Files
wickra/testdata/golden/g_LeadLagCrossCorrelation.csv
T
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

1.2 KiB

1lagcorrelation
2nannan
3nannan
4nannan
5nannan
6nannan
7nannan
8nannan
9nannan
10nannan
11nannan
12nannan
13nannan
14nannan
15nannan
16nannan
17nannan
18nannan
19nannan
20nannan
21nannan
22nannan
23nannan
24nannan
25nannan
26nannan
27nannan
28nannan
29nannan
30nannan
31nannan
32nannan
33nannan
34nannan
35nannan
36nannan
37nannan
38nannan
39nannan
40nannan
4100.9976382990004041
4200.9974659375588608
4300.9972494331136188
4400.9971519869703265
4500.9972489314355814
4600.9974449522748713
4700.9973734786552113
4800.9965104129143885
4900.9947250427833076
5000.9927788018662151
5100.991710853977949
5200.9916140895990827
5300.9917602990666555
5400.9918630747694356
5500.9924866557864209
5600.9940369880696082
5700.9959483040943093
5800.9973339714924837
5900.9978480271511195
6000.9977374653418406
6100.9974484995607668
6200.997301913846679
6300.9973904421189078
6400.9976237600234386
6500.9978073446890965
6600.997710097689769
6700.9971509967603918
6800.9961377672205726
6900.9949970264529114
7000.9942702429070414
7100.9941340690240082
7200.9938562213722398
7300.992736469521403
7400.9916628009636298
7500.9921581176992423
7600.9942211350281356
7700.9961891235601922
7800.9968283179993804
7900.9965564237498713
8000.9963246774183444
8100.9965213968586414