kingchencandGitHub
23d636fd97
Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#. ## What's here - **`bindings/go`** — a cgo binding exposing all 514 indicators as idiomatic Go types with `New<Indicator>` constructors and `Update`/`Batch`/`Reset`/`Close` methods. The wrappers in `indicators_gen.go` are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C# generator: scalar/batch, multi-output, bars, profile, profile-values, array-input). Opaque handles are freed by `Close()` with a `runtime.SetFinalizer` backstop; pointer arguments are caller-owned, panics never cross the boundary. - **`examples/go`** — the full example suite mirroring C/C#: streaming, backtest, multi_timeframe, parallel_assets (goroutine fan-out), three strategies, and `fetch_btcusdt`/`live_binance`. - **CI** — a `go` job builds the C ABI library, stages it, and runs `gofmt`/`go vet`/`go test` plus the offline examples on Linux, macOS and Windows. - **Docs** — Go 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 binding links the prebuilt C ABI library via cgo (`libwickra.so`/`.dylib`/`wickra.dll` staged under `bindings/go/lib`, gitignored). The native libraries are already shipped per target triple by the existing `c-abi-build` release job; distribution is via the subdirectory module tag `bindings/go/vX.Y.Z` (gated), so `release.yml` needs no new publish job. No Rust crate or `Cargo.toml` change — the Go module is standalone and additive. Not for merge yet (gated, per request).
67 lines
1.5 KiB
Go
67 lines
1.5 KiB
Go
// Breakout: when Bollinger bandwidth is tight (a "squeeze") and price closes above
|
|
// the upper band, go long with an ATR(14) trailing stop.
|
|
package main
|
|
|
|
import (
|
|
"log"
|
|
"math"
|
|
"os"
|
|
|
|
wickra "github.com/wickra-lib/wickra/bindings/go"
|
|
"github.com/wickra-lib/wickra/examples/go/internal/market"
|
|
)
|
|
|
|
func main() {
|
|
bars := loadBars()
|
|
|
|
bollinger, _ := wickra.NewBollingerBands(20, 2.0)
|
|
defer bollinger.Close()
|
|
atr, _ := wickra.NewAtr(14)
|
|
defer atr.Close()
|
|
|
|
var returns []float64
|
|
trades := 0
|
|
inPosition := false
|
|
entry := 0.0
|
|
stop := 0.0
|
|
|
|
for _, b := range bars {
|
|
band, okBand := bollinger.Update(b.Close)
|
|
atrValue := atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
|
|
if !okBand || math.IsNaN(atrValue) {
|
|
continue
|
|
}
|
|
|
|
bandwidth := math.MaxFloat64
|
|
if band.Middle != 0.0 {
|
|
bandwidth = (band.Upper - band.Lower) / band.Middle
|
|
}
|
|
|
|
if !inPosition && bandwidth < 0.06 && b.Close > band.Upper {
|
|
inPosition = true
|
|
entry = b.Close
|
|
stop = b.Close - 2.0*atrValue
|
|
trades++
|
|
} else if inPosition {
|
|
stop = math.Max(stop, b.Close-2.0*atrValue) // trail the stop up
|
|
if b.Close < stop {
|
|
returns = append(returns, (b.Close-entry)/entry)
|
|
inPosition = false
|
|
}
|
|
}
|
|
}
|
|
|
|
market.Print("Bollinger squeeze", market.Summarize(returns, trades, 252.0))
|
|
}
|
|
|
|
func loadBars() []market.Bar {
|
|
if len(os.Args) > 1 {
|
|
bars, err := market.LoadOhlcvCsv(os.Args[1])
|
|
if err != nil {
|
|
log.Fatalf("load csv: %v", err)
|
|
}
|
|
return bars
|
|
}
|
|
return market.SyntheticCandles(2000)
|
|
}
|