Files

T

kingchenc 13bc801f89 feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181 )

Adds the **B3 — Trend & Directional** batch: seven new indicators, taking the
catalog from 413 to 420 (Trend & Directional family).

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `Qstick` | candle → f64 | Chande's SMA of the candle body (close − open) |
| `TtmTrend` | candle → f64 (±1) | John Carter close-vs-median-SMA trend filter |
| `TrendStrengthIndex` | f64 → f64 | signed r² of an OLS regression of price vs time |
| `PolarizedFractalEfficiency` | f64 → f64 | Hannula directional trend efficiency |
| `WavePm` | f64 → f64 | Kase variance-normalised peak-momentum statistic (reconstruction) |
| `GatorOscillator` | candle → struct | Bill Williams Alligator convergence/divergence histogram |
| `KasePermissionStochastic` | candle → struct | double-smoothed stochastic permission filter |

Note: the roadmap's "Directional Indicator +DI/−DI" item is already covered by
the existing standalone `PlusDi` / `MinusDi` / `Dx`, so it is intentionally not
re-added.

All touchpoints wired: core (every-branch unit tests), Python/Node/WASM
bindings, fuzz drivers, Python test registries + reference tests, Node
factories, README/CHANGELOG counters.

Local verify: `cargo test -p wickra-core` (lib 3389 + doc 378), `cargo clippy
--workspace --all-targets --all-features -- -D warnings`, node build + 495
tests, maturin + 815 pytest, counter 420 == 420.

2026-06-04 17:57:24 +02:00

fuzz_targets

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181 )

2026-06-04 17:57:24 +02:00

.gitignore

E16: add a cargo-fuzz harness

2026-05-22 16:44:19 +02:00

Cargo.toml

feat: add Market Breadth family with CrossSection input (#153 )

2026-06-03 04:11:10 +02:00

README.md

test(fuzz): cover every indicator, scalar and candle inputs (R9)

2026-05-23 10:33:05 +02:00

README.md

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.