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.
61 lines
1.8 KiB
Rust
61 lines
1.8 KiB
Rust
/*!
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Fuzz target for `ferro_ta_core::overlap::bbands`.
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Verifies that BBANDS never panics and that the three output vectors
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(upper, middle, lower) always have the same length as the input.
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When finite, upper >= middle >= lower must hold.
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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::overlap;
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fuzz_target!(|data: &[u8]| {
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if data.len() < 3 {
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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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// Use second byte for deviation multipliers (1.0 - 4.0 range)
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let nbdevup = 1.0 + (data[1] as f64 / 255.0) * 3.0;
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let nbdevdn = 1.0 + (data[2] as f64 / 255.0) * 3.0;
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let float_bytes = &data[3..];
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let n_floats = float_bytes.len() / 8;
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if n_floats == 0 {
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return;
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}
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let close: Vec<f64> = (0..n_floats)
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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 (upper, middle, lower) = overlap::bbands(&close, timeperiod, nbdevup, nbdevdn);
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assert_eq!(upper.len(), close.len(), "BBANDS upper length mismatch");
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assert_eq!(middle.len(), close.len(), "BBANDS middle length mismatch");
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assert_eq!(lower.len(), close.len(), "BBANDS lower length mismatch");
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// When all three are finite, upper >= middle >= lower
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for i in 0..close.len() {
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if upper[i].is_finite() && middle[i].is_finite() && lower[i].is_finite() {
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assert!(
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upper[i] >= middle[i],
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"BBANDS upper[{i}] ({}) < middle[{i}] ({})",
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upper[i],
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middle[i]
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);
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assert!(
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middle[i] >= lower[i],
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"BBANDS middle[{i}] ({}) < lower[{i}] ({})",
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middle[i],
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lower[i]
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);
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}
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}
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});
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