Files
wickra/examples/go/strategy_macd_adx/main.go
T
kingchenc 23d636fd97 Add the Go binding over the C ABI hub (#228)
Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#.

## What's here
- **`bindings/go`** — a cgo binding exposing all 514 indicators as idiomatic Go types with `New<Indicator>` constructors and `Update`/`Batch`/`Reset`/`Close` methods. The wrappers in `indicators_gen.go` are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C# generator: scalar/batch, multi-output, bars, profile, profile-values, array-input). Opaque handles are freed by `Close()` with a `runtime.SetFinalizer` backstop; pointer arguments are caller-owned, panics never cross the boundary.
- **`examples/go`** — the full example suite mirroring C/C#: streaming, backtest, multi_timeframe, parallel_assets (goroutine fan-out), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — a `go` job builds the C ABI library, stages it, and runs `gofmt`/`go vet`/`go test` plus the offline examples on Linux, macOS and Windows.
- **Docs** — Go added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The binding links the prebuilt C ABI library via cgo (`libwickra.so`/`.dylib`/`wickra.dll` staged under `bindings/go/lib`, gitignored). The native libraries are already shipped per target triple by the existing `c-abi-build` release job; distribution is via the subdirectory module tag `bindings/go/vX.Y.Z` (gated), so `release.yml` needs no new publish job.

No Rust crate or `Cargo.toml` change — the Go module is standalone and additive.

Not for merge yet (gated, per request).
2026-06-09 17:33:37 +02:00

60 lines
1.4 KiB
Go

// Trend follower: enter long on a MACD histogram cross up, but only when ADX(14) > 20
// confirms a trend; exit when the histogram crosses back below zero.
package main
import (
"log"
"math"
"os"
wickra "github.com/wickra-lib/wickra/bindings/go"
"github.com/wickra-lib/wickra/examples/go/internal/market"
)
func main() {
bars := loadBars()
macd, _ := wickra.NewMacdIndicator(12, 26, 9)
defer macd.Close()
adx, _ := wickra.NewAdx(14)
defer adx.Close()
var returns []float64
trades := 0
inPosition := false
entry := 0.0
prevHistogram := math.NaN()
for _, b := range bars {
m, okMacd := macd.Update(b.Close)
a, okAdx := adx.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
if !okMacd || !okAdx {
continue
}
trending := a.Adx > 20.0
if !inPosition && trending && !math.IsNaN(prevHistogram) && prevHistogram <= 0.0 && m.Histogram > 0.0 {
inPosition = true
entry = b.Close
trades++
} else if inPosition && m.Histogram < 0.0 {
returns = append(returns, (b.Close-entry)/entry)
inPosition = false
}
prevHistogram = m.Histogram
}
market.Print("MACD + ADX trend", market.Summarize(returns, trades, 252.0))
}
func loadBars() []market.Bar {
if len(os.Args) > 1 {
bars, err := market.LoadOhlcvCsv(os.Args[1])
if err != nil {
log.Fatalf("load csv: %v", err)
}
return bars
}
return market.SyntheticCandles(2000)
}