Introduce benchmarks for npy/npz readers

Author: garyttierney

hftbacktest/Cargo.toml

@@ -54,6 +54,11 @@ hftbacktest-derive = { path = "../hftbacktest-derive", optional = true, version
 [dev-dependencies]
 tracing-subscriber = { version = "0.3.18", features = [] }
 clap = { version = "4.5.4", features = ["derive"] }
+criterion = { version = "0.5", features = ["html_reports"] }
+
+[[bench]]
+name = "formats"
+harness = false
 
 [package.metadata.docs.rs]
 all-features = true

hftbacktest/src/backtest/data/mod.rs

@@ -10,7 +10,7 @@ use std::{
     slice::SliceIndex,
 };
 
-pub use npy::{read_npy_file, read_npz_file, write_npy, Field, NpyDTyped, NpyHeader};
+pub use npy::{read_npy_file, read_npz_file, write_npy, write_npz, Field, NpyDTyped, NpyHeader};
 pub use reader::{Cache, DataSource, Reader};
 
 use crate::utils::{AlignedArray, CACHE_LINE_SIZE};

hftbacktest/src/backtest/data/npy/mod.rs

@@ -1,8 +1,10 @@
 use std::{
     fs::File,
-    io::{Error, ErrorKind, Read, Write},
+    io::{Error, ErrorKind, Read, Seek, Write},
 };
 
+use zip::{write::FileOptions, ZipWriter};
+
 use crate::backtest::data::{npy::parser::Value, Data, DataPtr, POD};
 
 mod parser;
@@ -255,6 +257,16 @@ pub fn write_npy<W: Write, T: NpyDTyped>(write: &mut W, data: &[T]) -> std::io::
     Ok(())
 }
 
+pub fn write_npz<W: Write + Seek, T: NpyDTyped>(write: &mut W, data: &[T]) -> std::io::Result<()> {
+    let mut archive = ZipWriter::new(write);
+
+    archive.start_file::<_, (), _>("data.npy", FileOptions::default())?;
+    write_npy(&mut archive, data)?;
+    archive.finish()?;
+
+    Ok(())
+}
+
 fn vec_as_bytes<T>(vec: &[T]) -> &[u8] {
     let len = std::mem::size_of_val(vec);
     let ptr = vec.as_ptr() as *const u8;