gavindiaz/wickra
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

examples: add parallel-assets demos for Rust and Node

Browse Source 
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
Download Patch File Download Diff File Expand all files Collapse all files
examples/README.md
+2
View File
@@ -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/`