#![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);
});