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