Wickra Benchmark — R

Part of the Wickra ecosystem — for R. install.packages("wickrabenchmark", repos = "https://wickra-lib.r-universe.dev") — over the C ABI via .Call, prebuilt library fetched on install.

Recompute a curated benchmark case or suite with the deterministic Wickra engine and confirm its report and hash, from R over the Wickra C ABI hub (.Call).

Install

From r-universe:

install.packages("wickrabenchmark", repos = "https://wickra-lib.r-universe.dev")

The package's configure downloads the prebuilt C ABI library for this exact version from the GitHub release and bundles it, so an ordinary install needs nothing but a C toolchain (Rtools on Windows) for the thin .Call glue layer. To build against a local checkout instead, point it at the header and library with the environment variables below.

The package compiles a small C shim against the wickra-benchmark C ABI. Point it at the C ABI header and shared library via environment variables:

cargo build -p wickra-benchmark-c            # build the native C ABI library
export WKBENCH_INC=/path/to/bindings/c/include
export WKBENCH_LIB=/path/to/target/release
R CMD INSTALL bindings/r

At run time the loader must find the shared library (LD_LIBRARY_PATH / DYLD_LIBRARY_PATH, or PATH on Windows).

Quick start

Everything goes through a benchmark handle driven by JSON commands — the same command protocol every Wickra binding shares.

library(wickrabenchmark)

bench <- wkbench_new()

run_case <- paste0(
  '{"cmd":"run_case","case":{',
  '"id":"sma-crossover-01",',
  '"strategy":', strategy_spec, ',',              # a wickra-backtest StrategySpec
  '"dataset_ref":"sma-uptrend.csv",',
  '"expected":', expected_report, ',',
  '"expected_hash":"', expected_hash, '"},',
  '"data":', candles, '}'
)
result <- wkbench_command(bench, run_case)
cat(result)  # the full CaseResult as JSON

Commands

`cmd`	Payload	Response
`run_case`	`{case, data}`	the full `CaseResult`
`run_suite`	`{suite, datasets}`	a `SuiteReport`
`list_cases`	`{suite}`	`{ids:[...]}` (sorted)
`version`	—	`{version:...,engine_version:...}`

Domain errors (a bad case, an unknown command) come back in-band as {ok:false,error:...}; only null/UTF-8/panic conditions raise an R error.

Benchmark

Every binding forwards to the same data-driven Rust core, so what this one adds is the call overhead of R's native .Call interface over the C ABI, not a different result. The core's throughput is measured by the repository's benchmark suite and the nightly bench.yml run; the numbers, the machine and how to reproduce them are in the repository BENCHMARKS.md.

Documentation

The full guide, the spec reference and the API documentation live in the main repository and the documentation site:

Repository: https://github.com/wickra-lib/wickra-benchmark
Docs (guides, spec reference, cookbook): https://benchmark.wickra.org
Runnable example: examples/r/

Wickra Benchmark ships native bindings for Python, Node.js, WASM and Rust, plus a C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all forwarding to the same data-driven, unsafe-forbidden Rust core.

Security

Found a security issue? Please don't open a public issue. Report it privately via the repository's Security tab ("Report a vulnerability") or email support@wickra.org with a subject line starting [wickra security]. Full policy: https://github.com/wickra-lib/wickra-benchmark/blob/main/SECURITY.md.

Disclaimer

wickra-benchmark is research and engineering tooling, not financial advice. A passing case attests only that a report is the deterministic result of a given strategy over given data — it makes no claim about the quality, profitability or future performance of any strategy, nor about whether the data is representative of any market. Trading carries risk; you are responsible for your own decisions. wickra-benchmark is free software you run yourself: no hosted service, no data collection, no warranty.

License

Licensed under either of Apache-2.0 or MIT at your option.