/* Cross-language data-layer parity for the C / C++ binding: replay the shared * golden tick stream through the TickAggregator (push/drain) and check the * candles against the Rust reference, with and without gap filling. The same * source compiles under both a C and a C++ compiler. Fixtures are generated by * `cargo run -p wickra-examples --bin gen_golden`; the golden dir is argv[1]. */ #include #include #include #include #include #include #include "wickra.h" #define MAXROWS 256 static const char *GDIR; static int read_csv(const char *name, double *rows, int ncol) { char path[1024]; snprintf(path, sizeof(path), "%s/%s.csv", GDIR, name); FILE *f = fopen(path, "r"); if (!f) { fprintf(stderr, "cannot open %s\n", path); exit(2); } char line[4096]; int n = 0, first = 1; while (fgets(line, sizeof(line), f)) { line[strcspn(line, "\r\n")] = '\0'; if (first) { first = 0; continue; } if (line[0] == '\0') { continue; } char *p = line; for (int j = 0; j < ncol; j++) { rows[n * ncol + j] = strtod(p, &p); if (*p == ',') { p++; } } n++; } fclose(f); return n; } static int check(const char *fixture, bool gap, const double *ticks, int nt) { struct TickAggregator *a = wickra_tick_aggregator_new(1000, gap); if (!a) { printf("FAIL %s: new returned NULL\n", fixture); return 1; } double want[MAXROWS * 6]; int nw = read_csv(fixture, want, 6); double got[MAXROWS * 6]; int ng = 0; for (int i = 0; i < nt; i++) { intptr_t n = wickra_tick_aggregator_push(a, ticks[i * 3 + 0], ticks[i * 3 + 1], (int64_t)ticks[i * 3 + 2]); if (n > 0) { struct WickraCandle buf[MAXROWS]; intptr_t w = wickra_tick_aggregator_drain(a, buf, (uintptr_t)n); for (intptr_t j = 0; j < w; j++) { got[ng * 6 + 0] = buf[j].open; got[ng * 6 + 1] = buf[j].high; got[ng * 6 + 2] = buf[j].low; got[ng * 6 + 3] = buf[j].close; got[ng * 6 + 4] = buf[j].volume; got[ng * 6 + 5] = (double)buf[j].timestamp; ng++; } } } wickra_tick_aggregator_free(a); if (ng != nw) { printf("FAIL %s: %d candles vs %d\n", fixture, ng, nw); return 1; } int fails = 0; for (int i = 0; i < ng; i++) { for (int j = 0; j < 6; j++) { double w = want[i * 6 + j]; double tol = 1e-9 * fmax(1.0, fabs(w)); if (fabs(got[i * 6 + j] - w) > tol) { printf("FAIL %s row %d col %d: %g vs %g\n", fixture, i, j, got[i * 6 + j], w); fails++; } } } return fails; } static int check_resample(void) { double input[MAXROWS * 5]; int ni = read_csv("input", input, 5); double want[MAXROWS * 6]; int nw = read_csv("data_resampled", want, 6); struct Resampler *r = wickra_resampler_new(5); if (!r) { printf("FAIL resample: new returned NULL\n"); return 1; } double got[MAXROWS * 6]; int ng = 0; struct WickraCandle out; for (int i = 0; i < ni; i++) { if (wickra_resampler_update(r, input[i * 5 + 0], input[i * 5 + 1], input[i * 5 + 2], input[i * 5 + 3], input[i * 5 + 4], (int64_t)i, &out)) { got[ng * 6 + 0] = out.open; got[ng * 6 + 1] = out.high; got[ng * 6 + 2] = out.low; got[ng * 6 + 3] = out.close; got[ng * 6 + 4] = out.volume; got[ng * 6 + 5] = (double)out.timestamp; ng++; } } if (wickra_resampler_flush(r, &out)) { got[ng * 6 + 0] = out.open; got[ng * 6 + 1] = out.high; got[ng * 6 + 2] = out.low; got[ng * 6 + 3] = out.close; got[ng * 6 + 4] = out.volume; got[ng * 6 + 5] = (double)out.timestamp; ng++; } wickra_resampler_free(r); if (ng != nw) { printf("FAIL resample: %d candles vs %d\n", ng, nw); return 1; } int fails = 0; for (int i = 0; i < ng; i++) { for (int j = 0; j < 6; j++) { double w = want[i * 6 + j]; double tol = 1e-9 * fmax(1.0, fabs(w)); if (fabs(got[i * 6 + j] - w) > tol) { printf("FAIL resample row %d col %d: %g vs %g\n", i, j, got[i * 6 + j], w); fails++; } } } return fails; } static int check_reader(void) { char path[1024]; snprintf(path, sizeof(path), "%s/data_csv.csv", GDIR); FILE *f = fopen(path, "rb"); if (!f) { printf("FAIL reader: cannot open %s\n", path); return 1; } static char buf[1 << 16]; size_t len = fread(buf, 1, sizeof(buf), f); fclose(f); struct CandleReader *r = wickra_candle_reader_new((const uint8_t *)buf, len); if (!r) { printf("FAIL reader: new returned NULL\n"); return 1; } double want[MAXROWS * 6]; int nw = read_csv("data_csv_candles", want, 6); uintptr_t n = wickra_candle_reader_count(r); struct WickraCandle cands[MAXROWS]; uintptr_t got = wickra_candle_reader_read(r, cands, n); wickra_candle_reader_free(r); if ((int)got != nw) { printf("FAIL reader: %d candles vs %d\n", (int)got, nw); return 1; } int fails = 0; for (uintptr_t i = 0; i < got; i++) { double row[6] = {cands[i].open, cands[i].high, cands[i].low, cands[i].close, cands[i].volume, (double)cands[i].timestamp}; for (int j = 0; j < 6; j++) { double w = want[i * 6 + j]; double tol = 1e-9 * fmax(1.0, fabs(w)); if (fabs(row[j] - w) > tol) { printf("FAIL reader row %d col %d: %g vs %g\n", (int)i, j, row[j], w); fails++; } } } return fails; } int main(int argc, char **argv) { GDIR = (argc > 1) ? argv[1] : "testdata/golden"; double ticks[MAXROWS * 3]; int nt = read_csv("data_ticks", ticks, 3); int fails = check("data_candles", false, ticks, nt); fails += check("data_candles_gap", true, ticks, nt); fails += check_resample(); fails += check_reader(); if (fails == 0) { printf("C/C++ data layer: OK (%d ticks)\n", nt); } return fails ? 1 : 0; }