wickra/examples/rust/src/bin/throughput.rs

//! Throughput benchmark for the Wickra Rust core — the zero-FFI baseline.
//!
//! Reports streaming (`update`) and batch updates-per-second over a synthetic
//! OHLCV series, in the same format as every binding's `throughput` benchmark.
//! Rust has no FFI boundary — it calls the core directly — so these numbers are
//! the ceiling the per-binding benchmarks are measured against, and the value
//! their `batch` paths converge towards. See the repository BENCHMARKS.md §3.
//!
//! For per-update latency and the cross-library comparison, use the criterion
//! harnesses instead: `cargo bench -p wickra` and `cargo bench -p wickra-bench`.
//!
//! Run:
//!   cargo run -p wickra-examples --release --bin throughput            # 200k bars
//!   cargo run -p wickra-examples --release --bin throughput -- 1000000

use std::time::Instant;

use wickra::{Atr, Candle, Indicator, MacdIndicator, Sma};

/// Median elapsed-ns over a few repetitions, after one warmup pass.
fn time_ns(mut run: impl FnMut()) -> u128 {
    run(); // warmup
    let mut samples = [0u128; 3];
    for sample in &mut samples {
        let start = Instant::now();
        run();
        *sample = start.elapsed().as_nanos();
    }
    samples.sort_unstable();
    samples[1]
}

fn main() {
    let bars: usize = std::env::args()
        .nth(1)
        .and_then(|arg| arg.parse().ok())
        .filter(|&n| n >= 1000)
        .unwrap_or(200_000);

    // Deterministic synthetic OHLCV (no RNG, so runs are comparable).
    let mut open = Vec::with_capacity(bars);
    let mut high = Vec::with_capacity(bars);
    let mut low = Vec::with_capacity(bars);
    let mut close = Vec::with_capacity(bars);
    let mut volume = Vec::with_capacity(bars);
    for i in 0..bars {
        let mid = 100.0 + (i as f64 * 0.001).sin() * 20.0 + i as f64 * 1e-4;
        let c = mid + (i as f64 * 0.05).sin() * 2.0;
        close.push(c);
        open.push(mid);
        high.push(c.max(mid) + 1.5);
        low.push(c.min(mid) - 1.5);
        volume.push(1000.0 + (i % 97) as f64 * 13.0);
    }
    // ATR streams a Candle per tick; build them once, outside the timed loop.
    let candles: Vec<Candle> = (0..bars)
        .map(|i| {
            Candle::new(
                open[i],
                high[i],
                low[i],
                close[i],
                volume[i],
                i64::try_from(i).unwrap(),
            )
            .unwrap()
        })
        .collect();

    let mups = |ns: u128| bars as f64 / (ns as f64 / 1e9) / 1e6;

    // SMA (scalar 1-in/1-out), ATR (multi-in/1-out), MACD (1-in/multi-out).
    let sma_stream = time_ns(|| {
        let mut ind = Sma::new(20).unwrap();
        for &price in &close {
            ind.update(price);
        }
    });
    let sma_batch = time_ns(|| {
        let mut ind = Sma::new(20).unwrap();
        ind.batch_nan(&close);
    });
    let atr_stream = time_ns(|| {
        let mut ind = Atr::new(14).unwrap();
        for &candle in &candles {
            ind.update(candle);
        }
    });
    let atr_batch = time_ns(|| {
        let mut ind = Atr::new(14).unwrap();
        ind.batch_atr(&high, &low, &close);
    });
    let macd_stream = time_ns(|| {
        let mut ind = MacdIndicator::new(12, 26, 9).unwrap();
        for &price in &close {
            ind.update(price);
        }
    });

    println!("Wickra Rust core throughput - {bars} bars (median of 3 runs)\n");
    println!(
        "{:<22}{:>20}{:>18}",
        "Indicator", "streaming (Mupd/s)", "batch (Mupd/s)"
    );
    println!("{}", "-".repeat(60));
    println!(
        "{:<22}{:>20.1}{:>18.1}",
        "SMA(20)",
        mups(sma_stream),
        mups(sma_batch)
    );
    println!(
        "{:<22}{:>20.1}{:>18.1}",
        "ATR(14)",
        mups(atr_stream),
        mups(atr_batch)
    );
    println!(
        "{:<22}{:>20.1}{:>18}",
        "MACD(12,26,9)",
        mups(macd_stream),
        "-"
    );

    println!(
        "\nMupd/s = million indicator updates per second. This is the Rust core with\n\
         no FFI boundary, so it is the ceiling for the per-binding benchmarks and\n\
         the value their batch paths converge towards. Numbers are machine-dependent\n\
         - use them for relative comparison, not as a speed claim."
    );
}