kingchenc
b7ef63400d
Adds an R binding (`bindings/r`) over the C ABI hub — the third language stecker after C# and Go, reaching the hub through R's native `.Call` interface (not extendr). ## What's here - **`bindings/r`** — an R package exposing all 514 indicators as constructors that return a `wickra_indicator` object with generic `update`/`batch`/`reset` methods. The C glue (`src/wickra.c`) and R wrappers (`R/indicators.R`) are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C#/Go generators: scalar/batch, multi-output, bars, profile, profile-values, array-input). The opaque handle is an R external pointer freed by a registered finalizer; multi-output returns a named vector (`NA` at warmup), bars a matrix, profiles a list. - **`examples/r`** — the full example suite mirroring C/C#/Go: streaming, backtest, multi_timeframe, parallel_assets (`mclapply`), three strategies, and `fetch_btcusdt`/`live_binance`. - **CI** — an `r` job builds the C ABI library, installs the package, runs the `testthat` suite and the offline examples on Linux, macOS and Windows (`R CMD check` is clean: 0 warnings, 0 notes). - **Docs** — R 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 package compiles a thin `.Call` glue layer against the prebuilt C ABI library (header via `WICKRA_INCLUDE_DIR`, library via `WICKRA_LIB_DIR`). On Windows the package's own `wickra.dll` would collide with the C ABI's `wickra.dll`, so `configure.win` stages a renamed copy (`wickra_abi.dll`) and builds an import library referencing it; `install.libs.R` bundles the DLL and `.onLoad` puts it on the load path. On Linux/macOS the rpath locates the shared library. No `release.yml` change — R is distributed via r-universe / source install (gated). No Rust crate or `Cargo.toml` change — the R package is standalone and additive.
34 lines
2.0 KiB
Markdown
34 lines
2.0 KiB
Markdown
# Wickra examples — R
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Runnable R examples for the [Wickra R binding](../../bindings/r). Each example is
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a small script; they share the deterministic synthetic data, CSV loader, and
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equity summary in [`_common.R`](_common.R).
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Install the binding first (it compiles against the C ABI library — see the
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[binding README](../../bindings/r)), then run any example from this directory:
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```bash
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cargo build -p wickra-c --release
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WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" WICKRA_LIB_DIR="$PWD/target/release" \
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R CMD INSTALL bindings/r
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cd examples/r
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Rscript streaming.R
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```
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| Example | What it does | Run |
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| --- | --- | --- |
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| `streaming.R` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `Rscript streaming.R` |
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| `backtest.R` | Compute a basket of indicators over an OHLCV series and print a summary. | `Rscript backtest.R <ohlcv.csv>` |
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| `multi_timeframe.R` | Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | `Rscript multi_timeframe.R` |
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| `parallel_assets.R` | SMA(20) batch over a panel, serial vs `mclapply`, with speedup. | `Rscript parallel_assets.R 200 5000` |
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| `strategy_rsi_mean_reversion.R` | RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | `Rscript strategy_rsi_mean_reversion.R` |
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| `strategy_macd_adx.R` | MACD crossover entries gated by ADX(14) > 20. | `Rscript strategy_macd_adx.R` |
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| `strategy_bollinger_squeeze.R` | Bollinger-squeeze breakout with an ATR(14) trailing stop. | `Rscript strategy_bollinger_squeeze.R` |
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| `fetch_btcusdt.R` | Download real BTCUSDT klines from the Binance REST API into a CSV (`jsonlite`). | `Rscript fetch_btcusdt.R` |
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| `live_binance.R` | Stream live Binance klines through EMA(20) over a WebSocket (`websocket`). | `Rscript live_binance.R` |
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`fetch_btcusdt.R` and `live_binance.R` require network access (and the
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`jsonlite` / `websocket` packages); the rest run offline on deterministic
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synthetic data. `parallel_assets.R` forks via `parallel::mclapply` on Unix and
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runs serially on Windows.
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