108 lines
3.3 KiB
C
108 lines
3.3 KiB
C
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/* Cross-language data-layer parity for the C / C++ binding: replay the shared
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* golden tick stream through the TickAggregator (push/drain) and check the
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* candles against the Rust reference, with and without gap filling. The same
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* source compiles under both a C and a C++ compiler. Fixtures are generated by
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* `cargo run -p wickra-examples --bin gen_golden`; the golden dir is argv[1].
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*/
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#include <math.h>
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#include <stdbool.h>
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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#include <string.h>
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#include "wickra.h"
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#define MAXROWS 256
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static const char *GDIR;
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static int read_csv(const char *name, double *rows, int ncol) {
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char path[1024];
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snprintf(path, sizeof(path), "%s/%s.csv", GDIR, name);
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FILE *f = fopen(path, "r");
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if (!f) {
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fprintf(stderr, "cannot open %s\n", path);
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exit(2);
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}
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char line[4096];
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int n = 0, first = 1;
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while (fgets(line, sizeof(line), f)) {
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line[strcspn(line, "\r\n")] = '\0';
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if (first) {
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first = 0;
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continue;
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}
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if (line[0] == '\0') {
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continue;
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}
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char *p = line;
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for (int j = 0; j < ncol; j++) {
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rows[n * ncol + j] = strtod(p, &p);
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if (*p == ',') {
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p++;
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}
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}
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n++;
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}
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fclose(f);
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return n;
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}
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static int check(const char *fixture, bool gap, const double *ticks, int nt) {
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struct TickAggregator *a = wickra_tick_aggregator_new(1000, gap);
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if (!a) {
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printf("FAIL %s: new returned NULL\n", fixture);
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return 1;
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}
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double want[MAXROWS * 6];
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int nw = read_csv(fixture, want, 6);
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double got[MAXROWS * 6];
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int ng = 0;
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for (int i = 0; i < nt; i++) {
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intptr_t n = wickra_tick_aggregator_push(a, ticks[i * 3 + 0], ticks[i * 3 + 1],
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(int64_t)ticks[i * 3 + 2]);
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if (n > 0) {
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struct WickraCandle buf[MAXROWS];
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intptr_t w = wickra_tick_aggregator_drain(a, buf, (uintptr_t)n);
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for (intptr_t j = 0; j < w; j++) {
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got[ng * 6 + 0] = buf[j].open;
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got[ng * 6 + 1] = buf[j].high;
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got[ng * 6 + 2] = buf[j].low;
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got[ng * 6 + 3] = buf[j].close;
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got[ng * 6 + 4] = buf[j].volume;
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got[ng * 6 + 5] = (double)buf[j].timestamp;
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ng++;
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}
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}
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}
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wickra_tick_aggregator_free(a);
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if (ng != nw) {
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printf("FAIL %s: %d candles vs %d\n", fixture, ng, nw);
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return 1;
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}
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int fails = 0;
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for (int i = 0; i < ng; i++) {
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for (int j = 0; j < 6; j++) {
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double w = want[i * 6 + j];
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double tol = 1e-9 * fmax(1.0, fabs(w));
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if (fabs(got[i * 6 + j] - w) > tol) {
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printf("FAIL %s row %d col %d: %g vs %g\n", fixture, i, j, got[i * 6 + j], w);
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fails++;
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}
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}
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}
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return fails;
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}
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int main(int argc, char **argv) {
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GDIR = (argc > 1) ? argv[1] : "testdata/golden";
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double ticks[MAXROWS * 3];
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int nt = read_csv("data_ticks", ticks, 3);
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int fails = check("data_candles", false, ticks, nt);
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fails += check("data_candles_gap", true, ticks, nt);
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if (fails == 0) {
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printf("C/C++ data layer: OK (%d ticks)\n", nt);
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}
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return fails ? 1 : 0;
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}
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