wickra/examples

Wickra examples

Runnable examples for every Wickra binding. Rust and Node examples live next to the code they exercise so the language tooling (cargo run --example, node) can find them; the Python examples have no crate of their own and live here under python/.

Rust — examples/rust/

The Rust examples live in the wickra-examples workspace member crate.

Example	What it does	Run
streaming.rs	Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick.	cargo run -p wickra-examples --bin streaming
backtest.rs	Compute a basket of indicators over an OHLCV CSV and print a summary.	cargo run -p wickra-examples --bin backtest -- <ohlcv.csv>
multi_timeframe.rs	Resample a 1-minute CSV via wickra-data and print indicators per timeframe.	cargo run -p wickra-examples --bin multi_timeframe
parallel_assets.rs	Serial vs BatchExt::batch_parallel (rayon) over a synthetic panel, with speedup.	cargo run --release -p wickra-examples --bin parallel_assets -- --assets 200 --bars 5000
fetch_btcusdt.rs	Download real BTCUSDT klines from the Binance REST API into examples/data/.	cargo run -p wickra-examples --bin fetch_btcusdt
live_binance.rs	Stream live Binance klines through an indicator over a resilient WebSocket.	cargo run -p wickra-examples --bin live_binance
strategy_rsi_mean_reversion.rs	Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary.	cargo run --release -p wickra-examples --bin strategy_rsi_mean_reversion
strategy_macd_adx.rs	Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20.	cargo run --release -p wickra-examples --bin strategy_macd_adx
strategy_bollinger_squeeze.rs	Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop.	cargo run --release -p wickra-examples --bin strategy_bollinger_squeeze

Python — examples/python/

Example	What it does	Run
streaming.py	Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick.	python -m examples.python.streaming
backtest.py	Basket of indicators over an OHLCV CSV.	python -m examples.python.backtest <ohlcv.csv>
live_trading.py	Live Binance feed → RSI / MACD / Bollinger → signals.	python -m examples.python.live_trading --symbol BTCUSDT --interval 1m
multi_timeframe.py	Resample a 1-minute CSV to coarser timeframes and compare.	python -m examples.python.multi_timeframe <1m.csv>
parallel_assets.py	Process many symbols in parallel — the Rust extension releases the GIL during batch computation.	python -m examples.python.parallel_assets --assets 200 --bars 5000
fetch_btcusdt.py	Download real BTCUSDT klines from the Binance REST API into examples/data/ (urllib + stdlib only).	python -m examples.python.fetch_btcusdt
strategy_rsi_mean_reversion.py	Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary.	python -m examples.python.strategy_rsi_mean_reversion
strategy_macd_adx.py	Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20.	python -m examples.python.strategy_macd_adx
strategy_bollinger_squeeze.py	Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop.	python -m examples.python.strategy_bollinger_squeeze

live_trading.py additionally needs pip install websockets.

Node.js — examples/node/

Build the native binding once, then link it into the examples directory:

cd bindings/node && npm install && npx napi build --platform --release
cd ../../examples/node && npm install        # links wickra + installs `ws`

Example	What it does	Run
streaming.js	Feed a synthetic price series through several indicators tick by tick.	node streaming.js
backtest.js	Basket of indicators over an OHLCV CSV; defaults to the bundled BTCUSDT daily dataset.	node backtest.js [ohlcv.csv]
multi_timeframe.js	Roll a 1-minute CSV up to 5m / 15m / 1h / 4h / 1d and print indicators per timeframe.	node multi_timeframe.js [path/to/1m.csv]
parallel_assets.js	Serial vs worker_threads pool over a synthetic panel, with speedup.	node parallel_assets.js --assets 200 --bars 5000
live_trading.js	Live Binance feed → RSI / MACD / Bollinger → signals.	node live_trading.js --symbol BTCUSDT --interval 1m
fetch_btcusdt.js	Download real BTCUSDT klines from the Binance REST API into examples/data/ (built-in fetch, Node 18+).	node fetch_btcusdt.js
strategy_rsi_mean_reversion.js	Hourly BTCUSDT mean-reversion using RSI(14) thresholds, with PnL / Sharpe / max-DD summary.	node strategy_rsi_mean_reversion.js
strategy_macd_adx.js	Hourly BTCUSDT trend-follower: MACD crossover entries gated by ADX(14) > 20.	node strategy_macd_adx.js
strategy_bollinger_squeeze.js	Daily BTCUSDT Bollinger-squeeze breakout with ATR(14) trailing stop.	node strategy_bollinger_squeeze.js

WebAssembly — examples/wasm/

Build the WASM module first (one-time):

wasm-pack build bindings/wasm --target web --release --features panic-hook

Then serve the repository root (python -m http.server, npx http-server, …) and open the demo you want in a browser.

Example	What it does
index.html	Streams a synthetic price series through six indicators and draws a live <canvas> chart.
backtest.html	Streams a fetched OHLCV CSV through a basket of indicators (SMA, EMA, RSI, MACD, Bollinger, ATR, ADX, OBV) and prints a per-series summary table.
live_trading.html	Opens a browser-native WebSocket to Binance, runs RSI / MACD / Bollinger and flags BUY/SELL candidates.
multi_timeframe.html	Fetches a 1-minute CSV, rolls it up to 5m / 15m / 1h / 4h / 1d in-page, prints RSI / MACD hist / ADX per timeframe.
parallel_assets.html	Spawns a pool of module Workers (each loading its own copy of the WASM module) and reports the speedup over a serial baseline.
strategy_rsi_mean_reversion.html	Hourly BTCUSDT RSI(14) mean-reversion (long < 30, exit > 70); prints a PnL / Sharpe / max-DD summary table.
strategy_macd_adx.html	Hourly BTCUSDT MACD crossover gated by ADX(14) > 20, with the same summary table.
strategy_bollinger_squeeze.html	Daily BTCUSDT Bollinger-squeeze breakout with a 2×ATR(14) stop and summary table.

Example datasets

examples/data/ holds seven real BTCUSDT OHLCV datasets, one per timeframe (1m, 5m, 15m, 1h, 12h, 1d, 1month), in the standard timestamp,open,high,low,close,volume layout. The Rust and Node backtest examples and the indicator benchmarks run against them. Regenerate them with the latest market history via cargo run -p wickra-examples --bin fetch_btcusdt.