feat: broaden CPU and platform coverage across PyPI, nodes, and crate… (#26)

* feat: broaden CPU and platform coverage across PyPI, nodes, and crates.io

Replace static SIMD with runtime CPU-feature dispatch and expand the release
wheel matrix so one set of artifacts runs on any target CPU and platform
without illegal-instruction crashes.

Rust core:
- Add multiversion runtime dispatch (crates/ferro_ta_core/src/simd.rs); drop
  compile-time `wide`. `simd` feature is now default-on and forwarded through
  the pyo3 crate, and stays compatible with #![forbid(unsafe_code)].

Packaging:
- abi3-py310: one cp310-abi3 wheel per platform (covers CPython 3.10+).
- CI matrix adds Linux aarch64 + musllinux (x86_64/aarch64) and Windows arm64.

Node/Docker + docs:
- api/Dockerfile: document baseline+dispatch (no target-cpu pin) and add a
  fail-fast import check; aarch64 containers now install cleanly.
- Rewrite docs/guides/simd.md; fix stale `wide` mention in ADR 0003.
- Add ADR 0006 (CPU coverage strategy).

Also bundles in-flight release prep already staged in the tree (DTW exception
types, SBOM/provenance security, supporting docs).

* fix(ci): clear cargo-deny and pip-audit failures; apply dependency bumps

cargo-deny (advisories):
- Ignore pyo3 RUSTSEC-2026-0176 / RUSTSEC-2026-0177 in deny.toml with a
  documented rationale: ferro-ta uses neither affected code path
  (PyList/PyTuple nth iterators; PyCFunction::new_closure). Upstream fix
  needs pyo3 >=0.29 (large API migration), tracked as a follow-up.

pip-audit:
- Bump dev lockfile idna 3.18, pytest 9.1.1, urllib3 2.7.0 to clear
  PYSEC-2026-215, CVE-2025-71176, PYSEC-2026-141/142.

Dependency bumps (supersede open dependabot PRs; they auto-close on merge):
- cargo: log 0.4.32, serde_json 1.0.150, rayon 1.12.0
- api/requirements.txt: uvicorn>=0.49.0, pydantic>=2.13.4, ferro-ta>=1.1.4
- CI actions: deploy-pages v5, upload-pages-artifact v5, action-gh-release v3

The open `wide` 1.5.0 bump (PR #24) is obsolete — the crate is removed in
this branch.

* chore: address CodeRabbit review; remove docs/adr section

CodeRabbit findings:
- CI sbom job: add `attestations: write` so attest-build-provenance can run
  (it had only contents:write + id-token:write).
- simd.rs: vectorize `wma_seed` with lane-local accumulators — it was scalar
  behind the multiversion wrapper, adding dispatch overhead for no SIMD gain.
- CHANGELOG: consolidate the duplicate `### Changed` heading.
- python/ferro_ta/__init__.py: also re-export the `FerroTaError` alias.
- docs/guides/dtw.md: soften "byte-for-byte" parity to within-tolerance.

Remove docs/adr/ at maintainer request and clean up the ADR links in the
SIMD and DTW guides. The ADR files remain in commit 9506a30 if ever needed.
This commit is contained in:
Pratik Bhadane
2026-06-29 18:21:22 +05:30
committed by GitHub
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# Dynamic Time Warping
ferro-ta ships three DTW entry points. Pick the one that matches your
workload — the distance-only path is measurably faster than the one that
reconstructs the warping path, and `BATCH_DTW` parallelises over rows.
## Quick reference
| Function | Returns | When to use |
|---|---|---|
| `DTW_DISTANCE(a, b, window=None)` | `float` | You only need the distance. Fastest. |
| `DTW(a, b, window=None)` | `(float, ndarray[N, 2])` | You need the alignment path for plotting or downstream analysis. |
| `BATCH_DTW(matrix, reference, window=None)` | `ndarray[N]` | You have N candidate series and one reference; uses rayon. |
## Distance convention
ferro-ta's DTW uses squared-Euclidean local cost accumulated along the
optimal path, with a single `sqrt()` applied at the end. This matches
`dtaidistance.dtw.distance()` to within floating-point tolerance (parity
tests assert numerical agreement, not bitwise identity). Example:
```python
>>> import ferro_ta as fta
>>> fta.DTW_DISTANCE([0.0, 1.0, 2.0], [1.0, 2.0, 3.0])
1.4142135623730951 # == sqrt(2), same as dtaidistance
```
If you are migrating from a library that uses absolute-difference local
cost without the final sqrt (e.g. `fastdtw`'s default), your numbers will
not line up. That is a choice ferro-ta made for parity with the
scientific-Python ecosystem.
## Window constraint (Sakoe-Chiba band)
Passing `window=w` constrains the DP to cells where `|i - j| < w`. This
turns the O(n·m) cost into O(n·w), which is typically a 520× speedup for
realistic `w`. A narrower band can only *increase* the distance, so
`window=` is safe to use whenever your series are roughly aligned.
```python
# Unconstrained
fta.DTW_DISTANCE(a, b)
# Constrained: warping may shift up to 5 positions
fta.DTW_DISTANCE(a, b, window=5)
```
## Batch usage
`BATCH_DTW` compares each row of a 2-D matrix against one reference
series, in parallel:
```python
import numpy as np
import ferro_ta as fta
reference = np.random.random(500)
candidates = np.random.random((1000, 500))
distances = fta.BATCH_DTW(candidates, reference, window=20)
nearest = int(np.argmin(distances))
```
Parallelism is via rayon; no thread-pool configuration is needed on the
Python side. For the sequence lengths ferro-ta targets (thousands of
bars, hundreds to low thousands of candidates), batch-parallel classic
DTW beats FastDTW-style approximations.
## Edge cases
- **Empty input:** raises `FerroTAInputError`.
- **NaN in input:** propagates to the output (matches IEEE 754). Call
`ferro_ta.core.exceptions.check_finite()` first if you want to fail
loudly instead.
- **Different-length series:** fully supported. The path array length
is bounded by `max(n, m) <= len(path) <= n + m - 1`.
## See also
- `tests/unit/indicators/test_statistic.py` — parity tests against `dtaidistance`.