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
82 lines
2.8 KiB
CSV
82 lines
2.8 KiB
CSV
hedge_ratio,spread,adf_stat
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
nan,nan,nan
|
|
0.9831741715885588,0.7637502174167139,-37.06292974591647
|
|
0.988049944506012,0.4180083055516093,-53.02790420211617
|
|
0.9908298876205223,-0.026094383653301634,-76.18889860289656
|
|
0.9896699107743651,-0.42201316847710757,-67.05774667167432
|
|
0.9855100037353596,-0.6384826740990803,-43.64832949269429
|
|
0.98102971421731,-0.6246943527980306,-31.566998705957356
|
|
0.9784574011248798,-0.40854944698915574,-26.400550331427972
|
|
0.978492219300515,-0.056993665567318885,-25.114680855081065
|
|
0.9806341336314889,0.35034149419959704,-26.755610608042968
|
|
0.9839886265683043,0.7277663187407484,-31.200662128763277
|
|
0.9878468714460394,0.9897397437845825,-38.44701971128641
|
|
0.9918726526401084,1.0673630494394217,-48.760048981190806
|
|
0.9960037423228644,0.9296516185798112,-64.32162716963158
|
|
1.0002323969127653,0.59748402286084,-87.41842104399706
|
|
1.0043908124072178,0.14194016146119282,-91.39563736186307
|
|
1.0080158642517327,-0.33336707531772447,-66.12557591204316
|
|
1.010345446651303,-0.7197480392397893,-51.00414022878885
|
|
1.0105064057673996,-0.9311376520304719,-47.77238754146207
|
|
1.0079357778399198,-0.9229355070142589,-54.95027583527567
|
|
1.0029329603673436,-0.6977955729245195,-77.06824911339838
|
|
0.9969740830160352,-0.3022863093708992,-106.07863624642668
|
|
0.9923443600822355,0.17802102382424323,-90.60500963029261
|
|
0.9910798321636649,0.625883248189183,-76.01747657035645
|
|
0.9937989177888921,0.9144430423566945,-76.13824267626535
|
|
0.9991556453298867,0.9511310622544897,-76.7412363430093
|
|
1.004414800743516,0.7248725384263253,-69.92637594856254
|
|
1.0070264849688413,0.31688944005517783,-70.01053541061334
|
|
1.0060699680742147,-0.14169125053064135,-95.25682008347349
|
|
1.0023737904971097,-0.5286760646388018,-208.45489260061652
|
|
0.9975215361650617,-0.7616381016691207,-105.4518175128289
|
|
0.9928501653617889,-0.7996173790677119,-55.492829556581476
|
|
0.9890401299987015,-0.6385231648546608,-39.793058656981565
|
|
0.986194342363428,-0.3112064054581367,-32.90276652537735
|
|
0.9841228605245638,0.11279378013580299,-29.155161263898552
|
|
0.9826448202766037,0.5366624123809061,-26.81889657397013
|
|
0.9818076334487978,0.8580051775815605,-25.738114011232078
|
|
0.9819555605638626,0.9970293474723633,-26.55271687976332
|
|
0.9835926757110114,0.9193549847091731,-30.46133350391611
|
|
0.9870159784141638,0.6430918727181165,-40.42673538677094
|
|
0.9917912682193969,0.22921341608116563,-67.63069769812668
|
|
0.9963814994369898,-0.23442772335766904,-180.95017308586478
|