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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5.3 KiB
| 1 | middle | upper | lower | percent_b |
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| 13 | nan | nan | nan | nan |
| 14 | nan | nan | nan | nan |
| 15 | 0.10068092037709826 | 1.5671856354506895 | -1.365823794696493 | 0.798637534659061 |
| 16 | 0.0831025099730484 | 1.5114705672495936 | -1.3452655473034967 | 0.7348133385344883 |
| 17 | 0.04517770682623734 | 1.414112484869872 | -1.3237570712173974 | 0.6101066376002235 |
| 18 | -0.003808174579245157 | 1.3395940620678024 | -1.3472104112262926 | 0.4472637995664592 |
| 19 | -0.05186168203299652 | 1.3251450329727406 | -1.4288683970387335 | 0.30023691436772204 |
| 20 | -0.08721764098567775 | 1.3495102317416487 | -1.5239455137130042 | 0.21326768397171267 |
| 21 | -0.10121967960349565 | 1.3665518629888116 | -1.568991222195803 | 0.19479157668825592 |
| 22 | -0.0904396104946384 | 1.3530796849804743 | -1.533958905969751 | 0.24069209849550027 |
| 23 | -0.05751677054500907 | 1.327143900592509 | -1.442177441682527 | 0.3490532134824155 |
| 24 | -0.010511819198460972 | 1.334110830055587 | -1.355134468452509 | 0.5055545387379881 |
| 25 | 0.03906679210038127 | 1.40156070708023 | -1.3234271228794674 | 0.6630238351043192 |
| 26 | 0.0790804901910432 | 1.4996240453017373 | -1.341463064919651 | 0.769183393142021 |
| 27 | 0.09973252625442289 | 1.56402100180651 | -1.3645559492976642 | 0.8066560202850594 |
| 28 | 0.09596656159726738 | 1.5516297106607913 | -1.3596965874662565 | 0.7787321436195506 |
| 29 | 0.06870463571025757 | 1.470682827203311 | -1.3332735557827957 | 0.6876691202447431 |
| 30 | 0.024621418843437937 | 1.375528628150024 | -1.3262857904631482 | 0.5414964842115016 |
| 31 | -0.025489980058256582 | 1.3259676301524586 | -1.3769475902689718 | 0.3781188976104552 |
| 32 | -0.06936054284755702 | 1.333720890111726 | -1.4724419758068399 | 0.2539959713687912 |
| 33 | -0.09624922571427622 | 1.3600515403737479 | -1.5525499918023002 | 0.19710781672029587 |
| 34 | -0.09957274131704098 | 1.364344079859441 | -1.5634895624935232 | 0.20692093751722165 |
| 35 | -0.0785173771246355 | 1.340958326604157 | -1.4979930808534279 | 0.28024291689557795 |
| 36 | -0.038238220622860454 | 1.323452191725603 | -1.3999286329713239 | 0.4130033099740635 |
| 37 | 0.011402985891957127 | 1.3562737839731638 | -1.3334678121892496 | 0.5773445960817635 |
| 38 | 0.05825234376738767 | 1.4439634439615052 | -1.32745875642673 | 0.7172402185391868 |
| 39 | 0.0908394962670483 | 1.5352165961128448 | -1.3535376035787483 | 0.7937894119104404 |
| 40 | 0.10118597194234676 | 1.5688780888981149 | -1.3665061450134215 | 0.802351779365411 |
| 41 | 0.08675859270201565 | 1.522536356146082 | -1.349019170742051 | 0.746924139363701 |
| 42 | 0.05108968415652981 | 1.427109838196745 | -1.3249304698836855 | 0.629719167487726 |
| 43 | 0.002912239114498862 | 1.3462378922614895 | -1.3404134140324917 | 0.46930163352429666 |
| 44 | -0.04597822363065112 | 1.3238670637034846 | -1.415823510964787 | 0.31685850174727315 |
| 45 | -0.08361161368441015 | 1.3457713837148857 | -1.5129946110837058 | 0.22079557567524843 |
| 46 | -0.10077396465125434 | 1.365949127887157 | -1.5674970571896658 | 0.19347081725317605 |
| 47 | -0.09326333445658516 | 1.3563830081014534 | -1.5429096770146238 | 0.23095461881396528 |
| 48 | -0.06291858731444222 | 1.3297469324678208 | -1.4555841070967053 | 0.33128955720379594 |
| 49 | -0.017169175635278373 | 1.3297931810907817 | -1.3641315323613383 | 0.4833937013400019 |
| 50 | 0.03278384903533497 | 1.3896046638046249 | -1.324036965733955 | 0.6442324417643185 |
| 51 | 0.074710244085391 | 1.4871464523940374 | -1.3377259642232553 | 0.7590202819506588 |
| 52 | 0.09834496577249041 | 1.5594227913962826 | -1.3627328598513018 | 0.8055476684514689 |
| 53 | 0.09790140993789517 | 1.5579609159108678 | -1.3621580960350774 | 0.7860889226461063 |
| 54 | 0.07348817451946436 | 1.4837317594413215 | -1.3367554104023927 | 0.7033092559116134 |
| 55 | 0.031082470988981266 | 1.3865342161004732 | -1.3243692741225108 | 0.5630980224914359 |
| 56 | -0.018933305478677807 | 1.3288367289840555 | -1.366703339941411 | 0.3986453563036554 |
| 57 | -0.0643135484430439 | 1.3305278222388335 | -1.4591549191249213 | 0.26679304399374637 |
| 58 | -0.09394759173513632 | 1.3572078532635294 | -1.545103036733802 | 0.20070116279678463 |
| 59 | -0.10057998803366022 | 1.365688027434422 | -1.5668480035017425 | 0.2019421829889777 |
| 60 | -0.08258689541182918 | 1.3447588311864465 | -1.5099326220101048 | 0.26688526757173203 |
| 61 | -0.04437365047450977 | 1.3236620965062358 | -1.4124093974552554 | 0.3925665644537145 |
| 62 | 0.004703811684130699 | 1.348203009404551 | -1.3387953860362896 | 0.555656020657547 |
| 63 | 0.05262961669132896 | 1.4306316627864566 | -1.3253724294037987 | 0.7018960570457022 |
| 64 | 0.0876698560104389 | 1.5253379786657377 | -1.3499982666448598 | 0.787643750584985 |
| 65 | 0.101245456985074 | 1.569077753981039 | -1.366586840010891 | 0.8049471156903286 |
| 66 | 0.0900326390310054 | 1.532682295927599 | -1.3526170178655883 | 0.757924963943221 |
| 67 | 0.05677669104408726 | 1.4403931798265126 | -1.3268397977383382 | 0.6485076076119257 |
| 68 | 0.009619828933252401 | 1.3540142695689665 | -1.334774611702462 | 0.49148442768572037 |
| 69 | -0.03989230280370545 | 1.3234187893805462 | -1.4032033949879572 | 0.3345416450754039 |
| 70 | -0.07963740752161742 | 1.3419689580261547 | -1.5012437730693897 | 0.22955492958604468 |
| 71 | -0.09988449742655092 | 1.364757923158418 | -1.5645269180115198 | 0.193282907351767 |
| 72 | -0.09567637876783307 | 1.3593338544322902 | -1.550686611967956 | 0.22233328402558783 |
| 73 | -0.06804334575638446 | 1.3328322950662468 | -1.4689189865790158 | 0.3144947871679775 |
| 74 | -0.023750928609126327 | 1.3266235872621852 | -1.374125444480438 | 0.46141338577060437 |
| 75 | 0.026356544204238577 | 1.3783820687835984 | -1.3256689803751212 | 0.6245645359826373 |
| 76 | 0.07001101577979389 | 1.4741960340436686 | -1.3341740024840807 | 0.7476180229530415 |
| 77 | 0.09652434897291837 | 1.553447253643897 | -1.3603985556980602 | 0.8032824485784161 |
| 78 | 0.09940515513311661 | 1.562932715615541 | -1.364122405349308 | 0.7923308422808695 |
| 79 | 0.07794811244074294 | 1.4963512474827365 | -1.3404550226012508 | 0.717893341516359 |
| 80 | 0.037406653287415485 | 1.3983075138230079 | -1.3234942072481768 | 0.5842222551693794 |
| 81 | -0.012293259193311559 | 1.3328455391454017 | -1.357432057532025 | 0.41979501462738084 |