Compare commits
2 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| e30b3c6b35 | |||
| 070be2eb27 |
@@ -44,7 +44,7 @@ ema/update time: [38.5 ns 38.7 ns 38.9 ns]
|
||||
|
||||
| Field | Value |
|
||||
| ------------ | -------------------------------------- |
|
||||
| CPU | `e.g. Ryzen 9 7950X, AVX2 + AVX512` |
|
||||
| CPU | `e.g. Ryzen 9 9950X, AVX2 + AVX512` |
|
||||
| OS / arch | `e.g. Linux 6.8 x86_64` |
|
||||
| Toolchain | `rustc 1.x.y` |
|
||||
| Build flags | `RUSTFLAGS=...`, `--release`, profile |
|
||||
|
||||
@@ -173,15 +173,7 @@ jobs:
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- { host: macos-latest, target: x86_64-apple-darwin }
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||||
- { host: macos-latest, target: aarch64-apple-darwin }
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- { host: windows-latest, target: x86_64-pc-windows-msvc }
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# NOTE: aarch64-pc-windows-msvc is temporarily skipped for 0.2.5.
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# The wickra-win32-arm64-msvc npm subpackage name is blocked by the
|
||||
# npm spam-detection filter for new accounts (same situation that
|
||||
# affected wickra-win32-x64-msvc through 0.1.4 until npm Support
|
||||
# unblocked it). A support ticket is open; once the new arm64 name
|
||||
# is unblocked this matrix entry will be restored alongside the
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# corresponding optionalDependencies / napi.triples / npm/<target>
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# entries in a follow-up release.
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# - { host: windows-11-arm, target: aarch64-pc-windows-msvc }
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- { host: windows-11-arm, target: aarch64-pc-windows-msvc }
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runs-on: ${{ matrix.host }}
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steps:
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- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
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||||
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||||
+50
-1
@@ -7,6 +7,53 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [Unreleased]
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||||
## [0.2.7] - 2026-05-24
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### Added
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||||
- **Windows ARM64 is back.** npm Support unblocked the
|
||||
`wickra-win32-arm64-msvc` sub-package name (same path
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`wickra-win32-x64-msvc` took through 0.1.4) and transferred write
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||||
access to @kingchenc. 0.2.7 ships the binding for
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`aarch64-pc-windows-msvc` alongside the existing five platforms:
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the `napi.triples.additional` entry, the `optionalDependencies`
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pin, the `bindings/node/npm/win32-arm64-msvc/` sub-package and the
|
||||
`windows-11-arm` row of the release.yml node-build matrix are all
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restored from 8aa74cb. `npm install wickra` on Windows ARM64 now
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resolves to a native build instead of failing the loader's
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optional-dep lookup. PyPI's `win_arm64` wheel was unaffected and
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carries through as before.
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|
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### Changed
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||||
- **Benchmark CPU renamed.** The "Reproduced on" line in every
|
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README listed an AMD Ryzen 9 7950X3D; the canonical machine is
|
||||
actually a Ryzen 9 9950X. Speedup ratios in the tables are
|
||||
unchanged (they're relative across libraries on the same machine),
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only the labelling is corrected. The performance-regression issue
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||||
template's CPU example was updated for consistency.
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||||
## [0.2.6] - 2026-05-24
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|
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### Fixed
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||||
- **docs.rs build.** Rust 1.92 removed the `doc_auto_cfg` feature gate
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and folded it back into `doc_cfg` (rust-lang/rust#138907). docs.rs
|
||||
builds against the latest nightly and sets `--cfg docsrs`, so every
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published 0.2.x failed with E0557 on the
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`#![cfg_attr(docsrs, feature(doc_auto_cfg))]` line at the top of
|
||||
`wickra`, `wickra-core`, and `wickra-data`. GitHub CI didn't see
|
||||
this — stable rustc never enables the `docsrs` cfg. The three
|
||||
library crates now gate on `doc_cfg` (same intent, same rendered
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output on docs.rs, builds again on nightly).
|
||||
|
||||
### Changed
|
||||
- **README — Wickra is now the top row of every comparison table.**
|
||||
The "Why Wickra exists" library matrix and the per-indicator
|
||||
benchmark tables previously placed Wickra at the bottom; a reader
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landing on the README is here to compare *against* Wickra, so the
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pivot row belongs at the top with a ★ marker. Same column data,
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same winner annotations — only row order changed. Mirrored across
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the umbrella README and every binding README so crates.io / PyPI /
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npm landing pages stay in sync.
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||||
## [0.2.5] - 2026-05-24
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### Added
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||||
@@ -352,7 +399,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
|
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optional Binance live feed.
|
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- Bindings for Python, Node.js, and WebAssembly.
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||||
|
||||
[Unreleased]: https://github.com/kingchenc/wickra/compare/v0.2.5...HEAD
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[Unreleased]: https://github.com/kingchenc/wickra/compare/v0.2.7...HEAD
|
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[0.2.7]: https://github.com/kingchenc/wickra/compare/v0.2.6...v0.2.7
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[0.2.6]: https://github.com/kingchenc/wickra/compare/v0.2.5...v0.2.6
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||||
[0.2.5]: https://github.com/kingchenc/wickra/compare/v0.2.1...v0.2.5
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||||
[0.2.1]: https://github.com/kingchenc/wickra/compare/v0.2.0...v0.2.1
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||||
[0.2.0]: https://github.com/kingchenc/wickra/compare/v0.1.4...v0.2.0
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||||
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||||
Generated
+6
-6
@@ -1867,7 +1867,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra"
|
||||
version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
dependencies = [
|
||||
"approx",
|
||||
"criterion",
|
||||
@@ -1878,7 +1878,7 @@ dependencies = [
|
||||
|
||||
[[package]]
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name = "wickra-core"
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version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
dependencies = [
|
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"approx",
|
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"proptest",
|
||||
@@ -1888,7 +1888,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-data"
|
||||
version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
dependencies = [
|
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"approx",
|
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"csv",
|
||||
@@ -1915,7 +1915,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-node"
|
||||
version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
dependencies = [
|
||||
"napi",
|
||||
"napi-build",
|
||||
@@ -1925,7 +1925,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-python"
|
||||
version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
dependencies = [
|
||||
"numpy",
|
||||
"pyo3",
|
||||
@@ -1934,7 +1934,7 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "wickra-wasm"
|
||||
version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
dependencies = [
|
||||
"console_error_panic_hook",
|
||||
"js-sys",
|
||||
|
||||
+2
-2
@@ -12,7 +12,7 @@ members = [
|
||||
exclude = ["fuzz"]
|
||||
|
||||
[workspace.package]
|
||||
version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
authors = ["kingchenc <kingchencp@gmail.com>"]
|
||||
edition = "2021"
|
||||
rust-version = "1.86"
|
||||
@@ -24,7 +24,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
|
||||
categories = ["finance", "mathematics", "science"]
|
||||
|
||||
[workspace.dependencies]
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.2.5" }
|
||||
wickra-core = { path = "crates/wickra-core", version = "0.2.7" }
|
||||
|
||||
thiserror = "2"
|
||||
rayon = "1.10"
|
||||
|
||||
@@ -36,16 +36,16 @@ for price in live_feed:
|
||||
The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
|
||||
talipp, tulipy — and every one of them shares the same blind spot:
|
||||
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|--------------------|-----------------|-----------|----------------|--------|
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
| **Wickra** | **clean** | **yes** | **Python+Node+WASM+Rust** | **yes** |
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ Wickra** | **clean** | **yes** | **Python + Node + WASM + Rust** | **yes** |
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
|
||||
Wickra is the only library that combines all of: clean install, streaming,
|
||||
multi-language reach, and active maintenance.
|
||||
@@ -58,7 +58,7 @@ depend on CPU, memory clock and OS scheduler. Read them as **relative
|
||||
speedups** between libraries on identical input, not as a universal
|
||||
performance contract.
|
||||
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 7950X3D, 64 GB DDR5,
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
|
||||
Rust 1.92 (release profile, `lto = "fat"`, `codegen-units = 1`),
|
||||
Python 3.12, Node 20.
|
||||
- **Reproduce yourself:** `pip install -e bindings/python[bench]` then
|
||||
@@ -76,7 +76,7 @@ to recompute on every tick.
|
||||
Reading the table: each cell shows that library's runtime, plus how many times
|
||||
slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
|
||||
| Indicator | Wickra | finta | talipp |
|
||||
| Indicator | **★ Wickra** | finta | talipp |
|
||||
|---------------------|---------------------|-----------------------------|-------------------------------|
|
||||
| SMA(20) | **95.6 µs ★** | 343.5 µs (3.6× slower) | 7 640.6 µs (79.9× slower) |
|
||||
| EMA(20) | **64.6 µs ★** | 223.1 µs (3.5× slower) | 12 160.9 µs (188.2× slower) |
|
||||
@@ -90,7 +90,7 @@ slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
A batch-only library has to re-run its full indicator over the entire history on
|
||||
every new tick; Wickra updates state in O(1).
|
||||
|
||||
| Indicator | Wickra (per tick) | talipp (per tick) |
|
||||
| Indicator | **★ Wickra (per tick)** | talipp (per tick) |
|
||||
|-----------|---------------------|---------------------------|
|
||||
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
|
||||
|
||||
|
||||
+13
-13
@@ -36,16 +36,16 @@ for price in live_feed:
|
||||
The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
|
||||
talipp, tulipy — and every one of them shares the same blind spot:
|
||||
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|--------------------|-----------------|-----------|----------------|--------|
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
| **Wickra** | **clean** | **yes** | **Python+Node+WASM+Rust** | **yes** |
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ Wickra** | **clean** | **yes** | **Python + Node + WASM + Rust** | **yes** |
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
|
||||
Wickra is the only library that combines all of: clean install, streaming,
|
||||
multi-language reach, and active maintenance.
|
||||
@@ -58,7 +58,7 @@ depend on CPU, memory clock and OS scheduler. Read them as **relative
|
||||
speedups** between libraries on identical input, not as a universal
|
||||
performance contract.
|
||||
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 7950X3D, 64 GB DDR5,
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
|
||||
Rust 1.92 (release profile, `lto = "fat"`, `codegen-units = 1`),
|
||||
Python 3.12, Node 20.
|
||||
- **Reproduce yourself:** `pip install -e bindings/python[bench]` then
|
||||
@@ -76,7 +76,7 @@ to recompute on every tick.
|
||||
Reading the table: each cell shows that library's runtime, plus how many times
|
||||
slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
|
||||
| Indicator | Wickra | finta | talipp |
|
||||
| Indicator | **★ Wickra** | finta | talipp |
|
||||
|---------------------|---------------------|-----------------------------|-------------------------------|
|
||||
| SMA(20) | **95.6 µs ★** | 343.5 µs (3.6× slower) | 7 640.6 µs (79.9× slower) |
|
||||
| EMA(20) | **64.6 µs ★** | 223.1 µs (3.5× slower) | 12 160.9 µs (188.2× slower) |
|
||||
@@ -90,7 +90,7 @@ slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
A batch-only library has to re-run its full indicator over the entire history on
|
||||
every new tick; Wickra updates state in O(1).
|
||||
|
||||
| Indicator | Wickra (per tick) | talipp (per tick) |
|
||||
| Indicator | **★ Wickra (per tick)** | talipp (per tick) |
|
||||
|-----------|---------------------|---------------------------|
|
||||
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
|
||||
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-darwin-arm64",
|
||||
"version": "0.2.5",
|
||||
"version": "0.2.7",
|
||||
"description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.darwin-arm64.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-darwin-x64",
|
||||
"version": "0.2.5",
|
||||
"version": "0.2.7",
|
||||
"description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.darwin-x64.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-linux-arm64-gnu",
|
||||
"version": "0.2.5",
|
||||
"version": "0.2.7",
|
||||
"description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.linux-arm64-gnu.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-linux-x64-gnu",
|
||||
"version": "0.2.5",
|
||||
"version": "0.2.7",
|
||||
"description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.linux-x64-gnu.node",
|
||||
"files": [
|
||||
|
||||
@@ -0,0 +1,24 @@
|
||||
{
|
||||
"name": "wickra-win32-arm64-msvc",
|
||||
"version": "0.2.7",
|
||||
"description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.win32-arm64-msvc.node",
|
||||
"files": [
|
||||
"wickra.win32-arm64-msvc.node"
|
||||
],
|
||||
"license": "PolyForm-Noncommercial-1.0.0",
|
||||
"engines": {
|
||||
"node": ">= 18"
|
||||
},
|
||||
"os": [
|
||||
"win32"
|
||||
],
|
||||
"cpu": [
|
||||
"arm64"
|
||||
],
|
||||
"repository": {
|
||||
"type": "git",
|
||||
"url": "https://github.com/kingchenc/wickra"
|
||||
},
|
||||
"homepage": "https://github.com/kingchenc/wickra"
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra-win32-x64-msvc",
|
||||
"version": "0.2.5",
|
||||
"version": "0.2.7",
|
||||
"description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
||||
"main": "wickra.win32-x64-msvc.node",
|
||||
"files": [
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wickra",
|
||||
"version": "0.2.5",
|
||||
"version": "0.2.7",
|
||||
"description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
|
||||
"author": "kingchenc <kingchencp@gmail.com>",
|
||||
"main": "index.js",
|
||||
@@ -38,7 +38,8 @@
|
||||
"aarch64-unknown-linux-gnu",
|
||||
"x86_64-apple-darwin",
|
||||
"aarch64-apple-darwin",
|
||||
"x86_64-pc-windows-msvc"
|
||||
"x86_64-pc-windows-msvc",
|
||||
"aarch64-pc-windows-msvc"
|
||||
]
|
||||
}
|
||||
},
|
||||
@@ -46,11 +47,12 @@
|
||||
"node": ">= 18"
|
||||
},
|
||||
"optionalDependencies": {
|
||||
"wickra-linux-x64-gnu": "0.2.5",
|
||||
"wickra-linux-arm64-gnu": "0.2.5",
|
||||
"wickra-darwin-x64": "0.2.5",
|
||||
"wickra-darwin-arm64": "0.2.5",
|
||||
"wickra-win32-x64-msvc": "0.2.5"
|
||||
"wickra-linux-x64-gnu": "0.2.7",
|
||||
"wickra-linux-arm64-gnu": "0.2.7",
|
||||
"wickra-darwin-x64": "0.2.7",
|
||||
"wickra-darwin-arm64": "0.2.7",
|
||||
"wickra-win32-x64-msvc": "0.2.7",
|
||||
"wickra-win32-arm64-msvc": "0.2.7"
|
||||
},
|
||||
"scripts": {
|
||||
"build": "napi build --platform --release",
|
||||
|
||||
+13
-13
@@ -36,16 +36,16 @@ for price in live_feed:
|
||||
The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
|
||||
talipp, tulipy — and every one of them shares the same blind spot:
|
||||
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|--------------------|-----------------|-----------|----------------|--------|
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
| **Wickra** | **clean** | **yes** | **Python+Node+WASM+Rust** | **yes** |
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ Wickra** | **clean** | **yes** | **Python + Node + WASM + Rust** | **yes** |
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
|
||||
Wickra is the only library that combines all of: clean install, streaming,
|
||||
multi-language reach, and active maintenance.
|
||||
@@ -58,7 +58,7 @@ depend on CPU, memory clock and OS scheduler. Read them as **relative
|
||||
speedups** between libraries on identical input, not as a universal
|
||||
performance contract.
|
||||
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 7950X3D, 64 GB DDR5,
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
|
||||
Rust 1.92 (release profile, `lto = "fat"`, `codegen-units = 1`),
|
||||
Python 3.12, Node 20.
|
||||
- **Reproduce yourself:** `pip install -e bindings/python[bench]` then
|
||||
@@ -76,7 +76,7 @@ to recompute on every tick.
|
||||
Reading the table: each cell shows that library's runtime, plus how many times
|
||||
slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
|
||||
| Indicator | Wickra | finta | talipp |
|
||||
| Indicator | **★ Wickra** | finta | talipp |
|
||||
|---------------------|---------------------|-----------------------------|-------------------------------|
|
||||
| SMA(20) | **95.6 µs ★** | 343.5 µs (3.6× slower) | 7 640.6 µs (79.9× slower) |
|
||||
| EMA(20) | **64.6 µs ★** | 223.1 µs (3.5× slower) | 12 160.9 µs (188.2× slower) |
|
||||
@@ -90,7 +90,7 @@ slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
A batch-only library has to re-run its full indicator over the entire history on
|
||||
every new tick; Wickra updates state in O(1).
|
||||
|
||||
| Indicator | Wickra (per tick) | talipp (per tick) |
|
||||
| Indicator | **★ Wickra (per tick)** | talipp (per tick) |
|
||||
|-----------|---------------------|---------------------------|
|
||||
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
|
||||
|
||||
|
||||
@@ -4,7 +4,7 @@ build-backend = "maturin"
|
||||
|
||||
[project]
|
||||
name = "wickra"
|
||||
version = "0.2.5"
|
||||
version = "0.2.7"
|
||||
description = "Streaming-first technical indicators: incremental, fast, install-free."
|
||||
readme = "README.md"
|
||||
license = { text = "PolyForm-Noncommercial-1.0.0" }
|
||||
|
||||
+13
-13
@@ -36,16 +36,16 @@ for price in live_feed:
|
||||
The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
|
||||
talipp, tulipy — and every one of them shares the same blind spot:
|
||||
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|--------------------|-----------------|-----------|----------------|--------|
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
| **Wickra** | **clean** | **yes** | **Python+Node+WASM+Rust** | **yes** |
|
||||
| Library | Install pain | Streaming | Multi-language | Active |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ Wickra** | **clean** | **yes** | **Python + Node + WASM + Rust** | **yes** |
|
||||
| TA-Lib (Python) | yes (C deps) | no | no | barely |
|
||||
| pandas-ta | clean | no | no | slow |
|
||||
| finta | clean | no | no | stale |
|
||||
| ta-lib-python | yes (C deps) | no | no | barely |
|
||||
| talipp | clean | yes | no | yes |
|
||||
| Tulip Indicators | yes (C deps) | no | partial | stale |
|
||||
| ooples (C#) | clean | no | C# only | yes |
|
||||
|
||||
Wickra is the only library that combines all of: clean install, streaming,
|
||||
multi-language reach, and active maintenance.
|
||||
@@ -58,7 +58,7 @@ depend on CPU, memory clock and OS scheduler. Read them as **relative
|
||||
speedups** between libraries on identical input, not as a universal
|
||||
performance contract.
|
||||
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 7950X3D, 64 GB DDR5,
|
||||
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
|
||||
Rust 1.92 (release profile, `lto = "fat"`, `codegen-units = 1`),
|
||||
Python 3.12, Node 20.
|
||||
- **Reproduce yourself:** `pip install -e bindings/python[bench]` then
|
||||
@@ -76,7 +76,7 @@ to recompute on every tick.
|
||||
Reading the table: each cell shows that library's runtime, plus how many times
|
||||
slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
|
||||
| Indicator | Wickra | finta | talipp |
|
||||
| Indicator | **★ Wickra** | finta | talipp |
|
||||
|---------------------|---------------------|-----------------------------|-------------------------------|
|
||||
| SMA(20) | **95.6 µs ★** | 343.5 µs (3.6× slower) | 7 640.6 µs (79.9× slower) |
|
||||
| EMA(20) | **64.6 µs ★** | 223.1 µs (3.5× slower) | 12 160.9 µs (188.2× slower) |
|
||||
@@ -90,7 +90,7 @@ slower it is than Wickra in parentheses. **★** marks the winner per row.
|
||||
A batch-only library has to re-run its full indicator over the entire history on
|
||||
every new tick; Wickra updates state in O(1).
|
||||
|
||||
| Indicator | Wickra (per tick) | talipp (per tick) |
|
||||
| Indicator | **★ Wickra (per tick)** | talipp (per tick) |
|
||||
|-----------|---------------------|---------------------------|
|
||||
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
|
||||
|
||||
|
||||
@@ -34,7 +34,7 @@
|
||||
//! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0)]);
|
||||
//! ```
|
||||
|
||||
#![cfg_attr(docsrs, feature(doc_auto_cfg))]
|
||||
#![cfg_attr(docsrs, feature(doc_cfg))]
|
||||
|
||||
mod error;
|
||||
mod ohlcv;
|
||||
|
||||
@@ -7,7 +7,7 @@
|
||||
//! - [`live`] (feature `live-binance`): connect to exchange websockets and yield
|
||||
//! typed events compatible with the rest of the crate.
|
||||
|
||||
#![cfg_attr(docsrs, feature(doc_auto_cfg))]
|
||||
#![cfg_attr(docsrs, feature(doc_cfg))]
|
||||
// `tokio_tungstenite::Error` is large by itself (~200 B). Boxing every Err
|
||||
// variant per clippy::result_large_err just shifts allocation pressure into
|
||||
// the hot path. We accept the size because errors are rare in this crate.
|
||||
|
||||
@@ -16,6 +16,6 @@
|
||||
//! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0), Some(4.0)]);
|
||||
//! ```
|
||||
|
||||
#![cfg_attr(docsrs, feature(doc_auto_cfg))]
|
||||
#![cfg_attr(docsrs, feature(doc_cfg))]
|
||||
|
||||
pub use wickra_core::*;
|
||||
|
||||
Reference in New Issue
Block a user