#![no_main] //! Fuzz trade-flow `Indicator` implementations with arbitrary //! trade tapes. //! //! Each iteration consumes a byte stream, interprets it as a sequence of `f64` //! values (8 bytes each), and packs consecutive values into `(price, size)` //! trades whose aggressor side alternates with the sign of the size field. //! Trades are built with `Trade::new_unchecked` so the fuzzer can explore //! degenerate values (non-finite, negative) that the validating constructor //! would reject — the indicators must never panic, streaming or batched. use libfuzzer_sys::fuzz_target; use wickra_core::{AmihudIlliquidity, BatchExt, CumulativeVolumeDelta, Footprint, Indicator, Pin, RollMeasure, Side, SignedVolume, Trade, TradeImbalance, TradeSignAutocorrelation, Vpin}; #[inline(never)] fn drive(make: impl Fn() -> I, trades: &[Trade]) where I: Indicator + BatchExt, { let mut streaming = make(); for &trade in trades { let _ = streaming.update(trade); } let _ = make().batch(trades); } fuzz_target!(|data: &[u8]| { let floats: Vec = data .chunks_exact(8) .map(|c| f64::from_le_bytes(c.try_into().expect("8 bytes"))) .collect(); let trades: Vec = floats .chunks_exact(2) .map(|c| { let side = if c[1] >= 0.0 { Side::Buy } else { Side::Sell }; Trade::new_unchecked(c[0], c[1], side, 0) }) .collect(); drive(SignedVolume::new, &trades); drive(CumulativeVolumeDelta::new, &trades); drive(|| TradeImbalance::new(5).unwrap(), &trades); drive(|| Vpin::new(8.0, 5).unwrap(), &trades); drive(|| AmihudIlliquidity::new(20).unwrap(), &trades); drive(|| RollMeasure::new(20).unwrap(), &trades); drive(|| TradeSignAutocorrelation::new(20).unwrap(), &trades); drive(|| Pin::new(20).unwrap(), &trades); // Footprint emits a variable-length `FootprintOutput` rather than an `f64`, // so it is driven directly rather than through the scalar-output helper. let mut footprint = Footprint::new(0.5).unwrap(); for &trade in &trades { let _ = footprint.update(trade); } footprint.reset(); let _ = Footprint::new(0.5).unwrap().batch(&trades); });