examples: add parallel-assets demos for Rust and Node

Python's parallel_assets.py demoed GIL-release multi-core throughput;
Rust and Node both lacked a sibling that shows their own native
parallelism. Close the gap with two real, runnable examples.

* examples/rust/src/bin/parallel_assets.rs — synthesises an (assets,
  bars) panel with a deterministic per-asset LCG, runs a serial baseline,
  then `Sma::batch_parallel` / `Rsi::batch_parallel` via rayon, asserts
  the two outputs are element-wise identical and prints the speedup.
  Toggle indicator with `--indicator sma|rsi`.
* examples/node/parallel_assets.js — same shape, but the parallel run is
  a `worker_threads` pool that re-loads the native binding in each
  worker. Each worker computes the last non-null indicator value for its
  slice; the main thread aggregates and verifies serial == parallel
  per asset.

Both examples report timings and the serial-vs-parallel sanity check
passes. Defaults (200 × 5000) keep the example fast on dev hardware;
larger `--assets`/`--bars` is where the speedup numbers move (Node's
worker spawn cost dominates the smallest sizes, which is honest and
educational).

examples/README.md gains the two new rows.
This commit is contained in:
kingchenc
2026-05-23 00:18:46 +02:00
parent 962ced0712
commit 43b0b26736
3 changed files with 312 additions and 0 deletions
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@@ -14,6 +14,7 @@ The Rust examples live in the `wickra-examples` workspace member crate.
| `streaming.rs` | Feed a synthetic price series through SMA / EMA / RSI / MACD tick by tick. | `cargo run -p wickra-examples --bin streaming` |
| `backtest.rs` | Compute a basket of indicators over an OHLCV CSV and print a summary. | `cargo run -p wickra-examples --bin backtest -- <ohlcv.csv>` |
| `multi_timeframe.rs` | Resample a 1-minute CSV via wickra-data and print indicators per timeframe. | `cargo run -p wickra-examples --bin multi_timeframe` |
| `parallel_assets.rs` | Serial vs `BatchExt::batch_parallel` (rayon) over a synthetic panel, with speedup. | `cargo run --release -p wickra-examples --bin parallel_assets -- --assets 200 --bars 5000` |
| `fetch_btcusdt.rs` | Download real BTCUSDT klines from the Binance REST API into `examples/data/`. | `cargo run -p wickra-examples --bin fetch_btcusdt` |
| `live_binance.rs` | Stream live Binance klines through an indicator over a resilient WebSocket. | `cargo run -p wickra-examples --bin live_binance` |
@@ -43,6 +44,7 @@ cd ../../examples/node && npm install # links wickra + installs `ws`
| `streaming.js` | Feed a synthetic price series through several indicators tick by tick. | `node streaming.js` |
| `backtest.js` | Basket of indicators over an OHLCV CSV; defaults to the bundled BTCUSDT daily dataset. | `node backtest.js [ohlcv.csv]` |
| `multi_timeframe.js` | Roll a 1-minute CSV up to 5m / 15m / 1h / 4h / 1d and print indicators per timeframe. | `node multi_timeframe.js [path/to/1m.csv]` |
| `parallel_assets.js` | Serial vs `worker_threads` pool over a synthetic panel, with speedup. | `node parallel_assets.js --assets 200 --bars 5000` |
| `live_trading.js` | Live Binance feed → RSI / MACD / Bollinger → signals. | `node live_trading.js --symbol BTCUSDT --interval 1m` |
## WebAssembly — `examples/wasm/`
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// Parallel multi-asset indicator computation via Node.js worker_threads.
//
// Builds a synthetic (assets, bars) panel, runs a serial baseline on the
// main thread, then dispatches the same workload to a pool of workers
// (each loading its own copy of the native wickra binding) and reports
// the speedup. The Node counterpart of examples/python/parallel_assets.py.
//
// Run with:
// node parallel_assets.js [--assets N] [--bars M]
// [--indicator sma|rsi] [--workers W]
const { Worker, isMainThread, workerData, parentPort } = require('node:worker_threads');
const os = require('node:os');
// Deterministic LCG matching the Rust sibling so a side-by-side serial
// computation on both languages produces visibly comparable timings.
function makeRng(seed) {
let state = seed >>> 0;
return () => {
state = (Math.imul(state, 1103515245) + 12345) & 0x7fffffff;
return state / 0x7fffffff;
};
}
function synthesizePanel(nAssets, nBars) {
const panel = new Array(nAssets);
for (let a = 0; a < nAssets; a++) {
const rng = makeRng((1234567 + Math.imul(a, 2654435761)) >>> 0);
const series = new Float64Array(nBars);
let price = 100.0;
for (let i = 0; i < nBars; i++) {
price += (rng() - 0.5) * 0.4;
series[i] = price;
}
panel[a] = series;
}
return panel;
}
// Compute the last non-null indicator output for one price series. Kept
// tiny so the same code runs on the main thread (serial baseline) and
// inside each worker (parallel run).
function lastValue(prices, indicator, wickra) {
const ind = indicator === 'sma' ? new wickra.SMA(14) : new wickra.RSI(14);
let last = null;
for (let i = 0; i < prices.length; i++) {
const v = ind.update(prices[i]);
if (v !== null) last = v;
}
return last;
}
if (!isMainThread) {
// ---------------- worker side ----------------
const wickra = require('wickra');
const { panelSlice, indicator } = workerData;
const results = new Array(panelSlice.length);
for (let i = 0; i < panelSlice.length; i++) {
results[i] = lastValue(panelSlice[i], indicator, wickra);
}
parentPort.postMessage(results);
} else {
// ---------------- main side ----------------
const wickra = require('wickra');
function parseArgs(argv) {
const args = {
assets: 200,
bars: 5000,
indicator: 'sma',
workers: Math.max(1, os.cpus().length),
};
for (let i = 0; i < argv.length; i++) {
const k = argv[i];
if (k === '--assets') args.assets = Number(argv[++i]);
else if (k === '--bars') args.bars = Number(argv[++i]);
else if (k === '--indicator') args.indicator = argv[++i];
else if (k === '--workers') args.workers = Number(argv[++i]);
else throw new Error(`unexpected argument: ${k}`);
}
if (!Number.isInteger(args.assets) || args.assets <= 0) {
throw new Error('--assets must be a positive integer');
}
if (!Number.isInteger(args.bars) || args.bars <= 0) {
throw new Error('--bars must be a positive integer');
}
if (args.indicator !== 'sma' && args.indicator !== 'rsi') {
throw new Error("--indicator: expected 'sma' or 'rsi'");
}
if (!Number.isInteger(args.workers) || args.workers <= 0) {
throw new Error('--workers must be a positive integer');
}
return args;
}
let args;
try {
args = parseArgs(process.argv.slice(2));
} catch (err) {
console.error(`error: ${err.message}`);
process.exit(2);
}
console.log(`Generating ${args.assets}×${args.bars} synthetic panel…`);
const panel = synthesizePanel(args.assets, args.bars);
// Serial baseline (main thread).
let t0 = process.hrtime.bigint();
const serial = new Array(args.assets);
for (let a = 0; a < args.assets; a++) {
serial[a] = lastValue(panel[a], args.indicator, wickra);
}
const tSerial = Number(process.hrtime.bigint() - t0) / 1e9;
console.log(
`Serial: ${tSerial.toFixed(3).padStart(8)} s (${args.assets} assets, indicator=${args.indicator})`,
);
// Parallel via worker_threads.
const workerCount = Math.max(1, Math.min(args.workers, args.assets));
const sliceSize = Math.ceil(args.assets / workerCount);
t0 = process.hrtime.bigint();
const promises = [];
for (let w = 0; w < workerCount; w++) {
const start = w * sliceSize;
const end = Math.min(start + sliceSize, args.assets);
if (start >= end) continue;
const panelSlice = panel.slice(start, end);
promises.push(
new Promise((resolve, reject) => {
const worker = new Worker(__filename, {
workerData: { panelSlice, indicator: args.indicator },
});
worker.on('message', (msg) => resolve({ start, results: msg }));
worker.on('error', reject);
worker.on('exit', (code) => {
if (code !== 0) reject(new Error(`worker exited with code ${code}`));
});
}),
);
}
Promise.all(promises)
.then((chunks) => {
const parallel = new Array(args.assets);
for (const { start, results } of chunks) {
for (let j = 0; j < results.length; j++) parallel[start + j] = results[j];
}
const tParallel = Number(process.hrtime.bigint() - t0) / 1e9;
const speedup = tSerial / Math.max(tParallel, 1e-9);
console.log(
`Parallel: ${tParallel.toFixed(3).padStart(8)} s ` +
`(workers=${workerCount}, speedup ~${speedup.toFixed(2)}x)`,
);
for (let i = 0; i < args.assets; i++) {
const s = serial[i];
const p = parallel[i];
if (s !== p && !(s === null && p === null)) {
console.error(`mismatch at asset ${i}: serial=${s} parallel=${p}`);
process.exit(1);
}
}
console.log('Parallel results match serial results — OK.');
})
.catch((err) => {
console.error(`parallel run failed: ${err.message}`);
process.exit(1);
});
}
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//! Parallel multi-asset indicator computation via rayon.
//!
//! Builds a synthetic `(assets, bars)` panel, runs a serial baseline, then
//! runs the same computation with [`BatchExt::batch_parallel`] (which is
//! gated behind wickra's default `parallel` feature) and reports the
//! speedup. The Rust counterpart of `examples/python/parallel_assets.py`.
//!
//! Run with:
//! ```text
//! cargo run --release -p wickra-examples --bin parallel_assets -- \
//! --assets 200 --bars 5000
//! ```
use std::env;
use std::time::Instant;
use wickra::{BatchExt, Rsi, Sma};
#[derive(Debug, Clone)]
enum Which {
Sma,
Rsi,
}
impl Which {
fn parse(s: &str) -> Result<Self, Box<dyn std::error::Error>> {
match s {
"sma" => Ok(Self::Sma),
"rsi" => Ok(Self::Rsi),
other => Err(format!("--indicator: expected 'sma' or 'rsi', got {other}").into()),
}
}
}
struct Args {
assets: usize,
bars: usize,
indicator: Which,
}
fn parse_args() -> Result<Args, Box<dyn std::error::Error>> {
let mut assets = 200_usize;
let mut bars = 5_000_usize;
let mut indicator = Which::Sma;
let mut it = env::args().skip(1);
while let Some(arg) = it.next() {
match arg.as_str() {
"--assets" => {
assets = it.next().ok_or("--assets needs a value")?.parse()?;
}
"--bars" => {
bars = it.next().ok_or("--bars needs a value")?.parse()?;
}
"--indicator" => {
indicator = Which::parse(&it.next().ok_or("--indicator needs a value")?)?;
}
other => return Err(format!("unexpected argument: {other}").into()),
}
}
if assets == 0 || bars == 0 {
return Err("--assets and --bars must be positive".into());
}
Ok(Args {
assets,
bars,
indicator,
})
}
/// Deterministic synthetic `(assets, bars)` panel. Each asset uses an
/// independent LCG seed so the series are uncorrelated but reproducible.
fn synthesize_panel(n_assets: usize, n_bars: usize) -> Vec<Vec<f64>> {
let mut series = Vec::with_capacity(n_assets);
for a in 0..n_assets {
let mut s = Vec::with_capacity(n_bars);
let mut price = 100.0_f64;
let mut state: u32 = 1_234_567_u32
.wrapping_add(a as u32)
.wrapping_mul(2_654_435_761);
for _ in 0..n_bars {
state = state.wrapping_mul(1_103_515_245).wrapping_add(12_345) & 0x7FFF_FFFF;
let r = f64::from(state) / f64::from(0x7FFF_FFFF_u32);
price += (r - 0.5) * 0.4;
s.push(price);
}
series.push(s);
}
series
}
fn run_serial(panel: &[Vec<f64>], indicator: &Which) -> Vec<Vec<Option<f64>>> {
panel
.iter()
.map(|prices| match indicator {
Which::Sma => Sma::new(14).expect("SMA(14)").batch(prices),
Which::Rsi => Rsi::new(14).expect("RSI(14)").batch(prices),
})
.collect()
}
fn run_parallel(panel: &[Vec<f64>], indicator: &Which) -> Vec<Vec<Option<f64>>> {
match indicator {
Which::Sma => Sma::batch_parallel(panel, || Sma::new(14).expect("SMA(14)")),
Which::Rsi => Rsi::batch_parallel(panel, || Rsi::new(14).expect("RSI(14)")),
}
}
fn main() -> Result<(), Box<dyn std::error::Error>> {
let args = parse_args()?;
println!("Generating {}×{} synthetic panel…", args.assets, args.bars);
let panel = synthesize_panel(args.assets, args.bars);
let t0 = Instant::now();
let serial = run_serial(&panel, &args.indicator);
let t_serial = t0.elapsed();
println!(
"Serial: {:>8.3} s ({} assets, indicator={:?})",
t_serial.as_secs_f64(),
args.assets,
args.indicator
);
let t0 = Instant::now();
let parallel = run_parallel(&panel, &args.indicator);
let t_parallel = t0.elapsed();
let speedup = t_serial.as_secs_f64() / t_parallel.as_secs_f64().max(1e-9);
println!(
"Parallel: {:>8.3} s (rayon, speedup ~{:.2}x)",
t_parallel.as_secs_f64(),
speedup
);
assert_eq!(serial.len(), parallel.len(), "asset count mismatch");
for (i, (s, p)) in serial.iter().zip(parallel.iter()).enumerate() {
if s != p {
return Err(format!("asset {i}: serial and parallel results disagree").into());
}
}
println!("Parallel results match serial results — OK.");
Ok(())
}