test: golden-pin the four de-duplicated indicators across all bindings (#305)
* test: golden-pin the four de-duplicated indicators across all C-ABI bindings Extend gen_golden to emit reference fixtures for AdOscillator (ADOSC), IntradayIntensity, AwesomeOscillatorHistogram and AverageDrawdown, and replay them through the Go / C# / Java / R golden harnesses so their corrected definitions stay bit-identical to the Rust core in every binding. Go suite verified locally (gcc 13 + cgo): all 9 golden tests pass; C#/Java/R use the same fixtures and harness pattern (CI-verified). First step of extending the golden coverage beyond the seven archetype representatives. * test: golden-pin the scalar-output tranche (308 indicators) against Rust Extend gen_golden with a generated emit_scalar that writes reference fixtures for every single-f64-output indicator (scalar / candle / pairwise input) using valid constructor params, and add a manifest-driven generic Python golden replay that reconstructs each by its native name and checks it bit-for-bit against the Rust output. 308 indicators now value-tied to the Rust core in Python (pytest: 308/308). Takes golden coverage from the 7 archetype representatives to 308+ of the catalogue. 22 scalar indicators with non-default constructor constraints are skipped by gen_golden for now (logged), as are non-f64-output ones; multi-output, exotic inputs and the per-indicator arg arities of the C-ABI/Node replays follow. Generated + verified locally with the full toolchain. * test: golden-pin the multi-output tranche (70 indicators) in Python Add a generated emit_multi to gen_golden (per-indicator Output-field access, one CSV column per field) and a manifest-driven generic Python replay that checks every field of each multi-output indicator against the Rust reference. 70 multi-output indicators now value-tied to Rust in Python; combined with the scalar tranche, 378 indicators are golden-pinned. 8 multi with non-default param constraints and 5 with non-f64 Output fields (Option/Vec/i64) are deferred. pytest green. * test(golden): add 30 constraint-tuned indicators to scalar/multi golden suite Emit golden fixtures for 22 scalar-output and 8 multi-output indicators whose constructors need non-default parameters (Alma, Jma, Psar, T3, Mama, DoubleBollinger, ZigZag, ...). All 408 fixtures replay bit-for-bit through the Python binding. * test(golden): cover 36 missed scalar/multi indicators Add 26 single-output (LinearRegression family, HT cycle, Candle volatility estimators, DrawdownDuration) and 10 multi-output (BollingerBands, MACD/MACDEXT/MACDFIX, Camarilla, VWAP bands, ...) indicators to the golden suite. 444 fixtures replay bit-for-bit through the Python binding. * test(golden): cover 50 exotic-input indicators Add deterministic synthetic feeders for the DerivativesTick (17), CrossSection (15), Trade (8), TradeQuote (3) and OrderBook (7) families, derived from the shared OHLCV input series in both gen_golden and a new Python replay harness (test_golden_exotic). All 494 fixtures replay bit-for-bit through the Python binding. * test(golden): complete 514-indicator golden coverage Add the final tranches: 3 mixed multi-output indicators (Ichimoku, WilliamsFractals, LeadLagCrossCorrelation), 6 histogram profiles (time/volume seasonality + TPO/volume price profiles), 10 alt-chart bar builders and the footprint. Every one of the 514 distinct indicators now has a Rust-generated g_<Canonical>.csv fixture and a generic Python replay (scalar/multi/exotic/profile/bars), all passing bit-for-bit. * test(golden): add generic Node replay for all 514 indicators A manifest-driven node:test harness reconstructs every indicator by its native class, feeds the same synthetic stream derived from the shared golden input, and checks output bit-for-bit against the Rust reference fixtures (scalar/multi/exotic/profile/bars). node_manifest.json is generated from index.d.ts plus the Python-side manifests. 514/514 pass. * test(golden): add generated Go replay for all 514 indicators golden_all_test.go (generated by gen_golden_test.py) reconstructs every Go indicator, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures. A reflection-based comparator flattens multi-output structs, profiles and bar slices so one path covers all archetypes. This is the first C-ABI binding verified across the full catalogue. 514/514 pass. * test(golden): add generated C# replay for all 514 indicators GoldenAllTests.g.cs (generated by gen_golden_test.py) reconstructs every C# indicator, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures via a reflection-based flatten covering scalar/multi/profile/bar archetypes. 514/514 pass. Also add the '#nullable enable' directive the compiler requires to the generated Indicators.g.cs, clearing the four CS8669 warnings on the nullable double[] profile return types. * fix(java): marshal C ABI bool params correctly; add 514 golden replay The Java FFM binding marshalled the cross-section state flags (newHigh, newLow, aboveMa, onBuySignal) as JAVA_DOUBLE arrays, but the C ABI takes them as const bool* (one byte each), so the native side read the low byte of each 8-byte double and saw every flag as false. Add WickraNative. boolSegment and use it across the 15 cross-section indicators. Also pass the MacdExt MaType arguments as byte to match the uint8_t downcall descriptor (was int, throwing WrongMethodTypeException). Add GoldenAllTest.java (generated by gen_golden_test.py): a reflection runner replaying all 514 indicators against the Rust reference fixtures. The bugs above were found by this test; 514/514 now pass. * fix(r): marshal C ABI bool flags correctly; add 514 golden replay The R wrapper passed the cross-section state flags as (bool *)REAL(x), reinterpreting the 8-byte doubles as 1-byte bools so the native side read every flag as false. Add wk_bool_vec to convert each flag vector into a real C bool buffer and use it for all 15 cross-section update wrappers. Add test-golden-all.R + generated golden_specs.R: a reflective runner replaying all 514 indicators against the Rust reference fixtures. The bug above was found by this test; verified 514/514 pass locally. * test(golden): add WASM replay for all 514 indicators A manifest-driven node:test harness loads the nodejs-target wasm-pack build, reconstructs every indicator by its JS class, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures. wasm_manifest.json is generated from the wasm .d.ts plus the shared manifests; a recursive flattener covers scalar, multi (Reflect objects), profile and bar shapes. 514/514 pass locally (wasm-pack build --target nodejs, then node --test). * test(golden): add C and C++ replay for all 514 indicators golden_test.c (generated by gen_golden_test.py) drives every indicator through the C ABI (wickra.h) and checks output bit-for-bit against the Rust reference fixtures. golden_test.cpp #includes the same source so the identical runner is compiled and run under both gcc (C) and g++ (C++) via the CMake targets golden_test / golden_test_cpp — proving the extern "C" header is consumable from each language. Both 514/514 (verified via ctest). * test(golden): gofmt the generated Go golden replay * test(golden): make the Node fixture reader CRLF-safe and pin fixtures to LF
This commit is contained in:
kingchenc
@@ -0,0 +1,122 @@
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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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@@ -0,0 +1,195 @@
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// Generic golden-fixture parity for the Node binding.
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//
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// Every one of the 514 indicators is reconstructed from `node_manifest.json`
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// (native class, constructor params, ordered update args), fed the synthetic
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// stream derived from the shared `testdata/golden/input.csv` — the exact same
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// construction the Rust `gen_golden` binary uses — and checked bit-for-bit
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// against the Rust-generated `g_<Canonical>.csv`. This pins the Node FFI to the
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// Rust reference for the whole indicator catalogue, not just a few archetypes.
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//
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// cd bindings/node && npm run build && npm test
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const test = require('node:test');
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const assert = require('node:assert/strict');
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const fs = require('node:fs');
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const path = require('node:path');
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const wickra = require('..');
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const GOLDEN = path.resolve(__dirname, '..', '..', '..', 'testdata', 'golden');
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function cell(s) {
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if (s === 'nan') return NaN;
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if (s === 'inf') return Infinity;
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if (s === '-inf') return -Infinity;
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return Number(s);
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}
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function readCsv(name) {
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// Split on \r?\n so a CRLF checkout (Windows core.autocrlf) parses identically
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// to LF — otherwise `cell('inf\r')` falls through to Number() and becomes NaN.
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const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split(/\r?\n/);
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lines.shift(); // header
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return lines.filter((l) => l.length > 0).map((l) => l.split(',').map(cell));
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}
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// Bars keep blank lines (one row per candle, blank == no bar closed).
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function readBarRows(name) {
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const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split(/\r?\n/);
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lines.shift();
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// Drop only the single trailing-newline artifact, keeping legitimate blank
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// rows (a candle on which no bar closed) so rows stay aligned to the input.
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if (lines.length && lines[lines.length - 1] === '') lines.pop();
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return lines.map((l) => (l.length === 0 ? [] : l.split(',').map(cell)));
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}
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const MANIFEST = JSON.parse(fs.readFileSync(path.join(GOLDEN, 'node_manifest.json'), 'utf8'));
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const ROWS = readCsv('input');
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function derivFields(o, h, l, c, v) {
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return {
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fundingRate: ((c - o) / c) * 0.01,
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markPrice: c,
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indexPrice: c - 0.5,
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futuresPrice: c + 1.0,
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openInterest: v * 10.0,
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longSize: v * 0.6,
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shortSize: v * 0.4,
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takerBuyVolume: v * 0.55,
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takerSellVolume: v * 0.45,
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longLiquidation: h - c,
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shortLiquidation: c - l,
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};
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}
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function resolveArg(arg, o, h, l, c, v, i) {
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const name = arg.name;
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if (arg.array) {
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switch (name) {
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case 'change':
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return [0, 1, 2, 3, 4].map((j) => c - o + j);
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case 'volume':
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return [0, 1, 2, 3, 4].map((j) => v + j * 10.0);
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case 'newHigh':
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return [0, 1, 2, 3, 4].map((j) => j % 2 === 0);
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case 'newLow':
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return [0, 1, 2, 3, 4].map((j) => j % 3 === 0);
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case 'aboveMa':
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return [0, 1, 2, 3, 4].map((j) => j % 2 === 0);
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case 'onBuySignal':
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return [0, 1, 2, 3, 4].map((j) => j % 3 === 0);
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case 'bidPx':
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return [0, 1, 2, 3, 4].map((k) => c - 0.1 * (k + 1));
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case 'bidSz':
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return [0, 1, 2, 3, 4].map((k) => v / (k + 1));
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case 'askPx':
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return [0, 1, 2, 3, 4].map((k) => c + 0.1 * (k + 1));
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case 'askSz':
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return [0, 1, 2, 3, 4].map((k) => (v * 0.9) / (k + 1));
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default:
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throw new Error('unknown array arg ' + name);
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}
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}
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switch (name) {
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case 'value':
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case 'close':
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case 'price':
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case 'x':
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case 'a':
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case 'asset':
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return c;
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case 'y':
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case 'b':
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case 'benchmark':
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case 'open':
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return o;
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case 'high':
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return h;
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case 'low':
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return l;
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case 'volume':
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case 'size':
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return v;
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case 'timestamp':
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return i;
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case 'isBuy':
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return c >= o;
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case 'mid':
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return (h + l) / 2.0;
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default: {
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const d = derivFields(o, h, l, c, v);
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if (name in d) return d[name];
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throw new Error('unknown scalar arg ' + name);
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}
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}
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}
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function closeEq(got, want, label) {
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if (Number.isNaN(want)) {
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assert.ok(Number.isNaN(got), `${label}: want NaN got ${got}`);
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return;
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}
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if (!Number.isFinite(want)) {
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assert.ok(got === want, `${label}: want ${want} got ${got}`);
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return;
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}
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const tol = 1e-6 * Math.max(1.0, Math.abs(want));
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assert.ok(Math.abs(got - want) <= tol, `${label}: got ${got} want ${want}`);
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}
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for (const spec of MANIFEST) {
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test(`golden: ${spec.canonical}`, () => {
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const Cls = wickra[spec.native];
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assert.ok(Cls, `missing Node class ${spec.native}`);
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const ind = new Cls(...spec.ctor);
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const isBars = spec.out === 'bars' || spec.out === 'footprint';
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const expected = isBars ? readBarRows('g_' + spec.canonical) : readCsv('g_' + spec.canonical);
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for (let i = 0; i < ROWS.length; i++) {
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const [o, h, l, c, v] = ROWS[i];
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const args = spec.args.map((a) => resolveArg(a, o, h, l, c, v, i));
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const got = ind.update(...args);
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const want = expected[i];
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const label = `${spec.canonical} row ${i}`;
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if (spec.out === 'scalar') {
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closeEq(got === null || got === undefined ? NaN : got, want[0], label);
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} else if (spec.out === 'multi') {
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if (got === null || got === undefined) {
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assert.ok(want.every(Number.isNaN), `${label}: want ${want} got null`);
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continue;
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}
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// napi serialises the output struct's fields in declaration order, which
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// matches the CSV column order — compare positionally to avoid relying on
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// the exact camelCase of each field name.
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const vals = Object.values(got);
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assert.equal(vals.length, want.length, `${label}: arity ${vals.length} vs ${want.length}`);
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vals.forEach((gv, k) => {
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closeEq(gv === null || gv === undefined ? NaN : gv, want[k], `${label} col ${k}`);
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});
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} else if (spec.out === 'profile_bins') {
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if (got === null || got === undefined) {
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assert.ok(want.every(Number.isNaN), `${label}: want all-NaN got null`);
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continue;
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}
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assert.equal(got.length, want.length, `${label}: width ${got.length} vs ${want.length}`);
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got.forEach((gv, k) => closeEq(gv, want[k], `${label} bin ${k}`));
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} else if (spec.out === 'profile_pricebins') {
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if (got === null || got === undefined) {
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assert.ok(want.every(Number.isNaN), `${label}: want all-NaN got null`);
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continue;
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}
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const flat = [got.priceLow, got.priceHigh, ...got[spec.arrayField]];
|
||||
assert.equal(flat.length, want.length, `${label}: width ${flat.length} vs ${want.length}`);
|
||||
flat.forEach((gv, k) => closeEq(gv, want[k], `${label} col ${k}`));
|
||||
} else {
|
||||
// bars / footprint: flatten array-of-objects in declared field order.
|
||||
const flat = [];
|
||||
for (const bar of got) {
|
||||
for (const f of spec.fields) flat.push(Number(bar[f]));
|
||||
}
|
||||
assert.equal(flat.length, want.length, `${label}: arity ${flat.length} vs ${want.length}`);
|
||||
flat.forEach((gv, k) => closeEq(gv, want[k], `${label} col ${k}`));
|
||||
}
|
||||
}
|
||||
});
|
||||
}
|
||||
Reference in New Issue
Block a user