docs(examples): add 3 end-to-end strategy examples (Rust + Python)#65
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kingchenc wants to merge 1 commit into
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docs(examples): add 3 end-to-end strategy examples (Rust + Python)#65kingchenc wants to merge 1 commit into
kingchenc wants to merge 1 commit into
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Wires real indicators into complete signal -> fill -> PnL -> equity loops over the checked-in BTCUSDT datasets, with per-trade Sharpe and max-drawdown reported on stdout. Closes the gap where existing examples showed only the mechanics of calling `update`/`batch` but not how Wickra plugs into a trading-system shape. Three strategies, each in Rust + Python (six files total): - strategy_rsi_mean_reversion — RSI(14) thresholds (30/70) on 1h BTCUSDT. Binary position, 0.1% per-trade fee. - strategy_macd_adx — MACD crossover entries gated by ADX(14) > 20 on 1h BTCUSDT. Trend-follower demo of multi-indicator gating. - strategy_bollinger_squeeze — Bollinger-bandwidth 180-day-low squeeze + upper-band breakout entry, ATR(14) * 2 stop. On 1d BTCUSDT for interpretable lookback. Each file is self-contained — print_summary is inlined per script so the example stays a single-file read. Every script prints a NOT-financial-advice notice next to its results. examples/README.md updated to list the new bins/scripts.
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Summary
Three runnable strategy examples that wire Wickra indicators into complete signal → fill → PnL → equity loops over the checked-in BTCUSDT datasets, with per-trade Sharpe and max-drawdown reported on stdout.
Each strategy is implemented in both Rust and Python (6 files total).
Why
Closes the gap where existing examples showed only mechanics of calling `update`/`batch` but not how Wickra plugs into a complete trading-system shape. The point is not to be live-tradable strategies — every script prints a NOT-financial-advice notice next to its results.
Implementation notes
Conflict status
Independent of #59, #60, #61, and the 4 just-opened PRs (#62 #63 #64). Only adds files under `examples/`.
CI expectation
29 + wasm-test job (if #64 has landed first) = 30. `cargo build -p wickra-examples --bins` covers the new bins automatically (no Cargo.toml change needed).