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.
3.8 KiB
Wickra — .NET
Streaming-first technical indicators for .NET. dotnet add package Wickra —
prebuilt native library, 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 .NET binding; it consumes the
C ABI hub through [LibraryImport] P/Invoke and exposes all 514 streaming-first
indicators as idiomatic IDisposable classes.
Install
dotnet add package Wickra
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
arm64) under runtimes/<rid>/native/, selected automatically. There is nothing
to compile. Targets .NET 8 and later.
Quick start
using Wickra;
// Batch: run an indicator over a whole series (NaN at warmup positions).
var prices = Enumerable.Range(0, 1000).Select(i => 100.0 + i * 0.1).ToArray();
using var sma = new Sma(20);
double[] values = sma.Batch(prices);
// Streaming: the same indicator, fed tick by tick in O(1).
using var rsi = new Rsi(14);
foreach (var price in liveFeed)
{
var value = rsi.Update(price); // NaN during warmup, no recomputation
if (double.IsFinite(value) && value > 70)
{
Console.WriteLine("overbought");
}
}
Batch(prices) and feeding the same prices through Update() produce identical
values — the equivalence is enforced by the test suite. Multi-output indicators
(MACD, Bollinger, ADX, …) return a nullable record struct, null while warming up.
Benchmark
benchmarks/ reports streaming and batch updates-per-second for SMA, ATR
and MACD. It measures this binding's 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
dotnet run -c Release --project benchmarks
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 (quickstarts, cookbook, TA-Lib migration): https://docs.wickra.org
- Runnable examples:
examples/csharp/
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
all exposing the same indicators from the shared, unsafe-forbidden 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.