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
4.4 KiB
4.4 KiB
| 1 | pp | r1 | s1 |
|---|---|---|---|
| 2 | 99.25 | 100.5 | 97.5 |
| 3 | 102.6858835747635 | 104.11625648842282 | 100.59445623929474 |
| 4 | 106.00309236476774 | 107.39278716644749 | 103.86703513059089 |
| 5 | 108.93999932460987 | 110.04907143793704 | 107.11512486962047 |
| 6 | 111.82033779671532 | 113.48777880883634 | 110.73664382213329 |
| 7 | 113.16936957727522 | 115.0391809023547 | 111.88725405911815 |
| 8 | 113.59241952863388 | 115.88215063469261 | 112.02058236567856 |
| 9 | 112.97312858671218 | 115.30538981324779 | 111.38648051333264 |
| 10 | 111.41036194567735 | 113.38172540477936 | 110.09681514604341 |
| 11 | 109.13129843961424 | 110.49720502713235 | 108.26959532721722 |
| 12 | 105.93724566302721 | 107.07544673027837 | 104.13479794609636 |
| 13 | 103.19468714218725 | 104.66958511703675 | 100.97274710886849 |
| 14 | 100.73788556021526 | 102.28844529407355 | 98.4736760993349 |
| 15 | 98.84415730000258 | 100.20211299874761 | 96.90642701067021 |
| 16 | 97.61148125753598 | 98.87586205817712 | 95.75548067458189 |
| 17 | 97.19141919443507 | 98.44462276334197 | 95.21829168553528 |
| 18 | 98.48350114468982 | 100.41823724231372 | 97.29355947935377 |
| 19 | 99.8701262670947 | 101.80746791358526 | 98.5873188986634 |
| 20 | 101.98212313628511 | 103.70870267174067 | 100.76394936263485 |
| 21 | 104.8254268723964 | 106.99249405186748 | 103.3257521334745 |
| 22 | 107.99920670201082 | 110.28787206385834 | 106.45819317908703 |
| 23 | 111.26162582273436 | 113.2779860561967 | 109.95670229705776 |
| 24 | 113.82531099154654 | 114.69119322432022 | 112.38364916958646 |
| 25 | 116.74498633735749 | 117.879915498178 | 115.01453932224099 |
| 26 | 119.1538057799276 | 120.6585703968869 | 116.92714940457292 |
| 27 | 121.00914737747458 | 122.62390626911443 | 118.65048198446769 |
| 28 | 122.20610596022017 | 123.63664165934762 | 120.12436205549115 |
| 29 | 122.64513494082007 | 123.71150378040258 | 121.06616042928587 |
| 30 | 122.14237501927037 | 123.21647998589984 | 120.39777914762388 |
| 31 | 121.68125023494567 | 123.72919137198745 | 120.38150069936285 |
| 32 | 119.85561076366399 | 122.00836449417844 | 118.41202094278356 |
| 33 | 117.51965254789604 | 119.43828718638532 | 116.17278107223869 |
| 34 | 115.03525638832207 | 117.01255843043465 | 113.65734326698984 |
| 35 | 112.63773801197561 | 114.79842864561428 | 111.20084422029188 |
| 36 | 110.51030959880836 | 112.50526529642408 | 109.25830351262861 |
| 37 | 108.26940272744443 | 109.35088178274958 | 106.540084289673 |
| 38 | 107.60207833614736 | 108.70743971746646 | 105.97991493669689 |
| 39 | 107.74794108755447 | 109.22801528502319 | 105.5943257230227 |
| 40 | 108.93803183752519 | 110.55537593682273 | 106.57202654475822 |
| 41 | 111.12884068832828 | 112.58699613595853 | 108.9638532655492 |
| 42 | 114.14636656555048 | 115.20199726707263 | 112.52300941695138 |
| 43 | 118.20907981363631 | 119.75694131555092 | 117.26445019903183 |
| 44 | 121.97291442834978 | 124.06087568859328 | 120.61059182015883 |
| 45 | 125.58660227166432 | 127.88230821801861 | 124.03282035834349 |
| 46 | 128.74292994082526 | 130.85398225680115 | 127.2763063859608 |
| 47 | 131.23499339252444 | 132.97412974737856 | 130.01685065159327 |
| 48 | 133.04164438675528 | 134.99941680765968 | 131.76041433014595 |
| 49 | 133.89857677557075 | 135.80218062803974 | 132.74403340529048 |
| 50 | 133.0922674800085 | 134.36101932912442 | 131.119074067261 |
| 51 | 132.27242827286773 | 133.52113889464036 | 130.4600470678841 |
| 52 | 130.70375416195242 | 132.10992406894522 | 128.6905385875856 |
| 53 | 128.637039841295 | 130.19482239926455 | 126.35184061536711 |
| 54 | 126.38366183377089 | 127.81836657911286 | 124.20812703231047 |
| 55 | 124.16985797315824 | 125.23239149207069 | 122.46634714843323 |
| 56 | 122.68443917750632 | 124.14345676749355 | 121.75060086176721 |
| 57 | 121.07933688479505 | 123.13551448966716 | 119.70265292811585 |
| 58 | 119.98032727470522 | 122.33510359467938 | 118.37494030945801 |
| 59 | 119.49766926250228 | 121.73997527765448 | 117.95735659826684 |
| 60 | 119.72723331910679 | 121.50025387879435 | 118.51380947735645 |
| 61 | 120.84874969892996 | 122.54498226119694 | 119.76334631937557 |
| 62 | 122.04843661384999 | 123.21925791926213 | 120.14848492145892 |
| 63 | 124.6025521206855 | 126.01658209372069 | 122.44885415766232 |
| 64 | 127.75414920753644 | 129.16774937502385 | 125.70306304765896 |
| 65 | 131.24131401643615 | 132.53358469377488 | 129.41968552339065 |
| 66 | 134.67484051577156 | 136.11554347254713 | 132.55174337464777 |
| 67 | 137.946708918021 | 139.30504641529893 | 135.83872370264007 |
| 68 | 141.4931197632729 | 143.24847820983604 | 140.43724934589036 |
| 69 | 143.5145158999682 | 145.14879826955396 | 142.43573953343068 |
| 70 | 144.7295048206305 | 146.69024336708017 | 143.38334763780378 |
| 71 | 144.97609002104508 | 147.30221144626717 | 143.3807479204221 |
| 72 | 144.18762156950126 | 146.4855630800217 | 142.6281182221707 |
| 73 | 142.48509527224925 | 144.36387619886287 | 141.24027015356899 |
| 74 | 140.1432507898188 | 141.54105277691102 | 139.278976859638 |
| 75 | 136.88600988144026 | 138.09546731469894 | 134.9913092954812 |
| 76 | 134.16901101832457 | 135.67647129320275 | 131.91171524417607 |
| 77 | 131.78967040161683 | 133.32518118214094 | 129.5572333143467 |
| 78 | 130.0118158199836 | 131.31645203465825 | 128.15578001020836 |
| 79 | 128.89094109224055 | 130.1664274710646 | 126.99715356415516 |
| 80 | 128.63134144530386 | 129.86320743341284 | 126.6671124425755 |
| 81 | 130.07774871998475 | 132.03463449580025 | 128.85800386759882 |