Adds a `throughput` benchmark to every target and closes two small
test-coverage documentation/QA gaps. One PR, no merge of binding code beyond
the additive benchmarks and one C test.
## 1. Per-binding throughput benchmarks (all 9 targets)
Each benchmark feeds a deterministic synthetic OHLCV series through three
indicators chosen by **FFI call-signature archetype** (not algorithm — the same
Rust core runs underneath all bindings):
- `SMA(20)` — 1-in → 1-out (baseline boundary cost)
- `ATR(14)` — multi-in → 1-out (input marshalling)
- `MACD(12,26,9)` — 1-in → multi-out (output marshalling)
Streaming is timed for all three; batch for the single-output SMA and ATR
(median of 3 runs, after a warmup pass).
New: Python (PyO3), WASM, C (CMake), C# (Stopwatch), Go, Java (FFM), R, and the
Rust core baseline (`examples/rust/.../throughput.rs`, **no FFI** — the ceiling
the bindings are measured against and the value their batch paths converge
towards). Node already had `throughput.js`.
**Not a speed claim:** there is no comparable streaming TA library for C, C#,
Go, Java, R or WASM to compare against, so these are raw per-binding throughput
numbers documenting each language's FFI overhead — see BENCHMARKS.md §3. The
"Wickra is fast" claim still lives in §1/§2 (Rust core + the Python/Rust
cross-library runs).
## 2. README `## Testing`: C# and C bullets
The section listed every layer except C# and C, even though both have suites.
Adds the two missing bullets.
## 3. C archetype ctest
`examples/c/archetypes.c` drives one indicator per FFI archetype through the
real C boundary (scalar + batch==streaming, multi-output, bars, profile, array
input) plus reset, invalid-parameter and NULL-safety — the C counterpart of the
Go/R/Java archetype suites. Runs on three OSes via the existing CMake/ctest.
## Notes
- Benchmarks are not CI-gated (manual-run scripts, like the existing
`throughput.js`); no `ci.yml`/`release.yml` changes.
- Docs: BENCHMARKS.md §3, a `## Benchmark` section in every binding README, a
CHANGELOG entry.
- Verified locally by running: Rust, Python, C, C#, Go, Java (real numbers); the
C archetype ctest with `-Wall -Wextra -Wpedantic -Werror`. WASM and R are
API-correct and syntax-checked but need their own toolchains to run.
* build(node): track the generated index.d.ts (P5.1)
index.js was committed but index.d.ts was gitignored, an inconsistency that
also contradicts CONTRIBUTING ('regenerate both .d.ts/.js when a binding API
changes'). Track index.d.ts too so the repo carries the TypeScript types as a
matched pair with index.js. Generated by napi build; ~214 indicator classes.
* fix(node): reject invalid periods instead of clamping them (P5.4)
The Node scalar-indicator macro clamped period 0 to 1 (via clamp_period + must)
and the multi-parameter constructors did the same, silently swallowing the
core's PeriodZero validation. The core rejects period 0 (Error::PeriodZero),
and the Python and WASM bindings already propagate it — Node was the outlier,
masking caller mistakes. Make the macro constructor fallible and let every
constructor propagate the core error via map_err, removing clamp_period/must.
Update the smoke test (period 0 now throws, matching core/Python/WASM).
* docs(changelog): note the Node period-validation change (P5.4)
Behavior change per CONTRIBUTING: Node constructors now reject invalid periods
instead of clamping. Add an [Unreleased] Changed entry.
* chore: drop accidentally committed scratch log
The .gitignore comment claimed package-lock.json is committed only under
bindings/node/, but examples/node/package-lock.json has also been tracked
since #80. Correct the comment and add a CONTRIBUTING 'Lockfile policy'
section spelling out every component: Cargo.lock + the two Node package-locks
are tracked; fuzz/Cargo.lock is ignored (cargo-fuzz default); the Python
package has no lockfile by PyO3 convention (pinned via Cargo.lock); the
ghost-ignored site keeps its lockfile local.
Until now `package-lock.json` was globally ignored. Two practical
consequences for the Node binding:
- A fresh `git clone && cd bindings/node && npm install` resolved
`@napi-rs/cli` and any transitive deps to whatever the npm registry
currently considered the latest matching the package.json semver
ranges. Contributors could get different dep graphs on different days.
- No protection against transitive-dep tampering at install time
(lockfile records resolved versions + integrity hashes, npm verifies
on subsequent installs).
Drop the global `package-lock.json` ignore and commit the freshly
generated `bindings/node/package-lock.json` (140 lines, only a couple
of direct deps because the binding is small). The `.gitignore` comment
notes that we still don't expect lockfiles at the workspace root.
No CI workflow changes — the existing `npm install` in the Node-test job
will now consume the committed lockfile, which is exactly what we want.
Continue the per-language `examples/<lang>/` restructure: move the three
Node example files (streaming.js, backtest.js, live_trading.js) out of
bindings/node/examples/ and into a top-level examples/node/ directory.
* `examples/node/package.json` is a `private` package that pulls the
native binding via `file:../../bindings/node` and lists `ws` as a
dev-dependency for the live-trading example. `require('..')` in each
file becomes `require('wickra')` — exactly what a downstream user would
write — and the file-header run instructions are updated to the new
two-step workflow (`npm install` in bindings/node, then in
examples/node).
* `backtest.js`'s default-CSV path becomes the much shorter
`__dirname/../data/btcusdt-1d.csv` from the new location.
* `bindings/node/package.json` drops the now-unused `ws` devDependency.
* `.gitignore` is broadened from `bindings/node/node_modules/` to
`**/node_modules/` so the new `examples/node/node_modules/` directory is
not tracked.
* The README "Languages" table, project-layout block and
`examples/README.md` Node section are updated for the new paths and run
commands.
Verified by running `node backtest.js` (3200 BTCUSDT daily bars, matching
output), `node streaming.js`, and `node --check live_trading.js` from the
new location.
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.
What ships in this initial drop:
crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits,
OHLCV types with validation; 171 unit tests,
property tests, Wilder/Bollinger textbook tests.
crates/wickra - top-level facade + criterion benches for every
indicator at 1K/10K/100K series sizes.
crates/wickra-data - streaming CSV reader, tick-to-candle aggregator,
multi-timeframe resampler, Binance Spot kline
WebSocket adapter behind feature live-binance;
11 unit + 1 doctest.
bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
56 pytest tests including streaming==batch
equivalence, Wilder reference values, lifecycle.
bindings/node - napi-rs native module, TypeScript .d.ts
auto-generated, 7 node --test cases.
bindings/wasm - wasm-bindgen ES module for browser/bundler/Node;
interactive HTML demo at examples/index.html.
examples/ - Python and Rust scripts: backtest, live trading,
parallel multi-asset, multi-timeframe, Binance.
benchmarks/ - cross-library comparison against TA-Lib,
pandas-ta, finta, talipp; Wickra wins every
category by 11-1030x (batch) and 17x+ streaming.
.github/workflows/ - CI matrix (Rust + Python + Node + WASM on
Linux/macOS/Windows), release pipeline for
PyPI wheels and npm.
Indicators (25):
Trend SMA EMA WMA DEMA TEMA HMA KAMA
Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
AwesomeOscillator Aroon
Volatility BollingerBands ATR Keltner Donchian PSAR
Volume OBV VWAP (cumulative + rolling)
cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
