4f708d410d
* 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
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1.4 KiB
| 1 | EffectiveSpread |
|---|---|
| 2 | 100.50251256281408 |
| 3 | 85.18861754136002 |
| 4 | 50.791618062899886 |
| 5 | 6.471963445505306 |
| 6 | 37.31306077254334 |
| 7 | 70.97585053578337 |
| 8 | 87.42931522314525 |
| 9 | 83.16643066140644 |
| 10 | 58.84363227038314 |
| 11 | 19.360521184557342 |
| 12 | 26.692751464027264 |
| 13 | 68.42541613912245 |
| 14 | 94.97730223727129 |
| 15 | 98.51183109847284 |
| 16 | 77.00164568932314 |
| 17 | 35.53361456264146 |
| 18 | 14.83012910695449 |
| 19 | 60.477658363251216 |
| 20 | 89.56540737265853 |
| 21 | 95.43072451505249 |
| 22 | 77.96223557821791 |
| 23 | 42.877511112705086 |
| 24 | 0.38783400672134377 |
| 25 | 41.29301287839624 |
| 26 | 70.60667800568238 |
| 27 | 82.20375940034327 |
| 28 | 74.05811777077578 |
| 29 | 48.40632250294267 |
| 30 | 11.164261493742346 |
| 31 | 29.258312788235965 |
| 32 | 63.57166297488654 |
| 33 | 83.46174099429538 |
| 34 | 83.46666580365905 |
| 35 | 62.55994700742576 |
| 36 | 24.983316608400788 |
| 37 | 20.20750063852253 |
| 38 | 61.219522873685584 |
| 39 | 86.92486469384652 |
| 40 | 90.44764893643783 |
| 41 | 71.38489958339268 |
| 42 | 35.662085321819355 |
| 43 | 6.74796697911144 |
| 44 | 45.03978553453113 |
| 45 | 70.42185191438784 |
| 46 | 77.8660064329978 |
| 47 | 66.67745728062486 |
| 48 | 40.152183585555136 |
| 49 | 4.6362655717170655 |
| 50 | 31.786925999126282 |
| 51 | 60.836179254244755 |
| 52 | 75.66013389443202 |
| 53 | 72.34958907337887 |
| 54 | 51.037358193524106 |
| 55 | 16.237011612982997 |
| 56 | 23.863289913575358 |
| 57 | 59.20899420151053 |
| 58 | 80.4816500201313 |
| 59 | 81.80213971217898 |
| 60 | 62.626504281036524 |
| 61 | 28.06618969594184 |
| 62 | 12.600904120492503 |
| 63 | 48.735244243683944 |
| 64 | 71.4235730969052 |
| 65 | 75.7735739184767 |
| 66 | 61.786982886349406 |
| 67 | 33.814824840096726 |
| 68 | 0.9406567720654088 |
| 69 | 34.28133350642489 |
| 70 | 58.756215575601004 |
| 71 | 69.03681573853596 |
| 72 | 62.83564477553813 |
| 73 | 41.34420743842122 |
| 74 | 9.148334547871924 |
| 75 | 26.465716706337634 |
| 76 | 56.889527379969884 |
| 77 | 74.18317592643852 |
| 78 | 73.30507758325405 |
| 79 | 53.87529535649575 |
| 80 | 20.670391667741562 |
| 81 | 17.58294498088382 |