#![no_main] //! Fuzz OHLCV-input indicator updates with arbitrary candle sequences. //! //! Every candle-input indicator must tolerate any sequence of validated OHLCV //! candles — extreme magnitudes, micro-spreads, zero-volume bars, abrupt //! reversals — without panicking. The fuzzer chunks the raw `f64` stream into //! `[open, high, low, close, volume]` tuples and constructs each candle via //! `Candle::new`; entries that fail OHLCV-invariant validation are skipped so //! the indicator only ever sees structurally-valid candles. Each iteration //! then drives that candle stream through every candle-input indicator twice //! (streaming `update` + batch). //! //! Audit finding R9: the previous fuzz suite had no candle-input coverage at //! all. This target now covers every candle-input indicator including the //! ones the audit named explicitly (ATR, ADX, Stochastic, PSAR) plus the //! complete catalogue: Keltner, Donchian, SuperTrend, Chandelier Exit, ATR //! Trailing Stop, Aroon, AwesomeOscillator, CCI, WilliamsR, MFI, OBV, VWAP, //! RollingVWAP, ADL, VPT, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, //! EaseOfMovement, NATR, AroonOscillator, ChandeKrollStop, Vortex, MassIndex, //! ChoppinessIndex, TrueRange, ChaikinVolatility, AcceleratorOscillator, //! BalanceOfPower, UltimateOscillator, VWMA, TypicalPrice, MedianPrice, //! WeightedClose. use libfuzzer_sys::fuzz_target; use wickra_core::{AbandonedBaby, Abcd, AccelerationBands, AcceleratorOscillator, AdOscillator, AdaptiveCci, Adl, AdvanceBlock, Adx, Adxr, Alligator, AnchoredVwap, AndrewsPitchfork, Aroon, AroonOscillator, Atr, AtrBands, AtrRatchet, AtrTrailingStop, AutoFib, AverageDailyRange, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BatchExt, BeltHold, BetterVolume, BodySizePct, Breakaway, Butterfly, Camarilla, Candle, CandleVolume, Cci, CentralPivotRange, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CloseVsOpen, ClosingMarubozu, CompositeProfile, ConcealingBabySwallow, Counterattack, Crab, CupAndHandle, Cypher, DayOfWeekProfile, DemandIndex, DemarkPivots, Doji, DojiStar, Donchian, DonchianStop, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, DumplingTop, Dx, EaseOfMovement, ElderRay, ElderSafeZone, Engulfing, Equivolume, EveningDojiStar, Evwma, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FlagPennant, ForceIndex, FractalChaosBands, FryPanBottom, GapSideBySideWhite, GarmanKlassVolatility, Gartley, GatorOscillator, GoldenPocket, GravestoneDoji, Hammer, HangingMan, Harami, HaramiCross, HeadAndShoulders, HeikinAshi, HeikinAshiOscillator, HiLoActivator, HighLowRange, HighLowVolumeNodes, HighWave, Hikkake, HikkakeModified, HomingPigeon, HurstChannel, Ichimoku, IdenticalThreeCrows, InNeck, Indicator, Inertia, InitialBalance, IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile, InvertedHammer, KaseDevStop, KasePermissionStochastic, Keltner, Kicking, KickingByLength, Kvo, LadderBottom, LongLeggedDoji, LongLine, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, AvgPrice, MedianPrice, Mfi, MidPrice, MinusDi, MinusDm, ModifiedMaStop, MorningDojiStar, MorningEveningStar, MurreyMathLines, NakedPoc, Natr, NewPriceLines, Nrtr, Nvi, Obv, OnNeck, OpeningMarubozu, OpeningRange, OvernightGap, OvernightIntradayReturn, ParkinsonVolatility, Pgo, PiercingDarkCloud, PivotReversal, PlusDi, PlusDm, ProfileShape, ProjectionBands, ProjectionOscillator, Psar, Pvi, Qstick, RectangleRange, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollingVwap, Rvi, Rwi, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, ShootingStar, ShortLine, SinglePrints, Smi, SmoothedHeikinAshi, SpinningTop, StalledPattern, StarcBands, StickSandwich, Stochastic, StochasticCci, SuperTrend, Takuri, TasukiGap, TdCamouflage, TdClop, TdClopwin, TdCombo, TdCountdown, TdDWave, TdDeMarker, TdDifferential, TdLines, TdMovingAverage, TdOpen, TdPressure, TdPropulsion, TdRangeProjection, TdRei, TdRiskLevel, TdSequential, TdSetup, TdTrap, ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TimeBasedStop, TimeOfDayReturnProfile, TowerTopBottom, TpoProfile, TradeVolumeIndex, Triangle, TripleTopBottom, Tristar, TrueRange, Tsv, TtmSqueeze, TtmTrend, TurnOfMonth, Tweezer, TwiggsMoneyFlow, TwoCrows, TypicalPrice, UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, VolatilityCone, VolatilityRatio, VoltyStop, VolumeByTimeProfile, VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeRsi, VolumeWeightedMacd, VolumeWeightedSr, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend, Wedge, WeightedClose, WickRatio, Wad, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag}; /// Convert a flat `f64` stream into a `Vec` by chunking it into /// `[open, high, low, close, volume]` groups. Tuples that fail OHLCV /// validation are dropped so the indicator under test only ever sees a /// structurally-valid candle stream (the *parser* is fuzz-tested elsewhere; /// this target focuses on indicator robustness). fn candles_from(data: &[f64]) -> Vec { data.chunks_exact(5) .enumerate() .filter_map(|(i, ch)| { // A monotonic timestamp avoids surprising any indicator that might // care about ordering. The fuzz input drives OHLCV; time is just a // tie-breaker. Candle::new(ch[0], ch[1], ch[2], ch[3], ch[4], i as i64).ok() }) .collect() } /// Streaming + batch sweep through one candle-input indicator. `#[inline(never)]` /// keeps each indicator on its own frame in any panic backtrace. #[inline(never)] fn drive(make: impl Fn() -> I, candles: &[Candle]) where I: Indicator + BatchExt, { let mut streaming = make(); for c in candles { let _ = streaming.update(*c); } let _ = make().batch(candles); } fuzz_target!(|data: Vec| { let candles = candles_from(&data); if candles.is_empty() { return; } // --- Volatility & ATR family --- drive(|| VolatilityRatio::new(14).unwrap(), &candles); drive(|| Atr::new(14).unwrap(), &candles); drive(|| Natr::new(14).unwrap(), &candles); drive(TrueRange::new, &candles); drive(|| ChaikinVolatility::new(10, 10).unwrap(), &candles); drive(|| ParkinsonVolatility::new(20, 252).unwrap(), &candles); drive(|| GarmanKlassVolatility::new(20, 252).unwrap(), &candles); drive(|| RogersSatchellVolatility::new(20, 252).unwrap(), &candles); drive(|| YangZhangVolatility::new(20, 252).unwrap(), &candles); // --- Bands & Channels --- drive(|| ProjectionOscillator::new(14).unwrap(), &candles); drive(|| ProjectionBands::new(3).unwrap(), &candles); drive(|| Keltner::new(20, 10, 2.0).unwrap(), &candles); drive(|| Donchian::new(20).unwrap(), &candles); // --- Trailing Stops --- drive(|| ModifiedMaStop::new(14).unwrap(), &candles); drive(|| TimeBasedStop::new(5).unwrap(), &candles); drive(|| Nrtr::new(2.0).unwrap(), &candles); drive(|| AtrRatchet::new(14, 4.0, 0.1).unwrap(), &candles); drive(|| ElderSafeZone::new(14, 2.0).unwrap(), &candles); drive(|| Psar::new(0.02, 0.02, 0.20).unwrap(), &candles); drive(SarExt::classic, &candles); drive(|| SuperTrend::new(14, 3.0).unwrap(), &candles); drive(|| ChandelierExit::new(22, 3.0).unwrap(), &candles); drive(|| ChandeKrollStop::new(10, 1.0, 9).unwrap(), &candles); drive(|| AtrTrailingStop::new(14, 3.0).unwrap(), &candles); drive(|| HiLoActivator::new(3).unwrap(), &candles); drive(|| VoltyStop::new(14, 2.0).unwrap(), &candles); drive(|| YoyoExit::new(14, 2.0).unwrap(), &candles); drive(|| KaseDevStop::new(30, 1.0).unwrap(), &candles); // --- Trend & Directional --- drive(|| KasePermissionStochastic::new(9, 3).unwrap(), &candles); drive(|| GatorOscillator::new(13, 8, 5).unwrap(), &candles); drive(|| Qstick::new(10).unwrap(), &candles); drive(|| TtmTrend::new(6).unwrap(), &candles); drive(|| Adx::new(14).unwrap(), &candles); drive(|| Adxr::new(14).unwrap(), &candles); drive(|| PlusDm::new(14).unwrap(), &candles); drive(|| MinusDm::new(14).unwrap(), &candles); drive(|| PlusDi::new(14).unwrap(), &candles); drive(|| MinusDi::new(14).unwrap(), &candles); drive(|| Dx::new(14).unwrap(), &candles); drive(|| Aroon::new(14).unwrap(), &candles); drive(|| Alligator::new(13, 8, 5).unwrap(), &candles); drive(|| AroonOscillator::new(14).unwrap(), &candles); drive(|| Vortex::new(14).unwrap(), &candles); drive(|| Rwi::new(14).unwrap(), &candles); drive(|| WaveTrend::classic().unwrap(), &candles); drive(|| MassIndex::new(9, 25).unwrap(), &candles); drive(|| ChoppinessIndex::new(14).unwrap(), &candles); // --- Momentum & Oscillators --- drive(|| Cci::new(20).unwrap(), &candles); drive(|| AdaptiveCci::new(20).unwrap(), &candles); drive(|| StochasticCci::new(14).unwrap(), &candles); drive(|| ElderRay::new(13).unwrap(), &candles); drive(|| IntradayMomentumIndex::new(14).unwrap(), &candles); drive(|| Rvi::new(10).unwrap(), &candles); drive(|| Inertia::new(14, 20).unwrap(), &candles); drive(|| Pgo::new(14).unwrap(), &candles); drive(|| Smi::classic(), &candles); drive(|| WilliamsR::new(14).unwrap(), &candles); drive(|| AwesomeOscillator::new(5, 34).unwrap(), &candles); drive( || AwesomeOscillatorHistogram::new(5, 34, 5).unwrap(), &candles, ); drive(|| AcceleratorOscillator::new(5, 34, 5).unwrap(), &candles); drive(|| UltimateOscillator::new(7, 14, 28).unwrap(), &candles); drive(BalanceOfPower::new, &candles); drive(CloseVsOpen::new, &candles); drive(BodySizePct::new, &candles); drive(WickRatio::new, &candles); drive(HighLowRange::new, &candles); // --- Volume --- drive(|| BetterVolume::new(14).unwrap(), &candles); drive(IntradayIntensity::new, &candles); drive(|| TradeVolumeIndex::new(0.25).unwrap(), &candles); drive(|| TwiggsMoneyFlow::new(21).unwrap(), &candles); drive(Wad::new, &candles); drive(|| VolumeRsi::new(14).unwrap(), &candles); drive(|| VolumeWeightedMacd::new(12, 26, 9).unwrap(), &candles); drive(Obv::new, &candles); drive(|| Mfi::new(14).unwrap(), &candles); drive(Vwap::new, &candles); drive(|| RollingVwap::new(20).unwrap(), &candles); drive(|| Vwma::new(20).unwrap(), &candles); drive(|| Evwma::new(20).unwrap(), &candles); drive(Adl::new, &candles); drive(VolumePriceTrend::new, &candles); drive(|| ChaikinMoneyFlow::new(20).unwrap(), &candles); drive(|| ChaikinOscillator::new(3, 10).unwrap(), &candles); drive(|| ForceIndex::new(13).unwrap(), &candles); drive(|| EaseOfMovement::with_divisor(14, 1e8).unwrap(), &candles); drive(|| Kvo::new(34, 55).unwrap(), &candles); drive(|| VolumeOscillator::new(14, 28).unwrap(), &candles); drive(Nvi::new, &candles); drive(Pvi::new, &candles); drive(AdOscillator::new, &candles); drive(AnchoredVwap::new, &candles); drive(|| DemandIndex::new(10).unwrap(), &candles); drive(|| Tsv::new(18).unwrap(), &candles); drive(|| Vzo::new(14).unwrap(), &candles); drive(MarketFacilitationIndex::new, &candles); // --- Price transformations --- drive(TypicalPrice::new, &candles); drive(MedianPrice::new, &candles); drive(WeightedClose::new, &candles); drive(|| MidPrice::new(14).unwrap(), &candles); drive(AvgPrice::new, &candles); // --- Stochastic (multi-output) --- { let mut s = Stochastic::new(14, 3).unwrap(); for c in &candles { let _ = s.update(*c); } let _ = Stochastic::new(14, 3).unwrap().batch(&candles); } // --- Market Profile (multi-output) --- drive(|| CompositeProfile::new(20, 24, 0.7).unwrap(), &candles); drive(|| HighLowVolumeNodes::new(20, 24).unwrap(), &candles); drive(|| NakedPoc::new(20, 24).unwrap(), &candles); drive(|| SinglePrints::new(20, 24).unwrap(), &candles); drive(|| ProfileShape::new(20, 24).unwrap(), &candles); drive(|| ValueArea::new(20, 50, 0.70).unwrap(), &candles); drive(|| VolumeProfile::new(20, 50).unwrap(), &candles); drive(|| TpoProfile::new(20, 50).unwrap(), &candles); drive(|| InitialBalance::new(12).unwrap(), &candles); drive(|| OpeningRange::new(6).unwrap(), &candles); // --- Ichimoku (5 lines, hand-rolled because of multi-Option output) --- { let mut ichi = Ichimoku::classic(); for c in &candles { let _ = ichi.update(*c); } let _ = Ichimoku::classic().batch(&candles); } // --- Heikin-Ashi (4-field candle transform) --- { let mut ha = HeikinAshi::new(); for c in &candles { let _ = ha.update(*c); } let _ = HeikinAshi::new().batch(&candles); } // --- DeMark family --- drive(|| TdSetup::new(4, 9).unwrap(), &candles); drive(|| TdDeMarker::new(14).unwrap(), &candles); drive(|| TdRei::new(5).unwrap(), &candles); drive(|| TdPressure::new(5).unwrap(), &candles); drive(|| TdCombo::new(4, 9, 2, 13).unwrap(), &candles); drive(|| TdCountdown::new(4, 9, 2, 13).unwrap(), &candles); drive(TdDifferential::new, &candles); drive(TdOpen::new, &candles); drive(TdRangeProjection::new, &candles); { let mut s = TdSequential::new(4, 9, 2, 13).unwrap(); for c in &candles { let _ = s.update(*c); } let _ = TdSequential::new(4, 9, 2, 13).unwrap().batch(&candles); } { let mut s = TdLines::new(4, 9).unwrap(); for c in &candles { let _ = s.update(*c); } let _ = TdLines::new(4, 9).unwrap().batch(&candles); } { let mut s = TdRiskLevel::new(4, 9).unwrap(); for c in &candles { let _ = s.update(*c); } let _ = TdRiskLevel::new(4, 9).unwrap().batch(&candles); } // --- Pivots & Support/Resistance (multi-output) --- drive(ClassicPivots::new, &candles); drive(FibonacciPivots::new, &candles); drive(Camarilla::new, &candles); drive(WoodiePivots::new, &candles); drive(DemarkPivots::new, &candles); drive(WilliamsFractals::new, &candles); drive(|| ZigZag::new(0.05).unwrap(), &candles); // --- Donchian Stop (multi-output) --- { let mut s = DonchianStop::new(10).unwrap(); for c in &candles { let _ = s.update(*c); } let _ = DonchianStop::new(10).unwrap().batch(&candles); } // --- Family 05: candle-input band/channel indicators (multi-output) --- drive(|| VolatilityCone::new(20, 60).unwrap(), &candles); { let mut ab = AccelerationBands::new(20, 0.001).unwrap(); for c in &candles { let _ = ab.update(*c); } let _ = AccelerationBands::new(20, 0.001).unwrap().batch(&candles); } { let mut sb = StarcBands::new(6, 15, 2.0).unwrap(); for c in &candles { let _ = sb.update(*c); } let _ = StarcBands::new(6, 15, 2.0).unwrap().batch(&candles); } { let mut atrb = AtrBands::new(14, 3.0).unwrap(); for c in &candles { let _ = atrb.update(*c); } let _ = AtrBands::new(14, 3.0).unwrap().batch(&candles); } { let mut hc = HurstChannel::new(10, 0.5).unwrap(); for c in &candles { let _ = hc.update(*c); } let _ = HurstChannel::new(10, 0.5).unwrap().batch(&candles); } { let mut ts = TtmSqueeze::new(20, 2.0, 1.5).unwrap(); for c in &candles { let _ = ts.update(*c); } let _ = TtmSqueeze::new(20, 2.0, 1.5).unwrap().batch(&candles); } { let mut fc = FractalChaosBands::new(2).unwrap(); for c in &candles { let _ = fc.update(*c); } let _ = FractalChaosBands::new(2).unwrap().batch(&candles); } { let mut vb = VwapStdDevBands::new(2.0).unwrap(); for c in &candles { let _ = vb.update(*c); } let _ = VwapStdDevBands::new(2.0).unwrap().batch(&candles); } // --- Candlestick Patterns (family 14) --- drive(TowerTopBottom::new, &candles); drive(HaramiCross::new, &candles); drive(Tristar::new, &candles); drive(|| FryPanBottom::new(9).unwrap(), &candles); drive(|| DumplingTop::new(9).unwrap(), &candles); drive(|| NewPriceLines::new(5).unwrap(), &candles); drive(TdTrap::new, &candles); drive(TdPropulsion::new, &candles); drive(TdClopwin::new, &candles); drive(TdClop::new, &candles); drive(TdCamouflage::new, &candles); drive(|| TdDWave::new(2).unwrap(), &candles); drive(|| TdMovingAverage::new(5, 13).unwrap(), &candles); // --- Ichimoku & Charts --- drive(|| HeikinAshiOscillator::new(5).unwrap(), &candles); drive(|| ThreeLineBreak::new(3).unwrap(), &candles); drive(|| SmoothedHeikinAshi::new(5).unwrap(), &candles); drive(|| Equivolume::new(20).unwrap(), &candles); drive(|| CandleVolume::new(20).unwrap(), &candles); drive(ConcealingBabySwallow::new, &candles); drive(UniqueThreeRiver::new, &candles); drive(TasukiGap::new, &candles); drive(OpeningMarubozu::new, &candles); drive(ClosingMarubozu::new, &candles); drive(Takuri::new, &candles); drive(StickSandwich::new, &candles); drive(StalledPattern::new, &candles); drive(DownsideGapThreeMethods::new, &candles); drive(UpsideGapThreeMethods::new, &candles); drive(FallingThreeMethods::new, &candles); drive(RisingThreeMethods::new, &candles); drive(ShortLine::new, &candles); drive(LongLine::new, &candles); drive(MatchingLow::new, &candles); drive(MatHold::new, &candles); drive(LadderBottom::new, &candles); drive(KickingByLength::new, &candles); drive(Kicking::new, &candles); drive(SeparatingLines::new, &candles); drive(Thrusting::new, &candles); drive(InNeck::new, &candles); drive(OnNeck::new, &candles); drive(HomingPigeon::new, &candles); drive(HikkakeModified::new, &candles); drive(Hikkake::new, &candles); drive(HighWave::new, &candles); drive(GapSideBySideWhite::new, &candles); drive(MorningDojiStar::new, &candles); drive(EveningDojiStar::new, &candles); drive(RickshawMan::new, &candles); drive(LongLeggedDoji::new, &candles); drive(GravestoneDoji::new, &candles); drive(DragonflyDoji::new, &candles); drive(DojiStar::new, &candles); drive(Counterattack::new, &candles); drive(Breakaway::new, &candles); drive(BeltHold::new, &candles); drive(AbandonedBaby::new, &candles); drive(AdvanceBlock::new, &candles); drive(Doji::new, &candles); drive(|| Doji::new().signed(), &candles); drive(Hammer::new, &candles); drive(InvertedHammer::new, &candles); drive(HangingMan::new, &candles); drive(ShootingStar::new, &candles); drive(Engulfing::new, &candles); drive(Harami::new, &candles); drive(MorningEveningStar::new, &candles); drive(ThreeSoldiersOrCrows::new, &candles); drive(ThreeStarsInSouth::new, &candles); drive(PiercingDarkCloud::new, &candles); drive(Marubozu::new, &candles); drive(Tweezer::new, &candles); drive(SpinningTop::new, &candles); drive(ThreeInside::new, &candles); drive(ThreeLineStrike::new, &candles); drive(ThreeOutside::new, &candles); drive(TwoCrows::new, &candles); drive(UpsideGapTwoCrows::new, &candles); drive(IdenticalThreeCrows::new, &candles); // --- Seasonality & Session --- drive(|| VolumeByTimeProfile::new(24, 0).unwrap(), &candles); drive(|| IntradayVolatilityProfile::new(24, 0).unwrap(), &candles); drive(|| DayOfWeekProfile::new(0), &candles); drive(|| TimeOfDayReturnProfile::new(24, 0).unwrap(), &candles); drive(|| SeasonalZScore::new(0), &candles); drive(|| TurnOfMonth::new(3, 1, 0).unwrap(), &candles); drive(|| OvernightIntradayReturn::new(0), &candles); drive(|| OvernightGap::new(0), &candles); drive(|| AverageDailyRange::new(14, 0).unwrap(), &candles); drive(|| SessionRange::new(0), &candles); drive(|| SessionHighLow::new(0), &candles); drive(|| SessionVwap::new(0), &candles); // --- Chart Patterns --- drive(CupAndHandle::new, &candles); drive(RectangleRange::new, &candles); drive(FlagPennant::new, &candles); drive(Wedge::new, &candles); drive(Triangle::new, &candles); drive(HeadAndShoulders::new, &candles); drive(TripleTopBottom::new, &candles); drive(DoubleTopBottom::new, &candles); // --- Harmonic Patterns --- drive(ThreeDrives::new, &candles); drive(Cypher::new, &candles); drive(Shark::new, &candles); drive(Crab::new, &candles); drive(Bat::new, &candles); drive(Butterfly::new, &candles); drive(Gartley::new, &candles); drive(Abcd::new, &candles); // --- Fibonacci (multi-output) --- drive(FibTimeZones::new, &candles); drive(FibChannel::new, &candles); drive(FibArcs::new, &candles); drive(FibFan::new, &candles); drive(FibConfluence::new, &candles); drive(GoldenPocket::new, &candles); drive(AutoFib::new, &candles); drive(FibProjection::new, &candles); drive(FibExtension::new, &candles); drive(FibRetracement::new, &candles); // --- Pivots & S/R --- drive(CentralPivotRange::new, &candles); drive(|| MurreyMathLines::new(4).unwrap(), &candles); drive(|| AndrewsPitchfork::new(2).unwrap(), &candles); drive(|| VolumeWeightedSr::new(3).unwrap(), &candles); drive(|| PivotReversal::new(1, 1).unwrap(), &candles); });