kingchenc
8b9e8e30b9
Continue the per-language `examples/<lang>/` restructure: move the three
Node example files (streaming.js, backtest.js, live_trading.js) out of
bindings/node/examples/ and into a top-level examples/node/ directory.
* `examples/node/package.json` is a `private` package that pulls the
native binding via `file:../../bindings/node` and lists `ws` as a
dev-dependency for the live-trading example. `require('..')` in each
file becomes `require('wickra')` — exactly what a downstream user would
write — and the file-header run instructions are updated to the new
two-step workflow (`npm install` in bindings/node, then in
examples/node).
* `backtest.js`'s default-CSV path becomes the much shorter
`__dirname/../data/btcusdt-1d.csv` from the new location.
* `bindings/node/package.json` drops the now-unused `ws` devDependency.
* `.gitignore` is broadened from `bindings/node/node_modules/` to
`**/node_modules/` so the new `examples/node/node_modules/` directory is
not tracked.
* The README "Languages" table, project-layout block and
`examples/README.md` Node section are updated for the new paths and run
commands.
Verified by running `node backtest.js` (3200 BTCUSDT daily bars, matching
output), `node streaming.js`, and `node --check live_trading.js` from the
new location.
78 lines
2.3 KiB
JavaScript
78 lines
2.3 KiB
JavaScript
// Streaming indicators with the Wickra Node binding.
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//
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// Feeds a synthetic price series through several indicators tick by tick —
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// the same O(1)-per-update model a live trading bot would use — and prints a
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// status line whenever every indicator has warmed up.
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//
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// Run it from the repository after building the native binding:
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//
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// cd bindings/node && npm install && npx napi build --platform --release
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// cd ../../examples/node && npm install
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// node streaming.js
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const wickra = require('wickra');
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// A deterministic synthetic series: a slow trend with two oscillations and a
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// little noise from a seeded generator (so every run prints the same thing).
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function makeSeries(n) {
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let seed = 1234567;
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const rand = () => {
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seed = (seed * 1103515245 + 12345) & 0x7fffffff;
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return seed / 0x7fffffff;
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};
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const prices = [];
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for (let t = 0; t < n; t++) {
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const price =
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100 +
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t * 0.05 +
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Math.sin(t * 0.07) * 8 +
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Math.cos(t * 0.21) * 3 +
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(rand() - 0.5);
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prices.push(price);
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}
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return prices;
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}
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const fmt = (v) =>
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v === null || v === undefined || Number.isNaN(v) ? ' -- ' : v.toFixed(2);
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function main() {
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console.log(`Wickra ${wickra.version()} — streaming indicator demo\n`);
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const sma = new wickra.SMA(20);
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const ema = new wickra.EMA(20);
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const rsi = new wickra.RSI(14);
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const macd = new wickra.MACD(12, 26, 9);
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const prices = makeSeries(120);
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let signals = 0;
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for (let t = 0; t < prices.length; t++) {
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const price = prices[t];
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const smaV = sma.update(price);
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const emaV = ema.update(price);
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const rsiV = rsi.update(price);
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const macdV = macd.update(price); // { macd, signal, histogram } or null
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// Only act once every indicator has produced a value.
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if (smaV == null || emaV == null || rsiV == null || macdV == null) {
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continue;
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}
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const overbought = rsiV > 70 && macdV.histogram < 0;
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const oversold = rsiV < 30 && macdV.histogram > 0;
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const tag = overbought ? 'SELL?' : oversold ? 'BUY? ' : ' ';
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if (overbought || oversold) signals++;
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console.log(
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`t=${String(t).padStart(3)} price=${fmt(price)} ` +
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`sma=${fmt(smaV)} ema=${fmt(emaV)} rsi=${fmt(rsiV)} ` +
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`macd_hist=${fmt(macdV.histogram)} ${tag}`,
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);
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}
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console.log(`\nDone — ${signals} candidate signal(s) over ${prices.length} ticks.`);
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}
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main();
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