R

The R package links the C ABI. Build a feature store from a JSON spec with wkfeaturestore_new, then drive it with wkfeaturestore_command.

install.packages("wickrafeaturestore", repos = "https://wickra-lib.r-universe.dev")

library(wickrafeaturestore)

spec <- '{"universe":["AAA"],
          "features":[{"kind":"price","field":"close"}],
          "labels":[{"kind":"forward_return","horizon":1}]}'

store <- wkfeaturestore_new(spec)
matrix <- wkfeaturestore_command(
  store,
  '{"cmd":"build_batch","data":{"AAA":[{"ts":0,"open":100,"high":100,"low":100,"close":100,"volume":1}]}}'
)
cat(matrix)

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