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");
}
}
}