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.
86 lines
3.5 KiB
Markdown
86 lines
3.5 KiB
Markdown
# Wickra — Node.js
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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://www.npmjs.com/package/wickra)
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[](https://github.com/wickra-lib/wickra#license)
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**Streaming-first technical indicators for Node.js. `npm install wickra` —
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prebuilt native binary, 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 Node.js binding (napi-rs);
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it exposes 200+ streaming-first indicators across sixteen families.
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## Install
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```bash
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npm install wickra
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```
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The native addon ships as a prebuilt binary per platform (Linux, macOS,
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Windows — x64 and arm64), selected automatically through optional
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dependencies. There is nothing to compile.
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## Quick start
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```js
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const wickra = require('wickra');
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// Batch: run an indicator over a whole array.
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const prices = Array.from({ length: 1000 }, (_, i) => 100 + i * 0.1);
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const values = new wickra.RSI(14).batch(prices); // null during warmup
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// Streaming: the same indicator, fed tick by tick in O(1).
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const rsi = new wickra.RSI(14);
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for (const price of liveFeed) {
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const value = rsi.update(price); // no recomputation over history
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if (value !== null && value > 70) {
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console.log('overbought');
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}
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}
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```
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`batch(prices)` and feeding the same prices through `update()` produce
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identical values — the equivalence is enforced by the test suite.
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## Benchmark
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`benchmarks/throughput.js` reports streaming and batch updates-per-second for
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`SMA`, `ATR` and `MACD`. It measures this binding's FFI overhead, not a
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cross-library ratio (the same Rust core runs under every binding) — see the
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repository [BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
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```bash
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npx napi build --platform --release
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node benchmarks/throughput.js
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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** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
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- **Runnable examples:** [`examples/node/`](https://github.com/wickra-lib/wickra/tree/main/examples/node)
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Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
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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, `unsafe`-forbidden 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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