// Generic golden-fixture parity for the WASM (wasm-bindgen) binding, run under // Node's test runner against the nodejs-target build in ../pkg. // // Every one of the 514 indicators is reconstructed from wasm_manifest.json (JS // class, constructor params, ordered update args parsed from the generated // .d.ts), fed the synthetic stream derived from the shared golden input — the // same construction gen_golden uses — and checked bit-for-bit against the Rust // reference fixtures g_.csv. // // wasm-pack build --target nodejs --out-dir pkg // node --test tests/ const test = require('node:test'); const assert = require('node:assert/strict'); const fs = require('node:fs'); const path = require('node:path'); const W = require('../pkg/wickra_wasm.js'); 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) { const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split('\n'); lines.shift(); return lines.filter((l) => l.length > 0).map((l) => l.split(',').map(cell)); } function readBarRows(name) { const lines = fs.readFileSync(path.join(GOLDEN, name + '.csv'), 'utf8').split('\n'); lines.shift(); 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, 'wasm_manifest.json'), 'utf8')); // Canonical Indicator::name() per indicator, the same string every binding returns. const NAMES = JSON.parse(fs.readFileSync(path.join(GOLDEN, 'names.json'), 'utf8')); const ROWS = readCsv('input'); function deriv(o, h, l, c, v) { return { funding_rate: ((c - o) / c) * 0.01, mark_price: c, index_price: c - 0.5, futures_price: c + 1.0, open_interest: v * 10.0, long_size: v * 0.6, short_size: v * 0.4, taker_buy_volume: v * 0.55, taker_sell_volume: v * 0.45, long_liquidation: h - c, short_liquidation: c - l, }; } function resolveArg(arg, o, h, l, c, v, i) { const n = arg.name; if (arg.array) { const j5 = [0, 1, 2, 3, 4]; switch (n) { case 'change': return Float64Array.from(j5.map((j) => c - o + j)); case 'volume': return Float64Array.from(j5.map((j) => v + j * 10.0)); case 'new_high': return Float64Array.from(j5.map((j) => (j % 2 === 0 ? 1 : 0))); case 'new_low': return Float64Array.from(j5.map((j) => (j % 3 === 0 ? 1 : 0))); case 'above_ma': return Float64Array.from(j5.map((j) => (j % 2 === 0 ? 1 : 0))); case 'on_buy_signal': return Float64Array.from(j5.map((j) => (j % 3 === 0 ? 1 : 0))); case 'bid_px': return Float64Array.from(j5.map((k) => c - 0.1 * (k + 1))); case 'bid_sz': return Float64Array.from(j5.map((k) => v / (k + 1))); case 'ask_px': return Float64Array.from(j5.map((k) => c + 0.1 * (k + 1))); case 'ask_sz': return Float64Array.from(j5.map((k) => (v * 0.9) / (k + 1))); default: throw new Error('array arg ' + n); } } if (arg.bigint) return BigInt(i); switch (n) { case 'value': case 'close': case 'price': case 'x': case 'a': case 'asset': return c; case 'y': case 'b': case 'open': case 'benchmark': return o; case 'high': return h; case 'low': return l; case 'volume': case 'size': return v; case 'is_buy': return c >= o; case 'mid': return (h + l) / 2.0; case 'timestamp': return BigInt(i); default: { const d = deriv(o, h, l, c, v); if (n in d) return d[n]; throw new Error('scalar arg ' + n); } } } // Recursively flatten a WASM output (number, object with field props, typed/array // of either) into a flat number list. Returns null for warmup (null/undefined). function flat(v) { if (v === null || v === undefined) return null; if (typeof v === 'number' || typeof v === 'bigint') return [Number(v)]; if (Array.isArray(v) || ArrayBuffer.isView(v)) { const out = []; for (const e of v) { const f = flat(e); if (f) out.push(...f); } return out; } if (typeof v === 'object') { const out = []; for (const val of Object.values(v)) { const f = flat(val); if (f) out.push(...f); } return out; } return [Number(v)]; } function nanRow(n) { return Array.from({ length: n }, () => NaN); } function widthOf(spec) { if (spec.out.startsWith('multi') || spec.out === 'deriv_multi') return spec.n; if (spec.out.startsWith('profile')) return spec.width; return 1; // scalar archetypes } 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(`wasm golden: ${spec.canonical}`, () => { const Cls = W[spec.js]; assert.ok(Cls, `missing WASM class ${spec.js}`); const ind = new Cls(...spec.ctor); assert.equal(ind.name(), NAMES[spec.canonical], `${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 raw = ind.update(...args); const want = expected[i]; const label = `${spec.canonical} row ${i}`; let got = flat(raw); if (isBars) { if (got === null) got = []; } else if (got === null) { got = nanRow(widthOf(spec)); } assert.equal(got.length, want.length, `${label}: arity ${got.length} vs ${want.length}`); for (let k = 0; k < want.length; k++) closeEq(got[k], want[k], `${label} col ${k}`); } }); }