test(golden): language-neutral fixtures + per-binding parity runners (#255)
**Task 5 — golden-fixture parity for the C-ABI bindings.** Lifts the C#/Go/Java/R tests from *one indicator per archetype* toward reference-value parity, catching FFI wiring bugs (swapped params, wrong multi-output field) the math-only core tests cannot see. ## What's here - **`examples/rust/src/bin/gen_golden.rs`** + **`testdata/golden/*.csv`** — a Rust generator computing a deterministic OHLCV series plus the core's reference outputs for a curated archetype-spanning set: scalar (`Sma`/`Ema`/`Rsi`), candle (`Atr`), scalar multi-output (`MACD`), candle multi-output (`ADX`), pairwise (`Beta`). `nan` marks warmup. Regenerate with `cargo run -p wickra-examples --bin gen_golden`. - **Parity runners** replaying the identical fixtures through each FFI (rel-tol 1e-6), each a standard test in the binding's existing suite (no `ci.yml` change — rides `dotnet test` / `go test` / `mvn install` / `R CMD`+testthat). A walk-up search locates `testdata/golden` regardless of run dir. - **C#** (`bindings/csharp/.../GoldenTests.cs`) — ✅ validated locally, 7/7 pass. - **Go** (`bindings/go/golden_test.go`) — ✅ validated locally, pass. - **Java** (`bindings/java/.../GoldenTests.java`) — modeled on the archetype API; validated by CI (no local mvn). - **R** (`bindings/r/tests/testthat/test-golden.R`) — modeled on the archetype API; validated by CI (no local Rscript). ## Notes - The curated set spans every marshalling archetype; extending the indicator list is mechanical (add to the generator + regenerate). Bars/profile archetypes can be added next. - No new CI jobs.
This commit is contained in:
kingchenc
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package wickra
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import (
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"bufio"
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"math"
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"os"
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"strconv"
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"strings"
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"testing"
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)
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// Golden-fixture parity: replay the shared testdata/golden input series through
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// the Go FFI and assert every value matches the Rust reference output. Where the
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// archetype test only checks finiteness, this pins exact values, catching wiring
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// bugs (swapped params, wrong multi-output field). Fixtures are generated by
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// `cargo run -p wickra-examples --bin gen_golden`.
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const goldenTol = 1e-6
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func readGolden(t *testing.T, name string) [][]string {
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t.Helper()
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f, err := os.Open("../../testdata/golden/" + name + ".csv")
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if err != nil {
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t.Fatalf("open %s: %v", name, err)
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}
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defer f.Close()
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var rows [][]string
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sc := bufio.NewScanner(f)
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first := true
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for sc.Scan() {
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line := sc.Text()
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if first {
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first = false
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continue
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}
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if line == "" {
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continue
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}
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rows = append(rows, strings.Split(line, ","))
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}
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return rows
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}
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func goldenCell(s string) float64 {
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if s == "nan" {
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return math.NaN()
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}
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v, _ := strconv.ParseFloat(s, 64)
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return v
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}
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func goldenInput(t *testing.T) [][]float64 {
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rows := readGolden(t, "input")
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out := make([][]float64, len(rows))
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for i, r := range rows {
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vals := make([]float64, len(r))
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for j, c := range r {
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vals[j] = goldenCell(c)
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}
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out[i] = vals
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}
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return out
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}
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func assertGoldenClose(t *testing.T, got, want float64, row int, field string) {
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t.Helper()
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if math.IsNaN(want) {
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if !math.IsNaN(got) {
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t.Errorf("row %d %s: expected warmup/NaN, got %v", row, field, got)
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}
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return
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}
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tol := goldenTol * math.Max(1.0, math.Abs(want))
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if math.Abs(got-want) > tol {
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t.Errorf("row %d %s: got %v want %v", row, field, got, want)
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}
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}
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func TestGoldenScalar(t *testing.T) {
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input := goldenInput(t)
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sma, err := NewSma(14)
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if err != nil {
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t.Fatal(err)
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}
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defer sma.Close()
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ema, err := NewEma(14)
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if err != nil {
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t.Fatal(err)
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}
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defer ema.Close()
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rsi, err := NewRsi(14)
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if err != nil {
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t.Fatal(err)
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}
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defer rsi.Close()
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cases := []struct {
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name string
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upd func(close float64) float64
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}{
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{"sma", sma.Update},
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{"ema", ema.Update},
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{"rsi", rsi.Update},
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}
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for _, tc := range cases {
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exp := readGolden(t, tc.name)
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for i := range input {
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assertGoldenClose(t, tc.upd(input[i][3]), goldenCell(exp[i][0]), i, tc.name)
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}
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}
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}
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func TestGoldenAtr(t *testing.T) {
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input := goldenInput(t)
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exp := readGolden(t, "atr")
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atr, err := NewAtr(14)
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if err != nil {
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t.Fatal(err)
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}
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defer atr.Close()
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for i := range input {
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got := atr.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], int64(i))
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assertGoldenClose(t, got, goldenCell(exp[i][0]), i, "atr")
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}
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}
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func TestGoldenBeta(t *testing.T) {
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input := goldenInput(t)
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exp := readGolden(t, "beta")
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beta, err := NewBeta(20)
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if err != nil {
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t.Fatal(err)
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}
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defer beta.Close()
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for i := range input {
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// generator fed (close, open)
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assertGoldenClose(t, beta.Update(input[i][3], input[i][0]), goldenCell(exp[i][0]), i, "beta")
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}
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}
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func TestGoldenMacd(t *testing.T) {
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input := goldenInput(t)
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exp := readGolden(t, "macd")
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macd, err := NewMacdIndicator(12, 26, 9)
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if err != nil {
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t.Fatal(err)
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}
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defer macd.Close()
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for i := range input {
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out, ok := macd.Update(input[i][3])
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if exp[i][0] == "nan" {
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if ok {
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t.Errorf("row %d macd: expected warmup, got %+v", i, out)
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}
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continue
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}
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if !ok {
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t.Errorf("row %d macd: expected value, got warmup", i)
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continue
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}
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assertGoldenClose(t, out.Macd, goldenCell(exp[i][0]), i, "macd.macd")
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assertGoldenClose(t, out.Signal, goldenCell(exp[i][1]), i, "macd.signal")
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assertGoldenClose(t, out.Histogram, goldenCell(exp[i][2]), i, "macd.histogram")
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}
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}
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func TestGoldenAdx(t *testing.T) {
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input := goldenInput(t)
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exp := readGolden(t, "adx")
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adx, err := NewAdx(14)
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if err != nil {
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t.Fatal(err)
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}
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defer adx.Close()
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for i := range input {
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out, ok := adx.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], int64(i))
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if exp[i][0] == "nan" {
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if ok {
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t.Errorf("row %d adx: expected warmup, got %+v", i, out)
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}
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continue
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}
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if !ok {
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t.Errorf("row %d adx: expected value, got warmup", i)
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continue
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}
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assertGoldenClose(t, out.PlusDi, goldenCell(exp[i][0]), i, "adx.plus_di")
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assertGoldenClose(t, out.MinusDi, goldenCell(exp[i][1]), i, "adx.minus_di")
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assertGoldenClose(t, out.Adx, goldenCell(exp[i][2]), i, "adx.adx")
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}
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}
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