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ferro-ta-main/benchmarks/fixtures/generate_canonical.py

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+#!/usr/bin/env python3
+"""Generate the canonical OHLCV benchmark fixture.
+
+This script creates benchmarks/fixtures/canonical_ohlcv.npz — a fixed,
+deterministic dataset used by the benchmark suite for both numerical-regression
+and performance tests.
+
+Run once (or when you want to regenerate):
+    python benchmarks/fixtures/generate_canonical.py
+
+The fixture is checked into the repository so that CI does not need to
+regenerate it every run.
+"""
+
+from __future__ import annotations
+
+import pathlib
+
+import numpy as np
+
+SEED = 20240101
+N = 2000  # number of bars
+
+RNG = np.random.default_rng(SEED)
+
+# Simulate a GBM-style price series
+returns = RNG.normal(0, 0.01, N)
+close = np.cumprod(1 + returns) * 100.0
+
+open_ = close * RNG.uniform(0.998, 1.002, N)
+high = np.maximum(close, open_) + np.abs(RNG.normal(0, 0.2, N))
+low = np.minimum(close, open_) - np.abs(RNG.normal(0, 0.2, N))
+volume = RNG.uniform(500_000, 2_000_000, N)
+
+out_path = pathlib.Path(__file__).parent / "canonical_ohlcv.npz"
+np.savez_compressed(
+    out_path,
+    open=open_,
+    high=high,
+    low=low,
+    close=close,
+    volume=volume,
+)
+print(f"Written {out_path}  (N={N}, seed={SEED})")