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.
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kingchenc
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//! Generate the language-neutral golden fixtures consumed by the per-binding
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//! parity runners (`bindings/{csharp,go,java,r}`).
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//!
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//! Run from the repo root: `cargo run -p wickra-examples --bin gen_golden`.
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//! It writes a deterministic OHLCV input series plus the reference outputs of a
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//! curated set of indicators spanning the FFI archetypes (scalar, candle,
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//! scalar multi-output, candle multi-output, pairwise), computed by the Rust
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//! core. Each binding runner replays the same input through its own FFI and
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//! checks it matches these values — catching wiring bugs (swapped params,
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//! wrong multi-output index) that the math-only core tests cannot see.
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//!
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//! `nan` marks a warmup slot where the indicator returned `None`.
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use std::fmt::Write as _;
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use std::fs;
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use std::path::Path;
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use wickra::{Adx, Atr, Beta, Candle, Ema, Indicator, MacdIndicator, Rsi, Sma};
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const N: usize = 80;
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/// Deterministic OHLCV bar `i`: a varied, non-degenerate path so every
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/// indicator gets real movement (no constant returns, no zero ranges).
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fn bar(i: usize) -> (f64, f64, f64, f64, f64) {
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let t = i as f64;
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let close = 100.0 + 10.0 * (t * 0.3).sin() + 0.5 * t;
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let open = close - (t * 0.5).cos();
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let span = 1.0 + 0.5 * (t * 0.7).sin().abs();
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let high = close.max(open) + span;
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let low = close.min(open) - span;
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let volume = 1000.0 + 100.0 * (t * 0.2).sin().abs();
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(open, high, low, close, volume)
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}
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fn cell(v: Option<f64>) -> String {
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match v {
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Some(x) => format!("{x}"),
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None => "nan".to_owned(),
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}
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}
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fn write_csv(dir: &Path, name: &str, header: &str, rows: &[String]) {
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let mut out = String::new();
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let _ = writeln!(out, "{header}");
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for r in rows {
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let _ = writeln!(out, "{r}");
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}
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let path = dir.join(format!("{name}.csv"));
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fs::write(&path, out).expect("write fixture");
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println!("wrote {}", path.display());
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}
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fn main() {
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let dir = Path::new("testdata/golden");
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fs::create_dir_all(dir).expect("create testdata/golden");
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let candles: Vec<Candle> = (0..N)
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.map(|i| {
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let (o, h, l, c, v) = bar(i);
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Candle::new(o, h, l, c, v, i as i64).expect("valid candle")
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})
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.collect();
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let closes: Vec<f64> = candles.iter().map(|c| c.close).collect();
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// input.csv — the single shared series every runner reads.
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let mut input = vec![String::from("open,high,low,close,volume")];
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for c in &candles {
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input.push(format!(
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"{},{},{},{},{}",
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c.open, c.high, c.low, c.close, c.volume
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));
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}
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let input_header = input.remove(0);
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write_csv(dir, "input", &input_header, &input);
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// scalar (close-driven), single output. Each is a distinct type, so write
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// them out separately rather than from a heterogeneous collection.
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{
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let mut sma = Sma::new(14).unwrap();
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let rows: Vec<String> = closes.iter().map(|&c| cell(sma.update(c))).collect();
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write_csv(dir, "sma", "sma", &rows);
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}
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{
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let mut ema = Ema::new(14).unwrap();
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let rows: Vec<String> = closes.iter().map(|&c| cell(ema.update(c))).collect();
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write_csv(dir, "ema", "ema", &rows);
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}
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{
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let mut rsi = Rsi::new(14).unwrap();
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let rows: Vec<String> = closes.iter().map(|&c| cell(rsi.update(c))).collect();
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write_csv(dir, "rsi", "rsi", &rows);
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}
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// candle, single output.
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{
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let mut atr = Atr::new(14).unwrap();
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let rows: Vec<String> = candles.iter().map(|&c| cell(atr.update(c))).collect();
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write_csv(dir, "atr", "atr", &rows);
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}
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// scalar multi-output: MACD(12,26,9).
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{
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let mut macd = MacdIndicator::new(12, 26, 9).unwrap();
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let rows: Vec<String> = closes
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.iter()
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.map(|&c| match macd.update(c) {
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Some(o) => format!("{},{},{}", o.macd, o.signal, o.histogram),
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None => "nan,nan,nan".to_owned(),
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})
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.collect();
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write_csv(dir, "macd", "macd,signal,histogram", &rows);
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}
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// candle multi-output: ADX(14).
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{
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let mut adx = Adx::new(14).unwrap();
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let rows: Vec<String> = candles
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.iter()
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.map(|&c| match adx.update(c) {
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Some(o) => format!("{},{},{}", o.plus_di, o.minus_di, o.adx),
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None => "nan,nan,nan".to_owned(),
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})
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.collect();
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write_csv(dir, "adx", "plus_di,minus_di,adx", &rows);
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}
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// pairwise: Beta(20) over (close, open).
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{
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let mut beta = Beta::new(20).unwrap();
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let rows: Vec<String> = candles
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.iter()
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.map(|&c| cell(beta.update((c.close, c.open))))
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.collect();
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write_csv(dir, "beta", "beta", &rows);
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}
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println!("golden fixtures written to {}", dir.display());
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}
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