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kingchenc 4f708d410d test: golden-pin the four de-duplicated indicators across all bindings (#305)
* test: golden-pin the four de-duplicated indicators across all C-ABI bindings

Extend gen_golden to emit reference fixtures for AdOscillator (ADOSC),
IntradayIntensity, AwesomeOscillatorHistogram and AverageDrawdown, and replay
them through the Go / C# / Java / R golden harnesses so their corrected
definitions stay bit-identical to the Rust core in every binding. Go suite
verified locally (gcc 13 + cgo): all 9 golden tests pass; C#/Java/R use the
same fixtures and harness pattern (CI-verified). First step of extending the
golden coverage beyond the seven archetype representatives.

* test: golden-pin the scalar-output tranche (308 indicators) against Rust

Extend gen_golden with a generated emit_scalar that writes reference fixtures
for every single-f64-output indicator (scalar / candle / pairwise input) using
valid constructor params, and add a manifest-driven generic Python golden
replay that reconstructs each by its native name and checks it bit-for-bit
against the Rust output. 308 indicators now value-tied to the Rust core in
Python (pytest: 308/308). Takes golden coverage from the 7 archetype
representatives to 308+ of the catalogue.

22 scalar indicators with non-default constructor constraints are skipped by
gen_golden for now (logged), as are non-f64-output ones; multi-output, exotic
inputs and the per-indicator arg arities of the C-ABI/Node replays follow.
Generated + verified locally with the full toolchain.

* test: golden-pin the multi-output tranche (70 indicators) in Python

Add a generated emit_multi to gen_golden (per-indicator Output-field access,
one CSV column per field) and a manifest-driven generic Python replay that
checks every field of each multi-output indicator against the Rust reference.
70 multi-output indicators now value-tied to Rust in Python; combined with the
scalar tranche, 378 indicators are golden-pinned. 8 multi with non-default
param constraints and 5 with non-f64 Output fields (Option/Vec/i64) are
deferred. pytest green.

* test(golden): add 30 constraint-tuned indicators to scalar/multi golden suite

Emit golden fixtures for 22 scalar-output and 8 multi-output indicators
whose constructors need non-default parameters (Alma, Jma, Psar, T3, Mama,
DoubleBollinger, ZigZag, ...). All 408 fixtures replay bit-for-bit through
the Python binding.

* test(golden): cover 36 missed scalar/multi indicators

Add 26 single-output (LinearRegression family, HT cycle, Candle
volatility estimators, DrawdownDuration) and 10 multi-output
(BollingerBands, MACD/MACDEXT/MACDFIX, Camarilla, VWAP bands, ...)
indicators to the golden suite. 444 fixtures replay bit-for-bit
through the Python binding.

* test(golden): cover 50 exotic-input indicators

Add deterministic synthetic feeders for the DerivativesTick (17),
CrossSection (15), Trade (8), TradeQuote (3) and OrderBook (7)
families, derived from the shared OHLCV input series in both
gen_golden and a new Python replay harness (test_golden_exotic).
All 494 fixtures replay bit-for-bit through the Python binding.

* test(golden): complete 514-indicator golden coverage

Add the final tranches: 3 mixed multi-output indicators (Ichimoku,
WilliamsFractals, LeadLagCrossCorrelation), 6 histogram profiles
(time/volume seasonality + TPO/volume price profiles), 10 alt-chart
bar builders and the footprint. Every one of the 514 distinct
indicators now has a Rust-generated g_<Canonical>.csv fixture and a
generic Python replay (scalar/multi/exotic/profile/bars), all passing
bit-for-bit.

* test(golden): add generic Node replay for all 514 indicators

A manifest-driven node:test harness reconstructs every indicator by its
native class, feeds the same synthetic stream derived from the shared
golden input, and checks output bit-for-bit against the Rust reference
fixtures (scalar/multi/exotic/profile/bars). node_manifest.json is
generated from index.d.ts plus the Python-side manifests. 514/514 pass.

* test(golden): add generated Go replay for all 514 indicators

golden_all_test.go (generated by gen_golden_test.py) reconstructs every
Go indicator, feeds the shared synthetic stream and checks output
bit-for-bit against the Rust reference fixtures. A reflection-based
comparator flattens multi-output structs, profiles and bar slices so one
path covers all archetypes. This is the first C-ABI binding verified
across the full catalogue. 514/514 pass.

* test(golden): add generated C# replay for all 514 indicators

GoldenAllTests.g.cs (generated by gen_golden_test.py) reconstructs every
C# indicator, feeds the shared synthetic stream and checks output
bit-for-bit against the Rust reference fixtures via a reflection-based
flatten covering scalar/multi/profile/bar archetypes. 514/514 pass.

Also add the '#nullable enable' directive the compiler requires to the
generated Indicators.g.cs, clearing the four CS8669 warnings on the
nullable double[] profile return types.

* fix(java): marshal C ABI bool params correctly; add 514 golden replay

The Java FFM binding marshalled the cross-section state flags (newHigh,
newLow, aboveMa, onBuySignal) as JAVA_DOUBLE arrays, but the C ABI takes
them as const bool* (one byte each), so the native side read the low byte
of each 8-byte double and saw every flag as false. Add WickraNative.
boolSegment and use it across the 15 cross-section indicators. Also pass
the MacdExt MaType arguments as byte to match the uint8_t downcall
descriptor (was int, throwing WrongMethodTypeException).

Add GoldenAllTest.java (generated by gen_golden_test.py): a reflection
runner replaying all 514 indicators against the Rust reference fixtures.
The bugs above were found by this test; 514/514 now pass.

* fix(r): marshal C ABI bool flags correctly; add 514 golden replay

The R wrapper passed the cross-section state flags as (bool *)REAL(x),
reinterpreting the 8-byte doubles as 1-byte bools so the native side read
every flag as false. Add wk_bool_vec to convert each flag vector into a
real C bool buffer and use it for all 15 cross-section update wrappers.

Add test-golden-all.R + generated golden_specs.R: a reflective runner
replaying all 514 indicators against the Rust reference fixtures. The bug
above was found by this test; verified 514/514 pass locally.

* test(golden): add WASM replay for all 514 indicators

A manifest-driven node:test harness loads the nodejs-target wasm-pack
build, reconstructs every indicator by its JS class, feeds the shared
synthetic stream and checks output bit-for-bit against the Rust
reference fixtures. wasm_manifest.json is generated from the wasm .d.ts
plus the shared manifests; a recursive flattener covers scalar, multi
(Reflect objects), profile and bar shapes. 514/514 pass locally
(wasm-pack build --target nodejs, then node --test).

* test(golden): add C and C++ replay for all 514 indicators

golden_test.c (generated by gen_golden_test.py) drives every indicator
through the C ABI (wickra.h) and checks output bit-for-bit against the
Rust reference fixtures. golden_test.cpp #includes the same source so the
identical runner is compiled and run under both gcc (C) and g++ (C++) via
the CMake targets golden_test / golden_test_cpp — proving the extern "C"
header is consumable from each language. Both 514/514 (verified via ctest).

* test(golden): gofmt the generated Go golden replay

* test(golden): make the Node fixture reader CRLF-safe and pin fixtures to LF
2026-06-15 04:48:51 +02:00

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5.3 KiB
Python

"""Build node_manifest.json: for every one of the 514 indicators, record the
native class name, constructor parameter values, the ordered update argument
names (parsed from index.d.ts, each flagged scalar/array) and how to read its
output against the shared g_<Canonical>.csv fixtures. Run from repo root."""
import json
import os
import re
ROOT = os.path.normpath(os.path.join(os.path.dirname(__file__), "..", "..", ".."))
DTS = os.path.join(ROOT, "bindings", "node", "index.d.ts")
GOLDEN = os.path.join(ROOT, "testdata", "golden")
def camel(snake):
head, *rest = snake.split("_")
return head + "".join(p[:1].upper() + p[1:] for p in rest)
def parse_args(sig):
out = []
for p in sig.split(","):
p = p.strip()
if not p:
continue
name = p.split(":")[0].strip().rstrip("?")
typ = p.split(":", 1)[1].strip() if ":" in p else ""
out.append({"name": name, "array": "Array" in typ})
return out
dts = open(DTS, encoding="utf-8").read()
node_upd = {}
for name, body in re.findall(r"export declare class (\w+) \{(.*?)\n\}", dts, re.S):
um = re.search(r"\bupdate\(([^)]*)\)", body)
node_upd[name] = parse_args(um.group(1)) if um else []
# constructor params: reuse the values pinned in the Python-side manifests.
params = {}
for fn in ("scalar_manifest", "multi_manifest"):
for e in json.load(open(os.path.join(GOLDEN, fn + ".json"))):
params[e["native"]] = e["params"]
for fam in json.load(open(os.path.join(GOLDEN, "exotic_manifest.json"))).values():
for e in fam:
params[e["native"]] = e["params"]
for e in json.load(open(os.path.join(GOLDEN, "profile_manifest.json"))):
params[e["native"]] = e["params"]
for e in json.load(open(os.path.join(GOLDEN, "bars_manifest.json"))):
params[e["native"]] = e["params"]
# the 11 hand-written archetypes (separate, non-g_ fixtures) keep their own test;
# everything else is g_<Canonical>.csv. Output shape per native:
multi_specs = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "multi_manifest.json")))}
deriv_multi = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "exotic_manifest.json")))["deriv"] if "n" in e}
profile_specs = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "profile_manifest.json")))}
bars_specs = {e["native"]: e for e in json.load(open(os.path.join(GOLDEN, "bars_manifest.json")))}
# bar output field order (camelCase), mirroring gen_golden's per-bar tuple.
BAR_FIELDS = {
"RenkoBars": ["open", "close", "direction"],
"KagiBars": ["start", "end", "direction"],
"PointAndFigureBars": ["direction", "high", "low"],
"RangeBars": ["open", "close", "direction"],
"ThreeLineBreakBars": ["open", "close", "direction"],
"ImbalanceBars": ["open", "high", "low", "close", "imbalance", "direction"],
"RunBars": ["open", "high", "low", "close", "length", "direction"],
"DollarBars": ["open", "high", "low", "close", "volume", "dollar"],
"TickBars": ["open", "high", "low", "close", "volume"],
"VolumeBars": ["open", "high", "low", "close", "volume"],
"Footprint": ["price", "bidVol", "askVol"],
}
def header_fields(canon):
with open(os.path.join(GOLDEN, "g_" + canon + ".csv"), encoding="utf-8") as f:
return f.readline().strip().split(",")
# canonical -> native, gathered from every Python-side manifest. The g_ fixture
# is named by canonical (the Rust struct); the Node class is the native alias.
canon_native = {}
for fn in ("scalar_manifest", "multi_manifest"):
for e in json.load(open(os.path.join(GOLDEN, fn + ".json"))):
canon_native[e["canonical"]] = e["native"]
for fam in json.load(open(os.path.join(GOLDEN, "exotic_manifest.json"))).values():
for e in fam:
canon_native[e["canonical"]] = e["native"]
for e in json.load(open(os.path.join(GOLDEN, "profile_manifest.json"))):
canon_native[e["canonical"]] = e["native"]
for e in json.load(open(os.path.join(GOLDEN, "bars_manifest.json"))):
canon_native[e["canonical"]] = e["native"]
out = []
for canon in sorted(canon_native):
native = canon_native[canon]
if native not in node_upd:
raise SystemExit(f"node class for {canon} (native {native}) not found in index.d.ts")
ctor = params.get(native, [])
# EaseOfMovement's volume divisor is an optional Rust constructor argument
# (default 1e8) but a required Node constructor parameter; pass it explicitly.
if native == "EaseOfMovement":
ctor = [ctor[0], 100000000.0]
entry = {"canonical": canon, "native": native, "ctor": ctor, "args": node_upd[native]}
if native in bars_specs:
entry["out"] = "footprint" if native == "Footprint" else "bars"
entry["fields"] = BAR_FIELDS[native]
elif native in profile_specs:
ps = profile_specs[native]
entry["out"] = "profile_" + ps["kind"]
entry["width"] = ps["width"]
if ps["kind"] == "pricebins":
entry["arrayField"] = "counts" if native == "TpoProfile" else "bins"
elif native in deriv_multi or native in multi_specs:
entry["out"] = "multi"
entry["fields"] = [camel(c) for c in header_fields(canon)]
else:
entry["out"] = "scalar"
out.append(entry)
json.dump(out, open(os.path.join(GOLDEN, "node_manifest.json"), "w"), indent=1)
print("node_manifest entries:", len(out))
from collections import Counter
print(Counter(e["out"] for e in out))