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
1.6 KiB
1.6 KiB
| 1 | VolatilityOfVolatility |
|---|---|
| 2 | nan |
| 3 | nan |
| 4 | nan |
| 5 | nan |
| 6 | nan |
| 7 | nan |
| 8 | nan |
| 9 | nan |
| 10 | nan |
| 11 | 0.0011724797769801538 |
| 12 | 0.001095494470029295 |
| 13 | 0.0018581428259687284 |
| 14 | 0.0027083609753625923 |
| 15 | 0.0026996091065293396 |
| 16 | 0.0023051232657531257 |
| 17 | 0.002199278249486719 |
| 18 | 0.0026339762348834652 |
| 19 | 0.003156630495101238 |
| 20 | 0.0032490989955364126 |
| 21 | 0.0024196242382181826 |
| 22 | 0.001668787584577475 |
| 23 | 0.0022182746974150763 |
| 24 | 0.003197267806297257 |
| 25 | 0.0032551185778246883 |
| 26 | 0.002771086619605421 |
| 27 | 0.002215337780314261 |
| 28 | 0.002099713438623749 |
| 29 | 0.00241433849055074 |
| 30 | 0.0025430988226520994 |
| 31 | 0.001834337914155908 |
| 32 | 0.0010728705630318038 |
| 33 | 0.0010406796352793871 |
| 34 | 0.0017591493041135768 |
| 35 | 0.0025155363033285637 |
| 36 | 0.002463491652205514 |
| 37 | 0.002099076897225627 |
| 38 | 0.00201929287822324 |
| 39 | 0.0024192739390010353 |
| 40 | 0.0028779050465840665 |
| 41 | 0.0029249556434114564 |
| 42 | 0.002117325679686788 |
| 43 | 0.001481461615502544 |
| 44 | 0.0020255359523181867 |
| 45 | 0.0028998539415690575 |
| 46 | 0.0029291163271770774 |
| 47 | 0.00248396441141668 |
| 48 | 0.002001539292526397 |
| 49 | 0.0019368102708589552 |
| 50 | 0.002238496911212451 |
| 51 | 0.002343350211598816 |
| 52 | 0.0016763354931639129 |
| 53 | 0.0009846066302186727 |
| 54 | 0.0009943085850797528 |
| 55 | 0.0016743342383832148 |
| 56 | 0.002342959197107333 |
| 57 | 0.002259184330365507 |
| 58 | 0.0019218303902440146 |
| 59 | 0.0018655096797002657 |
| 60 | 0.0022381039621874547 |
| 61 | 0.0026437540259696846 |
| 62 | 0.002651491967000124 |
| 63 | 0.0018709224122802437 |
| 64 | 0.0013333566943269815 |
| 65 | 0.0018716515070436722 |
| 66 | 0.0026552918754580534 |
| 67 | 0.002659159237959177 |
| 68 | 0.0022459410131930252 |
| 69 | 0.0018243225505971462 |
| 70 | 0.0018000966318027871 |
| 71 | 0.0020883488426760633 |
| 72 | 0.0021701186933451963 |
| 73 | 0.0015365953157888941 |
| 74 | 0.0009067431277745748 |
| 75 | 0.0009549797751236578 |
| 76 | 0.0016008350877466577 |
| 77 | 0.002186552357757542 |
| 78 | 0.0020792895200366463 |
| 79 | 0.0017664263618072274 |
| 80 | 0.0017313005836966072 |
| 81 | 0.0020816792445190607 |