kingchenc
75eefbbd08
The strategy_* examples were only syntax-smoked in CI, never run, which hid two classes of problem: 1. Python strategy_macd_adx / strategy_bollinger_squeeze passed three separate arguments to the candle indicators ADX/ATR, whose .update() takes a single candle — a TypeError at runtime — and read the ADX tuple at index 0 (plus_di) instead of 2 (adx). Both fixed. 2. The Go / C# / R / Java strategies defaulted to synthetic data and used a different (annualised) one-line summary, so they printed wildly different numbers from the Rust/Python/Node/C/WASM suite. Rewrite them to the shared per-trade backtest (load the bundled BTCUSDT CSV by default, same entry/exit logic, same print_summary output). All nine runnable bindings now print byte-identical backtest summaries on the same data (MACD+ADX 246 trades / -47.19%, RSI 37 / -17.84%, Bollinger 1 / -7.82%), verified by diffing each language's output against the Python reference. WASM shares the same logic and bundled dataset (browser-rendered).
Wickra examples — Go
Runnable Go examples for the Wickra Go binding. Each example
is a small main program in its own directory; they share the deterministic
synthetic data, CSV loader, and equity summary in
internal/market.
The binding links against the prebuilt Wickra C ABI library, so build and stage it once before running anything:
cargo build -p wickra-c --release
cp target/release/libwickra.so bindings/go/lib/ # Linux
cp target/release/libwickra.dylib bindings/go/lib/ # macOS
cp target/release/wickra.dll bindings/go/lib/ # Windows (also put it on PATH)
Then run any example from the examples/go module:
cd examples/go
go run ./streaming
| Example | What it does | Run |
|---|---|---|
streaming |
Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | go run ./streaming |
backtest |
Compute a basket of indicators over an OHLCV series and print a summary. | go run ./backtest <ohlcv.csv> |
multi_timeframe |
Resample a 1-minute series into 5m / 15m and print an indicator per timeframe. | go run ./multi_timeframe |
parallel_assets |
SMA(20) batch over a panel of assets, serial vs goroutine fan-out, with speedup. | go run ./parallel_assets 200 5000 |
strategy_rsi_mean_reversion |
RSI(14) mean-reversion with a PnL / Sharpe / max-DD summary. | go run ./strategy_rsi_mean_reversion |
strategy_macd_adx |
MACD crossover entries gated by ADX(14) > 20. | go run ./strategy_macd_adx |
strategy_bollinger_squeeze |
Bollinger-squeeze breakout with an ATR(14) trailing stop. | go run ./strategy_bollinger_squeeze |
fetch_btcusdt |
Download real BTCUSDT klines from the Binance REST API into a CSV. | go run ./fetch_btcusdt |
live_binance |
Stream live Binance klines through EMA(20) over a WebSocket. | go run ./live_binance |
fetch_btcusdt and live_binance require network access; the rest run offline
on deterministic synthetic data.