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.
45 lines
1.3 KiB
C#
45 lines
1.3 KiB
C#
using Wickra;
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using Wickra.Examples;
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// Resample a 1-minute series into higher timeframes and run an indicator per timeframe.
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var oneMinute = MarketData.SyntheticCandles(1200, startTimestamp: 0, stepMs: 60_000);
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Console.WriteLine("EMA(20) of close across timeframes (resampled from 1-minute bars):");
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foreach (var factor in new[] { 1, 5, 15 })
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{
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var bars = Resample(oneMinute, factor);
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using var ema = new Ema(20);
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double last = 0;
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foreach (var b in bars)
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{
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last = ema.Update(b.Close);
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}
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Console.WriteLine($" {factor,2}m: {bars.Length,5} bars EMA(20) last = {last:F4}");
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}
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static Bar[] Resample(Bar[] source, int factor)
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{
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if (factor <= 1)
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{
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return source;
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}
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var output = new List<Bar>();
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for (var i = 0; i < source.Length; i += factor)
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{
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var end = Math.Min(i + factor, source.Length);
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double high = double.MinValue, low = double.MaxValue, volume = 0;
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for (var j = i; j < end; j++)
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{
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high = Math.Max(high, source[j].High);
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low = Math.Min(low, source[j].Low);
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volume += source[j].Volume;
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}
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output.Add(new Bar(source[i].Open, high, low, source[end - 1].Close, volume, source[i].Timestamp));
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}
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return output.ToArray();
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}
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