chore: release v1.0.2

wasm/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "ferro_ta_wasm"
-version = "1.0.0"
+version = "1.0.2"
 edition = "2021"
 description = "WebAssembly bindings for ferro-ta technical analysis indicators"
 license = "MIT"

wasm/bench.js

@@ -0,0 +1,113 @@
+const fs = require("node:fs");
+const path = require("node:path");
+const { performance } = require("node:perf_hooks");
+
+const wasm = require("./pkg/ferro_ta_wasm.js");
+
+function parseArgs(argv) {
+  const args = { bars: 100000, json: null };
+  for (let idx = 0; idx < argv.length; idx += 1) {
+    const token = argv[idx];
+    if (token === "--bars") {
+      args.bars = Number(argv[idx + 1]);
+      idx += 1;
+    } else if (token === "--json") {
+      args.json = argv[idx + 1];
+      idx += 1;
+    }
+  }
+  return args;
+}
+
+function makeSeries(length) {
+  const close = new Float64Array(length);
+  const high = new Float64Array(length);
+  const low = new Float64Array(length);
+  let value = 100.0;
+  for (let idx = 0; idx < length; idx += 1) {
+    value += Math.sin(idx / 13.0) * 0.35 + Math.cos(idx / 29.0) * 0.18;
+    close[idx] = value;
+    high[idx] = value + 1.25;
+    low[idx] = value - 1.10;
+  }
+  return { close, high, low };
+}
+
+function timeMin(fn, rounds = 7) {
+  fn();
+  let best = Number.POSITIVE_INFINITY;
+  for (let round = 0; round < rounds; round += 1) {
+    const started = performance.now();
+    fn();
+    best = Math.min(best, performance.now() - started);
+  }
+  return best;
+}
+
+function runBenchmark({ bars }) {
+  const { close, high, low } = makeSeries(bars);
+  const cases = [
+    ["SMA", () => wasm.sma(close, 20)],
+    ["EMA", () => wasm.ema(close, 20)],
+    ["RSI", () => wasm.rsi(close, 14)],
+    ["ATR", () => wasm.atr(high, low, close, 14)],
+    ["BBANDS", () => wasm.bbands(close, 20, 2.0, 2.0)],
+  ];
+
+  const results = cases.map(([name, fn]) => {
+    const elapsedMs = timeMin(fn);
+    return {
+      indicator: name,
+      elapsed_ms: Number(elapsedMs.toFixed(4)),
+      ns_per_bar: Number(((elapsedMs * 1e6) / bars).toFixed(2)),
+      million_bars_per_second: Number((((bars / 1e6) / (elapsedMs / 1000))).toFixed(2)),
+    };
+  });
+
+  return {
+    metadata: {
+      suite: "wasm",
+      runtime: {
+        generated_at_utc: new Date().toISOString(),
+        node_version: process.version,
+        platform: process.platform,
+        arch: process.arch,
+      },
+      dataset: {
+        bars,
+      },
+    },
+    results,
+  };
+}
+
+function printResults(payload) {
+  const bars = payload.metadata.dataset.bars;
+  console.log(`WASM Benchmark: ${bars} bars`);
+  console.log("----------------------------------------------------------------");
+  console.log(
+    `${"Indicator".padEnd(12)}${"Elapsed (ms)".padStart(14)}${"ns/bar".padStart(12)}${"M bars/s".padStart(12)}`
+  );
+  console.log("----------------------------------------------------------------");
+  for (const row of payload.results) {
+    console.log(
+      `${row.indicator.padEnd(12)}${row.elapsed_ms.toFixed(2).padStart(14)}${row.ns_per_bar
+        .toFixed(2)
+        .padStart(12)}${row.million_bars_per_second.toFixed(2).padStart(12)}`
+    );
+  }
+}
+
+function main() {
+  const args = parseArgs(process.argv.slice(2));
+  const payload = runBenchmark(args);
+  printResults(payload);
+
+  if (args.json) {
+    const outputPath = path.resolve(args.json);
+    fs.writeFileSync(outputPath, `${JSON.stringify(payload, null, 2)}\n`, "utf8");
+    console.log(`\nWrote JSON results to ${outputPath}`);
+  }
+}
+
+main();

wasm/package.json

@@ -1,12 +1,13 @@
 {
   "name": "ferro-ta-wasm",
-  "version": "1.0.1",
+  "version": "1.0.2",
   "description": "WebAssembly bindings for ferro-ta technical analysis indicators",
   "main": "pkg/ferro_ta_wasm.js",
   "types": "pkg/ferro_ta_wasm.d.ts",
   "files": ["pkg"],
   "scripts": {
     "build": "wasm-pack build --target nodejs --out-dir pkg",
+    "bench": "node bench.js",
     "prepack": "npm run build && node -e \"require('fs').rmSync('pkg/.gitignore', { force: true })\"",
     "test": "wasm-pack test --node"
   },