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Examples

ema-cross.json is a fast/slow EMA crossover with a trailing stop; sample.csv is a small synthetic OHLCV series.

Run the backtest with the wkbt CLI:

cargo run --bin wkbt -- run --data examples/sample.csv --spec examples/ema-cross.json

Write the full report plus the trade and equity streams:

cargo run --bin wkbt -- run \
  --data examples/sample.csv \
  --spec examples/ema-cross.json \
  --report report.json \
  --trades trades.jsonl \
  --equity equity.jsonl

The same strategy spec is just data, so it runs identically from every Wickra language binding — the backtest values match live, by construction.

One example per language

Each directory holds one runnable program that does the same thing: read sample.csv and ema-cross.json, run the whole series at once, then feed the same bars one at a time and check that the two reports agree. That check is the point -- a live loop is the streaming path with a socket in place of the file, so a backtest is not a separate model of the strategy.

Language Run it Needs
Python python examples/python/backtest.py maturin develop in bindings/python
Node node examples/node/backtest.js npm run build in bindings/node
WASM node examples/wasm/backtest.cjs wasm-pack build bindings/wasm --target nodejs --out-dir pkg
R Rscript examples/r/backtest.R R CMD INSTALL bindings/r
Rust cargo run -p wickra-backtest-examples nothing
Go cd examples/go && go run . the C ABI staged under bindings/go/lib/<goos>_<goarch>/
C# dotnet run --project examples/csharp cargo build -p wickra-backtest-c
Java mvn -f examples/java compile exec:exec cargo build -p wickra-backtest-c, then mvn -f bindings/java install

Every one of them prints the same numbers, because they share one engine -- and every one of them exits non-zero if its two reports disagree. CI runs all ten, each in the job that has just built that language's binding, so an example that stops working fails the build rather than waiting for a reader to try it.

C / C++

c/ holds programs that link the generated header and the compiled C ABI, so they show what any C-capable language sees:

  • example.c — the batch entry point: OHLCV arrays in, one report JSON out.
  • streaming.c — the same strategy driven one bar at a time, reading the closed trade count and the latest equity point between bars. It also runs the same bars through the batch entry point and exits non-zero if the two reports differ, so "backtest and live are one code path" is checked from outside Rust.
  • example_cpp.cpp, streaming_cpp.cpp — the two sources above, compiled as C++. They are one #include each: the point is the compiler, not the code.
  • cpp_smoke.cpp — the streaming run again, this time through the optional header-only RAII wrapper bindings/c/include/wickra_backtest.hpp. It checks that a moved-from or released owner is left empty, because the ABI has a consuming call — finish takes the handle — and an owner that forgot to give it up would double-free.

All five build and run as CTest cases:

cargo build -p wickra-backtest-c --release
cmake -S examples/c -B examples/c/build
cmake --build examples/c/build --config Release
ctest --test-dir examples/c/build -C Release --output-on-failure

That run covers both languages: the CMake project enables C and C++, so the C++ reach is compiled on every CI run rather than asserted in a README.