feat: expand rust parity, wasm exports, and api conformance

Move several hot Python analysis paths to Rust-backed helpers. This adds Rust implementations for backtest strategy signal generation and the core portfolio loop, options and futures payoff aggregation, Greeks aggregation, ratio calculation, trade extraction, chunked close-only indicator runs, and forward-fill helpers. Wire the Python analysis and data modules to prefer these paths, and add coverage for the new batch fast path.

Expand the WASM package to export WMA, ADX, and MFI from ferro_ta_core, refresh the Node examples, benchmarks, and README, and add a Node-vs-Python conformance test so the browser and node surface stays aligned with the main Python package.

Introduce a generated cross-surface API manifest in docs/, along with scripts to rebuild and verify it from source exports. Enforce manifest freshness in the Python and WASM CI workflows so release candidates catch surface drift before push.
This commit is contained in:
Pratik Bhadane
2026-03-24 14:28:51 +05:30
parent ba77fbd418
commit 53566b9d82
27 changed files with 7012 additions and 198 deletions
+38 -9
View File
@@ -6,16 +6,16 @@ This module provides a 2-D batch API that accepts a 2-D numpy array
a 2-D output array of the same shape.
For the most common indicators — SMA, EMA, RSI — the 2-D path is handled
entirely in Rust (a single GIL release for all columns). The generic
``batch_apply`` is available for other indicators that do not have a Rust
batch implementation.
entirely in Rust (a single GIL release for all columns). ``batch_apply``
also dispatches these indicators to Rust when possible; other indicators
use the generic Python fallback path.
Functions
---------
batch_sma — SMA on every column of a 2-D array (Rust fast path for 2-D)
batch_ema — EMA on every column of a 2-D array (Rust fast path for 2-D)
batch_rsi — RSI on every column of a 2-D array (Rust fast path for 2-D)
batch_apply — Generic batch wrapper (Python loop) for any arbitrary indicator
batch_apply — Generic batch wrapper with Rust fast-path for SMA/EMA/RSI
Usage
-----
@@ -92,6 +92,27 @@ _HLC_FASTPATH_DEFAULTS: dict[str, int] = {
"WILLR": 14,
}
_BATCH_FASTPATH_DEFAULTS: dict[str, int] = {
"SMA": 30,
"EMA": 30,
"RSI": 14,
}
def _resolve_batch_fastpath(
fn: Callable[..., np.ndarray],
kwargs: dict[str, object],
) -> tuple[str, int] | None:
name = getattr(fn, "__name__", "").upper()
if name not in _BATCH_FASTPATH_DEFAULTS:
return None
if set(kwargs) - {"timeperiod"}:
return None
raw = kwargs.get("timeperiod", _BATCH_FASTPATH_DEFAULTS[name])
if not isinstance(raw, int):
return None
return name, int(raw)
def _normalize_indicator_spec(
spec: str | tuple[str, dict[str, object]] | tuple[str, dict[str, object], object],
@@ -225,11 +246,9 @@ def batch_apply(
) -> np.ndarray:
"""Apply any single-series indicator *fn* to every column of *data*.
This is the generic fallback batch executor — it calls *fn* once per
column in a Python loop. For the common indicators SMA, EMA, and RSI
prefer the dedicated :func:`batch_sma`, :func:`batch_ema`, and
:func:`batch_rsi` functions, which use a Rust-side loop and avoid
per-column Python round-trips.
For recognized close-only indicators (SMA/EMA/RSI with default or
``timeperiod`` argument only), this function dispatches to the Rust
batch kernels. Otherwise it falls back to a Python per-column loop.
Parameters
----------
@@ -265,6 +284,16 @@ def batch_apply(
if arr.ndim != 2:
raise ValueError(f"batch_apply expects 1-D or 2-D input; got {arr.ndim}-D")
fastpath = _resolve_batch_fastpath(fn, kwargs)
if fastpath is not None:
indicator, timeperiod = fastpath
contiguous = np.ascontiguousarray(arr)
if indicator == "SMA":
return np.asarray(_rust_batch_sma(contiguous, timeperiod, True))
if indicator == "EMA":
return np.asarray(_rust_batch_ema(contiguous, timeperiod, True))
return np.asarray(_rust_batch_rsi(contiguous, timeperiod, True))
n_samples, n_series = arr.shape
result = np.empty((n_samples, n_series), dtype=np.float64)
for j in range(n_series):