kingchenc
aacb9280f1
## Summary An honest, tiered cross-library benchmark — and the optimization pass it triggered. ### Performance (wickra-core, outputs unchanged) Profiling against the other Rust TA crates exposed real inefficiencies. Each benchmarked indicator is now **5–79% faster** in both streaming and batch: - **SMA, Bollinger**: flat `Box<[f64]>` ring buffers replace `VecDeque` (−69…79%). - **RSI**: `100·ag/(ag+al)` collapses three divisions into one; Wilder smoothing hoists `1/period` out of the hot path (−46%). - **ATR**: reciprocal hoisted (−42%). - **EMA/RSI/ATR**: per-tick `Option<f64>` hot state → bare `f64` + ready flag. Net result vs `kand`: Wickra now wins **RSI, Bollinger and ATR** (streaming), and ties `ta-rs` on SMA — up from losing every indicator 1.5–6× before. ### Benchmark harness New `crates/wickra-bench` (publish=false): a Criterion benchmark comparing Wickra against `kand`, `ta-rs` and `yata` on an identical BTCUSDT candle series, in streaming and batch modes. Peer APIs were verified against their source, not guessed. Wired into the nightly `cross-library-bench` workflow as a separate job. ### Honest README The benchmark section is rewritten into three layered tables (Rust core vs Rust crates; Python vs the Python ecosystem) that **show the losses as well as the wins**. The "only library that combines…" claim is gone; the new framing is breadth + multi-language reach + the deliberate safety trade-off that costs raw speed. Added an origin/why-slower rationale and a star CTA. ### Python benchmark Added `tulipy` runners and expanded per-tick streaming coverage to SMA/EMA/RSI/ MACD/Bollinger. `bench.in`/`bench.txt` now lock `TA-Lib` + `tulipy` (hash-pinned); `pandas-ta` stays out (it requires Python ≥ 3.12, the bench runs on 3.11). ### Notes - TA-Lib/tulipy numbers in the README Python table are marked ⧗ — they are produced by the CI Linux job (C extensions don't build cleanly on every desktop), not measured locally. - The matching `wickra-docs` prose update is committed separately and will be pushed with the release, per the docs-don't-lead-the-registries rule. Verified locally: `cargo fmt`, `cargo test --workspace --all-features` (3413 core + bindings), `cargo clippy --workspace --all-targets --all-features -D warnings`, Node build + 498 tests, and pytest all green.
78 lines
1.7 KiB
TOML
78 lines
1.7 KiB
TOML
[workspace]
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resolver = "2"
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members = [
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"crates/wickra-core",
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"crates/wickra",
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"crates/wickra-data",
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"bindings/python",
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"bindings/wasm",
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"bindings/node",
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"examples/rust",
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"crates/wickra-bench",
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]
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exclude = ["fuzz"]
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[workspace.package]
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version = "0.5.8"
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authors = ["kingchenc <support@wickra.org>"]
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edition = "2021"
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rust-version = "1.86"
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license = "MIT OR Apache-2.0"
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repository = "https://github.com/wickra-lib/wickra"
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homepage = "https://github.com/wickra-lib/wickra"
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readme = "README.md"
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keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
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categories = ["finance", "mathematics", "science"]
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[workspace.dependencies]
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wickra-core = { path = "crates/wickra-core", version = "0.5.8" }
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thiserror = "2"
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rayon = "1.10"
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# Testing
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proptest = "1.5"
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approx = "0.5"
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criterion = { version = "0.8", features = ["html_reports"] }
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# Python binding
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pyo3 = { version = "0.28", features = ["extension-module", "abi3-py39"] }
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numpy = "0.28"
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[workspace.lints.rust]
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unsafe_code = "forbid"
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missing_debug_implementations = "warn"
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unreachable_pub = "warn"
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unused_must_use = "deny"
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[workspace.lints.clippy]
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all = { level = "warn", priority = -1 }
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pedantic = { level = "warn", priority = -1 }
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# Pedantic exceptions for an indicator library that uses floats and small functions everywhere.
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module_name_repetitions = "allow"
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must_use_candidate = "allow"
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missing_errors_doc = "allow"
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missing_panics_doc = "allow"
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cast_precision_loss = "allow"
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cast_possible_truncation = "allow"
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cast_sign_loss = "allow"
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similar_names = "allow"
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float_cmp = "allow"
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[profile.release]
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opt-level = 3
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lto = "fat"
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codegen-units = 1
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panic = "abort"
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strip = true
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[profile.bench]
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opt-level = 3
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lto = "fat"
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codegen-units = 1
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debug = false
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[profile.dev]
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opt-level = 0
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debug = true
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