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