Commit Graph
5 Commits
Author SHA1 Message Date
kingchencandGitHub 2d2d5970b4 bench: native data-layer throughput benchmark (#318)
Adds a measured benchmark for the native data layer (Task 6).

## What
- New criterion bench `crates/wickra/benches/data_layer.rs` exercising the data layer on **50 000 real BTCUSDT 1m candles** (`examples/data/btcusdt-1m.csv`):
  - **CSV parse** (`CandleReader`)
  - **Tick aggregation** → 1m candles (`TickAggregator`)
  - **Resample** 1m → 5m (`Resampler`)
- New **"4. Data layer"** section in `BENCHMARKS.md` with the measured numbers and the same "one core, FFI boundary" framing as the per-binding table.

## Measured (Rust core, Ryzen 9 9950X, median of 100 samples)
| Operation | Throughput | Per element |
|---|--:|--:|
| CSV parse | 3.0 M candles/s | 329 ns |
| Tick aggregate → 1m | 44 M ticks/s | 22.6 ns |
| Resample 1m → 5m | 234 M candles/s | 4.3 ns |

This is the same native code every binding rides through the FFI boundary characterised in §3 — the data I/O that replaces pandas / csv-parse / manual bucketing / pandas.resample, with zero third-party packages.

Run: `cargo bench -p wickra --bench data_layer`.

Verified locally: `cargo clippy -p wickra --benches --all-features -- -D warnings` clean; bench runs green.
2026-06-17 03:27:14 +02:00
kingchencandGitHub d59cd44043 docs: standardise language naming + binding security sections (#290)
* docs: standardise language naming and add binding security sections

Canonical binding list everywhere: Rust, Python, Node.js, WASM, C, C++, C#,
Go, Java, R. Use C# (not .NET) as the language label, WASM (not WebAssembly)
in prose, and frame the C ABI as a hub rather than a list item.

- Bump stale indicator counts (200+ -> 514) and family count (sixteen ->
  twenty-four) in the Node/Python/WASM and docs READMEs.
- Add a short Security section to all eight binding READMEs.
- Relabel benchmark rows (C -> C / C++, C# / .NET -> C#).
- Fix the 'language stecker' wording in the C#/Go/R API intros.
- Documentation only; no code or public API changes.

* release.yml: extend install snippets and expose version output

Add the missing registry installs to the release body (dotnet, go, Gradle/
Maven Central, r-universe) alongside cargo/pip/npm, and expose a v-stripped
'version' output from the tag step for the Gradle coordinate. Also fix the
C-ABI language order in the assets note (C# before Go).

* release.yml: correct the release body (10 languages, all registries)

Reframe the tagline to '10 languages' (native Rust/Python/Node.js/WASM + a C
ABI hub for C, C++, C#, Go, Java, R) instead of '4 language registries', note
that C#/Java/Go/R publish to NuGet/Maven/Go/r-universe via their own jobs, and
tidy the Node.js label and the C-ABI hub list.
2026-06-13 23:34:24 +02:00
kingchencandGitHub 3ebcb3f758 Per-binding throughput benchmarks + test-coverage gaps (#246)
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.
2026-06-10 03:46:38 +02:00
kingchencandGitHub 34c097aee2 docs: refresh Python benchmark figures from a fresh measured run (#206)
The published Python benchmark tables (README/BENCHMARKS.md) were a stale, incoherent run. Re-measured locally with the current build (wickra 0.6.5, post batch fast-paths) via `compare_libraries.py` on the same 9950X.

- **Streaming vs talipp:** 11-56x (was 9-58x).
- **Batch:** real per-indicator numbers; MACD and ATR were notably off in the old table.
- **Prose:** Wickra beats TA-Lib on RSI and ATR (no longer MACD, which now trails 130 vs 111 us).

Rust tables unchanged. Numbers are a single coherent run; absolute us still depend on machine state (caveat already in the doc).
2026-06-08 02:13:13 +02:00
kingchencandGitHub 05fe7ffa90 perf: bit-exact batch fast paths + streaming-first benchmark docs (#202)
## Summary
- Dedicated batch fast paths for **EMA, RSI, Bollinger, MACD and ATR** (used by the Python bindings): one allocation filled in a single pass, warmup encoded as `NaN`, no per-element `Option` or input re-validation. Each is **bit-for-bit equal** to replaying `update` — SMA/Bollinger keep the drift-reseed cadence, the EMA-family keep the seed division and `mul_add` recurrences. Adds the `BatchNanExt` extension trait.
- **Cross-library benchmark refresh**: `compare_libraries.py` reports the median across timing rounds (`--rounds` / `--streaming-rounds`), gains `--skip-batch` / `--skip-streaming`, and runs every peer through the streaming arena (recompute for batch-only libraries). `wickra-bench` drives the batch fast paths against `kand`.
- **README** benchmark section reordered streaming-first (the order-of-magnitude result), with measured TA-Lib/tulipy/pandas-ta numbers in place of the CI-only placeholders.

## Impact
- Python batch ~2× faster on EMA/RSI/MACD/ATR; streaming path unchanged.
- The `batch == streaming` equivalence stays bit-exact.

## Verification
- `cargo fmt` · `cargo clippy --workspace --all-targets --all-features -- -D warnings` (clean)
- `cargo test --workspace --all-features` — 3782 unit + 420 doc tests pass
- Python `pytest` — streaming-vs-batch, known-values, input-validation, smoke pass

## Notes
- Node/WASM bindings keep their existing batch; the fast paths are Python-only for now.
2026-06-08 00:17:58 +02:00