Files
kingchenc 3ebcb3f758 Per-binding throughput benchmarks + test-coverage gaps (#246)
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.
2026-06-10 03:46:38 +02:00
..

Wickra — Go

CI codecov Go module License: MIT OR Apache-2.0

Streaming-first technical indicators for Go, over the Wickra C ABI hub via cgo.

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 Go binding; it consumes the C ABI hub through cgo and exposes all 514 streaming-first indicators as idiomatic types.

Install

Use the published wickra-go module, which bundles the prebuilt C ABI library for every platform, so go get + go build works with no extra steps (a C compiler is still required, as the binding uses cgo):

go get github.com/wickra-lib/wickra-go
import wickra "github.com/wickra-lib/wickra-go"

wickra-go is generated from this directory by the release pipeline: it mirrors the Go sources, the vendored C ABI header (include/wickra.h) and the prebuilt libraries under lib/<goos>_<goarch>/. On Linux/macOS the library path is baked in via rpath; on Windows the DLL must be discoverable at run time (next to the executable or on PATH).

Building from this repository (contributors)

This bindings/go directory is the development source. To build it directly, compile the C ABI and stage the library into the per-platform directory cgo links against:

cargo build -p wickra-c --release
mkdir -p bindings/go/lib/linux_amd64                 # match your GOOS_GOARCH
cp target/release/libwickra.so    bindings/go/lib/linux_amd64/    # Linux
cp target/release/libwickra.dylib bindings/go/lib/darwin_arm64/   # macOS (arm64)
cp target/release/wickra.dll      bindings/go/lib/windows_amd64/  # Windows

Quick start

package main

import (
	"fmt"

	wickra "github.com/wickra-lib/wickra/bindings/go"
)

func main() {
	// Batch: run an indicator over a whole series (NaN at warmup positions).
	prices := make([]float64, 1000)
	for i := range prices {
		prices[i] = 100.0 + float64(i)*0.1
	}
	sma, _ := wickra.NewSma(20)
	defer sma.Close()
	values := sma.Batch(prices)

	// Streaming: the same indicator, fed tick by tick in O(1).
	rsi, _ := wickra.NewRsi(14)
	defer rsi.Close()
	for _, price := range prices {
		value := rsi.Update(price) // NaN during warmup, no recomputation
		if value > 70 {
			fmt.Println("overbought")
		}
	}
	_ = values
}

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 (Output, bool), with false while warming up. Every indicator owns a native handle freed by Close(); a finalizer is wired as a backstop, but call Close() (e.g. with defer) to release memory promptly.

Benchmark

benchmarks/throughput.go 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.

cd benchmarks && go run .

Documentation

The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:

Wickra ships native bindings for Python, Node.js, WebAssembly 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.

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.