' @importFrom stats update
|
|
"_PACKAGE"
|
|
|
|
#' Update an indicator with one observation
|
|
#'
|
|
#' @param object A `wickra_indicator` created by an indicator constructor.
|
|
#' @param ... The observation: a single value for scalar indicators, the OHLCV
|
|
#' fields plus a timestamp for candle indicators, or two values for pairwise
|
|
#' indicators.
|
|
#' @return The indicator value: a numeric scalar; a named numeric vector for
|
|
#' multi-output indicators (`NA` during warmup); a matrix of completed bars for
|
|
#' bar builders; or a list / numeric vector for profile indicators
|
|
#' (`NULL` during warmup).
|
|
#' @examples
|
|
#' sma <- Sma(3)
|
|
#' for (x in c(1, 2, 3, 4, 5)) v <- update(sma, x)
|
|
#' v # 4
|
|
#' @export
|
|
update.wickra_indicator <- function(object, ...) {
|
|
args <- list(object$ptr, ...)
|
|
if (!is.na(object$values_cap)) {
|
|
args <- c(args, object$values_cap)
|
|
}
|
|
do.call(".Call", c(list(paste0("wk_", object$prefix, "_update")), args,
|
|
list(PACKAGE = "wickra")))
|
|
}
|
|
|
|
#' Run an indicator over a whole series in one call
|
|
#'
|
|
#' Available for scalar indicators. The result is identical to feeding the same
|
|
#' inputs through [update()] one at a time, with `NA` at warmup positions.
|
|
#'
|
|
#' @param object A `wickra_indicator`.
|
|
#' @param ... The input vector(s).
|
|
#' @return A numeric vector the same length as the input.
|
|
#' @examples
|
|
#' batch(Sma(3), c(1, 2, 3, 4, 5)) # NA NA 2 3 4
|
|
#' @export
|
|
batch <- function(object, ...) {
|
|
UseMethod("batch")
|
|
}
|
|
|
|
#' @rdname batch
|
|
#' @export
|
|
batch.wickra_indicator <- function(object, ...) {
|
|
do.call(".Call", c(list(paste0("wk_", object$prefix, "_batch"), object$ptr),
|
|
list(...), list(PACKAGE = "wickra")))
|
|
}
|
|
|
|
#' Reset an indicator to its warmup state
|
|
#'
|
|
#' @param object A `wickra_indicator`.
|
|
#' @return The indicator, invisibly.
|
|
#' @examples
|
|
#' sma <- Sma(3)
|
|
#' update(sma, 1)
|
|
#' reset(sma)
|
|
#' @export
|
|
reset <- function(object) {
|
|
UseMethod("reset")
|
|
}
|
|
|
|
#' @rdname reset
|
|
#' @export
|
|
reset.wickra_indicator <- function(object) {
|
|
.Call(paste0("wk_", object$prefix, "_reset"), object$ptr, PACKAGE = "wickra")
|
|
invisible(object)
|
|
}
|
|
|
|
#' Number of updates an indicator needs before it produces a value
|
|
#'
|
|
#' Not available for the alt-chart bar builders ([RenkoBars()], [KagiBars()],
|
|
#' [PointAndFigureBars()], …), which have no warmup.
|
|
#'
|
|
#' @param object A `wickra_indicator`.
|
|
#' @return A single integer: the warmup period.
|
|
#' @examples
|
|
#' warmup_period(Sma(14)) # 14
|
|
#' @export
|
|
warmup_period <- function(object) {
|
|
UseMethod("warmup_period")
|
|
}
|
|
|
|
#' @rdname warmup_period
|
|
#' @export
|
|
warmup_period.wickra_indicator <- function(object) {
|
|
.Call(paste0("wk_", object$prefix, "_warmup_period"), object$ptr, PACKAGE = "wickra")
|
|
}
|
|
|
|
#' Whether an indicator has consumed enough input to emit a value
|
|
#'
|
|
#' Not available for the alt-chart bar builders, which have no warmup.
|
|
#'
|
|
#' @param object A `wickra_indicator`.
|
|
#' @return A single logical.
|
|
#' @examples
|
|
#' sma <- Sma(3)
|
|
#' is_ready(sma) # FALSE
|
|
#' for (x in c(1, 2, 3)) update(sma, x)
|
|
#' is_ready(sma) # TRUE
|
|
#' @export
|
|
is_ready <- function(object) {
|
|
UseMethod("is_ready")
|
|
}
|
|
|
|
#' @rdname is_ready
|
|
#' @export
|
|
is_ready.wickra_indicator <- function(object) {
|
|
.Call(paste0("wk_", object$prefix, "_is_ready"), object$ptr, PACKAGE = "wickra")
|
|
}
|