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.
186 lines
6.3 KiB
HTML
186 lines
6.3 KiB
HTML
<!doctype html>
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<html lang="en">
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<head>
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<meta charset="utf-8" />
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<title>Wickra WASM — backtest</title>
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<style>
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body { font-family: ui-sans-serif, system-ui, sans-serif; max-width: 980px; margin: 2rem auto; padding: 0 1rem; color: #1d1d1d; }
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h1 { margin-bottom: .25rem; }
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.meta { color: #666; margin-top: 0; }
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table { border-collapse: collapse; width: 100%; margin-top: 1rem; font-variant-numeric: tabular-nums; }
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th, td { border: 1px solid #ddd; padding: .5rem .75rem; text-align: right; }
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th:first-child, td:first-child { text-align: left; }
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th { background: #fafafa; }
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code { background: #f4f4f4; padding: .1rem .25rem; border-radius: .2rem; font-size: .9em; }
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label { display: inline-block; margin-right: .5rem; }
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button { padding: .5rem 1rem; }
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#status { margin-top: 1rem; color: #666; }
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</style>
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</head>
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<body>
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<h1>Wickra WASM — backtest</h1>
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<p class="meta">
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Streams every candle of an OHLCV CSV through a basket of indicators
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(SMA, EMA, RSI, MACD, Bollinger, ATR, ADX, OBV) via the WebAssembly
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bindings and prints a per-series summary. The browser counterpart of
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<code>examples/python/backtest.py</code>,
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<code>examples/node/backtest.js</code> and
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<code>examples/rust/src/bin/backtest.rs</code>.
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</p>
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<p>
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<label>Dataset: <input type="text" id="path" value="../data/btcusdt-1d.csv" size="40" /></label>
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<button id="go" disabled>Run backtest</button>
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</p>
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<p id="status">Loading WASM module…</p>
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<table id="results" hidden>
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<thead>
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<tr><th>Series</th><th>n</th><th>mean</th><th>min</th><th>max</th><th>last</th></tr>
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</thead>
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<tbody></tbody>
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</table>
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<script type="module">
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import init, {
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CandleReader,
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version, installPanicHook,
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SMA, EMA, RSI, MACD, BollingerBands, ATR, ADX, OBV,
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} from "../../bindings/wasm/pkg/wickra_wasm.js";
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// Parse a plain OHLCV CSV — the Wickra layout never quotes values nor
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// embeds commas in fields, so split-on-comma is a complete parse.
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function parseCsv(text) {
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// Native CandleReader: header validation, BOM/whitespace tolerance. No
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// manual CSV parsing.
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const candles = new CandleReader(text).read();
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const cols = { timestamp: [], open: [], high: [], low: [], close: [], volume: [] };
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for (const c of candles) {
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cols.timestamp.push(c.timestamp);
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cols.open.push(c.open);
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cols.high.push(c.high);
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cols.low.push(c.low);
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cols.close.push(c.close);
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cols.volume.push(c.volume);
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}
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return cols;
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}
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class Series {
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constructor(name) {
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this.name = name;
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this.count = 0;
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this.sum = 0;
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this.min = Infinity;
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this.max = -Infinity;
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this.last = NaN;
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}
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add(v) {
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if (v === null || v === undefined || !Number.isFinite(v)) return;
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this.count += 1;
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this.sum += v;
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if (v < this.min) this.min = v;
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if (v > this.max) this.max = v;
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this.last = v;
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}
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}
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function runBacktest(cols) {
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const sma = new SMA(20);
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const ema = new EMA(20);
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const rsi = new RSI(14);
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const macd = new MACD(12, 26, 9);
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const bb = new BollingerBands(20, 2);
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const atr = new ATR(14);
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const adx = new ADX(14);
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const obv = new OBV();
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const s = {
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sma: new Series("SMA(20)"),
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ema: new Series("EMA(20)"),
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rsi: new Series("RSI(14)"),
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macdLine: new Series("MACD line"),
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macdHist: new Series("MACD hist"),
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bbUpper: new Series("BB upper"),
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bbLower: new Series("BB lower"),
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atr: new Series("ATR(14)"),
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adx: new Series("ADX(14)"),
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obv: new Series("OBV"),
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};
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const n = cols.close.length;
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for (let i = 0; i < n; i++) {
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const c = cols.close[i];
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s.sma.add(sma.update(c));
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s.ema.add(ema.update(c));
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s.rsi.add(rsi.update(c));
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const m = macd.update(c);
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if (m) { s.macdLine.add(m.macd); s.macdHist.add(m.histogram); }
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const b = bb.update(c);
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if (b) { s.bbUpper.add(b.upper); s.bbLower.add(b.lower); }
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s.atr.add(atr.update(cols.high[i], cols.low[i], c));
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const a = adx.update(cols.high[i], cols.low[i], c);
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if (a) s.adx.add(a.adx);
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s.obv.add(obv.update(c, cols.volume[i]));
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}
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return s;
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}
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function render(series, bars) {
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const tbody = document.querySelector("#results tbody");
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tbody.innerHTML = "";
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for (const s of Object.values(series)) {
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const tr = document.createElement("tr");
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if (s.count === 0) {
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tr.innerHTML = `<td>${s.name}</td><td colspan="5">no valid samples — series too short</td>`;
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} else {
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const mean = s.sum / s.count;
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tr.innerHTML =
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`<td>${s.name}</td>` +
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`<td>${s.count}</td>` +
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`<td>${mean.toFixed(4)}</td>` +
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`<td>${s.min.toFixed(4)}</td>` +
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`<td>${s.max.toFixed(4)}</td>` +
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`<td>${s.last.toFixed(4)}</td>`;
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}
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tbody.appendChild(tr);
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}
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document.getElementById("results").hidden = false;
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document.getElementById("status").textContent =
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`Backtest over ${bars} bars complete.`;
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}
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async function run() {
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const path = document.getElementById("path").value;
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const status = document.getElementById("status");
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status.textContent = `Fetching ${path}…`;
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try {
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const resp = await fetch(path);
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if (!resp.ok) throw new Error(`HTTP ${resp.status} for ${path}`);
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const text = await resp.text();
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const cols = parseCsv(text);
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status.textContent = `Running indicators over ${cols.close.length} bars…`;
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// Yield so the status text actually paints before the synchronous
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// indicator loop locks the main thread on a large dataset.
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await new Promise((r) => setTimeout(r, 0));
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const series = runBacktest(cols);
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render(series, cols.close.length);
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} catch (err) {
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status.textContent = `error: ${err.message || err}`;
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}
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}
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document.getElementById("go").onclick = run;
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init().then(() => {
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installPanicHook();
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document.getElementById("go").disabled = false;
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document.getElementById("status").textContent =
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`Ready — wickra ${version()}. Click "Run backtest".`;
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});
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</script>
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</body>
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</html>
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