// Throughput benchmark for the Wickra Node bindings. // // Measures how many indicator updates per second the native binding sustains, // both per-tick (streaming `update`) and bulk (`batch`), over a synthetic // OHLCV series. It is the Node counterpart of the Rust criterion benches and // the Python `benchmarks/compare_libraries.py`; it benchmarks Wickra's own // O(1) streaming engine (there is no install-free TA library on npm with a // comparable surface to compare against), so the headline number is raw // throughput, not a cross-library ratio. // // Run after building the binding: // // cd bindings/node && npm install && npx napi build --platform --release // node benchmarks/throughput.js # 200k bars (default) // node benchmarks/throughput.js --bars 1000000 const wickra = require('..'); function parseBars() { const idx = process.argv.indexOf('--bars'); if (idx !== -1 && process.argv[idx + 1]) { const n = Number(process.argv[idx + 1]); if (Number.isFinite(n) && n >= 1000) return Math.floor(n); console.error('--bars must be a number >= 1000'); process.exit(1); } return 200_000; } const BARS = parseBars(); // Deterministic synthetic OHLCV (no RNG, so runs are comparable). const close = new Array(BARS); const high = new Array(BARS); const low = new Array(BARS); const volume = new Array(BARS); for (let i = 0; i < BARS; i++) { const mid = 100 + Math.sin(i * 0.001) * 20 + i * 1e-4; close[i] = mid + Math.sin(i * 0.05) * 2; high[i] = Math.max(close[i], mid) + 1.5; low[i] = Math.min(close[i], mid) - 1.5; volume[i] = 1000 + (i % 97) * 13; } // Median elapsed-ns over a few repetitions, after one warmup pass. function timeNs(fn, reps = 3) { fn(); // warmup (JIT + cache) const samples = []; for (let r = 0; r < reps; r++) { const t0 = process.hrtime.bigint(); fn(); samples.push(Number(process.hrtime.bigint() - t0)); } samples.sort((a, b) => a - b); return samples[Math.floor(samples.length / 2)]; } function mupsFromNs(ns) { return (BARS / (ns / 1e9)) / 1e6; // million updates per second } // Each indicator: a streaming step and a batch call over the full series. const indicators = [ { name: 'SMA(20)', make: () => new wickra.SMA(20), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, { name: 'EMA(20)', make: () => new wickra.EMA(20), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, { name: 'RSI(14)', make: () => new wickra.RSI(14), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, { name: 'StdDev(20)', make: () => new wickra.StdDev(20), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, { name: 'MACD(12,26,9)', make: () => new wickra.MACD(12, 26, 9), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, { name: 'BollingerBands(20,2)', make: () => new wickra.BollingerBands(20, 2), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, { name: 'KAMA(10,2,30)', make: () => new wickra.KAMA(10, 2, 30), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, { name: 'ATR(14)', make: () => new wickra.ATR(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, { name: 'ADX(14)', make: () => new wickra.ADX(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, { name: 'Stochastic(14,3)', make: () => new wickra.Stochastic(14, 3), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, { name: 'SuperTrend(10,3)', make: () => new wickra.SuperTrend(10, 3), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, { name: 'OBV', make: () => new wickra.OBV(), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) }, ]; console.log(`Wickra Node throughput — ${BARS.toLocaleString('en-US')} bars (median of 3 runs)\n`); console.log(`${'Indicator'.padEnd(22)}${'streaming (Mupd/s)'.padStart(20)}${'batch (Mupd/s)'.padStart(18)}`); console.log('-'.repeat(60)); for (const ind of indicators) { const streamNs = timeNs(() => { const inst = ind.make(); for (let i = 0; i < BARS; i++) ind.step(inst, i); }); const batchNs = timeNs(() => { ind.batch(ind.make()); }); console.log( `${ind.name.padEnd(22)}${mupsFromNs(streamNs).toFixed(1).padStart(20)}${mupsFromNs(batchNs).toFixed(1).padStart(18)}`, ); } console.log( '\nMupd/s = million indicator updates per second. Streaming is the per-tick\n' + '`update` path (one value at a time); batch is the bulk array path. Higher is\n' + 'better. Numbers are machine-dependent — use them for relative comparison.', );