Wickra.FeatureStore 0.1.4

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Wickra Feature Store — C#

Turn OHLCV and microstructure event streams into ML-ready feature matrices over 497 O(1) streaming indicators — for C#. dotnet add package Wickra.FeatureStore — prebuilt native library, no system dependencies.

.NET bindings for wickra-feature-store over the C ABI hub, via source-generated P/Invoke. Build a FeatureStore from a spec JSON, drive it with command JSON and read back the feature matrix — the same protocol the CLI and every other binding speak, returning the same bytes.

Install

dotnet add package Wickra.FeatureStore

The native library ships prebuilt per platform under runtimes/<rid>/native/, selected automatically. There is nothing to compile. Targets .NET 8 and later.

Requires .NET 8+. The native library (wickra_feature_store) must be resolvable on the loader path — PATH on Windows, LD_LIBRARY_PATH on Linux, DYLD_LIBRARY_PATH on macOS — or beside the assembly, where the bundled resolver finds it.

Quick start

using Wickra.FeatureStore;

const string spec = """
{"universe":["AAA"],"timeframe":"1h",
 "features":[{"kind":"indicator","name":"Rsi","params":[14]},
             {"kind":"price","field":"close"}],
 "labels":[{"kind":"forward_return","horizon":5}]}
""";

using var store = new FeatureStore(spec);
store.Command("""{"cmd":"push","symbol":"AAA","candle":{"ts":1700000000,
  "open":100,"high":101,"low":99,"close":100.5,"volume":1000}}""");
string matrix = store.Command("""{"cmd":"build"}""");

A column whose indicator reads a side feed — a reference series, a derivatives tick, an order book, the bar's trades, the market cross-section — needs that feed supplied, either on the push ("feeds":{…}) or per symbol in a build_batch payload. A spec naming one without it is refused by name rather than answered with a column that is null for its whole length.

Benchmark

Every binding forwards to the same data-driven Rust core, so what this one adds is the call overhead of [LibraryImport] P/Invoke over the C ABI, not a different result. The core's throughput is measured by the repository's benchmark suite and the nightly bench.yml run; the numbers, the machine and how to reproduce them are in the repository BENCHMARKS.md.

Documentation

The full guide, the spec reference and the API documentation live in the main repository and the documentation site:

• Repository: https://github.com/wickra-lib/wickra-feature-store
• Docs (guides, spec reference, cookbook): https://feature-store.wickra.org
• Runnable example: examples/csharp/

Wickra Feature Store ships native bindings for Python, Node.js, WASM and Rust, plus a C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all forwarding to the same data-driven, unsafe-forbidden Rust core.

Security

Found a security issue? Please don't open a public issue. Report it privately via the repository's Security tab ("Report a vulnerability") or email support@wickra.org with a subject line starting [wickra security]. Full policy: https://github.com/wickra-lib/wickra-feature-store/blob/main/SECURITY.md.

Disclaimer

wickra-feature-store is research and engineering tooling, not financial advice. A feature matrix describes historical data under the spec you provide; it makes no claim about the profitability or future performance of any model trained on it. Trading carries risk; you are responsible for your own decisions.

License

Licensed under either of Apache-2.0 or MIT at your option.