kingchenc
3ebcb3f758
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.
Wickra — C / C++
Streaming-first technical indicators for C and C++. A prebuilt shared/static
library plus a generated wickra.h — no system dependencies.
Wickra is a multi-language technical-analysis library with a Rust core and bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go, Java, R and any other C-capable language. Every indicator is an O(1) streaming state machine, so live trading bots and historical backtests share the exact same implementation. This package is the C ABI hub: it compiles the core to a C-compatible shared/static library plus a generated header, so any C-capable language (C, C++, Go, C#, Java, R) links against one artifact instead of re-wrapping every indicator natively.
Install
Grab the prebuilt header + library for your platform from the
GitHub releases — each archive
has wickra.h, the optional wickra.hpp C++ wrapper, and the shared/static
library — or build from source:
cargo build -p wickra-c --release
# -> target/release/libwickra.{so,dylib} or wickra.dll (+ import lib) + a staticlib
Then compile against the header and link the library
(cc app.c -I include -L lib -lwickra -lm -o app).
Quick start
#include "wickra.h"
struct Rsi *rsi = wickra_rsi_new(14); /* NULL on invalid params */
for (size_t i = 0; i < n; ++i) {
double v = wickra_rsi_update(rsi, prices[i]); /* NaN during warmup */
if (v == v && v > 70.0) /* v == v is the NaN check */
printf("overbought\n");
}
wickra_rsi_free(rsi); /* exactly once per _new */
Every indicator is an opaque handle with the same five functions —
_new / _update / _batch / _reset / _free. update is O(1); there is no
RAII across the C boundary, so each _new needs exactly one _free, and every
function is NULL-safe (a NULL handle yields NaN or a no-op, never a crash).
Multi-output indicators (MACD, Bollinger, ADX, …) take a pointer to a #[repr(C)]
struct and return a bool. The optional wickra.hpp wraps any handle in a
move-only wickra::Handle for exception-safe C++ lifetimes.
Benchmark
benchmarks/throughput.c reports streaming and batch updates-per-second for
SMA, ATR and MACD. As the thinnest binding it is the floor of the
per-binding FFI overhead — not a cross-library ratio (the same Rust core runs
under every binding); see the repository
BENCHMARKS.md §3.
cargo build -p wickra-c --release
cmake -S benchmarks -B build && cmake --build build
./build/throughput
Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:
- Repository & full indicator list: https://github.com/wickra-lib/wickra
- Docs (C quickstart, cookbook, TA-Lib migration): https://docs.wickra.org/Quickstart-C
- Runnable examples:
examples/c/
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus this C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against — all exposing the same indicators from the shared Rust core.
Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes are deterministic transforms of the input data — they are not financial advice and do not predict the market. Any use in a live trading context is at your own risk. The library is provided as is, without warranty of any kind.
License
Licensed under either of Apache-2.0 or MIT at your option.