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).
61 lines
2.3 KiB
TOML
61 lines
2.3 KiB
TOML
[package]
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name = "wickra-c"
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description = "C ABI (cdylib + staticlib) for the Wickra streaming-first technical indicators library — the hub every C-capable language (C, C++, Go, C#, Java, R) links against."
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version.workspace = true
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authors.workspace = true
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edition.workspace = true
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rust-version.workspace = true
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license.workspace = true
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repository.workspace = true
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homepage.workspace = true
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readme = "README.md"
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keywords.workspace = true
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categories.workspace = true
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publish = false
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[lib]
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name = "wickra"
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crate-type = ["cdylib", "staticlib"]
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# The C ABI inherently needs `unsafe` (raw pointers across the FFI boundary,
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# `#[export_name]` symbol control). The workspace forbids `unsafe_code`, so this
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# crate cannot inherit `workspace = true`; it mirrors every workspace lint and
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# only relaxes `unsafe_code` to `allow` (parity with how the proc-macro bindings
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# emit their unsafe). The Rust core stays `unsafe`-forbidden — this is the one
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# crate where the boundary lives.
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[lints.rust]
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unsafe_code = "allow"
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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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[lints.clippy]
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all = { level = "warn", priority = -1 }
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pedantic = { level = "warn", priority = -1 }
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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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[features]
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# `parallel` (rayon-backed batch in wickra-core) is on by default for native
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# builds. The wasm32-unknown-emscripten target has no threads, so the R
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# package's wasm build (r-universe / webR) compiles this crate with
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# --no-default-features to drop rayon; wickra-core falls back to its serial
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# batch path, which is cfg-gated behind the same feature.
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default = ["parallel"]
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parallel = ["wickra-core/parallel"]
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[dependencies]
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# Direct path dep rather than `workspace = true`: a member-level
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# `default-features = false` is ignored when inheriting a workspace dep that
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# does not set it, which would leave rayon in the wasm build. wickra-c is
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# `publish = false`, so no version pin is needed (and none to keep in sync).
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wickra-core = { path = "../../crates/wickra-core", default-features = false }
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wickra-data = { path = "../../crates/wickra-data" }
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