**Task 5 — golden-fixture parity for the C-ABI bindings.** Lifts the C#/Go/Java/R tests from *one indicator per archetype* toward reference-value parity, catching FFI wiring bugs (swapped params, wrong multi-output field) the math-only core tests cannot see.
## What's here
- **`examples/rust/src/bin/gen_golden.rs`** + **`testdata/golden/*.csv`** — a Rust generator computing a deterministic OHLCV series plus the core's reference outputs for a curated archetype-spanning set: scalar (`Sma`/`Ema`/`Rsi`), candle (`Atr`), scalar multi-output (`MACD`), candle multi-output (`ADX`), pairwise (`Beta`). `nan` marks warmup. Regenerate with `cargo run -p wickra-examples --bin gen_golden`.
- **Parity runners** replaying the identical fixtures through each FFI (rel-tol 1e-6), each a standard test in the binding's existing suite (no `ci.yml` change — rides `dotnet test` / `go test` / `mvn install` / `R CMD`+testthat). A walk-up search locates `testdata/golden` regardless of run dir.
- **C#** (`bindings/csharp/.../GoldenTests.cs`) — ✅ validated locally, 7/7 pass.
- **Go** (`bindings/go/golden_test.go`) — ✅ validated locally, pass.
- **Java** (`bindings/java/.../GoldenTests.java`) — modeled on the archetype API; validated by CI (no local mvn).
- **R** (`bindings/r/tests/testthat/test-golden.R`) — modeled on the archetype API; validated by CI (no local Rscript).
## Notes
- The curated set spans every marshalling archetype; extending the indicator list is mechanical (add to the generator + regenerate). Bars/profile archetypes can be added next.
- No new CI jobs.
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.
Wires real indicators into complete signal -> fill -> PnL -> equity
loops over the checked-in BTCUSDT datasets, with per-trade Sharpe and
max-drawdown reported on stdout. Closes the gap where existing
examples showed only the mechanics of calling `update`/`batch` but not
how Wickra plugs into a trading-system shape.
Three strategies, each in Rust + Python (six files total):
- strategy_rsi_mean_reversion — RSI(14) thresholds (30/70) on 1h
BTCUSDT. Binary position, 0.1% per-trade fee.
- strategy_macd_adx — MACD crossover entries gated by ADX(14) > 20 on
1h BTCUSDT. Trend-follower demo of multi-indicator gating.
- strategy_bollinger_squeeze — Bollinger-bandwidth 180-day-low squeeze
+ upper-band breakout entry, ATR(14) * 2 stop. On 1d BTCUSDT for
interpretable lookback.
Each file is self-contained — print_summary is inlined per script so
the example stays a single-file read. Every script prints a
NOT-financial-advice notice next to its results.
examples/README.md updated to list the new bins/scripts.
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.
Python's examples/python/multi_timeframe.py had no Rust or Node sibling.
Add both — the Rust version uses wickra-data's `Resampler` /
`resample_all` (the canonical path; no manual roll-up), the Node version
mirrors the Python one's inline aggregation because wickra-data's
resampler is currently Rust-only.
* examples/rust/src/bin/multi_timeframe.rs — reads the bundled 1m CSV via
`CandleReader`, resamples to 5m / 15m / 1h / 4h / 1d via `resample_all`,
prints last RSI(14), MACD(12,26,9) histogram and ADX(14) per timeframe.
* examples/node/multi_timeframe.js — same outputs from a hand-rolled
bucket aggregator; reuses the new examples/data/ default path.
* examples/README.md gains the new rows.
Run side by side: the Rust and Node summaries are bit-identical at every
timeframe (50000 / 10000 / 3334 / 834 / 209 / 35 bars; same RSI, MACD
histogram and ADX to two decimals) — confirming both the Rust resampler
and the inline Node aggregator produce the same OHLC buckets.
Python and Rust both lacked a standalone "streaming indicators" example
that mirrors examples/node/streaming.js — the quickstart docs cover the
pattern, but a runnable file makes the parity visible across all four
languages.
* examples/python/streaming.py — argparse-driven synthetic streaming demo
feeding SMA(20) / EMA(20) / RSI(14) / MACD(12,26,9), tagging BUY?/SELL?
candidates when RSI extremes and MACD-histogram direction agree.
* examples/rust/src/bin/streaming.rs — same demo as a wickra-examples
binary, reusing the seeded LCG so its first 40 rows are bit-identical
to the Python (and Node) sibling — a strong cross-language consistency
signal verified by running both side by side.
* examples/README.md gains a `streaming` row in the Rust and Python tables.
The three Rust examples (backtest, fetch_btcusdt, live_binance) used to
live each in their own crate's examples/ dir, splitting the example set
across crates and burying it inside the source tree. Move them into a new
workspace member crate at `examples/rust/` (package `wickra-examples`,
`publish = false`) so all language examples sit under one top-level
`examples/<lang>/` tree.
* `examples/rust/Cargo.toml` declares the per-binary deps (wickra,
wickra-data with the `live-binance` feature always on, serde_json, tokio
for the macro and current-thread runtime).
* `examples/rust/src/bin/{backtest,fetch_btcusdt,live_binance}.rs` are the
three migrated binaries; their doc-comments and the fetch_btcusdt output
path are updated for the new location and run command
(`cargo run -p wickra-examples --bin <name>`).
* Workspace `Cargo.toml` lists the new member; the now-empty
`[dev-dependencies]` extras (`wickra`, `tokio` in wickra-data and
`serde_json` in wickra) that existed only for these examples are dropped.
* The `[[example]] live_binance` table is removed from wickra-data's
manifest since the file moved out.
* README "Languages" + project-layout, examples/README.md, Quickstart-Rust
and Data-Layer are pointed at the new paths and commands.
`cargo build -p wickra-examples` and `cargo run --release -p wickra-examples
--bin backtest -- examples/data/btcusdt-1d.csv` both succeed; the rest of
the workspace (core, data, wickra) builds, clippies (`--all-targets -D
warnings`) and tests (508 core + 28 data + 1 integration + 74+3+1
doctests) all stay green.
kingchenc