"""Process indicators for many symbols in parallel. Python's GIL makes pure-Python parallelism a poor fit, but Wickra's heavy lifting happens inside the Rust extension — which releases the GIL during batch computation. That means a `ThreadPoolExecutor` actually delivers multi-core speedup here. Run with:: python -m examples.python.parallel_assets --assets 1000 --bars 5000 """ from __future__ import annotations import argparse import concurrent.futures import time from typing import Tuple import numpy as np import wickra as ta def synthesize_panel(n_assets: int, n_bars: int, seed: int = 0xBADC0FFEE0DDF00D) -> np.ndarray: """Build an `(n_assets, n_bars)` matrix of synthetic prices.""" rng = np.random.default_rng(seed & 0xFFFF_FFFF) drift = rng.standard_normal((n_assets, n_bars)) * 0.4 return 100.0 + np.cumsum(drift, axis=1) def compute_one(prices: np.ndarray) -> Tuple[np.ndarray, np.ndarray, np.ndarray]: """Return (RSI, EMA, MACD-line) for one asset.""" rsi = ta.RSI(14).batch(prices) ema = ta.EMA(20).batch(prices) macd = ta.MACD().batch(prices) return rsi, ema, macd[:, 0] def main() -> int: p = argparse.ArgumentParser(description=__doc__.splitlines()[0] if __doc__ else None) p.add_argument("--assets", type=int, default=200) p.add_argument("--bars", type=int, default=5000) p.add_argument( "--workers", type=int, default=0, help="thread pool size; 0 means use os.cpu_count()", ) args = p.parse_args() print(f"Generating {args.assets}x{args.bars} synthetic panel…") panel = synthesize_panel(args.assets, args.bars) # Serial baseline. t0 = time.perf_counter() serial_results = [compute_one(panel[i]) for i in range(args.assets)] t_serial = time.perf_counter() - t0 print(f"Serial: {t_serial:.3f} s ({args.assets} assets)") # Parallel. workers = args.workers or None t0 = time.perf_counter() with concurrent.futures.ThreadPoolExecutor(max_workers=workers) as pool: parallel_results = list(pool.map(compute_one, panel)) t_parallel = time.perf_counter() - t0 used = workers or 0 print( f"Parallel: {t_parallel:.3f} s (workers={used or 'os.cpu_count()'}, " f"speedup ~{t_serial / max(t_parallel, 1e-9):.2f}x)" ) # Sanity-check that the parallel results match the serial baseline. for i in range(args.assets): for s, p_ in zip(serial_results[i], parallel_results[i]): np.testing.assert_array_equal(s, p_) print("Parallel results match serial results — OK.") return 0 if __name__ == "__main__": raise SystemExit(main())