kingchenc
91f6f67257
The first language stecker on the C ABI hub: a .NET binding exposing all 514 indicators as idiomatic `IDisposable` classes, generated from `wickra.h`. ## What's here - **`bindings/csharp/`** — the `Wickra` .NET 8 package. `[LibraryImport]` source-generated P/Invoke (`NativeMethods.g.cs`) plus idiomatic wrappers (`Indicators.g.cs`), both generated from the committed `bindings/c/include/wickra.h`. The binding owns no indicator maths — it only marshals types across the C ABI. - **Marshalling, verified end-to-end against the native library.** Opaque handles cross as `nint` kept alive per call via a `SafeHandle`; `bool` as `[MarshalAs(U1)]` (Rust `bool` is one byte); a self-correcting `DllImportResolver` validates the loaded library actually exports the Wickra ABI. Tests cover one representative per FFI archetype (scalar, candle, pairwise, multi-output, bars, profile, values-profile, order-book / array-input) plus exact Sma reference values. - **NuGet packaging** — `dotnet pack` produces `Wickra.<version>.nupkg`; the release pipeline stages prebuilt native libraries under `runtimes/<rid>/native/` for six target triples (win/linux/osx × x64/arm64). - **`examples/csharp/`** — nine examples mirroring `examples/c/`: streaming, backtest, multi_timeframe, parallel_assets, three strategies, and fetch_btcusdt + live_binance. - **CI** — a `csharp` job on the three OSes builds the C ABI, tests the binding, and runs the offline examples. **Release** — a gated `csharp-publish` job packs and pushes to NuGet (gated on `NUGET_API_KEY`, independent of the GitHub-release job so a C# hiccup never blocks the C/C++ asset release). - **Docs consistency wave** — README, CONTRIBUTING, CHANGELOG, examples/README, the issue / PR templates, `sync-about.yml`, and `.gitattributes`. The native Python / Node / WASM bindings and the C ABI are untouched; this is additive. Publishing to NuGet stays gated behind the release tag and the secret.
35 lines
800 B
C#
35 lines
800 B
C#
using Wickra;
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using Wickra.Examples;
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// Mean reversion: go long when RSI(14) drops below 30, exit when it recovers above 50.
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var bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(2000);
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using var rsi = new Rsi(14);
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var returns = new List<double>();
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var trades = 0;
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var inPosition = false;
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var entry = 0.0;
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foreach (var b in bars)
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{
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var value = rsi.Update(b.Close);
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if (!double.IsFinite(value))
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{
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continue;
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}
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if (!inPosition && value < 30.0)
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{
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inPosition = true;
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entry = b.Close;
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trades++;
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}
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else if (inPosition && value > 50.0)
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{
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returns.Add((b.Close - entry) / entry);
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inPosition = false;
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}
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}
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Backtest.Print("RSI mean-reversion", Backtest.Summarize(returns, trades));
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