kingchenc
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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3.8 KiB
| 1 | ratio | ratio_ma | ratio_rsi |
|---|---|---|---|
| 2 | nan | nan | nan |
| 3 | nan | nan | nan |
| 4 | nan | nan | nan |
| 5 | nan | nan | nan |
| 6 | nan | nan | nan |
| 7 | nan | nan | nan |
| 8 | nan | nan | nan |
| 9 | nan | nan | nan |
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| 11 | nan | nan | nan |
| 12 | nan | nan | nan |
| 13 | nan | nan | nan |
| 14 | nan | nan | nan |
| 15 | nan | nan | nan |
| 16 | 1.0077299254178438 | 1.001101527902105 | 47.00474897115976 |
| 17 | 1.003559685881568 | 1.0007446981455275 | 42.21484268569747 |
| 18 | 0.9985180859381477 | 1.0002751261704002 | 37.27015827002299 |
| 19 | 0.9939704667662251 | 0.9997982019505665 | 33.46270297105181 |
| 20 | 0.9910833902519574 | 0.9994273268055605 | 31.278098549084703 |
| 21 | 0.990502246423747 | 0.9992540934263401 | 30.841623878463228 |
| 22 | 0.9922340489872953 | 0.9993211596714497 | 33.806022560339 |
| 23 | 0.9957214216283135 | 0.9996071328594045 | 39.43581475626989 |
| 24 | 1.0000387841527627 | 1.0000289818095953 | 45.603850610987585 |
| 25 | 1.0041378444911326 | 1.0004626978291067 | 50.733986928910205 |
| 26 | 1.00708568262615 | 1.0007779007008082 | 54.087468988024625 |
| 27 | 1.0082543026755924 | 1.0008770628798267 | 55.38403097018546 |
| 28 | 1.0074333367234023 | 1.0007263691546702 | 54.225514464073825 |
| 29 | 1.0048523765354684 | 1.0003658284642574 | 50.63922332414034 |
| 30 | 1.0011170497011226 | 0.9998934801987772 | 45.90712318928487 |
| 31 | 0.997078442713023 | 0.999430534258167 | 41.40228806381883 |
| 32 | 0.9936629764587528 | 0.9990837407239245 | 38.00564422337914 |
| 33 | 0.9916885104698924 | 0.998920743845615 | 36.158825271795315 |
| 34 | 0.9916880220738206 | 0.9989639318328909 | 36.15835722195286 |
| 35 | 0.9937635130140252 | 0.9991968794464823 | 39.72879157857047 |
| 36 | 0.9975047852761326 | 0.9995733606099707 | 45.63145310471504 |
| 37 | 1.002022793844247 | 1.0000234586253944 | 51.773788755202204 |
| 38 | 1.0061407489734806 | 1.0004593132554458 | 56.58789735962104 |
| 39 | 1.0087304310462555 | 1.0007873551522404 | 59.33694500506314 |
| 40 | 1.009085854603015 | 1.0009302245791594 | 59.714004591000744 |
| 41 | 1.0071640602443972 | 1.0008523501197881 | 56.65490987131541 |
| 42 | 1.003572578812704 | 1.0005765816975956 | 51.359617958814646 |
| 43 | 0.9993254309005892 | 1.0001817998665328 | 45.896502386420586 |
| 44 | 0.9955061415675478 | 0.9997810207141345 | 41.61015116250623 |
| 45 | 0.9929825239913758 | 0.9994884550911597 | 39.017224670765955 |
| 46 | 0.992243597361587 | 0.9993870708699335 | 38.265326899884144 |
| 47 | 0.9933544098246885 | 0.9995060636809904 | 40.133054899144334 |
| 48 | 0.9959928264797866 | 0.999813549709988 | 44.43323743045732 |
| 49 | 0.9995364808927122 | 1.0002259045584656 | 49.662976161858325 |
| 50 | 1.0031837526854632 | 1.0006315450877035 | 54.41806966080533 |
| 51 | 1.0061021795899932 | 1.0009229297838282 | 57.84924023988153 |
| 52 | 1.0075947443581947 | 1.001026786597022 | 59.527201315188215 |
| 53 | 1.007261226244084 | 1.0009218433968667 | 58.96236540907548 |
| 54 | 1.005116793199719 | 1.000638339010917 | 55.327207110391086 |
| 55 | 1.0016250204350823 | 1.0002426933102517 | 49.929337394341594 |
| 56 | 0.9976165148984415 | 0.9998172601735186 | 44.555260949615615 |
| 57 | 0.9940965773656751 | 0.9994437706353104 | 40.43914883953237 |
| 58 | 0.9919840916744096 | 0.9991921956429434 | 38.160656641948364 |
| 59 | 0.9918531076899305 | 0.999111523049983 | 38.01762253824275 |
| 60 | 0.9937568987522472 | 0.9992196160064587 | 41.452549579003154 |
| 61 | 0.9971973140661597 | 0.9994941091665639 | 47.152250363023654 |
| 62 | 1.0012608848264895 | 0.9998703990484712 | 52.97531490233398 |
| 63 | 1.0048854290532758 | 1.0002524667742259 | 57.47610165041397 |
| 64 | 1.007167955358867 | 1.000537052679469 | 60.06807122484348 |
| 65 | 1.007606174744058 | 1.0006444809047594 | 60.56505085696511 |
| 66 | 1.0061978455976288 | 1.0005447024218619 | 58.064000021934916 |
| 67 | 1.0033872093786016 | 1.0002679869314701 | 53.330711631168185 |
| 68 | 0.999905938746761 | 0.9998957830419731 | 48.1004546511982 |
| 69 | 0.9965777326437868 | 0.9995352624854521 | 43.689064180203566 |
| 70 | 0.9941415893444104 | 0.9992870535173071 | 40.74354133683618 |
| 71 | 0.9931200668599705 | 0.9992173027668997 | 39.53974424051918 |
| 72 | 0.9937361152841923 | 0.9993424473104557 | 40.678056703575464 |
| 73 | 0.9958741083421865 | 0.9996296616427597 | 44.57792898526234 |
| 74 | 0.9990855848140147 | 1.000010282075743 | 49.90526661382926 |
| 75 | 1.0026500784819516 | 1.0003997652482997 | 55.06780072153848 |
| 76 | 1.0057051809905053 | 1.0007172149743007 | 58.97061999832174 |
| 77 | 1.0074459357507306 | 1.0009001083098332 | 61.04677907809826 |
| 78 | 1.007357474771272 | 1.0009136454107193 | 60.87819123715923 |
| 79 | 1.0054020814723927 | 1.0007562101770289 | 57.12292288138808 |
| 80 | 1.0020691777024513 | 1.0004613053273732 | 51.31288450153303 |
| 81 | 0.9982432499438905 | 1.0000938796534653 | 45.581543117736 |