wickra-backtest-wasm 0.1.0 → 0.1.3

package/README.md

@@ -31,7 +31,7 @@ indicator core.
 
 > **▶ Live demo:** run a strategy in your browser and watch the equity curve build bar by bar — **[backtest-live.wickra.org](https://backtest-live.wickra.org)** · zero backend, the same engine this repository ships, compiled to WebAssembly.
 
-> **Part of the [Wickra ecosystem](https://github.com/wickra-lib):** the same data-driven core and ten-language binding surface also power [wickra-exchange](https://github.com/wickra-lib/wickra-exchange), [wickra-terminal](https://github.com/wickra-lib/wickra-terminal), [wickra-screener](https://github.com/wickra-lib/wickra-screener), [wickra-xray](https://github.com/wickra-lib/wickra-xray), [wickra-radar](https://github.com/wickra-lib/wickra-radar), [wickra-copilot](https://github.com/wickra-lib/wickra-copilot) and [wickra-shazam](https://github.com/wickra-lib/wickra-shazam).
+> **Part of the [Wickra ecosystem](https://github.com/wickra-lib):** the same data-driven core and ten-language binding surface also power [wickra-exchange](https://github.com/wickra-lib/wickra-exchange), [wickra-terminal](https://github.com/wickra-lib/wickra-terminal), [wickra-screener](https://github.com/wickra-lib/wickra-screener) and 20 more — see [the full list](https://github.com/wickra-lib).
 
 The engine consumes the **exact same `wickra-core` O(1) indicator kernels** that
 power live Wickra, and a strategy is **data (a JSON spec), not code** — so a
@@ -78,6 +78,24 @@ with wbt.StreamingBacktest(spec=spec) as live:
 The two reports are byte-identical. That is the whole claim, and a shared
 [golden corpus](golden/) holds every one of the ten bindings to it.
 
+## Documentation
+
+- **[Strategy spec reference](docs/STRATEGY_SPEC.md)** — the full DSL: operands,
+  conditions, sizing, costs, slippage, risk, execution and the report shape.
+- **[Cookbook](docs/COOKBOOK.md)** — six ready-to-run strategies (RSI mean
+  reversion, MACD trend, Bollinger breakout, Donchian breakout, funding carry,
+  order-book imbalance), each validated against the engine.
+- **[Microstructure guide](docs/MICROSTRUCTURE.md)** — backtesting on the order
+  book, trades, perpetual funding and market breadth (the differentiator).
+- **[Architecture](ARCHITECTURE.md)** — crates, data flow and design decisions.
+- **[Benchmarks](BENCHMARKS.md)** — throughput methodology and caveats.
+- **[Examples](examples/)** — runnable specs and a sample dataset.
+- The JSON Schema for the spec is at
+  [`schema/strategy_spec.schema.json`](schema/strategy_spec.schema.json) and is
+  printed by `wkbt schema`.
+
+## Why Wickra Backtest
+
 What it does differently:
 
 - **O(1) per tick** — years of tick data in seconds, not hours (no recompute-on-every-tick).
@@ -110,23 +128,9 @@ because none of them needs to.
 **Alpha / work in progress.** The engine, the data-driven `StrategySpec`, the
 full execution and cost model, the microstructure feeds and all ten language
 bindings are implemented and tested; a shared [golden corpus](golden/) pins the
-cross-language equality byte-for-byte. Not yet released to any registry.
-
-## Documentation
-
-- **[Strategy spec reference](docs/STRATEGY_SPEC.md)** — the full DSL: operands,
-  conditions, sizing, costs, slippage, risk, execution and the report shape.
-- **[Cookbook](docs/COOKBOOK.md)** — six ready-to-run strategies (RSI mean
-  reversion, MACD trend, Bollinger breakout, Donchian breakout, funding carry,
-  order-book imbalance), each validated against the engine.
-- **[Microstructure guide](docs/MICROSTRUCTURE.md)** — backtesting on the order
-  book, trades, perpetual funding and market breadth (the differentiator).
-- **[Architecture](ARCHITECTURE.md)** — crates, data flow and design decisions.
-- **[Benchmarks](BENCHMARKS.md)** — throughput methodology and caveats.
-- **[Examples](examples/)** — runnable specs and a sample dataset.
-- The JSON Schema for the spec is at
-  [`schema/strategy_spec.schema.json`](schema/strategy_spec.schema.json) and is
-  printed by `wkbt schema`.
+cross-language equality byte-for-byte. Released as **v0.1.0** to every registry:
+crates.io, PyPI, npm, NuGet, Maven Central, the Go module proxy and
+R-universe.
 
 ## Quickstart
 
@@ -197,10 +201,62 @@ The C, C++, C#, Go, Java and R bindings all call through the same C ABI hub; the
 both the plain OHLCV path and the order-book / trade / derivatives /
 cross-section feed paths.
 
-## Performance
+## Benchmarks
 
 O(1) per bar — about **1.7M bars/second** on one core (a year of 1-minute bars in
-~0.3 s). See [BENCHMARKS.md](BENCHMARKS.md) for the methodology and caveats.
+~0.3 s). The cost of a bar is bounded by the indicators the spec configures, never
+by how much history precedes it. Full tables and how to reproduce them live in
+**[BENCHMARKS.md](BENCHMARKS.md)**.
+
+### Pick your language with eyes open — per-binding throughput
+
+Every binding drives the **same** Rust engine, so this is **not** a speed claim —
+it is the raw cost of crossing each language's FFI boundary, measured with the
+[shared example strategy](examples/ema-cross.json) over 100,000 bars (median of
+three runs, one development machine). **Batch collapses towards the floor;
+streaming is where the boundary shows** — so if you drive a live loop bar by bar,
+the table tells you which binding keeps up.
+
+| Binding | streaming | ns/bar | batch | ns/bar |
+|---------|----------:|-------:|------:|-------:|
+| C       | 6,750,000 b/s |   148 | 6,548,000 b/s |   153 |
+| C#      | 6,188,000 b/s |   162 | 6,315,000 b/s |   158 |
+| Go      | 4,621,000 b/s |   216 | 6,448,000 b/s |   155 |
+| Java    | 4,493,000 b/s |   223 | 5,565,000 b/s |   180 |
+| WASM    | 4,127,000 b/s |   242 | 4,878,000 b/s |   205 |
+| Node    | 3,438,000 b/s |   291 | 2,530,000 b/s |   395 |
+| Python  | 1,411,000 b/s |   709 | 1,486,000 b/s |   673 |
+| R       |   284,000 b/s | 3,527 | 6,213,000 b/s |   161 |
+
+**C is the floor**: it calls the exported functions directly, with no marshalling
+of its own, so its ~148 ns/bar is the engine plus a function call — every other
+row is that number plus what the language adds. Two results are the opposite of
+what one might assume: **Node's batch path is slower than its streaming path**
+(marshalling six JavaScript arrays across napi costs more than 100,000 scalar
+calls), and **WASM beats the native Node binding on both paths**. All ten share
+one verified implementation, so the *numbers* differ but the *values* do not.
+Methodology and the per-binding discussion are in
+[BENCHMARKS.md](BENCHMARKS.md#per-binding-throughput--the-cost-of-the-boundary).
+
+## Requirements
+
+The minimum supported version per language. The same engine kernel runs behind
+every binding; the C-ABI bindings that compile on install — Go (cgo) and R
+(`.Call`) — also need a C compiler, and Java runs with
+`--enable-native-access=ALL-UNNAMED`.
+
+| Language | Package                                   | Minimum supported          |
+|----------|-------------------------------------------|----------------------------|
+| Rust     | crates.io · `wickra-backtest`             | 1.86 (MSRV)                |
+| Python   | PyPI · `wickra-backtest` (abi3 wheel)     | 3.9 (tested through 3.13)  |
+| Node.js  | npm · `wickra-backtest` (N-API 8)         | 22 (tested on 22 · 24 LTS) |
+| WASM     | npm · `wickra-backtest-wasm`              | any modern JS engine       |
+| C        | `wickra_backtest.h` + library (releases)  | C99 compiler               |
+| C++      | the C ABI + optional `wickra_backtest.hpp` | C++14 compiler            |
+| C#       | NuGet · `Wickra.Backtest`                 | .NET 8 (`net8.0`)          |
+| Go       | module · `wickra-lib/wickra-backtest-go`  | Go 1.23 (cgo)              |
+| Java     | Maven Central · `org.wickra:wickra-backtest` | Java 22 (FFM / Panama)  |
+| R        | r-universe · `wickrabacktest`             | R ≥ 2.10 (Rtools on Win.)  |
 
 ## Project layout
 
@@ -225,7 +281,7 @@ wickra-backtest/
 └── fuzz/         cargo-fuzz targets (nightly)
 ```
 
-## Building from source
+## Building everything from source
 
 ```bash
 # Rust core + tests + lints
@@ -308,40 +364,35 @@ than argued.
 > compare to a relative tolerance instead. None currently does, and that is a
 > property of the corpus worth keeping deliberately rather than by accident.
 
-## Requirements
-
-The minimum supported version per language. The same engine kernel runs behind
-every binding; the C-ABI bindings that compile on install — Go (cgo) and R
-(`.Call`) — also need a C compiler, and Java runs with
-`--enable-native-access=ALL-UNNAMED`.
-
-| Language | Package                                   | Minimum supported          |
-|----------|-------------------------------------------|----------------------------|
-| Rust     | crates.io · `wickra-backtest`             | 1.86 (MSRV)                |
-| Python   | PyPI · `wickra-backtest` (abi3 wheel)     | 3.9 (tested through 3.13)  |
-| Node.js  | npm · `wickra-backtest` (N-API 8)         | 22 (tested on 22 · 24 LTS) |
-| WASM     | npm · `wickra-backtest-wasm`              | any modern JS engine       |
-| C        | `wickra_backtest.h` + library (releases)  | C99 compiler               |
-| C++      | the C ABI + optional `wickra_backtest.hpp` | C++14 compiler            |
-| C#       | NuGet · `Wickra.Backtest`                 | .NET 8 (`net8.0`)          |
-| Go       | module · `wickra-lib/wickra-backtest-go`  | Go 1.23 (cgo)              |
-| Java     | Maven Central · `org.wickra:wickra-backtest` | Java 22 (FFM / Panama)  |
-| R        | r-universe · `wickrabacktest`             | R ≥ 2.10 (Rtools on Win.)  |
-
 ## Ecosystem
 
 Part of the [Wickra](https://github.com/wickra-lib/wickra) family — each one a
 data-driven core with a CLI and the same ten-language binding surface:
 
-- [**wickra**](https://github.com/wickra-lib/wickra) — the core library: 514 O(1) streaming indicators across ten languages
+- [**wickra**](https://github.com/wickra-lib/wickra) — main library (Rust core + Python / Node.js / WASM bindings + a C ABI for C / C++ / C# / Go / Java / R)
+- [**wickra-playground**](https://github.com/wickra-lib/wickra-playground) — a polyglot strategy playground: one StrategySpec live side by side in Python, Rust, JS and Go, entirely in the browser
 - [**wickra-exchange**](https://github.com/wickra-lib/wickra-exchange) — unified market-data + execution across ten crypto exchanges
-- [**wickra-backtest**](https://github.com/wickra-lib/wickra-backtest) — event-driven backtester over the Wickra core
 - [**wickra-terminal**](https://github.com/wickra-lib/wickra-terminal) — the trading terminal: a TUI and a browser renderer over the stack
 - [**wickra-screener**](https://github.com/wickra-lib/wickra-screener) — parallel multi-symbol screening over 514 streaming indicators
 - [**wickra-xray**](https://github.com/wickra-lib/wickra-xray) — market-microstructure explorer: footprint, order-book heatmap, liquidation map, funding/OI divergence
 - [**wickra-radar**](https://github.com/wickra-lib/wickra-radar) — perp-universe alert radar: OI delta, funding flip, book imbalance, liquidation clusters, OI/price divergence
 - [**wickra-copilot**](https://github.com/wickra-lib/wickra-copilot) — local market copilot grounded in real order-book, liquidation and funding microstructure
 - [**wickra-shazam**](https://github.com/wickra-lib/wickra-shazam) — match an asset's current microstructure fingerprint against its entire history
+- [**wickra-benchmark**](https://github.com/wickra-lib/wickra-benchmark) — reproducible, golden-verified benchmark suite — recompute any (strategy, dataset, report) in ten languages and confirm it byte-for-byte
+- [**wickra-strategy-ci**](https://github.com/wickra-lib/wickra-strategy-ci) — Jest for trading strategies: golden-pin the report, catch regressions in CI, property-test against fuzzed data
+- [**wickra-verify**](https://github.com/wickra-lib/wickra-verify) — confirm or refute a claimed backtest report against its strategy and data, in ten languages
+- [**wickra-proof**](https://github.com/wickra-lib/wickra-proof) — Proof-of-Backtest: deterministic (spec, data) → report + blake3 hash, recomputable byte-for-byte in ten languages
+- [**wickra-zk**](https://github.com/wickra-lib/wickra-zk) — prove a backtest zero-knowledge — on-chain-verifiable performance without revealing the data or the strategy
+- [**wickra-impact**](https://github.com/wickra-lib/wickra-impact) — the backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book
+- [**wickra-darwin**](https://github.com/wickra-lib/wickra-darwin) — evolutionary strategy search at millions of backtests per second, mutating and crossing JSON specs across the 514-indicator space
+- [**wickra-gym**](https://github.com/wickra-lib/wickra-gym) — a Gymnasium-compatible, microstructure-aware backtest environment with O(1) steps for deterministic RL rollouts
+- [**wickra-feature-store**](https://github.com/wickra-lib/wickra-feature-store) — OHLCV and microstructure streams into ML-ready feature matrices over 514 O(1) streaming indicators
+- [**wickra-genome**](https://github.com/wickra-lib/wickra-genome) — a vector database of the whole market: every asset a 514-dim live vector, for similarity search, clustering and anomaly detection
+- [**wickra-timemachine**](https://github.com/wickra-lib/wickra-timemachine) — scrub the whole market like a video — every symbol, full order book, rewound to any moment via deterministic re-fold
+- [**wickra-synth**](https://github.com/wickra-lib/wickra-synth) — deterministic synthetic market microstructure: OHLCV, order book, trades and funding from a single seed
+- [**wickra-compile**](https://github.com/wickra-lib/wickra-compile) — compile a strategy spec into a standalone deployable: a WASM module, a self-contained binary, or a `no_std` artifact
+- [**wickra-embed**](https://github.com/wickra-lib/wickra-embed) — allocation-free, `no_std` streaming indicators for bare-metal and HFT, byte-for-byte identical to the core
+- [**wickra-pico**](https://github.com/wickra-lib/wickra-pico) — the O(1) indicator core running bare-metal on a $5 Raspberry Pi Pico — the LED blinks on the EMA cross
 
 This project's own site is [backtest.wickra.org](https://backtest.wickra.org) and
 its in-browser demo [backtest-live.wickra.org](https://backtest-live.wickra.org).
@@ -392,5 +443,22 @@ the full terms.
 ---
 
 <p align="center">
-  Built on <a href="https://github.com/wickra-lib/wickra">Wickra</a>. If it saved you time, ⭐ the repo.
+  <a href="https://github.com/wickra-lib/wickra-backtest">
+    <img alt="GitHub stars" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/wickra-backtest/stars.svg">
+  </a>
+  <a href="https://github.com/wickra-lib/wickra-backtest/network/members">
+    <img alt="GitHub forks" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/wickra-backtest/forks.svg">
+  </a>
+  <a href="https://github.com/wickra-lib/wickra-backtest/issues">
+    <img alt="GitHub issues" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/wickra-backtest/issues.svg">
+  </a>
+</p>
+
+<p align="center">
+  Built on <a href="https://github.com/wickra-lib/wickra">Wickra</a>. If it saved you time, the cheapest way to say thanks is to ⭐ the repo.
+</p>
+
+<p align="center">
+  <img alt="wickra-backtest star history" width="640"
+       src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/wickra-backtest/star-history.svg">
 </p>

package/package.json

@@ -5,7 +5,7 @@
     "kingchenc <support@wickra.org>"
   ],
   "description": "WebAssembly bindings for the wickra-backtest streaming backtester — backtest in the browser.",
-  "version": "0.1.0",
+  "version": "0.1.3",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",