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.
18 lines
793 B
R
18 lines
793 B
R
# Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
|
|
# Requires network access and the 'websocket' + 'jsonlite' packages. Runs ~60s.
|
|
library(wickra)
|
|
for (p in c("websocket", "jsonlite", "later")) {
|
|
if (!requireNamespace(p, quietly = TRUE)) stop(sprintf("install '%s' to run this example", p))
|
|
}
|
|
ema <- Ema(20)
|
|
ws <- websocket::WebSocket$new("wss://stream.binance.com:9443/ws/btcusdt@kline_1m")
|
|
ws$onOpen(function(event) cat("Connected; streaming for up to 60s...\n"))
|
|
ws$onMessage(function(event) {
|
|
msg <- jsonlite::fromJSON(event$data)
|
|
close <- as.numeric(msg$k$c)
|
|
cat(sprintf("close=%.2f EMA(20)=%.2f\n", close, update(ema, close)))
|
|
})
|
|
ws$connect()
|
|
later::later(function() ws$close(), 60)
|
|
while (ws$readyState() <= 1L) later::run_now(timeout = 1)
|