"""For every indicator, batch(prices) must equal repeated update(price). This is the central correctness contract of Wickra: the two APIs share one implementation, so they cannot disagree. These tests verify it from Python across the entire warmup → steady-state transition. """ from __future__ import annotations import math import numpy as np import pytest import wickra as ta def _equal_with_nan(a: np.ndarray, b: np.ndarray, tol: float = 1e-9) -> bool: """NumPy ``==`` treats NaN as not-equal; emulate ``equal_nan`` for floats.""" if a.shape != b.shape: return False both_nan = np.isnan(a) & np.isnan(b) diff_ok = np.where(both_nan, 0.0, np.abs(a - b)) return bool(np.all(diff_ok <= tol)) @pytest.mark.parametrize( "cls, args", [ (ta.SMA, (14,)), (ta.EMA, (14,)), (ta.WMA, (14,)), (ta.RSI, (14,)), ], ) def test_scalar_streaming_matches_batch(cls, args, sine_prices): batch = cls(*args).batch(sine_prices) streamer = cls(*args) streamed = np.array( [streamer.update(float(p)) if streamer is not None else None for p in sine_prices], dtype=object, ) # Map None -> NaN to compare against batch. streamed = np.array( [math.nan if v is None else float(v) for v in streamed], dtype=np.float64 ) assert _equal_with_nan(batch, streamed) def test_macd_streaming_matches_batch(sine_prices): batch = ta.MACD().batch(sine_prices) streamer = ta.MACD() rows = [] for p in sine_prices: v = streamer.update(float(p)) if v is None: rows.append([math.nan, math.nan, math.nan]) else: rows.append(list(v)) streamed = np.array(rows, dtype=np.float64) assert _equal_with_nan(batch, streamed) def test_bollinger_streaming_matches_batch(sine_prices): batch = ta.BollingerBands().batch(sine_prices) streamer = ta.BollingerBands() rows = [] for p in sine_prices: v = streamer.update(float(p)) if v is None: rows.append([math.nan, math.nan, math.nan, math.nan]) else: rows.append(list(v)) streamed = np.array(rows, dtype=np.float64) assert _equal_with_nan(batch, streamed) def test_atr_streaming_matches_batch(ohlc_series): high, low, close = ohlc_series batch = ta.ATR(14).batch(high, low, close) streamer = ta.ATR(14) rows = [] for h, l, c in zip(high, low, close): rows.append(streamer.update((float(c), float(h), float(l), float(c), 0.0, 0))) streamed = np.array([math.nan if v is None else v for v in rows], dtype=np.float64) assert _equal_with_nan(batch, streamed) def test_stochastic_streaming_matches_batch(ohlc_series): high, low, close = ohlc_series batch = ta.Stochastic(14, 3).batch(high, low, close) streamer = ta.Stochastic(14, 3) rows = [] for h, l, c in zip(high, low, close): v = streamer.update((float(c), float(h), float(l), float(c), 0.0, 0)) rows.append([math.nan, math.nan] if v is None else list(v)) streamed = np.array(rows, dtype=np.float64) assert _equal_with_nan(batch, streamed) def test_obv_streaming_matches_batch(ohlc_series): _, _, close = ohlc_series volume = np.ones_like(close) batch = ta.OBV().batch(close, volume) streamer = ta.OBV() rows = [] for c, v in zip(close, volume): rows.append(streamer.update((float(c), float(c), float(c), float(c), float(v), 0))) streamed = np.array([math.nan if x is None else x for x in rows], dtype=np.float64) assert _equal_with_nan(batch, streamed) def test_mama_streaming_matches_batch(sine_prices): batch = ta.MAMA().batch(sine_prices) streamer = ta.MAMA() rows = [] for p in sine_prices: v = streamer.update(float(p)) if v is None: rows.append([math.nan, math.nan]) else: rows.append(list(v)) streamed = np.array(rows, dtype=np.float64) assert _equal_with_nan(batch, streamed) def test_super_smoother_streaming_matches_batch(sine_prices): batch = ta.SuperSmoother(10).batch(sine_prices) streamer = ta.SuperSmoother(10) streamed = np.array( [math.nan if (v := streamer.update(float(p))) is None else float(v) for p in sine_prices], dtype=np.float64, ) assert _equal_with_nan(batch, streamed) def test_rolling_vwap_streaming_matches_batch(ohlc_series): # RollingVWAP(20) on the shared OHLC series. Provides finite-memory VWAP # parity coverage now that the indicator is exposed across all bindings. high, low, close = ohlc_series volume = np.linspace(100.0, 200.0, num=close.size, dtype=np.float64) batch = ta.RollingVWAP(20).batch(high, low, close, volume) streamer = ta.RollingVWAP(20) rows = [] for h, l, c, v in zip(high, low, close, volume): rows.append(streamer.update((float(c), float(h), float(l), float(c), float(v), 0))) streamed = np.array([math.nan if x is None else x for x in rows], dtype=np.float64) assert _equal_with_nan(batch, streamed) assert streamer.period == 20 assert streamer.warmup_period() == 20 assert streamer.is_ready() streamer.reset() assert not streamer.is_ready()