Commit Graph
20 Commits
Author SHA1 Message Date
kingchencandGitHub ce792cf8b8 fix: clear the last two build warnings (C# CA2255, WASM license files) (#304)
- C#: the [ModuleInitializer] that registers the DllImport resolver is the
  one legitimate library use of the attribute (a static ctor would run too
  late), so suppress CA2255 with a documented justification — the dotnet
  build is now warning-clean.
- WASM: add LICENSE-MIT + LICENSE-APACHE to bindings/wasm so wasm-pack stops
  warning about missing license files and the published npm package ships
  its license texts.

Full warnings audit: Rust, C, C++, Go, Java, Node, Python, C#, WASM all
build clean; R installs clean.
2026-06-15 05:26:06 +02:00
kingchencandGitHub 4f708d410d 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
2026-06-15 04:48:51 +02:00
kingchencandGitHub a3950bf31b release: bump 0.9.0 -> 0.9.1 (#299) 2026-06-14 02:42:45 +02:00
kingchencandGitHub 0c925aa9d5 feat(c-abi): expose warmup_period / is_ready across the C ABI bindings (#297)
* feat(c-abi): expose warmup_period / is_ready across the C ABI bindings

The C ABI hub exposed new/update/batch/reset/free per indicator but not the
Indicator::warmup_period / is_ready queries that the native (Python/Node/WASM)
bindings already had, so C/C#/Go/Java/R callers could not ask an indicator
whether it was warmed up without feeding it and watching for NaN.

Regenerated from the ScriptHelpers capi + language generators:
- bindings/c: wickra_<ind>_warmup_period (size_t) and wickra_<ind>_is_ready
  (bool) for every indicator (504; the 10 alt-chart bar builders are excluded
  by design). wickra.h regenerated via cbindgen (additive only).
- bindings/csharp: int WarmupPeriod() / bool IsReady() on each wrapper.
- bindings/go: WarmupPeriod() int / IsReady() bool.
- bindings/java: int warmupPeriod() / boolean isReady().
- bindings/r: C glue + registration; hand-written warmup_period() / is_ready()
  S3 generics in methods.R, plus NAMESPACE exports.

Tests: C-ABI Rust unit tests, the C examples/archetypes.c suite, and the C#,
Go, Java and R archetype suites all gain a warmup/is_ready transition check.

* build(go): sync vendored wickra.h with the C ABI header

The Go binding vendors bindings/c/include/wickra.h; refresh it with the new
warmup_period / is_ready declarations so the CI sync check passes.
2026-06-14 01:04:06 +02:00
kingchencandGitHub ee5ee6980e release: bump 0.8.9 -> 0.9.0 (#289) 2026-06-13 03:21:33 +02:00
kingchencandGitHub f7f0bfbc48 release: bump 0.8.8 -> 0.8.9 (#285)
Maintenance release — supply-chain and CI housekeeping only. No library code or
public API changes.

### Security
- Triaged the pyo3 advisories RUSTSEC-2026-0176 / RUSTSEC-2026-0177 as not
  affecting Wickra (vulnerable APIs unreachable from the binding; fix blocked
  upstream by rust-numpy pinning pyo3 `^0.28`). Recorded in `deny.toml` and
  `osv-scanner.toml`.

### Changed
- Java binding: `central-publishing-maven-plugin` 0.5.0 → 0.10.0.
- CI GitHub Actions bumped to latest (checkout, setup-go, setup-java,
  codeql-action, taiki-e/install-action).
- Added a Maven ecosystem to Dependabot.

Version bumped across all manifests/lockfiles via `bump_version.py`; Cargo.lock
refreshed. CHANGELOG `[0.8.9]` filled. Tag/publish to follow on explicit GO.
2026-06-12 23:21:39 +02:00
kingchencandGitHub 806ae22abe release: bump 0.8.7 -> 0.8.8 (#265)
Version bump `0.8.7` → `0.8.8`.

### Fixed
- R binding: declare `Depends: R (>= 2.10)`, clearing the `R CMD check` "package needs dependence on R (>= 2.10)" warning that the bundled, lazy-loaded `sample_ohlcv` dataset triggers on r-universe / CRAN. (#264)

Bump touches the manual release touchpoints only; docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 22:44:47 +02:00
kingchencandGitHub b1653e2107 release: bump 0.8.6 -> 0.8.7 (#263)
Version bump `0.8.6` → `0.8.7`.

### Added
- R binding: a *Getting started* vignette and a synthetic `sample_ohlcv` example dataset, giving new users a runnable, self-contained walkthrough and populating the R-universe Articles and Datasets tabs. The vignette's code is exercised in CI so a broken example is caught before the published build. (#262)

Bump touches the manual release touchpoints only; docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 21:47:50 +02:00
kingchencandGitHub ad1231cde1 release: bump 0.8.5 -> 0.8.6 (#260)
Version bump `0.8.5` → `0.8.6`.

### Changed
- Package registry metadata for better discoverability (#259):
  - R (R-universe): R-universe URL + `X-schema.org-keywords` in `DESCRIPTION`, package logo at `bindings/r/man/figures/logo.png`.
  - Python (PyPI): `Documentation` project URL.
  - C# (NuGet): package icon via `PackageIcon`.

Ships the metadata so the next PyPI/NuGet publish carries the new fields (R-universe rebuilds from main independently). Bump touches the manual release touchpoints only; docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 18:17:05 +02:00
kingchencandGitHub 7ebb60b60a chore: improve package registry metadata (R-universe, PyPI, NuGet) (#259)
Closes the package-page discoverability gaps found while auditing the public registry listings. No code or version change — metadata only; takes effect on the next registry build/publish.

## R — R-universe (`bindings/r`)
- `DESCRIPTION`: add the R-universe URL to `URL:` and a CRAN-permitted `X-schema.org-keywords` field (feeds R-universe's search/ranking).
- Add a package logo at `man/figures/logo.png` (pkgdown convention → shown in the R-universe packages tab) and reference it in the R `README.md`.
- Maintainer email is **unchanged** (`support@wickra.org`).

## Python — PyPI (`bindings/python`)
- `pyproject.toml`: add a `Documentation` project URL (`https://docs.wickra.org`) so it appears in the PyPI sidebar.

## C# — NuGet (`bindings/csharp`)
- Add `icon.png` (brand mark) and `<PackageIcon>` so nuget.org shows the logo instead of the default placeholder.

## Notes
- Rust/crates.io, Node/npm, Go/pkg.go.dev and Java/Maven Central were audited and are already complete for their respective metadata models (no icon/keyword concept on some).
- The repository topic `rstats` was added (replacing the redundant `webassembly`, since `wasm` already covers it) so R is represented alongside the other language tags.
2026-06-11 18:11:54 +02:00
kingchencandGitHub d7cb771a28 release: bump 0.8.4 -> 0.8.5 (#258)
Version bump `0.8.4` → `0.8.5`.

### Fixed
- The R binding's golden-fixture parity test now skips gracefully when the shared `testdata/golden` fixtures are not bundled with the package — standalone r-universe / CRAN builds package only `bindings/r`, so the repo-root fixtures are unreachable there (this was failing the r-universe build of 0.8.4). The parity stays enforced by the repository CI, where the fixtures are present. (#257)

Bump touches the manual release touchpoints only (`Cargo.toml`/`Cargo.lock`, Python/Node/Java/C#/R manifests, lockfiles, `SECURITY.md`, `CHANGELOG.md`). docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 17:13:52 +02:00
kingchencandGitHub 395a2289f4 release: bump 0.8.3 -> 0.8.4 (#256)
Version bump `0.8.3` → `0.8.4`.

Ships the work merged via #254:

### Fixed
- A single non-finite (NaN/inf) tick no longer poisons indicator state — 38 more scalar/pairwise indicators (linear-regression family, rolling quantiles/IQR, `Variance`/`StdDev`-derived stats, `Kurtosis`/`Skewness`, trailing stops, `KalmanHedgeRatio`, `SpreadBollingerBands`, …) now reject non-finite input and return `None`, joining the 16 pairwise indicators fixed earlier.

### Added
- Catalogue-wide property-based invariant harness (`crates/wickra-core/tests/invariants.rs`) asserting `batch == streaming`, `reset == fresh`, and non-finite-input rejection for every indicator and bar-builder.

### Changed
- CI: every job now has a runtime cap and the flaky Node test step auto-retries.
- Documentation accuracy fixes in `SECURITY.md`, `ARCHITECTURE.md`, and `THREAT_MODEL.md`.

Bump touches the manual release touchpoints only (`Cargo.toml`/`Cargo.lock`, Python/Node/Java/C#/R manifests, lockfiles, `SECURITY.md`, `CHANGELOG.md`). docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 14:57:15 +02:00
kingchencandGitHub 3ee3fb67ec release: bump 0.8.2 -> 0.8.3 (#249)
Version bump 0.8.2 → 0.8.3, releasing the per-binding throughput benchmark work
(merged in #246).

Bumped via `ScriptHelpers/bump_version.py` across all manual touchpoints —
`Cargo.toml`, `pyproject.toml`, the Node `package.json` + 6 platform packages +
both lockfiles, the Java `pom.xml`s + README, the C# `.csproj`, the R
`DESCRIPTION` — plus `Cargo.lock` (via `cargo build`) and the `CHANGELOG.md`
`[0.8.3]` section and compare URLs.

CHANGELOG `[0.8.3]`:
- Per-binding throughput benchmarks for all 9 targets (BENCHMARKS.md §3).
- C ABI archetype test (`examples/c/archetypes.c`).

`cargo fmt`, `cargo test --workspace --all-features` (all green) and
`cargo clippy --workspace --all-targets --all-features -D warnings` pass. The
docs/webpage version strings are bumped by `sync-about.yml` on the `v*` tag —
not touched here.
2026-06-10 03:55:39 +02:00
kingchencandGitHub b31a9a3624 release: bump 0.8.1 -> 0.8.2 (#245)
Patch release shipping the R WebAssembly build fix (#244): `bindings/r/configure` builds the C ABI from source for `wasm32-unknown-emscripten`, so r-universe's webR build stops failing. Also carries the shared Go badge in `bindings/go/README.md`. Version bumped across all manual touchpoints via `bump_version.py` (incl. DESCRIPTION + csproj, which had drifted before).
2026-06-10 01:57:10 +02:00
kingchencandGitHub 447bbc8220 bindings/csharp: sync the static csproj version to 0.8.1 (#243)
The static `<Version>` in `bindings/csharp/Wickra/Wickra.csproj` had drifted to 0.7.9 — it was missed in the 0.8.0/0.8.1 bumps (wrongly assumed to be purely tag-injected). The published NuGet package was correct (the release packs with `-p:Version=`), but the static field lagged. Resync to 0.8.1; bump_version.py now covers it.
2026-06-10 01:08:37 +02:00
kingchencandGitHub d188959aab release: bump 0.7.8 -> 0.7.9 (#234)
Version bump 0.7.8 -> 0.7.9 for the Java binding release.
2026-06-09 20:33:17 +02:00
kingchencandGitHub 8659b42bef release: bump 0.7.7 -> 0.7.8 (#232)
Version bump 0.7.7 -> 0.7.8 for the R binding release.
2026-06-09 19:22:11 +02:00
kingchencandGitHub d0061c73b8 release: bump 0.7.6 -> 0.7.7 (#229)
Bumps the workspace to 0.7.7 to ship the Go binding.
2026-06-09 17:35:25 +02:00
kingchencandGitHub fce26cf881 release: bump 0.7.5 -> 0.7.6 (#227)
Bumps the workspace to 0.7.6 to ship the C# (.NET) binding to NuGet.
2026-06-09 14:34:18 +02:00
kingchencandGitHub 91f6f67257 Add C# (.NET) binding over the C ABI hub (#226)
The first language stecker on the C ABI hub: a .NET binding exposing all 514
indicators as idiomatic `IDisposable` classes, generated from `wickra.h`.

## What's here

- **`bindings/csharp/`** — the `Wickra` .NET 8 package. `[LibraryImport]`
  source-generated P/Invoke (`NativeMethods.g.cs`) plus idiomatic wrappers
  (`Indicators.g.cs`), both generated from the committed `bindings/c/include/wickra.h`.
  The binding owns no indicator maths — it only marshals types across the C ABI.
- **Marshalling, verified end-to-end against the native library.** Opaque handles
  cross as `nint` kept alive per call via a `SafeHandle`; `bool` as
  `[MarshalAs(U1)]` (Rust `bool` is one byte); a self-correcting
  `DllImportResolver` validates the loaded library actually exports the Wickra
  ABI. Tests cover one representative per FFI archetype (scalar, candle, pairwise,
  multi-output, bars, profile, values-profile, order-book / array-input) plus
  exact Sma reference values.
- **NuGet packaging** — `dotnet pack` produces `Wickra.<version>.nupkg`; the
  release pipeline stages prebuilt native libraries under `runtimes/<rid>/native/`
  for six target triples (win/linux/osx × x64/arm64).
- **`examples/csharp/`** — nine examples mirroring `examples/c/`: streaming,
  backtest, multi_timeframe, parallel_assets, three strategies, and
  fetch_btcusdt + live_binance.
- **CI** — a `csharp` job on the three OSes builds the C ABI, tests the binding,
  and runs the offline examples. **Release** — a gated `csharp-publish` job packs
  and pushes to NuGet (gated on `NUGET_API_KEY`, independent of the GitHub-release
  job so a C# hiccup never blocks the C/C++ asset release).
- **Docs consistency wave** — README, CONTRIBUTING, CHANGELOG, examples/README,
  the issue / PR templates, `sync-about.yml`, and `.gitattributes`.

The native Python / Node / WASM bindings and the C ABI are untouched; this is
additive. Publishing to NuGet stays gated behind the release tag and the secret.
2026-06-09 14:32:05 +02:00