Files
wickra/testdata/golden/g_IntradayVolatilityProfile.csv
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

82 lines
5.2 KiB
CSV

profile
nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan,nan
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.002620254995739237,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.004712668651562525,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.0071373411106064304,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.009736062303526107,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.012359827979438446,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.014869931245072498,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.017138108908942195,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01904812946289669,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.02050094187523742,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.02142514708916723,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.021793565300101406,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.02164422502836288,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.021099226306444573,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020367343528465007,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019709579897858216,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01935572296867032,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019403231441248392,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019776533048703925,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020286847071464876,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020735782023100315,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020987596694631194,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.02099123370911996,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020770603888085708,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.02040245914068176,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019991068535450726,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019642055584813533,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01943664472122203,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019410657139425587,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019545450751559446,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01977551615044854,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020010223757878746,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020161849587524285,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020171942068733274,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.020030041540628166,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019779226379066234,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01950325190107801,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019294825468539507,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.0192159720933167,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019271766590044054,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019413474765477376,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01956637427037403,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01966244437516999,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01966186939510932,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01955960308619284,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019380879429202018,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019170599915962552,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018979951868866248,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018852526421644766,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018812396720935813,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018857190891470532,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01895868072312464,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01907128947671058,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01914628551045655,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.019147646936441793,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01906487312148049,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018918008819742305,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018751370835068833,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018616294298371177,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018549443915009064,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01855769231927336,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01861771875450166,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01868908227099608,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01873192555472436,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.0187205807908882,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018649420306147062,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018531706986904994,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01839381431135032,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018267031160766094,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01817874132645652,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01814472426062397,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018164443507137563,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018220875638613087,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01828536623765571,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018326479767938067,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01832042503590735,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018259757221959126,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.018156905073410723,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0.01804014715942914,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0