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.
116 lines
4.5 KiB
Markdown
116 lines
4.5 KiB
Markdown
# Wickra — Java
|
|
|
|
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
|
[](https://codecov.io/gh/wickra-lib/wickra)
|
|
[](https://central.sonatype.com/artifact/org.wickra/wickra)
|
|
[](https://github.com/wickra-lib/wickra#license)
|
|
|
|
**Streaming-first technical indicators for the JVM, on the Java Foreign Function
|
|
& Memory API — prebuilt native library, no JNI, 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 Java binding; it consumes the C ABI hub
|
|
through the Panama FFM API (`java.lang.foreign`) and exposes all 514
|
|
streaming-first indicators as idiomatic `AutoCloseable` classes.
|
|
|
|
## Requirements
|
|
|
|
- **Java 22 or later** (the FFM API is final since Java 22; no preview flag).
|
|
- The FFM API is *restricted*: pass `--enable-native-access=ALL-UNNAMED` when you
|
|
run your application to silence the native-access warning.
|
|
|
|
## Install
|
|
|
|
Maven:
|
|
|
|
```xml
|
|
<dependency>
|
|
<groupId>org.wickra</groupId>
|
|
<artifactId>wickra</artifactId>
|
|
<version>0.8.2</version>
|
|
</dependency>
|
|
```
|
|
|
|
Gradle:
|
|
|
|
```kotlin
|
|
implementation("org.wickra:wickra:0.8.2")
|
|
```
|
|
|
|
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
|
|
arm64) inside the jar and is extracted automatically on first use. There is
|
|
nothing to compile.
|
|
|
|
## Quick start
|
|
|
|
```java
|
|
import org.wickra.Ema;
|
|
import org.wickra.Rsi;
|
|
|
|
// Batch: run an indicator over a whole series (NaN at warmup positions).
|
|
double[] prices = new double[1000];
|
|
for (int i = 0; i < prices.length; i++) {
|
|
prices[i] = 100.0 + i * 0.1;
|
|
}
|
|
try (Ema ema = new Ema(20)) {
|
|
double[] values = ema.batch(prices);
|
|
}
|
|
|
|
// Streaming: the same indicator, fed tick by tick in O(1).
|
|
try (Rsi rsi = new Rsi(14)) {
|
|
for (double price : liveFeed) {
|
|
double value = rsi.update(price); // NaN during warmup, no recomputation
|
|
if (Double.isFinite(value) && value > 70) {
|
|
System.out.println("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 `record`, `null` while warming up. Each
|
|
indicator owns a native handle freed by a `Cleaner`; `close()` releases it
|
|
eagerly (use try-with-resources).
|
|
|
|
## 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](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
|
|
|
|
```bash
|
|
cargo build -p wickra-c --release
|
|
mvn -q install -DskipTests
|
|
mvn -q -f benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.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** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
|
|
- **Runnable examples:** [`examples/java/`](https://github.com/wickra-lib/wickra/tree/main/examples/java)
|
|
|
|
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](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
|
|
or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
|