Pratik Bhadane
436954138f
Update version numbers across Rust, Python, and documentation files to 1.1.0. Enhance the .gitignore to include macOS dSYM files and plans directory. Introduce new dependencies in the Rust core library and update the README to reflect recent performance benchmarks and backtesting engine capabilities. Add new artifacts to the benchmarks manifest and improve documentation for the backtesting engine API.
49 lines
1.3 KiB
Rust
49 lines
1.3 KiB
Rust
/*!
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Fuzz target for `ferro_ta_core::volatility::atr`.
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Verifies that ATR never panics, output length matches input, and all
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finite values are non-negative (ATR is always >= 0).
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*/
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#![no_main]
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use libfuzzer_sys::fuzz_target;
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use ferro_ta_core::volatility;
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fuzz_target!(|data: &[u8]| {
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if data.len() < 2 {
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return;
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}
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let timeperiod = ((data[0] as usize) % 64) + 1;
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// Need 3 f64s per bar (high, low, close)
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let float_bytes = &data[1..];
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let n_floats = float_bytes.len() / 8;
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let n_bars = n_floats / 3;
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if n_bars == 0 {
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return;
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}
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let all_floats: Vec<f64> = (0..n_bars * 3)
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.map(|i| {
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let chunk: [u8; 8] = float_bytes[i * 8..(i + 1) * 8].try_into().unwrap();
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f64::from_le_bytes(chunk)
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})
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.collect();
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let high = &all_floats[..n_bars];
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let low = &all_floats[n_bars..n_bars * 2];
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let close = &all_floats[n_bars * 2..n_bars * 3];
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let result = volatility::atr(high, low, close, timeperiod);
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assert_eq!(result.len(), high.len(), "ATR output length mismatch");
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// ATR values should be non-negative when finite
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for (i, &v) in result.iter().enumerate() {
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if v.is_finite() {
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assert!(v >= 0.0, "ATR result[{i}] = {v} is negative");
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}
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}
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});
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