kingchenc
c212f91256
Wires real indicators into complete signal -> fill -> PnL -> equity loops over the checked-in BTCUSDT datasets, with per-trade Sharpe and max-drawdown reported on stdout. Closes the gap where existing examples showed only the mechanics of calling `update`/`batch` but not how Wickra plugs into a trading-system shape. Three strategies, each in Rust + Python (six files total): - strategy_rsi_mean_reversion — RSI(14) thresholds (30/70) on 1h BTCUSDT. Binary position, 0.1% per-trade fee. - strategy_macd_adx — MACD crossover entries gated by ADX(14) > 20 on 1h BTCUSDT. Trend-follower demo of multi-indicator gating. - strategy_bollinger_squeeze — Bollinger-bandwidth 180-day-low squeeze + upper-band breakout entry, ATR(14) * 2 stop. On 1d BTCUSDT for interpretable lookback. Each file is self-contained — print_summary is inlined per script so the example stays a single-file read. Every script prints a NOT-financial-advice notice next to its results. examples/README.md updated to list the new bins/scripts.
84 lines
6.0 KiB
Markdown
84 lines
6.0 KiB
Markdown
# Wickra examples
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Runnable examples for every Wickra binding. Rust and Node examples live next
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to the code they exercise so the language tooling (`cargo run --example`,
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`node`) can find them; the Python examples have no crate of their own and
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live here under [`python/`](python/).
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## Rust — `examples/rust/`
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The Rust examples live in the `wickra-examples` workspace member crate.
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| Example | What it does | Run |
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| --- | --- | --- |
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| `streaming.rs` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `cargo run -p wickra-examples --bin streaming` |
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| `backtest.rs` | Compute a basket of indicators over an OHLCV CSV and print a summary. | `cargo run -p wickra-examples --bin backtest -- <ohlcv.csv>` |
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| `multi_timeframe.rs` | Resample a 1-minute CSV via wickra-data and print indicators per timeframe. | `cargo run -p wickra-examples --bin multi_timeframe` |
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| `parallel_assets.rs` | Serial vs `BatchExt::batch_parallel` (rayon) over a synthetic panel, with speedup. | `cargo run --release -p wickra-examples --bin parallel_assets -- --assets 200 --bars 5000` |
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| `fetch_btcusdt.rs` | Download real BTCUSDT klines from the Binance REST API into `examples/data/`. | `cargo run -p wickra-examples --bin fetch_btcusdt` |
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| `live_binance.rs` | Stream live Binance klines through an indicator over a resilient WebSocket. | `cargo run -p wickra-examples --bin live_binance` |
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| `strategy_rsi_mean_reversion.rs` | Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary. | `cargo run --release -p wickra-examples --bin strategy_rsi_mean_reversion` |
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| `strategy_macd_adx.rs` | Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20. | `cargo run --release -p wickra-examples --bin strategy_macd_adx` |
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| `strategy_bollinger_squeeze.rs` | Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop. | `cargo run --release -p wickra-examples --bin strategy_bollinger_squeeze` |
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## Python — `examples/python/`
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| Example | What it does | Run |
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| --- | --- | --- |
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| `streaming.py` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `python -m examples.python.streaming` |
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| `backtest.py` | Basket of indicators over an OHLCV CSV. | `python -m examples.python.backtest <ohlcv.csv>` |
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| `live_trading.py` | Live Binance feed → RSI / MACD / Bollinger → signals. | `python -m examples.python.live_trading --symbol BTCUSDT --interval 1m` |
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| `multi_timeframe.py` | Resample a 1-minute CSV to coarser timeframes and compare. | `python -m examples.python.multi_timeframe <1m.csv>` |
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| `parallel_assets.py` | Process many symbols in parallel — the Rust extension releases the GIL during batch computation. | `python -m examples.python.parallel_assets --assets 200 --bars 5000` |
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| `fetch_btcusdt.py` | Download real BTCUSDT klines from the Binance REST API into `examples/data/` (urllib + stdlib only). | `python -m examples.python.fetch_btcusdt` |
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| `strategy_rsi_mean_reversion.py` | Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary. | `python -m examples.python.strategy_rsi_mean_reversion` |
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| `strategy_macd_adx.py` | Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20. | `python -m examples.python.strategy_macd_adx` |
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| `strategy_bollinger_squeeze.py` | Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop. | `python -m examples.python.strategy_bollinger_squeeze` |
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`live_trading.py` additionally needs `pip install websockets`.
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## Node.js — `examples/node/`
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Build the native binding once, then link it into the examples directory:
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```bash
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cd bindings/node && npm install && npx napi build --platform --release
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cd ../../examples/node && npm install # links wickra + installs `ws`
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```
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| Example | What it does | Run |
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| --- | --- | --- |
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| `streaming.js` | Feed a synthetic price series through several indicators tick by tick. | `node streaming.js` |
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| `backtest.js` | Basket of indicators over an OHLCV CSV; defaults to the bundled BTCUSDT daily dataset. | `node backtest.js [ohlcv.csv]` |
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| `multi_timeframe.js` | Roll a 1-minute CSV up to 5m / 15m / 1h / 4h / 1d and print indicators per timeframe. | `node multi_timeframe.js [path/to/1m.csv]` |
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| `parallel_assets.js` | Serial vs `worker_threads` pool over a synthetic panel, with speedup. | `node parallel_assets.js --assets 200 --bars 5000` |
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| `live_trading.js` | Live Binance feed → RSI / MACD / Bollinger → signals. | `node live_trading.js --symbol BTCUSDT --interval 1m` |
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| `fetch_btcusdt.js` | Download real BTCUSDT klines from the Binance REST API into `examples/data/` (built-in `fetch`, Node 18+). | `node fetch_btcusdt.js` |
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## WebAssembly — `examples/wasm/`
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Build the WASM module first (one-time):
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```bash
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wasm-pack build bindings/wasm --target web --release --features panic-hook
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```
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Then serve the repository root (`python -m http.server`, `npx http-server`,
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…) and open the demo you want in a browser.
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| Example | What it does |
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| --- | --- |
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| `index.html` | Streams a synthetic price series through six indicators and draws a live `<canvas>` chart. |
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| `backtest.html` | Streams a fetched OHLCV CSV through a basket of indicators (SMA, EMA, RSI, MACD, Bollinger, ATR, ADX, OBV) and prints a per-series summary table. |
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| `live_trading.html` | Opens a browser-native `WebSocket` to Binance, runs RSI / MACD / Bollinger and flags BUY/SELL candidates. |
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| `multi_timeframe.html` | Fetches a 1-minute CSV, rolls it up to 5m / 15m / 1h / 4h / 1d in-page, prints RSI / MACD hist / ADX per timeframe. |
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| `parallel_assets.html` | Spawns a pool of module Workers (each loading its own copy of the WASM module) and reports the speedup over a serial baseline. |
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## Example datasets
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`examples/data/` holds seven real BTCUSDT OHLCV datasets, one
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per timeframe (1m, 5m, 15m, 1h, 12h, 1d, 1month), in the standard
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`timestamp,open,high,low,close,volume` layout. The Rust and Node backtest
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examples and the indicator benchmarks run against them. Regenerate them with
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the latest market history via `cargo run -p wickra-examples --bin fetch_btcusdt`.
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