kingchenc
0479191b66
* feat(core): add signed dragonfly/gravestone encoding to Doji Doji gains an opt-in `.signed()` mode that classifies a detected Doji by the position of its body within the bar range: dragonfly (long lower shadow) emits +1.0 (bullish), gravestone (long upper shadow) emits -1.0 (bearish), and a long-legged/standard Doji emits 0.0. The default detection-flag behaviour (+1.0/0.0) is unchanged, so existing callers are unaffected. The other 14 candlestick patterns already emit the uniform +1 bull / -1 bear / 0 none convention; document that explicitly with a "Signed +-1 encoding" section on each so the whole family is a consistent drop-in ML feature. * feat(bindings): expose Doji signed mode in python, node, wasm Hand-write the Doji binding in all three language bindings (instead of the shared candle-pattern macro) so it accepts an opt-in `signed` flag and exposes an `is_signed`/`isSigned` accessor: - Python: `Doji(signed=False)` keyword argument - Node: `new Doji(signed?)` optional constructor argument (index.d.ts/.js regenerated via napi build) - WASM: `new Doji(signed?)` optional constructor argument The default construction is unchanged, so existing callers keep the direction-less +1/0 detection flag. * test(bindings,fuzz): cover Doji signed dragonfly/gravestone encoding - python: dragonfly(+1)/gravestone(-1)/neutral(0) and default-flag cases in test_known_values - node: equivalent signed/default assertions in indicators.test.js - fuzz: drive a signed Doji alongside the default in indicator_update_candle * docs: document signed candlestick convention and Doji signed mode README gains a candlestick sign-convention note; CHANGELOG records the new opt-in Doji signed dragonfly/gravestone encoding under [Unreleased].
Fuzzing Wickra
cargo-fuzz harnesses for
the parsing and stateful entry points of Wickra. Fuzzing requires a nightly
Rust toolchain.
Setup
cargo install cargo-fuzz
rustup toolchain install nightly
Targets
| Target | What it exercises |
|---|---|
csv_reader |
CandleReader over arbitrary bytes — headers, cells, BOM, binary noise. |
binance_envelope |
RawWsEnvelope deserialization from arbitrary strings. |
indicator_update |
Every scalar-input indicator (SMA / EMA / WMA / RSI / DEMA / TEMA / HMA / ROC / TRIX / SMMA / TRIMA / ZLEMA / KAMA / T3 / MOM / CMO / TSI / PMO / StochRSI / DPO / PPO / Coppock / StdDev / UlcerIndex / HistoricalVolatility / LinearRegression / LinRegSlope / LinRegAngle / VHF / ZScore / MACD / Bollinger) streamed + batched over arbitrary f64 sequences (NaN, ±inf, jumps). |
indicator_update_candle |
Every candle-input indicator (ATR, NATR, TrueRange, ChaikinVolatility, Keltner, Donchian, PSAR, SuperTrend, ChandelierExit, ChandeKrollStop, ATRTrailingStop, ADX, Aroon, AroonOscillator, Vortex, MassIndex, ChoppinessIndex, CCI, WilliamsR, AwesomeOscillator, AcceleratorOscillator, UltimateOscillator, BalanceOfPower, OBV, MFI, VWAP, RollingVWAP, VWMA, ADL, VPT, CMF, ChaikinOscillator, ForceIndex, EaseOfMovement, TypicalPrice, MedianPrice, WeightedClose, Stochastic) streamed + batched over fuzz-derived OHLCV candles. |
tick_aggregator |
TickAggregator over arbitrary (price, volume, timestamp) triples. |
Run
# From the repository root:
cargo +nightly fuzz run csv_reader
cargo +nightly fuzz run binance_envelope
cargo +nightly fuzz run indicator_update
cargo +nightly fuzz run indicator_update_candle
cargo +nightly fuzz run tick_aggregator
Each run continues until a crash is found or it is interrupted. A short time-boxed smoke run is useful in CI:
cargo +nightly fuzz run csv_reader -- -max_total_time=60
The expectation for every target is that it never panics: malformed or
adversarial input must surface as an Err, never a crash.