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.
25 lines
1.1 KiB
R
25 lines
1.1 KiB
R
# Breakout: when Bollinger bandwidth is tight (a "squeeze") and price closes above
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# the upper band, go long with an ATR(14) trailing stop.
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library(wickra)
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source("_common.R")
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args <- commandArgs(trailingOnly = TRUE)
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bars <- if (length(args) >= 1) load_ohlcv_csv(args[1]) else synthetic_candles(2000)
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bb <- BollingerBands(20, 2.0); atr <- Atr(14)
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returns <- numeric(0); trades <- 0L; in_pos <- FALSE; entry <- 0; stop <- 0
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for (i in seq_len(nrow(bars))) {
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b <- bars[i, ]
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band <- update(bb, b$close)
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atr_value <- update(atr, b$open, b$high, b$low, b$close, b$volume, b$timestamp)
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if (is.na(band[["middle"]]) || !is.finite(atr_value)) next
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bandwidth <- if (band[["middle"]] != 0) (band[["upper"]] - band[["lower"]]) / band[["middle"]] else .Machine$double.xmax
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if (!in_pos && bandwidth < 0.06 && b$close > band[["upper"]]) {
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in_pos <- TRUE; entry <- b$close; stop <- b$close - 2 * atr_value; trades <- trades + 1L
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} else if (in_pos) {
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stop <- max(stop, b$close - 2 * atr_value)
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if (b$close < stop) { returns <- c(returns, (b$close - entry) / entry); in_pos <- FALSE }
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}
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}
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print_equity("Bollinger squeeze", summarize_equity(returns, trades))
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