#![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::{ AcceleratorOscillator, Adl, Adx, Alligator, Aroon, AroonOscillator, Atr, AtrTrailingStop, AwesomeOscillator, BalanceOfPower, BatchExt, Candle, Cci, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, Donchian, EaseOfMovement, Evwma, ForceIndex, Indicator, Inertia, Keltner, MassIndex, MedianPrice, Mfi, Natr, Obv, Pgo, Psar, RollingVwap, Rvi, Smi, Stochastic, SuperTrend, TrueRange, TypicalPrice, UltimateOscillator, VolumePriceTrend, Vortex, Vwap, Vwma, WeightedClose, WilliamsR, }; /// 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(|| Atr::new(14).unwrap(), &candles); drive(|| Natr::new(14).unwrap(), &candles); drive(TrueRange::new, &candles); drive(|| ChaikinVolatility::new(10, 10).unwrap(), &candles); // --- Bands & Channels --- drive(|| Keltner::new(20, 10, 2.0).unwrap(), &candles); drive(|| Donchian::new(20).unwrap(), &candles); // --- Trailing Stops --- drive(|| Psar::new(0.02, 0.02, 0.20).unwrap(), &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); // --- Trend & Directional --- drive(|| Adx::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(|| MassIndex::new(9, 25).unwrap(), &candles); drive(|| ChoppinessIndex::new(14).unwrap(), &candles); // --- Momentum & Oscillators --- drive(|| Cci::new(20).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(|| AcceleratorOscillator::new(5, 34, 5).unwrap(), &candles); drive(|| UltimateOscillator::new(7, 14, 28).unwrap(), &candles); drive(BalanceOfPower::new, &candles); // --- Volume --- 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); // --- Price transformations --- drive(TypicalPrice::new, &candles); drive(MedianPrice::new, &candles); drive(WeightedClose::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); } });