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.
84 lines
3.8 KiB
CMake
84 lines
3.8 KiB
CMake
cmake_minimum_required(VERSION 3.15)
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project(wickra_c_examples C CXX)
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# Directory holding the compiled Wickra C library (cargo output), e.g.
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# <workspace>/target/release. Override with -DWICKRA_LIB_DIR=/path/to/target/release.
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if(NOT DEFINED WICKRA_LIB_DIR)
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set(WICKRA_LIB_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../../target/release")
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endif()
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set(WICKRA_INCLUDE_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../../bindings/c/include")
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# Absolute path to the bundled OHLCV datasets, baked into the data-driven
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# examples as a compile definition so they run from any working directory (the
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# C counterpart of the Rust examples' CARGO_MANIFEST_DIR).
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get_filename_component(WICKRA_DATA_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../data" ABSOLUTE)
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# OpenMP is optional: parallel_assets links it when present and falls back to a
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# single-threaded run otherwise.
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find_package(OpenMP QUIET)
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# Pick the right link target per platform/toolchain.
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# - MSVC links the generated import library (wickra.dll.lib).
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# - MinGW/gcc on Windows links the DLL directly.
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# - Unix links the shared object / dylib.
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if(WIN32)
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set(WICKRA_RUNTIME "${WICKRA_LIB_DIR}/wickra.dll")
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if(MSVC)
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll.lib")
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else()
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll")
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endif()
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elseif(APPLE)
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.dylib")
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else()
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set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.so")
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endif()
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enable_testing()
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# Build one example and link it to the Wickra library. On Windows the DLL is
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# copied next to the executable so the loader finds it at run time. With
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# register_test=TRUE the example is also run as a ctest; network examples pass
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# FALSE (they are built only, never run in CI).
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function(add_wickra_example name source register_test)
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add_executable(${name} ${source})
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target_include_directories(${name} PRIVATE "${WICKRA_INCLUDE_DIR}")
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target_link_libraries(${name} PRIVATE "${WICKRA_LINK_LIB}")
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target_compile_definitions(${name} PRIVATE "WICKRA_DATA_DIR=\"${WICKRA_DATA_DIR}\"")
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if(UNIX AND NOT APPLE)
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target_link_libraries(${name} PRIVATE m)
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endif()
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if(WIN32)
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add_custom_command(TARGET ${name} POST_BUILD
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COMMAND ${CMAKE_COMMAND} -E copy_if_different
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"${WICKRA_RUNTIME}" "$<TARGET_FILE_DIR:${name}>")
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endif()
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if(register_test)
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add_test(NAME ${name} COMMAND ${name})
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if(NOT WIN32)
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set_tests_properties(${name} PROPERTIES
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ENVIRONMENT "LD_LIBRARY_PATH=${WICKRA_LIB_DIR};DYLD_LIBRARY_PATH=${WICKRA_LIB_DIR}")
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endif()
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endif()
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endfunction()
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# Offline examples — built and run as ctests.
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add_wickra_example(smoke smoke.c TRUE) # links the boundary, asserts values
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add_wickra_example(archetypes archetypes.c TRUE) # one indicator per FFI archetype
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add_wickra_example(streaming streaming.c TRUE) # multi-indicator tick stream
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add_wickra_example(cpp_smoke smoke.cpp TRUE) # C++ RAII wrapper (wickra.hpp)
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add_wickra_example(backtest backtest.c TRUE) # indicator basket over a CSV
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add_wickra_example(multi_timeframe multi_timeframe.c TRUE) # resample + per-TF indicators
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add_wickra_example(parallel_assets parallel_assets.c TRUE) # serial vs OpenMP fan-out
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add_wickra_example(strategy_rsi_mean_reversion strategy_rsi_mean_reversion.c TRUE)
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add_wickra_example(strategy_macd_adx strategy_macd_adx.c TRUE)
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add_wickra_example(strategy_bollinger_squeeze strategy_bollinger_squeeze.c TRUE)
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if(OpenMP_C_FOUND)
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target_link_libraries(parallel_assets PRIVATE OpenMP::OpenMP_C)
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endif()
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# Network examples — built (so they stay compilable) but not run in CI.
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add_wickra_example(fetch_btcusdt fetch_btcusdt.c FALSE) # downloads CSVs via curl
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add_wickra_example(live_binance live_binance.c FALSE) # polls Binance REST via curl
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