ohlcv CLAUDE.md

CLAUDE.md

This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.

Project Overview

A modern, high-performance Zig library for fetching and parsing OHLCV (Open-High-Low-Close-Volume) financial data from remote CSV files. The library provides:

• 33 technical indicators covering trend, momentum, volatility, volume, and advanced trading systems
• Multiple data sources (HTTP, local files, in-memory)
• High-performance parsing with streaming support for large datasets
• Advanced memory management with pooling and arena allocation
• Comprehensive benchmarking and performance monitoring
• Clean, explicit API with Zig's memory safety guarantees

Build and Development Commands

Core Commands

# Build the library and demo
zig build

# Run the demo application
zig build run

# Run all tests
zig build test

# Run benchmarks
zig build benchmark                # Basic benchmark
zig build benchmark-performance     # Comprehensive performance tests
zig build benchmark-streaming       # Streaming vs non-streaming comparison

# Run memory profiler
zig build profile-memory

Testing Individual Components

# Run specific test file (example)
zig test test/unit/test_time_series.zig -I lib --dep ohlcv -Mohlcv=lib/ohlcv.zig

Architecture Overview

Module Organization

The library is exposed through lib/ohlcv.zig which re-exports all public APIs. The codebase follows a clean separation of concerns:

1. Data Sources (lib/data_source/)

   • DataSource interface for polymorphic data access
   • HttpDataSource for fetching from URLs
   • FileDataSource for local files
   • MemoryDataSource for in-memory data

2. Parsing (lib/parser/)

   • CsvParser handles CSV parsing with robust error handling
   • StreamingCsvParser processes large files in chunks without full memory load
   • fast_parser.zig provides optimized parsing primitives with SIMD-aware line counting
   • Skips invalid rows, headers, pre-1970 dates, and zero values
   • Supports multiple line endings (CRLF, LF, CR)