wickra/bindings/go/data_layer_test.go

package wickra

import (
	"math"
	"os"
	"strconv"
	"testing"
)

// Cross-language data-layer parity: replay the shared golden tick stream through
// the TickAggregator and assert the candles match the Rust reference, with and
// without gap filling. Fixtures are generated by
// `cargo run -p wickra-examples --bin gen_golden`.

func dataParseF(t *testing.T, s string) float64 {
	t.Helper()
	v, err := strconv.ParseFloat(s, 64)
	if err != nil {
		t.Fatalf("parse %q: %v", s, err)
	}
	return v
}

func TestResamplerGolden(t *testing.T) {
	input := readGolden(t, "input") // open,high,low,close,volume (timestamp = row index)
	r, err := NewResampler(5)
	if err != nil {
		t.Fatalf("new: %v", err)
	}
	var got [][6]float64
	for i, row := range input {
		o, h, l, c, v := dataParseF(t, row[0]), dataParseF(t, row[1]), dataParseF(t, row[2]), dataParseF(t, row[3]), dataParseF(t, row[4])
		if k, ok := r.Update(o, h, l, c, v, int64(i)); ok {
			got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
		}
	}
	if k, ok := r.Flush(); ok {
		got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
	}
	r.Close()
	want := readGolden(t, "data_resampled")
	if len(got) != len(want) {
		t.Fatalf("resample: %d candles vs %d", len(got), len(want))
	}
	for i := range got {
		for j := 0; j < 6; j++ {
			w := dataParseF(t, want[i][j])
			if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
				t.Errorf("resample row %d col %d: %v vs %v", i, j, got[i][j], w)
			}
		}
	}
}

func TestCandleReaderGolden(t *testing.T) {
	csv, err := os.ReadFile("../../testdata/golden/data_csv.csv")
	if err != nil {
		t.Fatalf("read data_csv.csv: %v", err)
	}
	r, err := NewCandleReader(string(csv))
	if err != nil {
		t.Fatalf("new: %v", err)
	}
	defer r.Close()
	candles := r.Read()
	got := make([][6]float64, len(candles))
	for i, c := range candles {
		got[i] = [6]float64{c.Open, c.High, c.Low, c.Close, c.Volume, float64(c.Timestamp)}
	}
	want := readGolden(t, "data_csv_candles")
	if len(got) != len(want) {
		t.Fatalf("candle reader: %d candles vs %d", len(got), len(want))
	}
	for i := range got {
		for j := 0; j < 6; j++ {
			w := dataParseF(t, want[i][j])
			if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
				t.Errorf("candle reader row %d col %d: %v vs %v", i, j, got[i][j], w)
			}
		}
	}
}

func TestTickAggregatorGolden(t *testing.T) {
	ticks := readGolden(t, "data_ticks")
	cases := []struct {
		gap     bool
		fixture string
	}{
		{false, "data_candles"},
		{true, "data_candles_gap"},
	}
	for _, c := range cases {
		agg, err := NewTickAggregator(1000, c.gap)
		if err != nil {
			t.Fatalf("new: %v", err)
		}
		var got [][6]float64
		for _, r := range ticks {
			price, size, ts := dataParseF(t, r[0]), dataParseF(t, r[1]), int64(dataParseF(t, r[2]))
			for _, k := range agg.Push(price, size, ts) {
				got = append(got, [6]float64{k.Open, k.High, k.Low, k.Close, k.Volume, float64(k.Timestamp)})
			}
		}
		agg.Close()
		want := readGolden(t, c.fixture)
		if len(got) != len(want) {
			t.Fatalf("%s: %d candles vs %d", c.fixture, len(got), len(want))
		}
		for i := range got {
			for j := 0; j < 6; j++ {
				w := dataParseF(t, want[i][j])
				if math.Abs(got[i][j]-w) > 1e-9*math.Max(1, math.Abs(w)) {
					t.Errorf("%s row %d col %d: %v vs %v", c.fixture, i, j, got[i][j], w)
				}
			}
		}
	}
}