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.
29 lines
1.1 KiB
R
29 lines
1.1 KiB
R
# Compute a basket of indicators over an OHLCV series and print a summary.
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# Pass a CSV path (timestamp,open,high,low,close,volume) or run on synthetic data.
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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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if (length(args) >= 1) {
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source_name <- args[1]; bars <- load_ohlcv_csv(args[1])
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} else {
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source_name <- "synthetic"; bars <- synthetic_candles(1000)
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}
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cat(sprintf("Backtest over %d bars (%s):\n", nrow(bars), source_name))
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sma <- Sma(20); ema <- Ema(50); rsi <- Rsi(14); atr <- Atr(14)
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last_sma <- last_ema <- last_rsi <- last_atr <- NA_real_
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oversold <- 0L
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for (i in seq_len(nrow(bars))) {
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b <- bars[i, ]
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last_sma <- update(sma, b$close)
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last_ema <- update(ema, b$close)
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last_rsi <- update(rsi, b$close)
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last_atr <- update(atr, b$open, b$high, b$low, b$close, b$volume, b$timestamp)
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if (is.finite(last_rsi) && last_rsi < 30) oversold <- oversold + 1L
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}
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cat(sprintf(" SMA(20) last = %.4f\n", last_sma))
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cat(sprintf(" EMA(50) last = %.4f\n", last_ema))
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cat(sprintf(" RSI(14) last = %.4f (%d oversold bars)\n", last_rsi, oversold))
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cat(sprintf(" ATR(14) last = %.4f\n", last_atr))
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