kingchenc
677ea37402
Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges. Migrates the runnable examples off third-party data-I/O packages onto Wickra's native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`). ## Third-party packages removed (the zero-dep selling point) - **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile - **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`) - **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml - **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes Each language's CSV loading now goes through `CandleReader`, manual resampling through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST download through the native fetcher. ## Verification Ran the offline examples per language against the bundled data — backtest and multi_timeframe produce identical output across Python / Node / Go / Java / R (e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars). C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch. Note: the streaming `strategy_*` examples have pre-existing candle-indicator runtime bugs (CI only syntax-smokes them); the CSV migration preserves their shape and leaves those bugs for a separate fix.
Wickra examples — C#
Runnable C# examples for the Wickra C# binding.
Each example is a small console project that references the Wickra project and
resolves the native library automatically (from target/release during local
development, or the NuGet runtimes/ layout when packaged).
Build the native library first, then run any example:
cargo build -p wickra-c --release
dotnet run --project examples/csharp/streaming
| Example | What it does | Run |
|---|---|---|
streaming |
Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | dotnet run --project examples/csharp/streaming |
backtest |
Compute a basket of indicators over an OHLCV series and print a summary. | dotnet run --project examples/csharp/backtest -- <ohlcv.csv> |
multi_timeframe |
Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | dotnet run --project examples/csharp/multi_timeframe |
parallel_assets |
SMA(20) batch over a panel of assets, serial vs Parallel.For, with speedup. |
dotnet run -c Release --project examples/csharp/parallel_assets -- 200 5000 |
strategy_rsi_mean_reversion |
RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | dotnet run -c Release --project examples/csharp/strategy_rsi_mean_reversion |
strategy_macd_adx |
MACD crossover entries gated by ADX(14) > 20. | dotnet run -c Release --project examples/csharp/strategy_macd_adx |
strategy_bollinger_squeeze |
Bollinger-squeeze breakout with an ATR(14) trailing stop. | dotnet run -c Release --project examples/csharp/strategy_bollinger_squeeze |
fetch_btcusdt |
Download real BTCUSDT klines from the Binance REST API into a CSV. | dotnet run --project examples/csharp/fetch_btcusdt |
live_binance |
Stream live Binance klines through EMA(20) over a WebSocket. | dotnet run --project examples/csharp/live_binance |
fetch_btcusdt and live_binance require network access; the rest run offline
on deterministic synthetic data. Shared helpers (synthetic data, CSV loader,
equity summary) live in _common/.