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
2026-06-15 04:48:51 +02:00
committed by GitHub
parent de1112ea91
commit 4f708d410d
573 changed files with 102337 additions and 77 deletions
+81
View File
@@ -0,0 +1,81 @@
AverageDrawdown
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
0.11634127345040222
0.12821030145315085
0.1331735000951348
0.1331735000951348
0.1331735000951348
0.1331735000951348
0.1331735000951348
0.12848591667244894
0.11764684482941928
0.10157868991104642
0.08163145656350326
0.059639073995000014
0.03790405604273088
0.019048334089855002
0.005693114578271463
0.005299633662253274
0.016795651904350065
0.033098617914940426
0.052389704554812816
0.07258316476831601
0.0915126451559611
0.10712469987165406
0.11766221882444922
0.12182138508985806
0.12182138508985806
0.12182138508985806
0.12182138508985806
0.12182138508985806
0.11714256410361094
0.106819842069383
0.09175989280684736
0.07327028934655701
0.053091790499189634
0.0333617631244852
0.016459952712424047
0.0047138027568846995
0.005230640090830808
0.01611368029862617
0.03134280485272303
0.04922347521153511
0.06782429814370941
0.08514955133331055
0.09931745531053977
0.10872826720736029
0.11220718102346297
0.11220718102346297
0.11220718102346297
0.11220718102346297
0.11220718102346297
0.10753903894104662
0.09766728005121854
0.08348090178429443
0.06624448981419782
0.047612143066346396
0.02957601401364172
0.014311064191176653
0.003903314430496008
0.005169405070518737
0.015524790599955774
0.029831217603866415
0.046500812330085135
0.06373460629192022
0.07968323276528869
0.09261212521030097
0.10105646093429439
0.10395200934035767
0.10395200934035767
1 AverageDrawdown
2 nan
3 nan
4 nan
5 nan
6 nan
7 nan
8 nan
9 nan
10 nan
11 nan
12 nan
13 nan
14 nan
15 0.11634127345040222
16 0.12821030145315085
17 0.1331735000951348
18 0.1331735000951348
19 0.1331735000951348
20 0.1331735000951348
21 0.1331735000951348
22 0.12848591667244894
23 0.11764684482941928
24 0.10157868991104642
25 0.08163145656350326
26 0.059639073995000014
27 0.03790405604273088
28 0.019048334089855002
29 0.005693114578271463
30 0.005299633662253274
31 0.016795651904350065
32 0.033098617914940426
33 0.052389704554812816
34 0.07258316476831601
35 0.0915126451559611
36 0.10712469987165406
37 0.11766221882444922
38 0.12182138508985806
39 0.12182138508985806
40 0.12182138508985806
41 0.12182138508985806
42 0.12182138508985806
43 0.11714256410361094
44 0.106819842069383
45 0.09175989280684736
46 0.07327028934655701
47 0.053091790499189634
48 0.0333617631244852
49 0.016459952712424047
50 0.0047138027568846995
51 0.005230640090830808
52 0.01611368029862617
53 0.03134280485272303
54 0.04922347521153511
55 0.06782429814370941
56 0.08514955133331055
57 0.09931745531053977
58 0.10872826720736029
59 0.11220718102346297
60 0.11220718102346297
61 0.11220718102346297
62 0.11220718102346297
63 0.11220718102346297
64 0.10753903894104662
65 0.09766728005121854
66 0.08348090178429443
67 0.06624448981419782
68 0.047612143066346396
69 0.02957601401364172
70 0.014311064191176653
71 0.003903314430496008
72 0.005169405070518737
73 0.015524790599955774
74 0.029831217603866415
75 0.046500812330085135
76 0.06373460629192022
77 0.07968323276528869
78 0.09261212521030097
79 0.10105646093429439
80 0.10395200934035767
81 0.10395200934035767