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 @@
wt1,wt2
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
nan,nan
59.94637602204499,-1.895405526129021
61.20362719997408,2.9800352126592036
60.88601938100435,9.137189626687118
59.002363934306786,16.02527740779802
54.95772701154078,23.15386152304418
45.94183938022251,29.89410629401238
22.92182011215602,34.97376430740796
-3.6042138138433337,37.68977331686257
-24.291052172233538,37.299840321295655
-38.60262727006976,34.00091307650566
-47.84924966471847,28.59082657660469
-53.21960061234318,21.796852472415775
-55.43272930993223,14.18863130771848
-54.51629699979925,6.238857371307842
-48.64409709943714,-1.5176049945123107
-27.615494045509433,-7.8618279406182765
0.6194720567786618,-12.16658132092011
23.072228439537458,-14.73301957054649
38.6935040554464,-15.89474978169609
48.980950826123845,-15.677670392703138
55.3688484244614,-13.360025513252754
58.897651062958005,-8.895606593481231
60.243226892041804,-2.85744380317585
59.751409200647046,4.1678445161610655
57.36459394997908,11.683119060068034
52.14724385907822,19.209322236598133
38.97442594524656,25.9526904691109
12.405939673834872,30.73285023151334
-12.299069493081968,33.32892363196728
-30.297932396131902,33.137320892637106
-42.36646465839008,30.06689684155362
-49.92791758889253,24.852600696665768
-54.068946946539825,18.226711339381037
-55.38030579563386,10.772335866398345
-53.72680049817322,2.9797895147815865
-46.81085146723718,-4.570817808803784
-24.2375110732357,-10.605156234895034
3.5053537237938635,-14.622731626098831
25.207223779254576,-16.91968663829344
40.314511361582305,-17.764881816686007
50.32675889636273,-16.95400089160628
56.618215560562625,-13.79598118541144
60.17616234484919,-8.619178911273503
61.639023170274136,-2.052253513673071
61.3340179727393,5.354923817121884
59.21745657887601,13.151021971962495
54.47301893712901,20.904019535081698
42.88309183657071,27.922833651667737
16.797983384258778,32.960318214698596
-8.956169531211566,35.66422406727185
-28.005860198489476,35.395056272610866
-40.81499534020627,32.22931705375371
-48.802227202309616,26.9429276979277
-53.07737480944586,20.272078685711403
-54.20599415538564,12.805453467729379
-51.84304172523915,5.058220804457824
-42.242348260812875,-2.257387095946609
1 wt1 wt2
2 nan nan
3 nan nan
4 nan nan
5 nan nan
6 nan nan
7 nan nan
8 nan nan
9 nan nan
10 nan nan
11 nan nan
12 nan nan
13 nan nan
14 nan nan
15 nan nan
16 nan nan
17 nan nan
18 nan nan
19 nan nan
20 nan nan
21 nan nan
22 nan nan
23 nan nan
24 nan nan
25 59.94637602204499 -1.895405526129021
26 61.20362719997408 2.9800352126592036
27 60.88601938100435 9.137189626687118
28 59.002363934306786 16.02527740779802
29 54.95772701154078 23.15386152304418
30 45.94183938022251 29.89410629401238
31 22.92182011215602 34.97376430740796
32 -3.6042138138433337 37.68977331686257
33 -24.291052172233538 37.299840321295655
34 -38.60262727006976 34.00091307650566
35 -47.84924966471847 28.59082657660469
36 -53.21960061234318 21.796852472415775
37 -55.43272930993223 14.18863130771848
38 -54.51629699979925 6.238857371307842
39 -48.64409709943714 -1.5176049945123107
40 -27.615494045509433 -7.8618279406182765
41 0.6194720567786618 -12.16658132092011
42 23.072228439537458 -14.73301957054649
43 38.6935040554464 -15.89474978169609
44 48.980950826123845 -15.677670392703138
45 55.3688484244614 -13.360025513252754
46 58.897651062958005 -8.895606593481231
47 60.243226892041804 -2.85744380317585
48 59.751409200647046 4.1678445161610655
49 57.36459394997908 11.683119060068034
50 52.14724385907822 19.209322236598133
51 38.97442594524656 25.9526904691109
52 12.405939673834872 30.73285023151334
53 -12.299069493081968 33.32892363196728
54 -30.297932396131902 33.137320892637106
55 -42.36646465839008 30.06689684155362
56 -49.92791758889253 24.852600696665768
57 -54.068946946539825 18.226711339381037
58 -55.38030579563386 10.772335866398345
59 -53.72680049817322 2.9797895147815865
60 -46.81085146723718 -4.570817808803784
61 -24.2375110732357 -10.605156234895034
62 3.5053537237938635 -14.622731626098831
63 25.207223779254576 -16.91968663829344
64 40.314511361582305 -17.764881816686007
65 50.32675889636273 -16.95400089160628
66 56.618215560562625 -13.79598118541144
67 60.17616234484919 -8.619178911273503
68 61.639023170274136 -2.052253513673071
69 61.3340179727393 5.354923817121884
70 59.21745657887601 13.151021971962495
71 54.47301893712901 20.904019535081698
72 42.88309183657071 27.922833651667737
73 16.797983384258778 32.960318214698596
74 -8.956169531211566 35.66422406727185
75 -28.005860198489476 35.395056272610866
76 -40.81499534020627 32.22931705375371
77 -48.802227202309616 26.9429276979277
78 -53.07737480944586 20.272078685711403
79 -54.20599415538564 12.805453467729379
80 -51.84304172523915 5.058220804457824
81 -42.242348260812875 -2.257387095946609