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Author SHA1 Message Date
Pratik Bhadane 4f70778255 chore(release): 1.2.0 (#30)
Bump 1.1.4 -> 1.2.0 across all release files (Cargo, pyproject, wasm,
conda, docs) and roll the CHANGELOG [Unreleased] section into [1.2.0].

Highlights: runtime CPU-feature dispatch (multiversion), broader wheel
coverage (linux aarch64 + musllinux + windows arm64), abi3 wheels,
Dynamic Time Warping, and indicator-specific exception types.
2026-06-29 18:31:08 +05:30
Pratik Bhadane 288b1546b2 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.
2026-06-29 18:21:22 +05:30
30 changed files with 853 additions and 181 deletions
+11
View File
@@ -34,3 +34,14 @@ updates:
labels:
- "dependencies"
- "github-actions"
# WASM JavaScript package
- package-ecosystem: "npm"
directory: "/wasm"
schedule:
interval: "weekly"
day: "monday"
open-pull-requests-limit: 5
labels:
- "dependencies"
- "javascript"
+110 -42
View File
@@ -87,7 +87,7 @@ jobs:
steps:
- name: Deploy to GitHub Pages
id: deployment
uses: actions/deploy-pages@v4
uses: actions/deploy-pages@v5
# -------------------------------------------------------------------------
# CI gate — all required jobs must pass before this job succeeds.
@@ -136,88 +136,123 @@ jobs:
# Keep release jobs here because trusted-publisher configuration points to
# CI.yml specifically.
# -------------------------------------------------------------------------
# One abi3 wheel per (platform, arch). abi3-py310 means a single wheel
# covers CPython 3.10+ on each target, so there is no python-version axis.
# extension-module + abi3 link no libpython, which is what lets the linux
# jobs cross-compile aarch64/musl from an x86_64 runner via maturin-action.
build-wheels-linux:
name: Build wheels (linux / py${{ matrix.python-version }})
name: Build wheels (linux-gnu / ${{ matrix.target }})
runs-on: ubuntu-latest
if: (github.event_name == 'release' && github.event.action == 'published') || (github.event_name == 'workflow_dispatch' && inputs.release)
strategy:
fail-fast: false
matrix:
python-version: ["3.10", "3.11", "3.12", "3.13"]
target: [x86_64, aarch64]
steps:
- uses: actions/checkout@v6
- name: Build wheel
- name: Build abi3 manylinux wheel
uses: PyO3/maturin-action@v1
with:
command: build
args: --release --out dist --compatibility pypi -i python${{ matrix.python-version }}
target: ${{ matrix.target }}
args: --release --out dist
manylinux: "2_17"
- name: Upload wheels as artifact
uses: actions/upload-artifact@v7
with:
name: wheels-linux-py${{ matrix.python-version }}
name: wheels-linux-gnu-${{ matrix.target }}
path: dist/*.whl
build-wheels-musllinux:
name: Build wheels (linux-musl / ${{ matrix.target }})
runs-on: ubuntu-latest
if: (github.event_name == 'release' && github.event.action == 'published') || (github.event_name == 'workflow_dispatch' && inputs.release)
strategy:
fail-fast: false
matrix:
target: [x86_64, aarch64]
steps:
- uses: actions/checkout@v6
- name: Build abi3 musllinux wheel
uses: PyO3/maturin-action@v1
with:
command: build
target: ${{ matrix.target }}
args: --release --out dist
manylinux: musllinux_1_2
- name: Upload wheels as artifact
uses: actions/upload-artifact@v7
with:
name: wheels-linux-musl-${{ matrix.target }}
path: dist/*.whl
build-wheels-macos:
name: Build wheels (macos / py${{ matrix.python-version }})
name: Build wheels (macos / universal2)
runs-on: macos-latest
if: (github.event_name == 'release' && github.event.action == 'published') || (github.event_name == 'workflow_dispatch' && inputs.release)
strategy:
fail-fast: false
matrix:
python-version: ["3.10", "3.11", "3.12", "3.13"]
steps:
- uses: actions/checkout@v6
- name: Set up Python ${{ matrix.python-version }}
- name: Set up Python
uses: actions/setup-python@v6
with:
python-version: ${{ matrix.python-version }}
python-version: "3.10"
- name: Build universal2 wheel
- name: Build universal2 abi3 wheel
uses: PyO3/maturin-action@v1
with:
command: build
args: --release --out dist --compatibility pypi -i python
target: universal2-apple-darwin
args: --release --out dist
- name: Upload wheels as artifact
uses: actions/upload-artifact@v7
with:
name: wheels-macos-py${{ matrix.python-version }}
name: wheels-macos-universal2
path: dist/*.whl
build-wheels-windows:
name: Build wheels (windows / py${{ matrix.python-version }})
runs-on: windows-latest
name: Build wheels (windows / ${{ matrix.platform.arch }})
runs-on: ${{ matrix.platform.runner }}
if: (github.event_name == 'release' && github.event.action == 'published') || (github.event_name == 'workflow_dispatch' && inputs.release)
strategy:
fail-fast: false
matrix:
python-version: ["3.10", "3.11", "3.12", "3.13"]
platform:
- runner: windows-latest
arch: x64
target: x64
- runner: windows-11-arm
arch: arm64
target: aarch64
steps:
- uses: actions/checkout@v6
- name: Set up Python ${{ matrix.python-version }}
- name: Set up Python
uses: actions/setup-python@v6
with:
python-version: ${{ matrix.python-version }}
python-version: "3.11"
architecture: ${{ matrix.platform.arch }}
- name: Build wheel
- name: Build abi3 wheel
uses: PyO3/maturin-action@v1
with:
command: build
args: --release --out dist --compatibility pypi -i python
target: ${{ matrix.platform.target }}
args: --release --out dist
- name: Upload wheels as artifact
uses: actions/upload-artifact@v7
with:
name: wheels-windows-py${{ matrix.python-version }}
name: wheels-windows-${{ matrix.platform.arch }}
path: dist/*.whl
build-sdist:
@@ -247,6 +282,7 @@ jobs:
runs-on: ubuntu-latest
needs:
- build-wheels-linux
- build-wheels-musllinux
- build-wheels-macos
- build-wheels-windows
- build-sdist
@@ -256,6 +292,8 @@ jobs:
url: https://pypi.org/p/ferro-ta
permissions:
id-token: write
attestations: write
contents: read
steps:
- name: Download all wheels
uses: actions/download-artifact@v8
@@ -270,6 +308,11 @@ jobs:
name: sdist
path: dist
- name: Generate SLSA build provenance attestations
uses: actions/attest-build-provenance@v2
with:
subject-path: "dist/*"
- name: Verify distribution coverage
run: |
python3 - <<'PY'
@@ -283,19 +326,15 @@ jobs:
for name in files:
print(f" - {name}")
# One abi3 wheel (cp310-abi3) per platform/arch — covers CPython 3.10+.
expected = [
"ferro_ta-*-cp310-cp310-manylinux*_x86_64.whl",
"ferro_ta-*-cp311-cp311-manylinux*_x86_64.whl",
"ferro_ta-*-cp312-cp312-manylinux*_x86_64.whl",
"ferro_ta-*-cp313-cp313-manylinux*_x86_64.whl",
"ferro_ta-*-cp310-cp310-win_amd64.whl",
"ferro_ta-*-cp311-cp311-win_amd64.whl",
"ferro_ta-*-cp312-cp312-win_amd64.whl",
"ferro_ta-*-cp313-cp313-win_amd64.whl",
"ferro_ta-*-cp310-cp310-macosx*_universal2.whl",
"ferro_ta-*-cp311-cp311-macosx*_universal2.whl",
"ferro_ta-*-cp312-cp312-macosx*_universal2.whl",
"ferro_ta-*-cp313-cp313-macosx*_universal2.whl",
"ferro_ta-*-cp310-abi3-manylinux*_x86_64.whl",
"ferro_ta-*-cp310-abi3-manylinux*_aarch64.whl",
"ferro_ta-*-cp310-abi3-musllinux*_x86_64.whl",
"ferro_ta-*-cp310-abi3-musllinux*_aarch64.whl",
"ferro_ta-*-cp310-abi3-macosx*_universal2.whl",
"ferro_ta-*-cp310-abi3-win_amd64.whl",
"ferro_ta-*-cp310-abi3-win_arm64.whl",
"ferro_ta-*.tar.gz",
]
@@ -346,6 +385,7 @@ jobs:
permissions:
contents: write
id-token: write
attestations: write
steps:
- uses: actions/checkout@v6
@@ -380,12 +420,40 @@ jobs:
- name: Generate Rust SBOM (CycloneDX)
run: cargo cyclonedx --format json --override-filename ferro-ta-rust-sbom.cdx
- name: Upload Python SBOM to release
uses: softprops/action-gh-release@v2
- name: Validate SBOMs (schema check)
run: |
python3 -c "import json, sys; json.load(open('ferro-ta-python-sbom.spdx.json')); print('Python SBOM valid JSON')"
python3 -c "import json, sys; data=json.load(open('ferro-ta-rust-sbom.cdx.json')); assert data.get('bomFormat')=='CycloneDX', 'not CycloneDX'; print('Rust SBOM valid CycloneDX')"
- name: Install cosign
uses: sigstore/cosign-installer@v3
- name: Sign SBOMs with cosign (keyless)
env:
COSIGN_EXPERIMENTAL: "1"
run: |
cosign sign-blob --yes ferro-ta-python-sbom.spdx.json --output-signature ferro-ta-python-sbom.spdx.json.sig --output-certificate ferro-ta-python-sbom.spdx.json.pem
cosign sign-blob --yes ferro-ta-rust-sbom.cdx.json --output-signature ferro-ta-rust-sbom.cdx.json.sig --output-certificate ferro-ta-rust-sbom.cdx.json.pem
- name: Attest SBOM provenance
uses: actions/attest-build-provenance@v2
with:
files: ferro-ta-python-sbom.spdx.json
subject-path: |
ferro-ta-python-sbom.spdx.json
ferro-ta-rust-sbom.cdx.json
- name: Upload Python SBOM to release
uses: softprops/action-gh-release@v3
with:
files: |
ferro-ta-python-sbom.spdx.json
ferro-ta-python-sbom.spdx.json.sig
ferro-ta-python-sbom.spdx.json.pem
- name: Upload Rust SBOM to release
uses: softprops/action-gh-release@v2
uses: softprops/action-gh-release@v3
with:
files: ferro-ta-rust-sbom.cdx.json
files: |
ferro-ta-rust-sbom.cdx.json
ferro-ta-rust-sbom.cdx.json.sig
ferro-ta-rust-sbom.cdx.json.pem
+1 -1
View File
@@ -44,6 +44,6 @@ jobs:
- name: Upload GitHub Pages artifact
if: ${{ inputs.upload-pages-artifact }}
uses: actions/upload-pages-artifact@v4
uses: actions/upload-pages-artifact@v5
with:
path: docs/_build/
+100
View File
@@ -0,0 +1,100 @@
name: Nightly benchmarks
on:
schedule:
# 03:15 UTC every day — off peak, avoids colliding with the regular CI surge.
- cron: "15 3 * * *"
workflow_dispatch:
permissions:
contents: read
issues: write
jobs:
bench:
name: Run perf contract and regression checks
runs-on: ubuntu-latest
timeout-minutes: 60
env:
RUSTFLAGS: "" # override target-cpu=native from .cargo/config.toml
steps:
- uses: actions/checkout@v6
- uses: dtolnay/rust-toolchain@v1
with:
toolchain: stable
- uses: Swatinem/rust-cache@v2
- uses: actions/setup-python@v6
with:
python-version: "3.12"
- name: Install uv
run: pip install uv
- name: Build ferro-ta wheel
run: |
uv sync --extra dev
uv run maturin build --release --out dist
uv run pip install --force-reinstall dist/*.whl
- name: Run vs-TA-Lib benchmark
run: uv run python benchmarks/bench_vs_talib.py --output benchmarks/artifacts/nightly_vs_talib.json
- name: Run SIMD benchmark matrix
run: uv run python benchmarks/bench_simd.py --output benchmarks/artifacts/nightly_simd.json
- name: Check hotspot regression
id: hotspot
continue-on-error: true
run: uv run python benchmarks/check_hotspot_regression.py --tolerance 0.05
- name: Check vs-TA-Lib regression
id: vs_talib
continue-on-error: true
run: uv run python benchmarks/check_vs_talib_regression.py --tolerance 0.05
- name: Run criterion bench (build only)
run: cargo bench -p ferro_ta_core --no-run
- name: Upload nightly artifacts
uses: actions/upload-artifact@v7
if: always()
with:
name: nightly-bench-${{ github.run_id }}
path: benchmarks/artifacts/
retention-days: 30
- name: Open issue on regression
if: steps.hotspot.outcome == 'failure' || steps.vs_talib.outcome == 'failure'
uses: actions/github-script@v8
env:
HOTSPOT_OUTCOME: ${{ steps.hotspot.outcome }}
VS_TALIB_OUTCOME: ${{ steps.vs_talib.outcome }}
RUN_URL: ${{ github.server_url }}/${{ github.repository }}/actions/runs/${{ github.run_id }}
with:
script: |
const hotspot = process.env.HOTSPOT_OUTCOME;
const vsTalib = process.env.VS_TALIB_OUTCOME;
const runUrl = process.env.RUN_URL;
const failed = [];
if (hotspot === 'failure') failed.push('hotspot');
if (vsTalib === 'failure') failed.push('vs-TA-Lib');
const title = `Nightly benchmark regression: ${failed.join(' + ')}`;
const body = [
`The nightly benchmark workflow reported a >5% regression in: **${failed.join(', ')}**.`,
'',
`Run: ${runUrl}`,
'',
'Artifacts with the raw JSON are attached to the run above.',
'If this is a known regression, update the baseline JSON and close.',
'If it is unexpected, investigate the last commit on `main` before the nightly ran.',
].join('\n');
await github.rest.issues.create({
owner: context.repo.owner,
repo: context.repo.repo,
title,
body,
labels: ['performance', 'regression', 'nightly'],
});
+1 -1
View File
@@ -52,7 +52,7 @@ jobs:
PY
- name: Create GitHub Release
uses: softprops/action-gh-release@v2
uses: softprops/action-gh-release@v3
with:
tag_name: ${{ github.ref_name }}
name: v${{ steps.version.outputs.version }}
+70
View File
@@ -9,6 +9,76 @@ and the project uses [Semantic Versioning](https://semver.org/).
## [Unreleased]
## [1.2.0] — 2026-06-29
### Added
- **Runtime CPU-feature dispatch** for SIMD hot paths via the `multiversion`
crate (`ferro_ta_core/src/simd.rs`). One binary now selects baseline /
AVX2-FMA / AVX-512 / NEON kernels at load time via CPUID instead of being
pinned at build time, so it runs on any CPU of the target architecture with
no illegal-instruction crashes on older chips. The `simd` feature is on by
default; `--no-default-features` gives a pure-scalar build.
- **Broader wheel coverage**: release builds now also produce Linux `aarch64`
(manylinux) and `musllinux` (x86_64 + aarch64) wheels and a Windows `arm64`
wheel, alongside the existing Linux x86_64, macOS universal2, and Windows
x64 wheels.
- **abi3 wheels** (`cp310-abi3`): a single stable-ABI wheel per platform now
covers CPython 3.10+ (including future 3.14+), replacing the per-version
wheel matrix.
- **Dynamic Time Warping** (`DTW`, `DTW_DISTANCE`, `BATCH_DTW`): Euclidean-cost
DTW with optional Sakoe-Chiba band (`window=` parameter). `DTW()` returns
`(distance, path)` with the optimal warping path as an `(N, 2)` index array;
`DTW_DISTANCE()` is the faster distance-only variant; `BATCH_DTW()` computes
distances from each row of a 2-D matrix to a reference series in parallel
via rayon. Distance convention matches `dtaidistance.dtw.distance()`.
- **Indicator-specific exception types** (`FerroTaError`, `InvalidPeriodError`,
`InsufficientDataError`, `LengthMismatchError`, `NumericConvergenceError`,
`InvalidInputError`): finer-grained errors for catching specific failure
modes. All subclass `ValueError` so existing `except ValueError` code keeps
working (backward compatible).
### Changed
- **SIMD is now enabled by default and runtime-dispatched.** Replaced the
compile-time `wide` crate (which was never actually enabled in published
wheels) with `multiversion`. The `wide` Cargo feature is removed; use the
default `simd` feature instead.
- **Dependency bumps.** Rust: `log` 0.4.32, `serde_json` 1.0.150,
`rayon` 1.12.0. API service (`api/requirements.txt`): `uvicorn>=0.49.0`,
`pydantic>=2.13.4`, `ferro-ta>=1.1.4`. CI actions: `actions/deploy-pages` v5,
`actions/upload-pages-artifact` v5, `softprops/action-gh-release` v3.
- Python coverage threshold raised from 65% to 80% and enforced in CI.
### Fixed
- **aarch64 Linux containers can now install ferro-ta.** Previously no Linux
`aarch64` wheel was published, so arm64 images (e.g. AWS Graviton) fell back
to an sdist build that failed without a Rust toolchain. A manylinux/musllinux
aarch64 wheel is now published.
- Published wheels now actually ship SIMD-accelerated kernels; the prior build
enabled no SIMD feature at all.
### Security
- **SLSA build provenance** attestations are now generated for every PyPI
wheel and sdist via `actions/attest-build-provenance`. Verify with
`gh attestation verify <wheel>`.
- **Sigstore keyless signatures** are now published alongside both
CycloneDX/SPDX SBOMs on every GitHub Release (`.sig` + `.pem` files).
- `ferro_ta_core` crate now declares `#![forbid(unsafe_code)]` to prevent
regression — the pure-logic layer has no unsafe code and never will.
- Dependabot now covers the WASM npm package in addition to pip, cargo,
and GitHub Actions.
- **pip-audit fixes**: bumped dev lockfile deps `idna` 3.18, `pytest` 9.1.1,
and `urllib3` 2.7.0 to clear PYSEC-2026-215, CVE-2025-71176, and
PYSEC-2026-141/142.
- **pyo3 advisories triaged**: RUSTSEC-2026-0176 and RUSTSEC-2026-0177 are
ignored in `deny.toml` with rationale — ferro-ta uses neither affected code
path (PyList/PyTuple `nth` iterators; `PyCFunction::new_closure`). The
upstream fix requires pyo3 >=0.29 (a large API migration), tracked for a
follow-up.
## [1.1.3] — 2026-04-02
### Added
Generated
+35 -32
View File
@@ -53,12 +53,6 @@ version = "3.20.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "5d20789868f4b01b2f2caec9f5c4e0213b41e3e5702a50157d699ae31ced2fcb"
[[package]]
name = "bytemuck"
version = "1.25.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c8efb64bd706a16a1bdde310ae86b351e4d21550d98d056f22f8a7f7a2183fec"
[[package]]
name = "cast"
version = "0.3.0"
@@ -207,7 +201,7 @@ checksum = "48c757948c5ede0e46177b7add2e67155f70e33c07fea8284df6576da70b3719"
[[package]]
name = "ferro_ta"
version = "1.1.4"
version = "1.2.0"
dependencies = [
"criterion",
"ferro_ta_core",
@@ -222,12 +216,12 @@ dependencies = [
[[package]]
name = "ferro_ta_core"
version = "1.1.4"
version = "1.2.0"
dependencies = [
"criterion",
"multiversion",
"serde",
"serde_json",
"wide",
]
[[package]]
@@ -324,6 +318,28 @@ dependencies = [
"autocfg",
]
[[package]]
name = "multiversion"
version = "0.8.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7edb7f0ff51249dfda9ab96b5823695e15a052dc15074c9dbf3d118afaf2c201"
dependencies = [
"multiversion-macros",
"target-features",
]
[[package]]
name = "multiversion-macros"
version = "0.8.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b093064383341eb3271f42e381cb8f10a01459478446953953c75d24bd339fc0"
dependencies = [
"proc-macro2",
"quote",
"syn",
"target-features",
]
[[package]]
name = "ndarray"
version = "0.16.1"
@@ -546,9 +562,9 @@ checksum = "60a357793950651c4ed0f3f52338f53b2f809f32d83a07f72909fa13e4c6c1e3"
[[package]]
name = "rayon"
version = "1.11.0"
version = "1.12.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "368f01d005bf8fd9b1206fb6fa653e6c4a81ceb1466406b81792d87c5677a58f"
checksum = "fb39b166781f92d482534ef4b4b1b2568f42613b53e5b6c160e24cfbfa30926d"
dependencies = [
"either",
"rayon-core",
@@ -605,15 +621,6 @@ version = "1.0.22"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b39cdef0fa800fc44525c84ccb54a029961a8215f9619753635a9c0d2538d46d"
[[package]]
name = "safe_arch"
version = "1.0.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "1f7caad094bd561859bcd467734a720c3c1f5d1f338995351fefe2190c45efed"
dependencies = [
"bytemuck",
]
[[package]]
name = "same-file"
version = "1.0.6"
@@ -655,9 +662,9 @@ dependencies = [
[[package]]
name = "serde_json"
version = "1.0.149"
version = "1.0.150"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "83fc039473c5595ace860d8c4fafa220ff474b3fc6bfdb4293327f1a37e94d86"
checksum = "e8014e44b4736ed0538adeecded0fce2a272f22dc9578a7eb6b2d9993c74cfb9"
dependencies = [
"itoa",
"memchr",
@@ -689,6 +696,12 @@ version = "0.5.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "609409d472a0a7d8d4dd9e19891bbdef546b9dce670c3057d0e02192dc541226"
[[package]]
name = "target-features"
version = "0.1.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c1bbb9f3c5c463a01705937a24fdabc5047929ac764b2d5b9cf681c1f5041ed5"
[[package]]
name = "target-lexicon"
version = "0.13.5"
@@ -782,16 +795,6 @@ dependencies = [
"wasm-bindgen",
]
[[package]]
name = "wide"
version = "1.2.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "198f6abc41fab83526d10880fa5c17e2b4ee44e763949b4bb34e2fd1e8ca48e4"
dependencies = [
"bytemuck",
"safe_arch",
]
[[package]]
name = "winapi"
version = "0.3.9"
+12 -4
View File
@@ -5,7 +5,7 @@ resolver = "2"
[package]
name = "ferro_ta"
version = "1.1.4"
version = "1.2.0"
edition = "2021"
description = "Rust-powered Python technical analysis library with a TA-Lib-compatible API"
license = "MIT"
@@ -22,7 +22,9 @@ name = "ferro_ta"
crate-type = ["cdylib"]
[dependencies]
pyo3 = { version = "0.25", features = ["extension-module"] }
# abi3-py310: build a single stable-ABI wheel that runs on CPython 3.10+
# (including future 3.14+), instead of one wheel per minor version.
pyo3 = { version = "0.25", features = ["extension-module", "abi3-py310"] }
ta = "0.5.0"
numpy = "0.25"
# Must be < 0.17 while numpy 0.25 is used (numpy's IntoPyArray is for its own ndarray only).
@@ -30,7 +32,11 @@ ndarray = "0.16"
rayon = "1.10"
log = "0.4"
pyo3-log = "0.12"
ferro_ta_core = { path = "crates/ferro_ta_core", version = "1.1.4", features = ["serde"] }
# default-features = false so the `simd` toggle is forwarded explicitly via
# this crate's own `simd` feature (below). Without this, core's default `simd`
# would always be on and `--no-default-features` could never produce a true
# pure-scalar build (used by the SIMD benchmark baseline).
ferro_ta_core = { path = "crates/ferro_ta_core", version = "1.2.0", default-features = false, features = ["serde"] }
[dev-dependencies]
criterion = { version = "0.8", features = ["html_reports"] }
@@ -40,5 +46,7 @@ lto = true
codegen-units = 1
[features]
default = []
# SIMD runtime dispatch ON by default → published wheels ship the adaptive
# fast path with no extra flags. `--no-default-features` yields pure scalar.
default = ["simd"]
simd = ["ferro_ta_core/simd"]
+22 -7
View File
@@ -8,21 +8,36 @@
#
# Environment variables (override at runtime):
# MAX_SERIES_LENGTH=100000 # maximum data-point count per request
#
# CPU portability
# ---------------
# This image installs the PRE-BUILT ferro-ta wheel from PyPI — we do NOT
# recompile from sdist with `RUSTFLAGS=-C target-cpu=...`. The wheel is built
# at the manylinux baseline (x86-64-v1) and selects AVX2/AVX-512/NEON kernels
# at RUNTIME via CPU dispatch. One image therefore runs on any node — old or
# new CPU, x86_64 or arm64 — with no illegal-instruction (SIGILL) crashes.
# Pinning a target-cpu would be faster on a uniform fleet but would crash on
# any older/heterogeneous node, which is the opposite of broad coverage.
#
# Build this image for whichever arch your nodes use:
# docker build --platform linux/amd64 -t ferro-ta-api .
# docker build --platform linux/arm64 -t ferro-ta-api . # Graviton/Ampere
# Both resolve a matching manylinux wheel — no Rust toolchain needed here.
FROM python:3.11-slim
WORKDIR /app
# Install system dependencies required to build ferro_ta (Rust is pre-compiled
# into the wheel, so only pip + wheel tooling is needed at runtime).
RUN apt-get update && apt-get install -y --no-install-recommends \
gcc \
&& rm -rf /var/lib/apt/lists/*
# Copy and install dependencies first (cache layer)
# Copy and install dependencies first (cache layer). No compiler is needed:
# ferro-ta, numpy, and pydantic-core all ship prebuilt wheels for linux
# x86_64 and aarch64.
COPY requirements.txt ./
RUN pip install --no-cache-dir -r requirements.txt
# Fail the build immediately if the wheel did not resolve for this arch
# (e.g. an exotic platform that fell back to an sdist build without Rust).
RUN python -c "import ferro_ta, numpy as np; ferro_ta.SMA(np.arange(10.0), 3); print('ferro_ta', ferro_ta.__version__, 'import OK')"
# Copy API source
COPY main.py ./
+3 -3
View File
@@ -1,6 +1,6 @@
# Runtime dependencies for ferro-ta API
ferro_ta>=1.0.0
ferro_ta>=1.1.4
fastapi>=0.110.0
uvicorn[standard]>=0.27.0
pydantic>=2.0.0
uvicorn[standard]>=0.49.0
pydantic>=2.13.4
numpy>=1.20
+4 -1
View File
@@ -55,8 +55,11 @@ def run_simd_benchmark(
iv_bars: int = 50_000,
window: int = 252,
) -> dict[str, Any]:
# `simd` is a default feature, so a pure-scalar baseline must explicitly
# opt out via --no-default-features; otherwise both builds would be
# identical and every reported speedup would collapse to 1.0.
variants = [
("portable_release", []),
("portable_release", ["--no-default-features"]),
("simd_release", ["--features", "simd"]),
]
reports = {
+1 -1
View File
@@ -1,5 +1,5 @@
{% set name = "ferro-ta" %}
{% set version = "1.1.4" %}
{% set version = "1.2.0" %}
package:
name: {{ name|lower }}
+10 -4
View File
@@ -1,6 +1,6 @@
[package]
name = "ferro_ta_core"
version = "1.1.4"
version = "1.2.0"
edition = "2021"
description = "Pure Rust core indicator library — no PyO3, no numpy dependency"
license = "MIT"
@@ -16,7 +16,7 @@ name = "ferro_ta_core"
crate-type = ["lib"]
[dependencies]
wide = { version = "1.1.1", optional = true }
multiversion = { version = "0.8", optional = true }
serde = { version = "1.0", features = ["derive"], optional = true }
serde_json = { version = "1.0", optional = true }
@@ -28,6 +28,12 @@ name = "indicators"
harness = false
[features]
wide = ["dep:wide"]
simd = ["wide"]
# Runtime CPU-feature dispatch (multiversion). Default ON so `cargo add
# ferro_ta_core` and the published wheels get SIMD-accelerated reductions
# that adapt to the running CPU (baseline .. AVX-512 / NEON) WITHOUT pinning
# a target-cpu — one binary runs on any CPU of the target arch, with no
# illegal-instruction crashes on older chips. Disable with
# `--no-default-features` for a pure-scalar build.
default = ["simd"]
simd = ["dep:multiversion"]
serde = ["dep:serde", "dep:serde_json"]
+1 -1
View File
@@ -13,7 +13,7 @@ PyO3, NumPy, or Python runtime dependency, which makes it a good fit for:
```toml
[dependencies]
ferro_ta_core = "1.1.4"
ferro_ta_core = "1.2.0"
```
## Design
+4
View File
@@ -1,3 +1,5 @@
#![forbid(unsafe_code)]
/*!
ferro_ta_core — Pure Rust indicator library.
@@ -49,6 +51,8 @@ pub mod price_transform;
pub mod regime;
pub mod resampling;
pub mod signals;
/// Runtime-dispatched SIMD reduction primitives (internal).
pub(crate) mod simd;
pub mod statistic;
pub mod streaming;
pub mod volatility;
+7 -61
View File
@@ -38,27 +38,10 @@ pub fn sma_into(src: &[f64], timeperiod: usize, dest: &mut [f64], dest_offset: u
return;
}
#[cfg(feature = "simd")]
let window_sum_init = {
use wide::f64x4;
let p_data = &src[..timeperiod];
let mut sum = f64x4::splat(0.0);
let mut chunks = p_data.chunks_exact(4);
for chunk in &mut chunks {
sum += f64x4::new([chunk[0], chunk[1], chunk[2], chunk[3]]);
}
let arr = sum.to_array();
let mut total = arr[0] + arr[1] + arr[2] + arr[3];
for &v in chunks.remainder() {
total += v;
}
total
};
#[cfg(not(feature = "simd"))]
let window_sum_init: f64 = src[..timeperiod].iter().sum();
let mut window_sum = window_sum_init;
// Seed the rolling window with a runtime-dispatched reduction. The O(n)
// streaming recurrence below is inherently sequential, so SIMD only ever
// applies to this initial window sum.
let mut window_sum = crate::simd::sum(&src[..timeperiod]);
let tp_f64 = timeperiod as f64;
dest[dest_offset + timeperiod - 1] = window_sum / tp_f64;
@@ -124,46 +107,9 @@ pub fn wma(close: &[f64], timeperiod: usize) -> Vec<f64> {
let denom: f64 = (timeperiod * (timeperiod + 1) / 2) as f64;
let p = timeperiod as f64;
// Seed: compute T and S for the first window.
#[cfg(feature = "simd")]
let (mut t, mut s) = {
use wide::f64x4;
let p_data = &close[..timeperiod];
let mut t_simd = f64x4::splat(0.0);
let mut s_simd = f64x4::splat(0.0);
let mut chunks = p_data.chunks_exact(4);
let mut idx = 1.0;
let step = f64x4::new([0.0, 1.0, 2.0, 3.0]);
for chunk in &mut chunks {
let vals = f64x4::new([chunk[0], chunk[1], chunk[2], chunk[3]]);
let mults = f64x4::splat(idx) + step;
t_simd += vals * mults;
s_simd += vals;
idx += 4.0;
}
let t_arr = t_simd.to_array();
let s_arr = s_simd.to_array();
let mut t = t_arr[0] + t_arr[1] + t_arr[2] + t_arr[3];
let mut s = s_arr[0] + s_arr[1] + s_arr[2] + s_arr[3];
for &v in chunks.remainder() {
t += v * idx;
s += v;
idx += 1.0;
}
(t, s)
};
#[cfg(not(feature = "simd"))]
let (mut t, mut s) = {
let t_val: f64 = close[..timeperiod]
.iter()
.enumerate()
.map(|(k, &v)| v * (k + 1) as f64)
.sum();
let s_val: f64 = close[..timeperiod].iter().sum();
(t_val, s_val)
};
// Seed: compute T and S for the first window via a runtime-dispatched
// reduction (the streaming recurrence below is sequential).
let (mut t, mut s) = crate::simd::wma_seed(&close[..timeperiod]);
result[timeperiod - 1] = t / denom;
+161
View File
@@ -0,0 +1,161 @@
//! Runtime-dispatched SIMD primitives.
//!
//! Each public reduction here is compiled into several CPU-feature-specific
//! variants (baseline, SSE, AVX2/FMA, AVX-512 on x86_64; NEON on aarch64; …)
//! by [`multiversion`]. The fastest variant the *current* CPU supports is
//! chosen at runtime via CPUID. This gives one binary that:
//!
//! * runs on **any** CPU of the target architecture — no illegal-instruction
//! (SIGILL) crashes on pre-AVX2 chips, unlike a static `-C target-cpu=…`;
//! * still uses wide vector units where the hardware has them.
//!
//! The hot loops accumulate into **independent lanes** before a final
//! horizontal combine. That is what lets the optimizer auto-vectorize them:
//! a plain sequential `iter().sum()` is a dependency chain LLVM may not
//! reorder (doing so would change floating-point rounding). As a consequence
//! these results differ from a strict left-to-right sum by a few ULPs — well
//! inside every indicator's documented tolerance.
/// Number of independent accumulator lanes. Eight `f64` lanes cover the
/// widest target we dispatch to (AVX-512 = 8×f64); narrower targets (AVX2,
/// NEON) simply use a subset.
#[cfg(feature = "simd")]
const LANES: usize = 8;
/// Sum of a slice of `f64`, runtime-dispatched.
#[cfg(feature = "simd")]
#[multiversion::multiversion(targets = "simd")]
pub(crate) fn sum(data: &[f64]) -> f64 {
let mut acc = [0.0f64; LANES];
let mut chunks = data.chunks_exact(LANES);
for chunk in &mut chunks {
for (a, &v) in acc.iter_mut().zip(chunk) {
*a += v;
}
}
let remainder: f64 = chunks.remainder().iter().sum();
remainder + acc.iter().sum::<f64>()
}
/// Pure-scalar fallback when the `simd` feature is disabled.
#[cfg(not(feature = "simd"))]
pub(crate) fn sum(data: &[f64]) -> f64 {
data.iter().sum()
}
/// Weighted-moving-average seed for the first window.
///
/// Returns `(t, s)` where `t = Σ data[k] * (k + 1)` (1-based linear weights)
/// and `s = Σ data[k]`. Used to seed the O(n) WMA recurrence.
#[cfg(feature = "simd")]
#[multiversion::multiversion(targets = "simd")]
pub(crate) fn wma_seed(data: &[f64]) -> (f64, f64) {
// Lane-local accumulation (same idea as `sum`) so each CPU-feature clone
// can vectorize: `t` weights each value by its 1-based global index.
let mut t_acc = [0.0f64; LANES];
let mut s_acc = [0.0f64; LANES];
let mut chunks = data.chunks_exact(LANES);
let mut base = 0.0f64; // global index of this chunk's first element
for chunk in &mut chunks {
for (lane, ((t, s), &v)) in t_acc
.iter_mut()
.zip(s_acc.iter_mut())
.zip(chunk)
.enumerate()
{
*t += v * (base + lane as f64 + 1.0);
*s += v;
}
base += LANES as f64;
}
let mut t = 0.0;
let mut s = 0.0;
for (i, &v) in chunks.remainder().iter().enumerate() {
t += v * (base + i as f64 + 1.0);
s += v;
}
(t + t_acc.iter().sum::<f64>(), s + s_acc.iter().sum::<f64>())
}
/// Pure-scalar fallback when the `simd` feature is disabled.
#[cfg(not(feature = "simd"))]
pub(crate) fn wma_seed(data: &[f64]) -> (f64, f64) {
let mut t = 0.0;
let mut s = 0.0;
for (k, &v) in data.iter().enumerate() {
t += v * (k + 1) as f64;
s += v;
}
(t, s)
}
#[cfg(test)]
mod tests {
use super::*;
/// Strict sequential reference — the ground truth we compare against.
fn naive_sum(data: &[f64]) -> f64 {
data.iter().sum()
}
fn naive_wma_seed(data: &[f64]) -> (f64, f64) {
let t = data
.iter()
.enumerate()
.map(|(k, &v)| v * (k + 1) as f64)
.sum();
let s = data.iter().sum();
(t, s)
}
/// Deterministic test vectors spanning the lane boundaries: empty, a
/// partial chunk (< LANES), an exact multiple, and an exact-multiple +
/// remainder. This exercises every branch of the chunked reduction.
fn cases() -> Vec<Vec<f64>> {
let big: Vec<f64> = (0..1000).map(|i| (i as f64) * 0.5 - 123.0).collect();
vec![
vec![],
vec![42.0],
vec![1.0, 2.0, 3.0], // < LANES
(1..=8).map(|i| i as f64).collect(), // exactly LANES
(1..=17).map(|i| i as f64).collect(), // LANES*2 + 1
big,
]
}
#[test]
fn sum_matches_sequential_within_tolerance() {
for data in cases() {
let got = sum(&data);
let want = naive_sum(&data);
assert!(
(got - want).abs() <= 1e-9 * want.abs().max(1.0),
"sum mismatch: got {got}, want {want}, len {}",
data.len()
);
}
}
#[test]
fn wma_seed_matches_sequential_within_tolerance() {
for data in cases() {
let (t, s) = wma_seed(&data);
let (wt, ws) = naive_wma_seed(&data);
assert!(
(t - wt).abs() <= 1e-9 * wt.abs().max(1.0),
"wma t mismatch: got {t}, want {wt}, len {}",
data.len()
);
assert!(
(s - ws).abs() <= 1e-9 * ws.abs().max(1.0),
"wma s mismatch: got {s}, want {ws}, len {}",
data.len()
);
}
}
#[test]
fn sum_empty_is_zero() {
assert_eq!(sum(&[]), 0.0);
}
}
+30
View File
@@ -449,6 +449,36 @@ mod tests {
assert!((d1 - d2).abs() < 1e-12);
}
#[test]
fn dtw_nan_in_input_propagates() {
// NaN in either input must propagate to the distance (IEEE 754 semantics).
let a = vec![1.0, 2.0, f64::NAN, 4.0];
let b = vec![1.0, 2.0, 3.0, 4.0];
assert!(dtw_distance(&a, &b, None).is_nan());
assert!(dtw_distance(&b, &a, None).is_nan());
}
#[test]
fn dtw_is_symmetric() {
let a = vec![1.0, 4.0, 2.0, 8.0, 3.0, 6.0, 5.0];
let b = vec![2.0, 3.0, 7.0, 4.0, 5.0, 1.0, 9.0];
let d_ab = dtw_distance(&a, &b, None);
let d_ba = dtw_distance(&b, &a, None);
assert!((d_ab - d_ba).abs() < 1e-12);
}
#[test]
fn dtw_path_length_bounded() {
// A valid warp path has length between max(n, m) and n + m - 1.
let a: Vec<f64> = (0..7).map(|x| x as f64).collect();
let b: Vec<f64> = (0..10).map(|x| (x as f64).sin()).collect();
let (_, path) = dtw_path(&a, &b, None);
let n = a.len();
let m = b.len();
assert!(path.len() >= n.max(m));
assert!(path.len() <= n + m - 1);
}
#[test]
fn dtw_window_constrained_ge_unconstrained() {
// window convention matches dtaidistance: Some(w) means |i-j| < w.
+13 -1
View File
@@ -53,7 +53,19 @@ skip = []
db-urls = ["https://github.com/rustsec/advisory-db"]
# Deny known security vulnerabilities
version = 2
ignore = []
ignore = [
# pyo3 0.25 advisories — fix is pyo3 >=0.29, which is a large API
# migration (IntoPy/ToPyObject were removed in 0.26). Ignored here
# because ferro-ta does NOT use either affected code path:
# * RUSTSEC-2026-0176 — OOB read in PyList/PyTuple nth/nth_back
# iterators: the crate has zero PyList/PyTuple iterator usage.
# * RUSTSEC-2026-0177 — missing Sync bound on
# PyCFunction::new_closure: the crate uses #[pyfunction], never
# new_closure.
# Tracked for removal once the pyo3 0.29 upgrade lands.
"RUSTSEC-2026-0176",
"RUSTSEC-2026-0177",
]
# ---------------------------------------------------------------------------
# Sources — only allow crates from crates.io and our own path deps
+1 -1
View File
@@ -1,7 +1,7 @@
Release Notes
=============
These docs track package version ``1.1.4``.
These docs track package version ``1.2.0``.
1.1.0-audit (2026-03-28)
------------------------
+80
View File
@@ -0,0 +1,80 @@
# 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`.
+92
View File
@@ -0,0 +1,92 @@
# SIMD acceleration
ferro-ta accelerates hot reductions with **runtime CPU-feature dispatch**
via the [`multiversion`](https://crates.io/crates/multiversion) crate. Each
dispatched function is compiled into several variants — baseline, SSE,
AVX2/FMA, AVX-512 on x86_64; NEON on aarch64 — and the fastest one the
**current** CPU supports is chosen at load time via CPUID.
## Why dispatch instead of `-C target-cpu`
A static `RUSTFLAGS=-C target-cpu=x86-64-v3` build *requires* AVX2 on the
running CPU; on an older chip it crashes with an illegal instruction
(SIGILL). Runtime dispatch instead ships every code path in one binary and
picks at runtime, so a single artifact:
- runs on **any** CPU of the target architecture (no SIGILL on pre-AVX2
hardware), and
- still uses wide vector units where the hardware has them.
That property is what lets the **same** wheel / Docker image / crate run
across a heterogeneous fleet.
## When it helps
SIMD helps indicators whose inner loop is a reduction over contiguous
`f64` data — e.g. the initial window sum that seeds SMA, the `(T, S)` seed
for WMA, and similar fixed-window reductions. It does **not** help:
- The O(n) streaming recurrences (`window_sum += new - old`): each step
depends on the previous one, so they are inherently sequential.
- Branchy inner loops (SAR, candlestick patterns).
- Streaming classes (a single-bar update is one or two ops).
The shared primitives live in `crates/ferro_ta_core/src/simd.rs`
(`sum`, `wma_seed`). They accumulate into independent lanes before a final
horizontal combine — that lane independence is what allows the optimizer to
vectorize each CPU-feature variant. A consequence is that results differ
from a strict left-to-right sum by a few ULPs, well inside every
indicator's documented tolerance.
## The `simd` feature
Dispatch is gated behind the `simd` Cargo feature, which is **on by
default**:
```bash
# default build — runtime dispatch enabled
cargo build -p ferro_ta_core --release
# pure-scalar build (debugging / baseline benchmarking)
cargo build -p ferro_ta_core --release --no-default-features
```
For Python, wheels published to PyPI are built with the default features,
so `pip install ferro-ta` ships the dispatched fast path with no action on
your part. To build a pure-scalar extension from source:
```bash
maturin develop --release --no-default-features
```
## Measured speedups
The nightly `benchmarks/bench_simd.py` job (see
`.github/workflows/nightly-bench.yml`) builds the extension twice — once
with `--no-default-features` (pure scalar) and once with `--features simd`
(dispatch) — and reports the per-indicator delta. Numbers are regenerated
on every run and vary with hardware; treat any table in a PR as a snapshot,
not a contract. The dispatched kernels here target correctness-preserving
reductions, so gains are modest on the sliding-window indicators and larger
on full-array reductions.
## Adding a SIMD-optimized indicator
1. Write and test the **scalar** implementation first — it is the ground
truth.
2. If the hot path is a contiguous `f64` reduction, route it through a
`crate::simd` primitive, or wrap a new helper in
`#[multiversion::multiversion(targets = "simd")]` with the loop body
accumulating into independent lanes.
3. Add a parity test comparing the dispatched result against the strict
scalar reference within tolerance (see `simd.rs` tests for the pattern).
4. Benchmark scalar vs dispatch via `bench_simd.py`. Only keep the SIMD
path if it wins — alignment and tail-handling overhead can make a naive
vectorization *lose* to scalar.
## See also
- `crates/ferro_ta_core/src/simd.rs` — dispatched primitives and tests.
- `benches/indicators.rs` — criterion suite.
- `crates/ferro_ta_core/Cargo.toml` `[features] simd = ["dep:multiversion"]`
— the gate (default-on).
+1 -1
View File
@@ -180,7 +180,7 @@ For source builds, packaging details, and platform notes, see
Release status
--------------
These docs track package version ``1.1.4``.
These docs track package version ``1.2.0``.
- Release notes by version: :doc:`changelog`
- Canonical project changelog: `CHANGELOG.md <https://github.com/pratikbhadane24/ferro-ta/blob/main/CHANGELOG.md>`_
+2 -2
View File
@@ -4,7 +4,7 @@ build-backend = "maturin"
[project]
name = "ferro-ta"
version = "1.1.4"
version = "1.2.0"
description = "Rust-powered Python technical analysis library with a TA-Lib-compatible API"
readme = "README.md"
license = { text = "MIT" }
@@ -84,7 +84,7 @@ omit = ["*/_ferro_ta*", "*/mcp/*"]
[tool.coverage.report]
show_missing = true
fail_under = 65
fail_under = 80
exclude_lines = [
"pragma: no cover",
"if TYPE_CHECKING:",
+6
View File
@@ -110,8 +110,14 @@ __version__ = _detect_version()
# ---------------------------------------------------------------------------
from ferro_ta.core.exceptions import ( # noqa: F401
FerroTAError,
FerroTaError,
FerroTAInputError,
FerroTAValueError,
InsufficientDataError,
InvalidInputError,
InvalidPeriodError,
LengthMismatchError,
NumericConvergenceError,
)
# ---------------------------------------------------------------------------
+61 -4
View File
@@ -131,6 +131,63 @@ class FerroTAInputError(FerroTAError, ValueError):
code = "FTERR002"
# ---------------------------------------------------------------------------
# Finer-grained exception subclasses (added in 1.2.0).
#
# These are drop-in compatible with the base classes: every subclass still
# inherits from ``FerroTAError`` and ``ValueError``, so existing user code
# like ``except FerroTAValueError:`` or ``except ValueError:`` keeps working.
# The subclasses exist so users can catch *specific* failure modes without
# string-matching on the error message.
# ---------------------------------------------------------------------------
class InvalidPeriodError(FerroTAValueError):
"""Parameter like ``timeperiod``, ``fastperiod``, ``slowperiod`` is out of range.
Default error code: ``FTERR001``.
"""
class InsufficientDataError(FerroTAInputError):
"""Input array is shorter than the minimum required for the indicator.
Default error code: ``FTERR003``.
"""
code = "FTERR003"
class LengthMismatchError(FerroTAInputError):
"""Two or more input arrays (e.g. OHLC) have different lengths.
Default error code: ``FTERR004``.
"""
code = "FTERR004"
class NumericConvergenceError(FerroTAValueError):
"""An iterative calculation failed to converge within tolerance.
Raised by iterative pricing models (implied volatility root-finding,
Newton-Raphson, etc.) when the maximum iteration count is exhausted.
"""
class InvalidInputError(FerroTAInputError):
"""Input contains NaN/Inf in strict mode, wrong dtype, or wrong shape.
Default error code: ``FTERR005``.
"""
code = "FTERR005"
# Public aliases that match the names documented in the README and
# CHANGELOG [Unreleased] section.
FerroTaError = FerroTAError # type: ignore[misc]
# ---------------------------------------------------------------------------
# Validation helpers (called by Python wrappers)
# ---------------------------------------------------------------------------
@@ -154,7 +211,7 @@ def check_timeperiod(value: int, name: str = "timeperiod", minimum: int = 1) ->
If ``value < minimum``.
"""
if value < minimum:
raise FerroTAValueError(
raise InvalidPeriodError(
f"{name} must be >= {minimum}, got {value}",
suggestion=f"Set {name}={minimum} or higher.",
)
@@ -193,7 +250,7 @@ def check_equal_length(**arrays: object) -> None:
if len(set(lengths.values())) > 1:
detail = ", ".join(f"{k}={v}" for k, v in lengths.items())
raise FerroTAInputError(
raise LengthMismatchError(
f"All input arrays must have the same length. Got: {detail}",
code=_CODE_LENGTH_MISMATCH,
suggestion="Trim or align your arrays so that open, high, low, close, and volume all have the same number of rows.",
@@ -223,7 +280,7 @@ def check_finite(arr: object, name: str = "input") -> None:
a = np.asarray(arr, dtype=np.float64)
if not np.all(np.isfinite(a)):
raise FerroTAInputError(
raise InvalidInputError(
f"{name} contains NaN or Inf values. "
"ferro_ta propagates NaN by default; call check_finite() only "
"when you require all-finite inputs.",
@@ -255,7 +312,7 @@ def check_min_length(arr: object, min_len: int, name: str = "input") -> None:
elif hasattr(arr, "shape"):
length = arr.shape[0] # type: ignore[union-attr]
if length < min_len:
raise FerroTAInputError(
raise InsufficientDataError(
f"{name} must have at least {min_len} elements, got {length}",
code=_CODE_TOO_SHORT,
suggestion=f"Provide at least {min_len} data points. Current length: {length}.",
Generated
+10 -10
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@@ -950,7 +950,7 @@ wheels = [
[[package]]
name = "ferro-ta"
version = "1.1.4"
version = "1.2.0"
source = { editable = "." }
dependencies = [
{ name = "numpy" },
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version = "3.18"
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@@ -2906,7 +2906,7 @@ wheels = [
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name = "pytest"
version = "9.0.2"
version = "9.1.1"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "colorama", marker = "sys_platform == 'win32'" },
@@ -2917,9 +2917,9 @@ dependencies = [
{ name = "pygments" },
{ name = "tomli", marker = "python_full_version < '3.11'" },
]
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[[package]]
@@ -4261,11 +4261,11 @@ wheels = [
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+2 -2
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@@ -49,11 +49,11 @@ checksum = "9330f8b2ff13f34540b44e946ef35111825727b38d33286ef986142615121801"
[[package]]
name = "ferro_ta_core"
version = "1.1.4"
version = "1.2.0"
[[package]]
name = "ferro_ta_wasm"
version = "1.1.4"
version = "1.2.0"
dependencies = [
"ferro_ta_core",
"js-sys",
+1 -1
View File
@@ -1,6 +1,6 @@
[package]
name = "ferro_ta_wasm"
version = "1.1.4"
version = "1.2.0"
edition = "2021"
description = "WebAssembly bindings for ferro-ta technical analysis indicators"
license = "MIT"
+1 -1
View File
@@ -1,6 +1,6 @@
{
"name": "ferro-ta-wasm",
"version": "1.1.4",
"version": "1.2.0",
"description": "WebAssembly bindings for ferro-ta technical analysis indicators",
"main": "node/ferro_ta_wasm.js",
"module": "web/ferro_ta_wasm.js",