// Generic golden-fixture parity for the Node binding. // // Every one of the 514 indicators is reconstructed from `node_manifest.json` // (native class, constructor params, ordered update args), fed the synthetic // stream derived from the shared `testdata/golden/input.csv` — the exact same // construction the Rust `gen_golden` binary uses — and checked bit-for-bit // against the Rust-generated `g_.csv`. This pins the Node FFI to the // Rust reference for the whole indicator catalogue, not just a few archetypes. // // cd bindings/node && npm run build && npm test const test = require('node:test'); const assert = require('node:assert/strict'); const fs = require('node:fs'); const path = require('node:path'); const wickra = require('..'); const GOLDEN = path.resolve(__dirname, '..', '..', '..', 'testdata', 'golden'); function cell(s) { if (s === 'nan') return NaN; if (s === 'inf') return Infinity; if (s === '-inf') return -Infinity; return Number(s); } function readCsv(name) { // Split on \r?\n so a CRLF checkout (Windows core.autocrlf) parses identically // to LF — otherwise `cell('inf\r')` falls through to Number() and becomes NaN. const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split(/\r?\n/); lines.shift(); // header return lines.filter((l) => l.length > 0).map((l) => l.split(',').map(cell)); } // Bars keep blank lines (one row per candle, blank == no bar closed). function readBarRows(name) { const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split(/\r?\n/); lines.shift(); // Drop only the single trailing-newline artifact, keeping legitimate blank // rows (a candle on which no bar closed) so rows stay aligned to the input. if (lines.length && lines[lines.length - 1] === '') lines.pop(); return lines.map((l) => (l.length === 0 ? [] : l.split(',').map(cell))); } const MANIFEST = JSON.parse(fs.readFileSync(path.join(GOLDEN, 'node_manifest.json'), 'utf8')); // Canonical Indicator::name() per indicator (the same string every binding must // return). Keyed by the Rust canonical; values are the core names, which may // differ from the registered class name (e.g. ChaikinMoneyFlow -> "CMF"). const NAMES = JSON.parse(fs.readFileSync(path.join(GOLDEN, 'names.json'), 'utf8')); const ROWS = readCsv('input'); function derivFields(o, h, l, c, v) { return { fundingRate: ((c - o) / c) * 0.01, markPrice: c, indexPrice: c - 0.5, futuresPrice: c + 1.0, openInterest: v * 10.0, longSize: v * 0.6, shortSize: v * 0.4, takerBuyVolume: v * 0.55, takerSellVolume: v * 0.45, longLiquidation: h - c, shortLiquidation: c - l, }; } function resolveArg(arg, o, h, l, c, v, i) { const name = arg.name; if (arg.array) { switch (name) { case 'change': return [0, 1, 2, 3, 4].map((j) => c - o + j); case 'volume': return [0, 1, 2, 3, 4].map((j) => v + j * 10.0); case 'newHigh': return [0, 1, 2, 3, 4].map((j) => j % 2 === 0); case 'newLow': return [0, 1, 2, 3, 4].map((j) => j % 3 === 0); case 'aboveMa': return [0, 1, 2, 3, 4].map((j) => j % 2 === 0); case 'onBuySignal': return [0, 1, 2, 3, 4].map((j) => j % 3 === 0); case 'bidPx': return [0, 1, 2, 3, 4].map((k) => c - 0.1 * (k + 1)); case 'bidSz': return [0, 1, 2, 3, 4].map((k) => v / (k + 1)); case 'askPx': return [0, 1, 2, 3, 4].map((k) => c + 0.1 * (k + 1)); case 'askSz': return [0, 1, 2, 3, 4].map((k) => (v * 0.9) / (k + 1)); default: throw new Error('unknown array arg ' + name); } } switch (name) { case 'value': case 'close': case 'price': case 'x': case 'a': case 'asset': return c; case 'y': case 'b': case 'benchmark': case 'open': return o; case 'high': return h; case 'low': return l; case 'volume': case 'size': return v; case 'timestamp': return i; case 'isBuy': return c >= o; case 'mid': return (h + l) / 2.0; default: { const d = derivFields(o, h, l, c, v); if (name in d) return d[name]; throw new Error('unknown scalar arg ' + name); } } } function closeEq(got, want, label) { if (Number.isNaN(want)) { assert.ok(Number.isNaN(got), `${label}: want NaN got ${got}`); return; } if (!Number.isFinite(want)) { assert.ok(got === want, `${label}: want ${want} got ${got}`); return; } const tol = 1e-6 * Math.max(1.0, Math.abs(want)); assert.ok(Math.abs(got - want) <= tol, `${label}: got ${got} want ${want}`); } for (const spec of MANIFEST) { test(`golden: ${spec.canonical}`, () => { const Cls = wickra[spec.native]; assert.ok(Cls, `missing Node class ${spec.native}`); const ind = new Cls(...spec.ctor); // name() must report the canonical core Indicator::name(), the same string // every other binding returns for this indicator. assert.equal(ind.name(), NAMES[spec.canonical], `${spec.canonical}: name()`); const isBars = spec.out === 'bars' || spec.out === 'footprint'; const expected = isBars ? readBarRows('g_' + spec.canonical) : readCsv('g_' + spec.canonical); for (let i = 0; i < ROWS.length; i++) { const [o, h, l, c, v] = ROWS[i]; const args = spec.args.map((a) => resolveArg(a, o, h, l, c, v, i)); const got = ind.update(...args); const want = expected[i]; const label = `${spec.canonical} row ${i}`; if (spec.out === 'scalar') { closeEq(got === null || got === undefined ? NaN : got, want[0], label); } else if (spec.out === 'multi') { if (got === null || got === undefined) { assert.ok(want.every(Number.isNaN), `${label}: want ${want} got null`); continue; } // napi serialises the output struct's fields in declaration order, which // matches the CSV column order — compare positionally to avoid relying on // the exact camelCase of each field name. const vals = Object.values(got); assert.equal(vals.length, want.length, `${label}: arity ${vals.length} vs ${want.length}`); vals.forEach((gv, k) => { closeEq(gv === null || gv === undefined ? NaN : gv, want[k], `${label} col ${k}`); }); } else if (spec.out === 'profile_bins') { if (got === null || got === undefined) { assert.ok(want.every(Number.isNaN), `${label}: want all-NaN got null`); continue; } assert.equal(got.length, want.length, `${label}: width ${got.length} vs ${want.length}`); got.forEach((gv, k) => closeEq(gv, want[k], `${label} bin ${k}`)); } else if (spec.out === 'profile_pricebins') { if (got === null || got === undefined) { assert.ok(want.every(Number.isNaN), `${label}: want all-NaN got null`); continue; } const flat = [got.priceLow, got.priceHigh, ...got[spec.arrayField]]; assert.equal(flat.length, want.length, `${label}: width ${flat.length} vs ${want.length}`); flat.forEach((gv, k) => closeEq(gv, want[k], `${label} col ${k}`)); } else { // bars / footprint: flatten array-of-objects in declared field order. const flat = []; for (const bar of got) { for (const f of spec.fields) flat.push(Number(bar[f])); } assert.equal(flat.length, want.length, `${label}: arity ${flat.length} vs ${want.length}`); flat.forEach((gv, k) => closeEq(gv, want[k], `${label} col ${k}`)); } } }); }