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.
29 lines
998 B
TOML
29 lines
998 B
TOML
[package]
|
|
name = "wickra-examples"
|
|
version.workspace = true
|
|
publish = false
|
|
description = "Runnable Rust examples for the Wickra technical-analysis library."
|
|
authors.workspace = true
|
|
edition.workspace = true
|
|
rust-version.workspace = true
|
|
license.workspace = true
|
|
repository.workspace = true
|
|
homepage.workspace = true
|
|
readme = "README.md"
|
|
|
|
[lints]
|
|
workspace = true
|
|
|
|
[dependencies]
|
|
# All examples sit on top of the indicator engine.
|
|
wickra = { path = "../../crates/wickra" }
|
|
# The data layer is needed by every example except streaming/parallel: CSV
|
|
# reading, the Binance live feed and the resampler all live here. The
|
|
# `live-binance` feature is always on for this crate so the live_binance
|
|
# binary just compiles.
|
|
wickra-data = { path = "../../crates/wickra-data", features = ["live-binance"] }
|
|
# fetch_btcusdt parses the Binance REST kline response.
|
|
serde_json = "1"
|
|
# live_binance uses #[tokio::main]; the current-thread runtime is enough.
|
|
tokio = { version = "1", features = ["rt", "macros"] }
|