kingchenc
929fc17127
Hardens both workflows after the R-on-ubuntu job repeatedly hit the 20-minute job cap and was cancelled (no R-package cache + no retry + a slow source build). Each item below maps to the requested checklist. ### CI (`ci.yml`) - **Timeouts 20 → 30 min** on every job (backstop only; real jobs finish well under). - **R dependencies cached**: replace the manual `install.packages(testthat/knitr)` with `r-lib/actions/setup-r-dependencies` — restores a cached R library and pulls **RSPM binaries** instead of compiling from source (the slow/flaky path that blew the cap). This is the actual root-cause fix. - **NuGet cache** for the C# job (`~/.nuget/packages`, keyed on the project files). - **Retry** the network installs that had none — `npm ci`, `dotnet test`, `mvn install` — via `nick-fields/retry` (2–3 attempts, backoff). On top of the existing env-level retries (`CARGO_NET_RETRY`, `npm_config_fetch_retries`, `PIP_RETRIES`) and the setup-* CDN-flake retries. - **Go stays `cache: false`** on purpose: the module has no `go.sum` / external deps, so there is nothing to cache (enabling it would only warn). ### Release (`release.yml`) - **Per-job timeouts** added (there were none — only GitHub's 6h default): **45 min**, higher than CI's 30 because the wheel/build jobs compile from source incl. **vendored OpenSSL** and must not be killed mid-build. - **wasm-publish** gets a `Swatinem/rust-cache` like the other Rust-build jobs. - **Retry** the no-retry network installs (`npm ci` ×2, `dotnet pack`). The actual publish/deploy steps are left alone — they are already idempotent (skip-existing / skip-duplicate), so re-running the job is the safe recovery. ### R binding download (`bindings/r/configure[.win]`) - A freshly cut release can 404 for 1–2 min while assets propagate, which broke the C ABI download (`cannot open URL … 404`). Add a `wickra_download` retry helper (6 × 20s ≈ 2 min backoff) for both the release-asset and wasm-source downloads. Note: the CI R job builds the C ABI **locally** (`WICKRA_*_DIR`), so it never downloads — this fix covers the real-world r-universe / end-user build. This PR's own CI exercises the CI changes (the reworked R job, caches, retries, timeouts) before merge; the release-only changes are validated on the next tag.
Wickra — R 
Streaming-first technical indicators for R, over the Wickra C ABI hub via .Call.
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WASM, 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 and historical backtests share the exact same
implementation. This package is the R binding; it reaches the C ABI hub through
R's native .Call interface and exposes all 514 indicators as constructors that
return a lightweight wickra_indicator object.
Install
The package compiles a thin C glue layer (.Call) against the prebuilt Wickra
C ABI library, so a C toolchain (Rtools on Windows) is required, plus the C ABI
header and library. Build the library from the workspace, then install the
package pointing at it:
cargo build -p wickra-c --release
WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" \
WICKRA_LIB_DIR="$PWD/target/release" \
R CMD INSTALL bindings/r
On Windows the C ABI DLL is bundled into the package and put on the load path automatically; on Linux and macOS the library path is baked in via rpath.
Quick start
library(wickra)
# Batch: run an indicator over a whole series (NaN at warmup positions).
prices <- 100 + (0:999) * 0.1
sma <- Sma(20)
values <- batch(sma, prices)
# Streaming: the same indicator, fed one observation at a time in O(1).
rsi <- Rsi(14)
for (price in prices) {
v <- update(rsi, price) # NaN during warmup
if (!is.na(v) && v > 70) message("overbought")
}
# Multi-output indicators return a named vector (NA while warming up).
macd <- MacdIndicator(12, 26, 9)
update(macd, 42) # c(macd = NA, signal = NA, histogram = NA)
batch(ind, prices) and feeding the same prices through update() produce
identical values — the equivalence is enforced by the test suite. Candle-input
indicators take the OHLCV fields plus a timestamp, e.g.
update(atr, open, high, low, close, volume, timestamp). The native handle is
freed automatically when the object is garbage-collected.
Benchmark
benchmarks/throughput.R 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.
Rscript benchmarks/throughput.R
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/r/
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus a
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
all exposing the same indicators from the shared, unsafe-forbidden Rust core.
Security
Found a security issue? Please don't open a public issue. Report it privately
via the affected repository's Security tab ("Report a vulnerability") or email
support@wickra.org with a subject line starting [wickra security]. Full
policy: https://github.com/wickra-lib/wickra/blob/main/SECURITY.md.
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.