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:
@@ -0,0 +1,98 @@
|
||||
# Golden-fixture parity: replay the shared testdata/golden input series through
|
||||
# the R FFI and assert every value matches the Rust reference output. Where the
|
||||
# archetype test only checks finiteness, this pins exact values, catching wiring
|
||||
# bugs (swapped params, wrong multi-output field). Fixtures are generated by
|
||||
# `cargo run -p wickra-examples --bin gen_golden`.
|
||||
|
||||
golden_dir <- local({
|
||||
d <- normalizePath(getwd(), winslash = "/", mustWork = FALSE)
|
||||
repeat {
|
||||
g <- file.path(d, "testdata", "golden")
|
||||
if (dir.exists(g)) return(g)
|
||||
parent <- dirname(d)
|
||||
if (identical(parent, d)) stop("testdata/golden not found from ", getwd())
|
||||
d <- parent
|
||||
}
|
||||
})
|
||||
|
||||
read_golden <- function(name) {
|
||||
read.csv(file.path(golden_dir, paste0(name, ".csv")),
|
||||
colClasses = "character", check.names = FALSE)
|
||||
}
|
||||
|
||||
gcell <- function(s) if (identical(s, "nan")) NA_real_ else as.numeric(s)
|
||||
|
||||
expect_close <- function(got, want, row, field) {
|
||||
if (is.na(want)) {
|
||||
expect_true(is.na(got), info = paste("row", row, field, "expected warmup/NA"))
|
||||
} else {
|
||||
tol <- 1e-6 * max(1, abs(want))
|
||||
expect_lte(abs(got - want), tol, label = paste("row", row, field, "got", got, "want", want))
|
||||
}
|
||||
}
|
||||
|
||||
golden_input <- read.csv(file.path(golden_dir, "input.csv"))
|
||||
|
||||
test_that("scalar indicators match golden", {
|
||||
specs <- list(c("sma", 14), c("ema", 14), c("rsi", 14))
|
||||
for (spec in specs) {
|
||||
name <- spec[[1]]
|
||||
ind <- switch(name, sma = Sma(14), ema = Ema(14), rsi = Rsi(14))
|
||||
exp <- read_golden(name)
|
||||
for (i in seq_len(nrow(golden_input))) {
|
||||
got <- update(ind, golden_input$close[i])
|
||||
expect_close(got, gcell(exp[i, 1]), i, name)
|
||||
}
|
||||
}
|
||||
})
|
||||
|
||||
test_that("candle Atr matches golden", {
|
||||
atr <- Atr(14)
|
||||
exp <- read_golden("atr")
|
||||
for (i in seq_len(nrow(golden_input))) {
|
||||
got <- update(atr, golden_input$open[i], golden_input$high[i], golden_input$low[i],
|
||||
golden_input$close[i], golden_input$volume[i], i - 1)
|
||||
expect_close(got, gcell(exp[i, 1]), i, "atr")
|
||||
}
|
||||
})
|
||||
|
||||
test_that("pairwise Beta matches golden", {
|
||||
beta <- Beta(20)
|
||||
exp <- read_golden("beta")
|
||||
for (i in seq_len(nrow(golden_input))) {
|
||||
# generator fed (close, open)
|
||||
got <- update(beta, golden_input$close[i], golden_input$open[i])
|
||||
expect_close(got, gcell(exp[i, 1]), i, "beta")
|
||||
}
|
||||
})
|
||||
|
||||
test_that("multi-output MACD matches golden", {
|
||||
macd <- MacdIndicator(12, 26, 9)
|
||||
exp <- read_golden("macd")
|
||||
for (i in seq_len(nrow(golden_input))) {
|
||||
out <- update(macd, golden_input$close[i])
|
||||
if (identical(exp[i, "macd"], "nan")) {
|
||||
expect_true(all(is.na(out)), info = paste("row", i, "macd warmup"))
|
||||
} else {
|
||||
expect_close(out[["macd"]], gcell(exp[i, "macd"]), i, "macd.macd")
|
||||
expect_close(out[["signal"]], gcell(exp[i, "signal"]), i, "macd.signal")
|
||||
expect_close(out[["histogram"]], gcell(exp[i, "histogram"]), i, "macd.histogram")
|
||||
}
|
||||
}
|
||||
})
|
||||
|
||||
test_that("multi-output ADX matches golden", {
|
||||
adx <- Adx(14)
|
||||
exp <- read_golden("adx")
|
||||
for (i in seq_len(nrow(golden_input))) {
|
||||
out <- update(adx, golden_input$open[i], golden_input$high[i], golden_input$low[i],
|
||||
golden_input$close[i], golden_input$volume[i], i - 1)
|
||||
if (identical(exp[i, "plus_di"], "nan")) {
|
||||
expect_true(all(is.na(out)), info = paste("row", i, "adx warmup"))
|
||||
} else {
|
||||
expect_close(out[["plus_di"]], gcell(exp[i, "plus_di"]), i, "adx.plus_di")
|
||||
expect_close(out[["minus_di"]], gcell(exp[i, "minus_di"]), i, "adx.minus_di")
|
||||
expect_close(out[["adx"]], gcell(exp[i, "adx"]), i, "adx.adx")
|
||||
}
|
||||
}
|
||||
})
|
||||
Reference in New Issue
Block a user