docs+ci: surface 10-language golden verification (#303)
* docs+ci: surface 10-language golden verification; add WASM golden CI - README: add C++ to the Quickstart list and state prominently that all 514 indicators are replayed through all 10 languages and checked bit-for-bit against the Rust reference. - CHANGELOG: document the cross-language golden suite, the Java and R C-ABI bool-marshalling fixes, the C# nullable directive and the live_binance rename. - ci.yml: run the WASM golden suite (nodejs-target build + node --test); the C/C++ golden tests already run via the C-ABI job's ctest and the other bindings pick up their golden runners in their existing test suites. * readme: add verified badge + prominent per-language throughput table - Add the 'verified across 10 languages' badge to the badge row, linking to the FAQ that explains the cross-language golden parity. - Surface a per-binding throughput table (the cost of each language's FFI boundary) so readers can pick a binding that keeps up with streaming hot loops — the cross-library benchmarks stay in BENCHMARKS.md. * changelog: note the verified badge and per-binding throughput table * docs: fix cross-language consistency (audit) - docs/README.md: add the missing C++ quickstart link. - README testing section: the golden parity now covers all 10 languages and all 514 indicators (was 'four C-ABI bindings, 7 archetype indicators'). - CHANGELOG: the live_binance rename also covers the C examples.
This commit is contained in:
@@ -566,6 +566,12 @@ jobs:
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test -f bindings/wasm/pkg/wickra_wasm_bg.wasm
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test -f bindings/wasm/pkg/wickra_wasm.d.ts
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- name: Build WASM package (nodejs target) for the golden suite
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run: wasm-pack build bindings/wasm --target nodejs --release --out-dir pkg
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- name: Golden parity — all 514 indicators vs the Rust reference
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run: node --test bindings/wasm/tests/golden.test.js
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node:
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name: Node ${{ matrix.node-version }} on ${{ matrix.os }}
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runs-on: ${{ matrix.os }}
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@@ -7,7 +7,43 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [Unreleased]
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### Added
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- **Cross-language golden parity for all 514 indicators across all 10 languages.**
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A new `gen_golden` reference emits a deterministic OHLCV input series plus the
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Rust output of every one of the 514 indicators to `testdata/golden/`. Each
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binding now replays that shared input and is checked **bit-for-bit against the
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Rust reference**, covering every archetype (scalar, multi-output, pairwise,
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derivatives-tick, cross-section, order-book, trade, profile, alt-chart bars,
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footprint):
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- Python, Node.js, Java and R via reflection-driven runners.
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- Go, C# and C/C++ via generated dispatch (`golden_all_test.go`,
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`GoldenAllTests.g.cs`, `examples/c/golden_test.c` compiled as both C and C++).
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- WASM via a `node --test` runner over the nodejs-target build.
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- CI now runs the WASM golden suite; the C/C++ golden tests run as `ctest`
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targets in the existing C-ABI job, and the Python/Node/Go/C#/Java/R suites pick
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up their golden runners automatically.
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- **README:** a "verified across 10 languages" badge (linking to the FAQ that
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explains the cross-language golden parity) and a per-binding throughput table so
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readers can pick a binding by its streaming FFI cost.
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### Fixed
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- **Java binding marshalled C ABI `bool` parameters incorrectly.** The
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cross-section state flags (`newHigh`, `newLow`, `aboveMa`, `onBuySignal`) were
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allocated as `JAVA_DOUBLE` arrays and passed to `const bool*` parameters, so the
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native side read the low byte of each 8-byte double and saw every flag as
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`false` (affecting e.g. `NewHighsNewLows`, `HighLowIndex`, `BullishPercentIndex`,
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`PercentAboveMa`). They are now packed into a real `bool` buffer. `MacdExt`'s
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`MaType` arguments are now passed as `byte` to match the `uint8_t` downcall.
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- **R binding marshalled C ABI `bool` flags incorrectly.** `(bool *)REAL(x)`
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reinterpreted the 8-byte doubles as 1-byte bools across the 15 cross-section
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update wrappers, reading every flag as `false`; the flags are now converted into
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a real C `bool` buffer.
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- C# binding: added the `#nullable enable` directive the generated
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`Indicators.g.cs` requires, clearing four `CS8669` warnings.
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### Changed
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- Renamed the `live_trading` examples to `live_binance` across the Python, Node.js,
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WASM and C examples — they poll Binance market data, they do not place trades.
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- **Breaking — de-duplicated four indicators that computed identically to another
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one.** Each is now its own distinct, correctly-defined indicator (the catalogue
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stays at the same count):
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@@ -18,6 +18,7 @@
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[](https://www.bestpractices.dev/projects/13094)
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[](https://github.com/wickra-lib/wickra/attestations)
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[](https://docs.wickra.org)
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[](https://docs.wickra.org/FAQ#do-all-the-language-bindings-compute-the-same-values)
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**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
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@@ -53,6 +54,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
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[Node](https://docs.wickra.org/Quickstart-Node),
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[WASM](https://docs.wickra.org/Quickstart-WASM),
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[C](https://docs.wickra.org/Quickstart-C),
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[C++](https://docs.wickra.org/Quickstart-C),
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[C#](https://docs.wickra.org/Quickstart-CSharp),
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[Go](https://docs.wickra.org/Quickstart-Go),
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[Java](https://docs.wickra.org/Quickstart-Java),
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@@ -89,6 +91,11 @@ times to get there.
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runs a real warmup, and returns an `Option` so a single bad tick can't silently
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poison state. `batch == streaming` is **bit-exact, fuzzed and 100 %-line-covered
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for all 514 indicators**.
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- **Identical across every language — proven, not promised.** All 514 indicators
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are replayed through **all 10 languages** (Rust · Python · Node.js · WASM · C ·
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C++ · C# · Go · Java · R) and checked **bit-for-bit against the Rust reference**
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via shared golden fixtures in CI. The math is verifiably the same everywhere —
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this very check caught and fixed two real cross-language marshalling bugs.
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- **Orders of magnitude faster where it counts.** In streaming Wickra is **11–56×**
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faster than the only other incremental peer and **thousands of times** faster
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than recompute-on-every-tick libraries. On batch it wins several rows outright
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@@ -137,12 +144,38 @@ elsewhere for `None`-warmup, NaN-safety and bit-exact `batch == streaming`.
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Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
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**[BENCHMARKS.md](BENCHMARKS.md)**.
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### Pick your language with eyes open — per-binding throughput
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Every binding calls the **same** Rust core, so this is **not** a speed claim — it
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is the raw cost of crossing each language's FFI boundary (`SMA(20)`, 200 000 bars,
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Ryzen 9 9950X, million updates/sec). **Batch is near-core everywhere; streaming is
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where the boundary shows** — so if you stream tick-by-tick, the table tells you
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which binding keeps up and which to avoid for hot loops.
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| Language | streaming (Mupd/s) | batch (Mupd/s) |
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|-----------------|-------------------:|---------------:|
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| Rust (no FFI) | 391 | 500 |
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| C / C++ | 383 | 330 |
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| C# | 337 | 244 |
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| Python | 33 | 488 |
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| Java | 28 | 175 |
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| Go | 24 | 400 |
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| WASM | 19 | 167 |
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| Node.js | 17 | 10 |
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| R | 0.1 | 193 |
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All ten share one verified implementation (see the verification badge above), so
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the *numbers* differ but the *values* are bit-for-bit identical. Methodology and
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the per-indicator breakdown are in [BENCHMARKS.md](BENCHMARKS.md#3-per-binding-throughput--the-cost-of-the-boundary).
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## Indicators
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514 streaming-first indicators across twenty-four families. Every one passes the
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`batch == streaming` equivalence test, reference-value tests, and reset
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semantics tests. Each has a per-indicator deep dive (formula, parameters,
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warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
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semantics tests — and is replayed through **all 10 languages** and checked
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bit-for-bit against the Rust reference (golden fixtures, in CI). Each has a
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per-indicator deep dive (formula, parameters, warmup) at
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[docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
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| Family | Indicators |
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|--------|-----------|
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@@ -381,11 +414,15 @@ Every layer is covered; run the suites with the commands in
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- `bindings/java`: JUnit cases covering one indicator per FFI archetype
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(scalar/batch, multi-output, bars, profile, array input) plus batch equivalence.
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The four C-ABI bindings (C#, Go, Java, R) additionally replay a shared,
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language-neutral golden fixture (`testdata/golden/*.csv`, generated by
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`cargo run -p wickra-examples --bin gen_golden`) and assert exact parity with the
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Rust reference outputs across every archetype (SMA, EMA, RSI, ATR, MACD, ADX,
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Beta), catching FFI wiring bugs the math-only core tests cannot see.
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On top of those per-binding tests, **all 10 languages** (Rust, Python, Node.js,
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WASM, C, C++, C#, Go, Java, R) replay a shared, language-neutral golden fixture
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(`testdata/golden/*.csv`, generated by
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`cargo run -p wickra-examples --bin gen_golden`) and assert **bit-for-bit parity
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with the Rust reference for every one of the 514 indicators** across every
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archetype (scalar, multi-output, pairwise, derivatives-tick, cross-section,
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order-book, trade, profile, alt-chart bars, footprint). This catches FFI wiring
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bugs the math-only core tests cannot see — it has already found and fixed real
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cross-language marshalling bugs in the Java and R bindings.
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## Contributing
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@@ -9,6 +9,7 @@ That includes:
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[Node](https://docs.wickra.org/Quickstart-Node),
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[WASM](https://docs.wickra.org/Quickstart-WASM),
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[C](https://docs.wickra.org/Quickstart-C),
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[C++](https://docs.wickra.org/Quickstart-C),
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[C#](https://docs.wickra.org/Quickstart-CSharp),
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[Go](https://docs.wickra.org/Quickstart-Go),
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[Java](https://docs.wickra.org/Quickstart-Java), and
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