"""Generic golden replay for the profile family: time/volume seasonality histograms (`bins`) and price-binned market profiles (`price_low, price_high, bins`). Each profile emits a fixed-width row once warm and `NaN`s during warmup. The shared `testdata/golden/input.csv` candle series is replayed through the Python FFI and the flattened histogram is checked bit-for-bit against the Rust-generated `g_.csv`. """ import json import math import os import pytest import wickra as ta HERE = os.path.dirname(__file__) GOLDEN = os.path.normpath(os.path.join(HERE, "..", "..", "..", "testdata", "golden")) def _cell(s): return math.nan if s == "nan" else float(s) def _rows(name): with open(os.path.join(GOLDEN, name + ".csv")) as f: return [[_cell(x) for x in line.split(",")] for line in f.read().splitlines()[1:] if line.strip()] def _input(): with open(os.path.join(GOLDEN, "input.csv")) as f: return [[float(x) for x in line.split(",")] for line in f.read().splitlines()[1:] if line.strip()] with open(os.path.join(GOLDEN, "profile_manifest.json")) as _mf: MANIFEST = json.load(_mf) ROWS = _input() @pytest.mark.parametrize("spec", MANIFEST, ids=[m["canonical"] for m in MANIFEST]) def test_profile_matches_golden(spec): ind = getattr(ta, spec["native"])(*spec["params"]) expected = _rows("g_" + spec["canonical"]) width = spec["width"] for i, (o, h, l, c, v) in enumerate(ROWS): got = ind.update((o, h, l, c, v, i)) want = expected[i] assert len(want) == width, f"{spec['canonical']} row {i}: fixture width {len(want)} != {width}" if got is None: assert all(math.isnan(w) for w in want), f"{spec['canonical']} row {i}: want {want} got None" continue if spec["kind"] == "pricebins": price_low, price_high, bins = got vals = [price_low, price_high, *list(bins)] else: vals = list(got) assert len(vals) == width, f"{spec['canonical']} row {i}: arity {len(vals)} != {width}" for gv, w in zip(vals, want): if math.isnan(w): assert math.isnan(gv), f"{spec['canonical']} row {i}: want NaN got {gv}" else: assert abs(gv - w) <= 1e-6 * max(1.0, abs(w)), f"{spec['canonical']} row {i}: got {gv} want {w}"