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.
64 lines
1.7 KiB
Rust
64 lines
1.7 KiB
Rust
/*!
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Fuzz target for `ferro_ta_core::momentum::stoch`.
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Verifies that STOCH never panics, output lengths match, and finite
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values lie in [0, 100].
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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::momentum;
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fuzz_target!(|data: &[u8]| {
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if data.len() < 4 {
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return;
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}
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let fastk_period = ((data[0] as usize) % 32) + 1;
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let slowk_period = ((data[1] as usize) % 16) + 1;
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let slowd_period = ((data[2] as usize) % 16) + 1;
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// Need 3 f64s per bar (high, low, close)
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let float_bytes = &data[3..];
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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 (slowk, slowd) = momentum::stoch(high, low, close, fastk_period, slowk_period, slowd_period);
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assert_eq!(slowk.len(), high.len(), "STOCH slowk length mismatch");
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assert_eq!(slowd.len(), high.len(), "STOCH slowd length mismatch");
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// Finite values should be in [0, 100]
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for (i, &v) in slowk.iter().enumerate() {
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if v.is_finite() {
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assert!(
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v >= 0.0 && v <= 100.0,
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"STOCH slowk[{i}] = {v} is out of [0, 100]"
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);
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}
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}
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for (i, &v) in slowd.iter().enumerate() {
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if v.is_finite() {
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assert!(
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v >= 0.0 && v <= 100.0,
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"STOCH slowd[{i}] = {v} is out of [0, 100]"
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);
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}
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}
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});
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