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B9: raise ValueError instead of panicking on non-contiguous arrays

Browse Source 
Every Python batch() did prices.as_slice().expect("contiguous"), so a
non-contiguous NumPy input (e.g. a strided view) aborted with a Rust
panic instead of a catchable exception. as_slice() failures now map to a
PyValueError pointing at np.ascontiguousarray; the scalar / MACD /
Bollinger batch methods that returned a bare array were lifted to
PyResult so the error can propagate. Adds input-validation tests
(non-contiguous arrays, unequal-length candle batches, ROC/TRIX
defaults). All 60 Python tests pass against the freshly built wheel.
This commit is contained in:
kingchenc
2026-05-22 04:14:11 +02:00
parent aeea6a89bb
commit 41d52ec5be
2 changed files with 217 additions and 75 deletions
Download Patch File Download Diff File Expand all files Collapse all files
bindings/python/src/lib.rs
+176 -75
View File
@@ -31,6 +31,9 @@ fn flatten(values: Vec<Option<f64>>) -> Vec<f64> {
values.into_iter().map(opt_to_nan).collect()
}
/// Raised instead of panicking when a NumPy input is not C-contiguous.
const NON_CONTIGUOUS: &str = "array must be C-contiguous; pass np.ascontiguousarray(arr)";
// ============================== SMA ==============================
#[pyclass(name = "SMA", module = "wickra._wickra")]
@@ -54,9 +57,11 @@ impl PySma {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let slice = prices.as_slice().expect("contiguous numpy array");
flatten(self.inner.batch(slice)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -103,9 +108,11 @@ impl PyEma {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let slice = prices.as_slice().expect("contiguous numpy array");
flatten(self.inner.batch(slice)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -156,9 +163,11 @@ impl PyWma {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let slice = prices.as_slice().expect("contiguous numpy array");
flatten(self.inner.batch(slice)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -206,9 +215,11 @@ impl PyRsi {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let slice = prices.as_slice().expect("contiguous numpy array");
flatten(self.inner.batch(slice)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -261,8 +272,10 @@ impl PyMacd {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray2<f64>> {
let slice = prices.as_slice().expect("contiguous numpy array");
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let n = slice.len();
let mut out = vec![f64::NAN; n * 3];
for (i, p) in slice.iter().enumerate() {
@@ -272,9 +285,9 @@ impl PyMacd {
out[i * 3 + 2] = o.histogram;
}
}
numpy::ndarray::Array2::from_shape_vec((n, 3), out)
Ok(numpy::ndarray::Array2::from_shape_vec((n, 3), out)
.expect("shape consistent")
.into_pyarray_bound(py)
.into_pyarray_bound(py))
}
#[getter]
fn periods(&self) -> (usize, usize, usize) {
@@ -323,8 +336,10 @@ impl PyBb {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray2<f64>> {
let slice = prices.as_slice().expect("contiguous numpy array");
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let n = slice.len();
let mut out = vec![f64::NAN; n * 4];
for (i, p) in slice.iter().enumerate() {
@@ -335,9 +350,9 @@ impl PyBb {
out[i * 4 + 3] = o.stddev;
}
}
numpy::ndarray::Array2::from_shape_vec((n, 4), out)
Ok(numpy::ndarray::Array2::from_shape_vec((n, 4), out)
.expect("shape consistent")
.into_pyarray_bound(py)
.into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -426,9 +441,15 @@ impl PyAtr {
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"high, low, close must be equal length",
@@ -488,9 +509,15 @@ impl PyStoch {
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"high, low, close must be equal length",
@@ -555,8 +582,12 @@ impl PyObv {
close: PyReadonlyArray1<'py, f64>,
volume: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let c = close.as_slice().expect("contiguous");
let v = volume.as_slice().expect("contiguous");
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let v = volume
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if c.len() != v.len() {
return Err(PyValueError::new_err(
"close and volume must be equal length",
@@ -610,9 +641,11 @@ impl PyDema {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let s = prices.as_slice().expect("contiguous");
flatten(self.inner.batch(s)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let s = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(s)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -655,9 +688,11 @@ impl PyTema {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let s = prices.as_slice().expect("contiguous");
flatten(self.inner.batch(s)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let s = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(s)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -700,9 +735,11 @@ impl PyHma {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let s = prices.as_slice().expect("contiguous");
flatten(self.inner.batch(s)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let s = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(s)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -746,9 +783,11 @@ impl PyKama {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let s = prices.as_slice().expect("contiguous");
flatten(self.inner.batch(s)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let s = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(s)).into_pyarray_bound(py))
}
fn reset(&mut self) {
self.inner.reset();
@@ -792,9 +831,15 @@ impl PyCci {
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"high, low, close must be equal length",
@@ -849,9 +894,11 @@ impl PyRoc {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let s = prices.as_slice().expect("contiguous");
flatten(self.inner.batch(s)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let s = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(s)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
@@ -899,9 +946,15 @@ impl PyWilliamsR {
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"high, low, close must be equal length",
@@ -955,9 +1008,15 @@ impl PyAdx {
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"high, low, close must be equal length",
@@ -1017,10 +1076,18 @@ impl PyMfi {
close: PyReadonlyArray1<'py, f64>,
volume: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let v = volume.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let v = volume
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() || c.len() != v.len() {
return Err(PyValueError::new_err(
"high, low, close, volume must be equal length",
@@ -1068,9 +1135,11 @@ impl PyTrix {
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> Bound<'py, PyArray1<f64>> {
let s = prices.as_slice().expect("contiguous");
flatten(self.inner.batch(s)).into_pyarray_bound(py)
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let s = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(s)).into_pyarray_bound(py))
}
fn reset(&mut self) {
self.inner.reset();
@@ -1111,9 +1180,15 @@ impl PyPsar {
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"high, low, close must be equal length",
@@ -1167,9 +1242,15 @@ impl PyKeltner {
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"high, low, close must be equal length",
@@ -1227,8 +1308,12 @@ impl PyDonchian {
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
@@ -1285,10 +1370,18 @@ impl PyVwap {
close: PyReadonlyArray1<'py, f64>,
volume: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let c = close.as_slice().expect("contiguous");
let v = volume.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let v = volume
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() || l.len() != c.len() || c.len() != v.len() {
return Err(PyValueError::new_err(
"high, low, close, volume must be equal length",
@@ -1339,8 +1432,12 @@ impl PyAo {
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
@@ -1389,8 +1486,12 @@ impl PyAroon {
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high.as_slice().expect("contiguous");
let l = low.as_slice().expect("contiguous");
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
bindings/python/tests/test_input_validation.py
+41
View File
@@ -0,0 +1,41 @@
"""Input-validation tests: malformed NumPy inputs raise ValueError, not panics."""
from __future__ import annotations
import numpy as np
import pytest
import wickra as ta
def test_non_contiguous_array_raises_value_error():
# A strided view is not C-contiguous; batch() must reject it cleanly.
base = np.linspace(1.0, 100.0, 60)
non_contiguous = base[::2]
assert not non_contiguous.flags["C_CONTIGUOUS"]
with pytest.raises(ValueError):
ta.SMA(5).batch(non_contiguous)
def test_ascontiguousarray_recovers():
base = np.linspace(1.0, 100.0, 60)
fixed = np.ascontiguousarray(base[::2])
out = ta.SMA(5).batch(fixed)
assert out.shape == fixed.shape
def test_unequal_length_candle_batch_raises(ohlc_series):
high, low, close = ohlc_series
short = low[:-1]
with pytest.raises(ValueError):
ta.ATR(14).batch(high, short, close)
with pytest.raises(ValueError):
ta.WilliamsR(14).batch(high, short, close)
with pytest.raises(ValueError):
ta.Aroon(14).batch(high, short)
def test_roc_and_trix_have_default_periods():
# ROC/TRIX gained constructor defaults matching the TA-Lib convention.
assert ta.ROC().period == 10
assert ta.TRIX() is not None