wickra/bindings/java/gen_golden_test.py

"""Generate src/test/java/org/wickra/GoldenAllTest.java: a reflection-driven
value-parity test that replays the shared golden input through every one of the
514 Java indicators and checks output bit-for-bit against the Rust reference
fixtures g_<Canonical>.csv. The per-indicator spec is embedded so the test has
no JSON dependency; a single reflective runner covers all archetypes.

Run from repo root:  python bindings/java/gen_golden_test.py
"""
import json
import os

ROOT = os.path.normpath(os.path.join(os.path.dirname(__file__), "..", ".."))
MAN = json.load(open(os.path.join(ROOT, "testdata", "golden", "golden_manifest.json")))


def params_lit(ps):
    if not ps:
        return "new double[]{}"
    return "new double[]{" + ", ".join(repr(float(p)) for p in ps) + "}"


specs = []
for e in MAN:
    n = e.get("n", e.get("width", 0))
    specs.append(f'        new Spec("{e["canonical"]}", "{e["arch"]}", {params_lit(e["params"])}, {n}),')
specs_block = "\n".join(specs)

# Canonical core Indicator::name() per indicator, shared across every binding.
NAMES = json.load(open(os.path.join(ROOT, "testdata", "golden", "names.json")))
names_block = "\n".join(
    f"        NAMES.put({json.dumps(c)}, {json.dumps(NAMES[c])});" for c in sorted(NAMES)
)

TEMPLATE = '''// Code generated by gen_golden_test.py. DO NOT EDIT.
package org.wickra;

import org.junit.jupiter.api.DynamicTest;
import org.junit.jupiter.api.TestFactory;

import java.io.IOException;
import java.lang.reflect.Array;
import java.lang.reflect.Constructor;
import java.lang.reflect.Method;
import java.lang.reflect.RecordComponent;
import java.nio.file.Files;
import java.nio.file.Path;
import java.util.ArrayList;
import java.util.List;

import static org.junit.jupiter.api.Assertions.assertTrue;
import static org.junit.jupiter.api.DynamicTest.dynamicTest;

/**
 * Reflection-driven value parity for the whole 514-indicator catalogue: each
 * indicator is reconstructed by its class name, fed the synthetic stream derived
 * from the shared golden input (identical to gen_golden's Rust construction) and
 * checked bit-for-bit against testdata/golden/g_&lt;Canonical&gt;.csv. One runner
 * flattens scalar, multi-output records, profiles and bar arrays by reflection.
 */
class GoldenAllTest {
    private static final double TOL = 1e-6;

    private record Spec(String canonical, String arch, double[] params, int width) {}

    private static final Spec[] SPECS = {
%SPECS%
    };

    private static final java.util.Map<String, String> NAMES = new java.util.HashMap<>();
    static {
%NAMES%
    }

    private static Path goldenDir() {
        java.io.File d = new java.io.File("").getAbsoluteFile();
        while (d != null) {
            java.io.File g = new java.io.File(d, "testdata/golden");
            if (g.isDirectory()) {
                return g.toPath();
            }
            d = d.getParentFile();
        }
        throw new IllegalStateException("testdata/golden not found");
    }

    private static double cell(String s) {
        return switch (s) {
            case "nan" -> Double.NaN;
            case "inf" -> Double.POSITIVE_INFINITY;
            case "-inf" -> Double.NEGATIVE_INFINITY;
            default -> Double.parseDouble(s);
        };
    }

    private static double[][] input() throws IOException {
        List<String> lines = Files.readAllLines(goldenDir().resolve("input.csv"));
        List<double[]> rows = new ArrayList<>();
        for (int i = 1; i < lines.size(); i++) {
            if (lines.get(i).isEmpty()) continue;
            String[] p = lines.get(i).split(",");
            double[] r = new double[p.length];
            for (int j = 0; j < p.length; j++) r[j] = Double.parseDouble(p[j]);
            rows.add(r);
        }
        return rows.toArray(new double[0][]);
    }

    // Keep blank lines (a candle on which no bar closed) so rows stay aligned.
    private static double[][] fixture(String name) throws IOException {
        List<String> lines = Files.readAllLines(goldenDir().resolve("g_" + name + ".csv"));
        List<double[]> rows = new ArrayList<>();
        for (int i = 1; i < lines.size(); i++) {
            String ln = lines.get(i);
            if (ln.isEmpty()) {
                rows.add(new double[0]);
                continue;
            }
            String[] p = ln.split(",");
            double[] r = new double[p.length];
            for (int j = 0; j < p.length; j++) r[j] = cell(p[j]);
            rows.add(r);
        }
        return rows.toArray(new double[0][]);
    }

    private static double[] nanRow(int n) {
        double[] r = new double[n];
        java.util.Arrays.fill(r, Double.NaN);
        return r;
    }

    private static double[] derivFields(double[] r) {
        double o = r[0], h = r[1], l = r[2], c = r[3], v = r[4];
        return new double[]{
            (c - o) / c * 0.01, c, c - 0.5, c + 1.0, v * 10.0, v * 0.6, v * 0.4,
            v * 0.55, v * 0.45, h - c, c - l,
        };
    }

    private static double[] crossList(double[] r, int which) {
        double o = r[0], c = r[3], v = r[4];
        double[] out = new double[5];
        for (int j = 0; j < 5; j++) {
            out[j] = switch (which) {
                case 0 -> (c - o) + j;
                case 1 -> v + j * 10.0;
                case 2 -> j % 2 == 0 ? 1.0 : 0.0; // newHigh
                case 3 -> j % 3 == 0 ? 1.0 : 0.0; // newLow
                case 4 -> j % 2 == 0 ? 1.0 : 0.0; // aboveMa
                default -> j % 3 == 0 ? 1.0 : 0.0; // onBuySignal
            };
        }
        return out;
    }

    private static double[] obList(double[] r, int which) {
        double c = r[3], v = r[4];
        double[] out = new double[5];
        for (int k = 0; k < 5; k++) {
            double kf = k + 1;
            out[k] = switch (which) {
                case 0 -> c - 0.1 * kf;
                case 1 -> v / kf;
                case 2 -> c + 0.1 * kf;
                default -> v * 0.9 / kf;
            };
        }
        return out;
    }

    private static double[] flattenRecord(Object o) throws Exception {
        RecordComponent[] rc = o.getClass().getRecordComponents();
        List<Double> list = new ArrayList<>();
        for (RecordComponent c : rc) {
            Object v = c.getAccessor().invoke(o);
            if (v instanceof double[] arr) {
                for (double d : arr) list.add(d);
            } else if (v instanceof Number num) {
                list.add(num.doubleValue());
            }
        }
        double[] out = new double[list.size()];
        for (int i = 0; i < out.length; i++) out[i] = list.get(i);
        return out;
    }

    private static double[] flattenArray(Object arr) throws Exception {
        int len = Array.getLength(arr);
        List<Double> list = new ArrayList<>();
        for (int i = 0; i < len; i++) {
            for (double d : flattenRecord(Array.get(arr, i))) list.add(d);
        }
        double[] out = new double[list.size()];
        for (int i = 0; i < out.length; i++) out[i] = list.get(i);
        return out;
    }

    private static Object construct(Spec s) throws Exception {
        Class<?> cls = Class.forName("org.wickra." + s.canonical());
        Constructor<?> ctor = cls.getConstructors()[0];
        Class<?>[] pt = ctor.getParameterTypes();
        Object[] args = new Object[pt.length];
        for (int i = 0; i < pt.length; i++) {
            double v = s.params()[i];
            if (pt[i] == int.class) args[i] = (int) Math.round(v);
            else if (pt[i] == long.class) args[i] = (long) Math.round(v);
            else args[i] = v;
        }
        return ctor.newInstance(args);
    }

    private static Method updateMethod(Object ind) {
        for (Method m : ind.getClass().getMethods()) {
            if (m.getName().equals("update")) return m;
        }
        throw new IllegalStateException("no update on " + ind.getClass());
    }

    private static double[] row(Spec s, Object ind, Method upd, double[] r, int i) throws Exception {
        double o = r[0], h = r[1], l = r[2], c = r[3], v = r[4];
        Object res = switch (s.arch()) {
            case "scalar_f64", "multi_f64" -> upd.invoke(ind, c);
            case "pairwise", "multi_pairwise" -> upd.invoke(ind, c, o);
            case "scalar_candle", "multi_candle", "profile_bins", "profile_pricebins" ->
                upd.invoke(ind, o, h, l, c, v, (long) i);
            case "trade" -> upd.invoke(ind, c, v, c >= o, (long) i);
            case "trademid" -> upd.invoke(ind, c, v, c >= o, (long) i, (h + l) / 2);
            case "ob" -> upd.invoke(ind, obList(r, 0), obList(r, 1), obList(r, 2), obList(r, 3));
            case "cross" -> upd.invoke(ind, crossList(r, 0), crossList(r, 1), crossList(r, 2),
                crossList(r, 3), crossList(r, 4), crossList(r, 5), (long) i);
            case "deriv", "deriv_multi" -> {
                double[] d = derivFields(r);
                yield upd.invoke(ind, d[0], d[1], d[2], d[3], d[4], d[5], d[6], d[7], d[8], d[9], d[10], (long) i);
            }
            case "bars_close" -> upd.invoke(ind, c, c, c, c, 1.0, 0L);
            case "bars_candle4" -> upd.invoke(ind, o, h, l, c, 1.0, 0L);
            case "bars_candle5" -> upd.invoke(ind, o, h, l, c, v, 0L);
            case "footprint" -> upd.invoke(ind, c, v, c >= o, (long) i);
            default -> throw new IllegalStateException("arch " + s.arch());
        };
        return switch (s.arch()) {
            case "scalar_f64", "scalar_candle", "pairwise", "trade", "trademid", "ob", "cross", "deriv" ->
                new double[]{((Number) res).doubleValue()};
            case "multi_f64", "multi_candle", "multi_pairwise", "deriv_multi", "profile_pricebins" ->
                res == null ? nanRow(s.width()) : flattenRecord(res);
            case "profile_bins" -> res == null ? nanRow(s.width()) : (double[]) res;
            default -> flattenArray(res); // bars_*, footprint
        };
    }

    @TestFactory
    List<DynamicTest> golden() throws Exception {
        double[][] rows = input();
        List<DynamicTest> tests = new ArrayList<>();
        for (Spec s : SPECS) {
            tests.add(dynamicTest(s.canonical(), () -> {
                Object ind = construct(s);
                String gotName = (String) ind.getClass().getMethod("name").invoke(ind);
                assertTrue(gotName.equals(NAMES.get(s.canonical())),
                    s.canonical() + ": name() " + gotName + " != " + NAMES.get(s.canonical()));
                Method upd = updateMethod(ind);
                double[][] exp = fixture(s.canonical());
                assertTrue(exp.length == rows.length, s.canonical() + ": row count " + exp.length + " vs " + rows.length);
                for (int i = 0; i < rows.length; i++) {
                    double[] got = row(s, ind, upd, rows[i], i);
                    double[] want = exp[i];
                    assertTrue(got.length == want.length,
                        s.canonical() + " row " + i + ": arity " + got.length + " vs " + want.length);
                    for (int k = 0; k < want.length; k++) {
                        double w = want[k], g = got[k];
                        if (Double.isNaN(w)) {
                            assertTrue(Double.isNaN(g), s.canonical() + " row " + i + " col " + k + ": want NaN got " + g);
                        } else if (Double.isInfinite(w)) {
                            assertTrue(Double.isInfinite(g) && Math.signum(g) == Math.signum(w),
                                s.canonical() + " row " + i + " col " + k + ": want " + w + " got " + g);
                        } else {
                            double tol = TOL * Math.max(1.0, Math.abs(w));
                            assertTrue(Math.abs(g - w) <= tol,
                                s.canonical() + " row " + i + " col " + k + ": got " + g + " want " + w);
                        }
                    }
                }
            }));
        }
        return tests;
    }
}
'''

out = TEMPLATE.replace("%SPECS%", specs_block).replace("%NAMES%", names_block)
dest = os.path.join(ROOT, "bindings", "java", "src", "test", "java", "org", "wickra", "GoldenAllTest.java")
open(dest, "w", encoding="utf-8").write(out)
print("generated GoldenAllTest.java with", len(MAN), "indicators")