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 +1,89 @@
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"""Generate wasm_manifest.json for the WASM golden replay: for every one of the
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514 indicators, record the JS class name, constructor params, the ordered update
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argument names (parsed from pkg/wickra_wasm.d.ts, each flagged array/bigint) and
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the output archetype (from golden_manifest.json). Run from repo root after
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`wasm-pack build --target nodejs`: python bindings/wasm/gen_golden_test.py
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"""
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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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G = os.path.join(ROOT, "testdata", "golden")
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DTS = os.path.join(ROOT, "bindings", "wasm", "pkg", "wickra_wasm.d.ts")
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# canonical -> native (JS class) and canonical -> (arch, n/width) from the manifests.
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native = {}
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arch = {}
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extra = {}
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for e in json.load(open(os.path.join(G, "scalar_manifest.json"))):
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native[e["canonical"]] = e["native"]
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arch[e["canonical"]] = {"f64": "scalar_f64", "Candle": "scalar_candle", "(f64, f64)": "pairwise"}[e["input"]]
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for e in json.load(open(os.path.join(G, "multi_manifest.json"))):
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native[e["canonical"]] = e["native"]
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arch[e["canonical"]] = {"f64": "multi_f64", "Candle": "multi_candle", "(f64, f64)": "multi_pairwise"}[e["input"]]
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extra[e["canonical"]] = {"n": e["n"]}
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ex = json.load(open(os.path.join(G, "exotic_manifest.json")))
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for e in ex["deriv"]:
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native[e["canonical"]] = e["native"]
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arch[e["canonical"]] = "deriv_multi" if "n" in e else "deriv"
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if "n" in e:
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extra[e["canonical"]] = {"n": e["n"]}
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for fam, a in (("cross", "cross"), ("trade", "trade"), ("trademid", "trademid"), ("ob", "ob")):
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for e in ex[fam]:
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native[e["canonical"]] = e["native"]
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arch[e["canonical"]] = a
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for e in json.load(open(os.path.join(G, "profile_manifest.json"))):
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native[e["canonical"]] = e["native"]
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arch[e["canonical"]] = "profile_" + e["kind"]
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extra[e["canonical"]] = {"width": e["width"], **({"arrayField": "counts" if e["canonical"] == "TpoProfile" else "bins"} if e["kind"] == "pricebins" else {})}
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for e in json.load(open(os.path.join(G, "bars_manifest.json"))):
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native[e["canonical"]] = e["native"]
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arch[e["canonical"]] = "footprint" if e["canonical"] == "Footprint" else "bars"
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# params per canonical (constructor values) — same as the other bindings.
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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(G, fn + ".json"))):
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params[e["canonical"]] = e["params"]
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for fam in json.load(open(os.path.join(G, "exotic_manifest.json"))).values():
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for e in fam:
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params[e["canonical"]] = e["params"]
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for e in json.load(open(os.path.join(G, "profile_manifest.json"))):
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params[e["canonical"]] = e["params"]
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for e in json.load(open(os.path.join(G, "bars_manifest.json"))):
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params[e["canonical"]] = e["params"]
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# parse update args per JS class from the wasm .d.ts
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dts = open(DTS, encoding="utf-8").read()
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cls_args = {}
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for m in re.finditer(r"export class (\w+) \{(.*?)\n\}", dts, re.S):
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name, body = m.group(1), m.group(2)
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um = re.search(r"\bupdate\(([^)]*)\)", body)
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args = []
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if um and um.group(1).strip():
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for p in um.group(1).split(","):
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p = p.strip()
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nm = p.split(":")[0].strip()
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typ = p.split(":", 1)[1].strip() if ":" in p else ""
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args.append({"name": nm, "array": "Array" in typ, "bigint": "bigint" in typ})
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cls_args[name] = args
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out = []
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for canon in sorted(native):
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js = native[canon]
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if js not in cls_args:
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raise SystemExit(f"WASM class {js} (for {canon}) not in d.ts")
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ctor = params.get(canon, [])
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# EaseOfMovement's volume divisor is an optional Rust constructor argument
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# (default 1e8) but a required WASM constructor parameter; pass it explicitly.
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if canon == "EaseOfMovement":
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ctor = [ctor[0], 100000000.0]
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e = {"canonical": canon, "js": js, "ctor": ctor,
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"args": cls_args[js], "out": arch[canon]}
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e.update(extra.get(canon, {}))
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out.append(e)
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json.dump(out, open(os.path.join(G, "wasm_manifest.json"), "w"), indent=1)
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from collections import Counter
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print("wasm_manifest:", len(out), dict(Counter(e["out"] for e in out)))
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@@ -0,0 +1,156 @@
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// Generic golden-fixture parity for the WASM (wasm-bindgen) binding, run under
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// Node's test runner against the nodejs-target build in ../pkg.
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//
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// Every one of the 514 indicators is reconstructed from wasm_manifest.json (JS
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// class, constructor params, ordered update args parsed from the generated
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// .d.ts), fed the synthetic stream derived from the shared golden input — the
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// same construction gen_golden uses — and checked bit-for-bit against the Rust
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// reference fixtures g_<Canonical>.csv.
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//
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// wasm-pack build --target nodejs --out-dir pkg
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// node --test tests/
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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 W = require('../pkg/wickra_wasm.js');
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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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const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split('\n');
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lines.shift();
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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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function readBarRows(name) {
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const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split('\n');
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lines.shift();
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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, 'wasm_manifest.json'), 'utf8'));
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const ROWS = readCsv('input');
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function deriv(o, h, l, c, v) {
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return {
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funding_rate: ((c - o) / c) * 0.01,
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mark_price: c,
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index_price: c - 0.5,
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futures_price: c + 1.0,
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open_interest: v * 10.0,
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long_size: v * 0.6,
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short_size: v * 0.4,
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taker_buy_volume: v * 0.55,
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taker_sell_volume: v * 0.45,
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long_liquidation: h - c,
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short_liquidation: 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 n = arg.name;
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if (arg.array) {
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const j5 = [0, 1, 2, 3, 4];
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switch (n) {
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case 'change': return Float64Array.from(j5.map((j) => c - o + j));
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case 'volume': return Float64Array.from(j5.map((j) => v + j * 10.0));
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case 'new_high': return Float64Array.from(j5.map((j) => (j % 2 === 0 ? 1 : 0)));
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case 'new_low': return Float64Array.from(j5.map((j) => (j % 3 === 0 ? 1 : 0)));
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case 'above_ma': return Float64Array.from(j5.map((j) => (j % 2 === 0 ? 1 : 0)));
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case 'on_buy_signal': return Float64Array.from(j5.map((j) => (j % 3 === 0 ? 1 : 0)));
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case 'bid_px': return Float64Array.from(j5.map((k) => c - 0.1 * (k + 1)));
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case 'bid_sz': return Float64Array.from(j5.map((k) => v / (k + 1)));
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case 'ask_px': return Float64Array.from(j5.map((k) => c + 0.1 * (k + 1)));
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case 'ask_sz': return Float64Array.from(j5.map((k) => (v * 0.9) / (k + 1)));
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default: throw new Error('array arg ' + n);
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}
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}
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if (arg.bigint) return BigInt(i);
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switch (n) {
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case 'value': case 'close': case 'price': case 'x': case 'a': case 'asset': return c;
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case 'y': case 'b': case 'open': case 'benchmark': return o;
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case 'high': return h;
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case 'low': return l;
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case 'volume': case 'size': return v;
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case 'is_buy': return c >= o;
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case 'mid': return (h + l) / 2.0;
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case 'timestamp': return BigInt(i);
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default: {
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const d = deriv(o, h, l, c, v);
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if (n in d) return d[n];
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throw new Error('scalar arg ' + n);
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}
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}
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}
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// Recursively flatten a WASM output (number, object with field props, typed/array
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// of either) into a flat number list. Returns null for warmup (null/undefined).
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function flat(v) {
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if (v === null || v === undefined) return null;
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if (typeof v === 'number' || typeof v === 'bigint') return [Number(v)];
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if (Array.isArray(v) || ArrayBuffer.isView(v)) {
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const out = [];
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for (const e of v) { const f = flat(e); if (f) out.push(...f); }
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return out;
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}
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if (typeof v === 'object') {
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const out = [];
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for (const val of Object.values(v)) { const f = flat(val); if (f) out.push(...f); }
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return out;
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}
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return [Number(v)];
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}
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function nanRow(n) {
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return Array.from({ length: n }, () => NaN);
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}
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function widthOf(spec) {
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if (spec.out.startsWith('multi') || spec.out === 'deriv_multi') return spec.n;
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if (spec.out.startsWith('profile')) return spec.width;
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return 1; // scalar archetypes
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}
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function closeEq(got, want, label) {
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if (Number.isNaN(want)) { assert.ok(Number.isNaN(got), `${label}: want NaN got ${got}`); return; }
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if (!Number.isFinite(want)) { assert.ok(got === want, `${label}: want ${want} got ${got}`); return; }
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const tol = 1e-6 * Math.max(1.0, Math.abs(want));
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assert.ok(Math.abs(got - want) <= tol, `${label}: got ${got} want ${want}`);
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}
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for (const spec of MANIFEST) {
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test(`wasm golden: ${spec.canonical}`, () => {
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const Cls = W[spec.js];
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assert.ok(Cls, `missing WASM class ${spec.js}`);
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const ind = new Cls(...spec.ctor);
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const isBars = spec.out === 'bars' || spec.out === 'footprint';
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const expected = isBars ? readBarRows('g_' + spec.canonical) : readCsv('g_' + spec.canonical);
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for (let i = 0; i < ROWS.length; i++) {
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const [o, h, l, c, v] = ROWS[i];
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const args = spec.args.map((a) => resolveArg(a, o, h, l, c, v, i));
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const raw = ind.update(...args);
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const want = expected[i];
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const label = `${spec.canonical} row ${i}`;
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let got = flat(raw);
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if (isBars) {
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if (got === null) got = [];
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} else if (got === null) {
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got = nanRow(widthOf(spec));
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}
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assert.equal(got.length, want.length, `${label}: arity ${got.length} vs ${want.length}`);
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for (let k = 0; k < want.length; k++) closeEq(got[k], want[k], `${label} col ${k}`);
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}
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});
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}
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Reference in New Issue
Block a user