kingchenc
8a103ef920
* feat(data-layer): TickAggregator in Node, WASM, Python + C ABI hub First data-layer feature (F2): roll trade ticks up into fixed-timeframe OHLCV candles, exposed natively and over the C ABI. - wickra-data wired as a binding dependency (workspace dep; its wickra-core dep is default-features=false so it never forces rayon into the rayon-free WASM build — native bindings re-enable parallel through their own dependency). - Node `TickAggregator(bucket, gapFill?)` -> `push(price, size, ts): Candle[]`; WASM the same (array of objects); Python `push(...) -> list[tuple]`. - C ABI: `WickraCandle` struct + `wickra_tick_aggregator_new/push/free` (push writes candles into a caller buffer and returns the count), generated via the capi generator's new DATA_LAYER section; cbindgen now parses wickra-data so `TickAggregator` is a forward-declared opaque; header vendored to bindings/go. Verified bit-identical across Node/WASM/Python/C/C++ (o=100 h=101 l=100 c=101 v=3 ts=0 for the shared 3-tick probe). WIP: Go/C#/Java/R generated bindings and the cross-language golden are still pending. * feat(data-layer): TickAggregator in Go, C#, Java, R (lossless push/drain) Complete F2 across all 10 languages: the C-ABI tick aggregator now uses a two-step push/drain so gap-fill candles are never lost, and the four generated bindings expose it idiomatically. - C ABI redesigned: opaque TickAggregator handle (inner aggregator + pending buffer); push consumes a tick and returns the closed-candle count, drain copies them into a count-sized caller buffer. - Go: NewTickAggregator + Push(price,size,ts) []Candle; C#: TickAggregator + Candle[] Push(...); Java: TickAggregator + Candle[] push(...); R: TickAggregator constructor + push() S3 generic returning an (n x 6) numeric matrix. - Candle output record generated per language from WickraCandle. Verified bit-identical to the native bindings (o=100 h=101 l=100 c=101 v=3 ts=0) in Go, C#, Java, and R at runtime; R passes R CMD check (pre-existing doc warnings only). WIP: cross-language data-layer golden + CHANGELOG still pending. * test(data-layer): cross-language golden for the tick aggregator + CHANGELOG gen_golden emits a deterministic tick stream (testdata/golden/data_ticks.csv) and the reference candle streams with and without gap filling (data_candles.csv, data_candles_gap.csv). Every binding replays the shared ticks through its TickAggregator and checks the candles bit-for-bit (fp tolerance) against the Rust reference: - Node / WASM / Python / Go / C# / Java / R: a dedicated parity test each. - C / C++: data_layer_test.c (compiled as both, run as ctest). The gap-fill fixture closes several candles from a single push, exercising the lossless push/drain path. Records the feature under CHANGELOG [Unreleased]. * fix(examples): rename the CSV-loader candle to WickraBar The example CSV helper (wickra_csv.h) defined its own struct WickraCandle, which now collides with the public C ABI WickraCandle (the tick aggregator output) in any example that includes both headers (backtest, multi_timeframe, the strategy examples). The public type owns the name; rename the example loader's bar to WickraBar. The generated golden_test.c is untouched (its only match was the unrelated WickraCandleVolumeOutput).
80 lines
1.8 KiB
TOML
80 lines
1.8 KiB
TOML
[workspace]
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resolver = "2"
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members = [
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"crates/wickra-core",
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"crates/wickra",
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"crates/wickra-data",
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"bindings/python",
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"bindings/wasm",
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"bindings/node",
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"bindings/c",
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"examples/rust",
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"crates/wickra-bench",
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]
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exclude = ["fuzz"]
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[workspace.package]
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version = "0.9.2"
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authors = ["kingchenc <support@wickra.org>"]
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edition = "2021"
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rust-version = "1.86"
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license = "MIT OR Apache-2.0"
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repository = "https://github.com/wickra-lib/wickra"
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homepage = "https://github.com/wickra-lib/wickra"
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readme = "README.md"
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keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
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categories = ["finance", "mathematics", "science"]
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[workspace.dependencies]
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wickra-core = { path = "crates/wickra-core", version = "0.9.2" }
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wickra-data = { path = "crates/wickra-data", version = "0.9.2" }
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thiserror = "2"
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rayon = "1.10"
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# Testing
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proptest = "1.5"
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approx = "0.5"
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criterion = { version = "0.8", features = ["html_reports"] }
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# Python binding
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pyo3 = { version = "0.29", features = ["extension-module", "abi3-py39"] }
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numpy = "0.29"
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[workspace.lints.rust]
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unsafe_code = "forbid"
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missing_debug_implementations = "warn"
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unreachable_pub = "warn"
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unused_must_use = "deny"
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[workspace.lints.clippy]
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all = { level = "warn", priority = -1 }
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pedantic = { level = "warn", priority = -1 }
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# Pedantic exceptions for an indicator library that uses floats and small functions everywhere.
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module_name_repetitions = "allow"
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must_use_candidate = "allow"
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missing_errors_doc = "allow"
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missing_panics_doc = "allow"
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cast_precision_loss = "allow"
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cast_possible_truncation = "allow"
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cast_sign_loss = "allow"
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similar_names = "allow"
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float_cmp = "allow"
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[profile.release]
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opt-level = 3
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lto = "fat"
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codegen-units = 1
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panic = "abort"
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strip = true
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[profile.bench]
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opt-level = 3
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lto = "fat"
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codegen-units = 1
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debug = false
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[profile.dev]
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opt-level = 0
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debug = true
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