45 lines
1.3 KiB
Python
45 lines
1.3 KiB
Python
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"""Cross-language data-layer parity for the Python binding: replay the shared
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golden tick stream through the TickAggregator and check the candles against the
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Rust-generated fixtures, with and without gap filling. Fixtures are produced by
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``cargo run -p wickra-examples --bin gen_golden``.
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"""
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import csv
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import os
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import pytest
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import wickra as ta
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HERE = os.path.dirname(__file__)
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GOLDEN = os.path.normpath(os.path.join(HERE, "..", "..", "..", "testdata", "golden"))
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def _read(name):
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with open(os.path.join(GOLDEN, name + ".csv"), newline="") as f:
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rows = list(csv.reader(f))
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return [[float(x) for x in r] for r in rows[1:] if r]
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TICKS = _read("data_ticks")
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def _run(gap_fill):
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agg = ta.TickAggregator(1000, gap_fill=gap_fill)
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out = []
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for price, size, ts in TICKS:
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out.extend(agg.push(price, size, int(ts)))
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return out
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@pytest.mark.parametrize(
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"gap_fill,fixture",
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[(False, "data_candles"), (True, "data_candles_gap")],
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)
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def test_tick_aggregator_matches_golden(gap_fill, fixture):
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got = _run(gap_fill)
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want = _read(fixture)
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assert len(got) == len(want)
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for i, (g, w) in enumerate(zip(got, want)):
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for j in range(6):
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tol = 1e-9 * max(1.0, abs(w[j]))
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assert abs(g[j] - w[j]) <= tol, f"row {i} col {j}: {g[j]} vs {w[j]}"
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