using System.Globalization; using System.Runtime.CompilerServices; using Wickra; using Xunit; namespace Wickra.Tests; /// /// Golden-fixture parity: replay the shared testdata/golden input series /// through the C# FFI and assert every value matches the Rust reference output. /// Where the archetype tests only check finiteness, this pins exact values, so a /// wiring bug (swapped parameter, wrong multi-output field) is caught. /// Fixtures are generated by cargo run -p wickra-examples --bin gen_golden. /// public class GoldenTests { private const double Tol = 1e-6; private static string GoldenDir([CallerFilePath] string file = "") => Path.GetFullPath(Path.Combine(Path.GetDirectoryName(file)!, "..", "..", "..", "testdata", "golden")); private static List ReadCsv(string name) { var path = Path.Combine(GoldenDir(), name + ".csv"); return File.ReadAllLines(path) .Skip(1) // header .Where(l => l.Length > 0) .Select(l => l.Split(',')) .ToList(); } private static double[][] Input() { return ReadCsv("input") .Select(r => r.Select(c => double.Parse(c, CultureInfo.InvariantCulture)).ToArray()) .ToArray(); } private static double Cell(string s) => s == "nan" ? double.NaN : double.Parse(s, CultureInfo.InvariantCulture); private static void AssertClose(double got, double want, int row, string field) { if (double.IsNaN(want)) { Assert.True(double.IsNaN(got), $"row {row} {field}: expected warmup/NaN, got {got}"); return; } var tol = Tol * Math.Max(1.0, Math.Abs(want)); Assert.True(Math.Abs(got - want) <= tol, $"row {row} {field}: got {got}, want {want}"); } // --- scalar (close-driven) ------------------------------------------------ [Theory] [InlineData("sma")] [InlineData("ema")] [InlineData("rsi")] public void Scalar_MatchesGolden(string name) { var input = Input(); var expected = ReadCsv(name); using var ind = (IDisposable)(name switch { "sma" => new Sma(14), "ema" => new Ema(14), "rsi" => new Rsi(14), _ => throw new ArgumentOutOfRangeException(nameof(name)), }); for (var i = 0; i < input.Length; i++) { var close = input[i][3]; double got = ind switch { Sma s => s.Update(close), Ema e => e.Update(close), Rsi r => r.Update(close), _ => double.NaN, }; AssertClose(got, Cell(expected[i][0]), i, name); } } // --- candle, single output ------------------------------------------------ [Fact] public void Candle_Atr_MatchesGolden() { var input = Input(); var expected = ReadCsv("atr"); using var atr = new Atr(14); for (var i = 0; i < input.Length; i++) { var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]); AssertClose(atr.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "atr"); } } // --- pairwise ------------------------------------------------------------- [Fact] public void Pairwise_Beta_MatchesGolden() { var input = Input(); var expected = ReadCsv("beta"); using var beta = new Beta(20); for (var i = 0; i < input.Length; i++) { // generator fed (close, open) AssertClose(beta.Update(input[i][3], input[i][0]), Cell(expected[i][0]), i, "beta"); } } // --- scalar multi-output: MACD ------------------------------------------- [Fact] public void MultiOutput_Macd_MatchesGolden() { var input = Input(); var expected = ReadCsv("macd"); using var macd = new MacdIndicator(12, 26, 9); for (var i = 0; i < input.Length; i++) { MacdOutput? got = macd.Update(input[i][3]); var e = expected[i]; if (e[0] == "nan") { Assert.Null(got); continue; } Assert.NotNull(got); AssertClose(got!.Value.Macd, Cell(e[0]), i, "macd.macd"); AssertClose(got.Value.Signal, Cell(e[1]), i, "macd.signal"); AssertClose(got.Value.Histogram, Cell(e[2]), i, "macd.histogram"); } } // --- candle multi-output: ADX -------------------------------------------- [Fact] public void MultiOutput_Adx_MatchesGolden() { var input = Input(); var expected = ReadCsv("adx"); using var adx = new Adx(14); for (var i = 0; i < input.Length; i++) { var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]); AdxOutput? got = adx.Update(o, h, l, c, v, i); var e = expected[i]; if (e[0] == "nan") { Assert.Null(got); continue; } Assert.NotNull(got); AssertClose(got!.Value.PlusDi, Cell(e[0]), i, "adx.plus_di"); AssertClose(got.Value.MinusDi, Cell(e[1]), i, "adx.minus_di"); AssertClose(got.Value.Adx, Cell(e[2]), i, "adx.adx"); } } // --- the four de-duplicated indicators ------------------------------------ [Fact] public void Candle_AdOscillator_MatchesGolden() { var input = Input(); var expected = ReadCsv("ad_oscillator"); using var ad = new AdOscillator(); for (var i = 0; i < input.Length; i++) { var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]); AssertClose(ad.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "ad_oscillator"); } } [Fact] public void Candle_IntradayIntensity_MatchesGolden() { var input = Input(); var expected = ReadCsv("intraday_intensity"); using var ii = new IntradayIntensity(); for (var i = 0; i < input.Length; i++) { var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]); AssertClose(ii.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "intraday_intensity"); } } [Fact] public void Candle_AwesomeOscillatorHistogram_MatchesGolden() { var input = Input(); var expected = ReadCsv("awesome_oscillator_histogram"); using var aoh = new AwesomeOscillatorHistogram(5, 34, 1); for (var i = 0; i < input.Length; i++) { var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]); AssertClose(aoh.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "awesome_oscillator_histogram"); } } [Fact] public void Scalar_AverageDrawdown_MatchesGolden() { var input = Input(); var expected = ReadCsv("average_drawdown"); using var avg = new AverageDrawdown(20); for (var i = 0; i < input.Length; i++) { // generator fed the close column as the equity-curve sample. AssertClose(avg.Update(input[i][3]), Cell(expected[i][0]), i, "average_drawdown"); } } }