123 lines
5.3 KiB
Python
123 lines
5.3 KiB
Python
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"""Build node_manifest.json: for every one of the 514 indicators, record the
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native class name, constructor parameter values, the ordered update argument
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names (parsed from index.d.ts, each flagged scalar/array) and how to read its
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output against the shared g_<Canonical>.csv fixtures. Run from repo root."""
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import json
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import os
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import re
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ROOT = os.path.normpath(os.path.join(os.path.dirname(__file__), "..", "..", ".."))
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DTS = os.path.join(ROOT, "bindings", "node", "index.d.ts")
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GOLDEN = os.path.join(ROOT, "testdata", "golden")
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def camel(snake):
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head, *rest = snake.split("_")
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return head + "".join(p[:1].upper() + p[1:] for p in rest)
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def parse_args(sig):
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out = []
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for p in sig.split(","):
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p = p.strip()
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if not p:
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continue
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name = p.split(":")[0].strip().rstrip("?")
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typ = p.split(":", 1)[1].strip() if ":" in p else ""
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out.append({"name": name, "array": "Array" in typ})
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return out
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dts = open(DTS, encoding="utf-8").read()
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node_upd = {}
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for name, body in re.findall(r"export declare class (\w+) \{(.*?)\n\}", dts, re.S):
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um = re.search(r"\bupdate\(([^)]*)\)", body)
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node_upd[name] = parse_args(um.group(1)) if um else []
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# constructor params: reuse the values pinned in the Python-side manifests.
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params = {}
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for fn in ("scalar_manifest", "multi_manifest"):
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for e in json.load(open(os.path.join(GOLDEN, fn + ".json"))):
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params[e["native"]] = e["params"]
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for fam in json.load(open(os.path.join(GOLDEN, "exotic_manifest.json"))).values():
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for e in fam:
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params[e["native"]] = e["params"]
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for e in json.load(open(os.path.join(GOLDEN, "profile_manifest.json"))):
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params[e["native"]] = e["params"]
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for e in json.load(open(os.path.join(GOLDEN, "bars_manifest.json"))):
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params[e["native"]] = e["params"]
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# the 11 hand-written archetypes (separate, non-g_ fixtures) keep their own test;
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# everything else is g_<Canonical>.csv. Output shape per native:
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multi_specs = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "multi_manifest.json")))}
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deriv_multi = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "exotic_manifest.json")))["deriv"] if "n" in e}
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profile_specs = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "profile_manifest.json")))}
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bars_specs = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "bars_manifest.json")))}
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# bar output field order (camelCase), mirroring gen_golden's per-bar tuple.
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BAR_FIELDS = {
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"RenkoBars": ["open", "close", "direction"],
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"KagiBars": ["start", "end", "direction"],
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"PointAndFigureBars": ["direction", "high", "low"],
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"RangeBars": ["open", "close", "direction"],
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"ThreeLineBreakBars": ["open", "close", "direction"],
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"ImbalanceBars": ["open", "high", "low", "close", "imbalance", "direction"],
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"RunBars": ["open", "high", "low", "close", "length", "direction"],
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"DollarBars": ["open", "high", "low", "close", "volume", "dollar"],
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"TickBars": ["open", "high", "low", "close", "volume"],
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"VolumeBars": ["open", "high", "low", "close", "volume"],
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"Footprint": ["price", "bidVol", "askVol"],
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}
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def header_fields(canon):
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with open(os.path.join(GOLDEN, "g_" + canon + ".csv"), encoding="utf-8") as f:
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return f.readline().strip().split(",")
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# canonical -> native, gathered from every Python-side manifest. The g_ fixture
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# is named by canonical (the Rust struct); the Node class is the native alias.
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canon_native = {}
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for fn in ("scalar_manifest", "multi_manifest"):
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for e in json.load(open(os.path.join(GOLDEN, fn + ".json"))):
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canon_native[e["canonical"]] = e["native"]
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for fam in json.load(open(os.path.join(GOLDEN, "exotic_manifest.json"))).values():
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for e in fam:
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canon_native[e["canonical"]] = e["native"]
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for e in json.load(open(os.path.join(GOLDEN, "profile_manifest.json"))):
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canon_native[e["canonical"]] = e["native"]
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for e in json.load(open(os.path.join(GOLDEN, "bars_manifest.json"))):
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canon_native[e["canonical"]] = e["native"]
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out = []
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for canon in sorted(canon_native):
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native = canon_native[canon]
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if native not in node_upd:
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raise SystemExit(f"node class for {canon} (native {native}) not found in index.d.ts")
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ctor = params.get(native, [])
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# EaseOfMovement's volume divisor is an optional Rust constructor argument
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# (default 1e8) but a required Node constructor parameter; pass it explicitly.
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if native == "EaseOfMovement":
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ctor = [ctor[0], 100000000.0]
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entry = {"canonical": canon, "native": native, "ctor": ctor, "args": node_upd[native]}
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if native in bars_specs:
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entry["out"] = "footprint" if native == "Footprint" else "bars"
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entry["fields"] = BAR_FIELDS[native]
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elif native in profile_specs:
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ps = profile_specs[native]
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entry["out"] = "profile_" + ps["kind"]
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entry["width"] = ps["width"]
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if ps["kind"] == "pricebins":
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entry["arrayField"] = "counts" if native == "TpoProfile" else "bins"
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elif native in deriv_multi or native in multi_specs:
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entry["out"] = "multi"
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entry["fields"] = [camel(c) for c in header_fields(canon)]
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else:
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entry["out"] = "scalar"
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out.append(entry)
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json.dump(out, open(os.path.join(GOLDEN, "node_manifest.json"), "w"), indent=1)
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print("node_manifest entries:", len(out))
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from collections import Counter
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print(Counter(e["out"] for e in out))
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