c096943bdf
Completes expansion-roadmap block **A2 — Market Breadth**: the 14 indicators that remained after the `AdvanceDecline` bootstrap, all built on the existing `CrossSection` input. ## Indicators (all scalar `Indicator<Input = CrossSection, Output = f64>`) | Indicator | Reading | |-----------|---------| | `AdvanceDeclineRatio` | advancers / decliners | | `AdVolumeLine` | cumulative net advancing volume | | `McClellanOscillator` | 19/39 EMAs of ratio-adjusted net advances | | `McClellanSummationIndex` | running total of the oscillator | | `Trin` (Arms Index) | A/D ratio over up/down volume ratio | | `BreadthThrust` (Zweig) | SMA of the advancing-issues share | | `NewHighsNewLows` | new highs − new lows | | `HighLowIndex` | SMA of the record-high percent | | `PercentAboveMa` | % of the universe above its MA | | `UpDownVolumeRatio` | advancing / declining volume | | `BullishPercentIndex` | % on a point-and-figure buy signal | | `CumulativeVolumeIndex` | volume-normalised cumulative net advancing volume | | `AbsoluteBreadthIndex` | \|advancers − decliners\| | | `TickIndex` | instantaneous net advancers − decliners | ## Input model `AdVolumeLine` and `CumulativeVolumeIndex` are kept distinct (the latter normalises each tick's net advancing volume by total volume, so it stays comparable across volume regimes). `PercentAboveMa` and `BullishPercentIndex` need a per-symbol state signal that `Member` did not carry, so `Member` gains two additive flags (`above_ma`, `on_buy_signal`) via a new `Member::with_signals` constructor; the 4-arg `Member::new` leaves both cleared, so every existing caller and binding is unchanged. `CrossSection` gains volume / new-extreme / state aggregation helpers. ## Wiring Fully wired across the Rust core, the python/node/wasm bindings, the cross-section fuzz target, the README + docs indicator counters (325 → 339), and dedicated python/node streaming-vs-batch tests. `fmt` / `test --workspace --all-features` / `clippy --workspace -D warnings` / node build+test / pytest all green locally.
62 lines
2.7 KiB
Rust
62 lines
2.7 KiB
Rust
#![no_main]
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//! Fuzz market-breadth `Indicator<Input = CrossSection>` implementations with
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//! arbitrary cross-section streams.
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//!
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//! Each iteration consumes a byte stream, interprets it as a sequence of `f64`
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//! values (8 bytes each), packs consecutive pairs into [`Member`]s (a `change`
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//! and a `volume`, with the high/low flags taken from the value bit parity), and
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//! groups the members into bounded-size [`CrossSection`] ticks. Cross-sections
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//! are built with `new_unchecked` so the fuzzer can explore degenerate values
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//! (non-finite changes, negative volumes, empty-adjacent groups) that the
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//! validating constructor would reject — the indicators must never panic,
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//! streaming or batched.
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use libfuzzer_sys::fuzz_target;
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use wickra_core::{AbsoluteBreadthIndex, AdVolumeLine, AdvanceDecline, AdvanceDeclineRatio, BatchExt, BreadthThrust, BullishPercentIndex, CrossSection, CumulativeVolumeIndex, HighLowIndex, Indicator, McClellanOscillator, McClellanSummationIndex, Member, NewHighsNewLows, PercentAboveMa, TickIndex, Trin, UpDownVolumeRatio};
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#[inline(never)]
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fn drive<I>(make: impl Fn() -> I, sections: &[CrossSection])
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where
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I: Indicator<Input = CrossSection, Output = f64> + BatchExt,
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{
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let mut streaming = make();
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for section in sections {
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let _ = streaming.update(section.clone());
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}
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let _ = make().batch(sections);
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}
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fuzz_target!(|data: &[u8]| {
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let floats: Vec<f64> = data
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.chunks_exact(8)
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.map(|c| f64::from_le_bytes(c.try_into().expect("8 bytes")))
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.collect();
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let members: Vec<Member> = floats
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.chunks_exact(2)
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.map(|c| Member::new(c[0], c[1], c[0].to_bits() & 1 == 1, c[1].to_bits() & 1 == 1))
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.collect();
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// Group members into cross-sections of up to eight symbols each so a single
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// input yields a stream of ragged universes.
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let sections: Vec<CrossSection> = members
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.chunks(8)
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.filter(|chunk| !chunk.is_empty())
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.map(|chunk| CrossSection::new_unchecked(chunk.to_vec(), 0))
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.collect();
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drive(AdvanceDecline::new, §ions);
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drive(AdvanceDeclineRatio::new, §ions);
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drive(AdVolumeLine::new, §ions);
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drive(McClellanOscillator::new, §ions);
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drive(McClellanSummationIndex::new, §ions);
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drive(Trin::new, §ions);
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drive(|| BreadthThrust::new(10).unwrap(), §ions);
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drive(NewHighsNewLows::new, §ions);
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drive(|| HighLowIndex::new(10).unwrap(), §ions);
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drive(PercentAboveMa::new, §ions);
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drive(UpDownVolumeRatio::new, §ions);
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drive(BullishPercentIndex::new, §ions);
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drive(CumulativeVolumeIndex::new, §ions);
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drive(AbsoluteBreadthIndex::new, §ions);
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drive(TickIndex::new, §ions);
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});
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