kingchenc
d362ae26a3
Add the data-layer CSV candle reader to every binding so loading OHLCV candles from a CSV no longer needs a per-language CSV/dataframe dependency. - C ABI: wickra_candle_reader_new(bytes, len) / _count / _read / _free over an opaque CandleReader handle (parse the whole buffer up front, then drain). - Native: Node/WASM CandleReader.read() -> Candle[], Python read() -> list[tuple]. - C-ABI languages: Go Read() []Candle, C# Candle[] Read(), Java Candle[] read(), R read() S3 generic (n x 6 matrix); C / C++ call the C ABI directly. - Cross-language golden testdata/golden/data_csv*.csv pins the parsed candles bit-for-bit across every binding. Verified locally across Rust (test+clippy+fmt), Node, WASM, Python, C#, Go, Java, R, and the C/C++ cmake parity suite.
Wickra — C / C++ examples
The Wickra C ABI is a single shared/static library plus a generated header
(bindings/c/include/wickra.h). Any
C-capable language links against the same artifact; these examples show the
plain-C path.
Build the library
From the workspace root:
cargo build -p wickra-c --release
This produces, in target/release/:
| Platform | Shared library | Link target |
|---|---|---|
| Linux | libwickra.so |
-lwickra |
| macOS | libwickra.dylib |
-lwickra |
| Windows (MSVC) | wickra.dll |
wickra.dll.lib (import lib) |
A static library (libwickra.a / wickra.lib) is emitted alongside.
Build and run the smoke example
With CMake (portable, used by CI)
cmake -S examples/c -B examples/c/build -DWICKRA_LIB_DIR="$PWD/target/release"
cmake --build examples/c/build
ctest --test-dir examples/c/build --output-on-failure
Directly with a compiler
# Linux / macOS
cc examples/c/smoke.c -I bindings/c/include -L target/release -lwickra -lm -o smoke
LD_LIBRARY_PATH=target/release ./smoke # macOS: DYLD_LIBRARY_PATH
# Windows (MinGW gcc, linking the DLL directly)
gcc examples/c/smoke.c -I bindings/c/include target/release/wickra.dll -lm -o smoke.exe
Expected output:
OK: wickra C ABI smoke passed (SMA streaming + batch + reset + NULL-safety + free)
The examples
| Example | What it does |
|---|---|
smoke.c |
Links the boundary and asserts SMA streaming / batch / reset / NULL-safety values. |
streaming.c |
Feeds a synthetic price series through SMA / EMA / RSI / MACD tick by tick. |
backtest.c |
Runs an indicator basket over an OHLCV CSV (defaults to the bundled daily dataset). |
multi_timeframe.c |
Resamples the bundled 1-minute CSV to 5m / 15m / 1h / 4h / 1d and prints indicators per timeframe. |
parallel_assets.c |
Serial vs OpenMP fan-out over a synthetic panel (one handle per asset), with speedup. |
strategy_rsi_mean_reversion.c |
Hourly RSI(14) mean-reversion with a PnL / Sharpe / max-drawdown summary. |
strategy_macd_adx.c |
Hourly MACD crossover gated by ADX(14) > 20. |
strategy_bollinger_squeeze.c |
Daily Bollinger-squeeze breakout with an ATR(14) stop. |
fetch_btcusdt.c |
Downloads BTCUSDT klines from the Binance REST API into examples/data/ (shells out to curl). |
live_binance.c |
Polls the Binance REST klines endpoint via curl and streams closed candles through RSI(14). |
smoke.cpp |
C++ RAII via wickra::Handle from wickra.hpp. |
ctest builds and runs every example except fetch_btcusdt and live_binance,
which reach the network and are built only — run those two by hand. The C ABI
exposes only the indicators, not the wickra-data IO layer, so the examples read
CSV (wickra_csv.h) and resample themselves; the network ones
shell out to the system curl rather than adding an HTTP/TLS dependency.
Usage shape
Every indicator follows the same five-function pattern over an opaque handle:
#include "wickra.h"
struct Sma *sma = wickra_sma_new(14); /* NULL on invalid params */
double v = wickra_sma_update(sma, 42.0); /* NaN during warmup */
wickra_sma_reset(sma); /* back to fresh state */
wickra_sma_free(sma); /* exactly once per _new */
There is no RAII across the C boundary: every wickra_<ind>_new must be paired
with exactly one wickra_<ind>_free. All functions are NULL-safe (a NULL handle
yields NaN / a no-op, never a crash).