62 lines
2.3 KiB
Python
62 lines
2.3 KiB
Python
|
"""Generic golden replay for the profile family: time/volume seasonality
|
||
|
|
histograms (`bins`) and price-binned market profiles (`price_low, price_high,
|
||
|
|
bins`). Each profile emits a fixed-width row once warm and `NaN`s during warmup.
|
||
|
|
|
||
|
|
The shared `testdata/golden/input.csv` candle series is replayed through the
|
||
|
|
Python FFI and the flattened histogram is checked bit-for-bit against the
|
||
|
|
Rust-generated `g_<Canonical>.csv`.
|
||
|
|
"""
|
||
|
|
import json
|
||
|
|
import math
|
||
|
|
import os
|
||
|
|
|
||
|
|
import pytest
|
||
|
|
import wickra as ta
|
||
|
|
|
||
|
|
HERE = os.path.dirname(__file__)
|
||
|
|
GOLDEN = os.path.normpath(os.path.join(HERE, "..", "..", "..", "testdata", "golden"))
|
||
|
|
|
||
|
|
|
||
|
|
def _cell(s):
|
||
|
|
return math.nan if s == "nan" else float(s)
|
||
|
|
|
||
|
|
|
||
|
|
def _rows(name):
|
||
|
|
with open(os.path.join(GOLDEN, name + ".csv")) as f:
|
||
|
|
return [[_cell(x) for x in line.split(",")] for line in f.read().splitlines()[1:] if line.strip()]
|
||
|
|
|
||
|
|
|
||
|
|
def _input():
|
||
|
|
with open(os.path.join(GOLDEN, "input.csv")) as f:
|
||
|
|
return [[float(x) for x in line.split(",")] for line in f.read().splitlines()[1:] if line.strip()]
|
||
|
|
|
||
|
|
|
||
|
|
with open(os.path.join(GOLDEN, "profile_manifest.json")) as _mf:
|
||
|
|
MANIFEST = json.load(_mf)
|
||
|
|
ROWS = _input()
|
||
|
|
|
||
|
|
|
||
|
|
@pytest.mark.parametrize("spec", MANIFEST, ids=[m["canonical"] for m in MANIFEST])
|
||
|
|
def test_profile_matches_golden(spec):
|
||
|
|
ind = getattr(ta, spec["native"])(*spec["params"])
|
||
|
|
expected = _rows("g_" + spec["canonical"])
|
||
|
|
width = spec["width"]
|
||
|
|
for i, (o, h, l, c, v) in enumerate(ROWS):
|
||
|
|
got = ind.update((o, h, l, c, v, i))
|
||
|
|
want = expected[i]
|
||
|
|
assert len(want) == width, f"{spec['canonical']} row {i}: fixture width {len(want)} != {width}"
|
||
|
|
if got is None:
|
||
|
|
assert all(math.isnan(w) for w in want), f"{spec['canonical']} row {i}: want {want} got None"
|
||
|
|
continue
|
||
|
|
if spec["kind"] == "pricebins":
|
||
|
|
price_low, price_high, bins = got
|
||
|
|
vals = [price_low, price_high, *list(bins)]
|
||
|
|
else:
|
||
|
|
vals = list(got)
|
||
|
|
assert len(vals) == width, f"{spec['canonical']} row {i}: arity {len(vals)} != {width}"
|
||
|
|
for gv, w in zip(vals, want):
|
||
|
|
if math.isnan(w):
|
||
|
|
assert math.isnan(gv), f"{spec['canonical']} row {i}: want NaN got {gv}"
|
||
|
|
else:
|
||
|
|
assert abs(gv - w) <= 1e-6 * max(1.0, abs(w)), f"{spec['canonical']} row {i}: got {gv} want {w}"
|