kingchenc
1f4bf9e3a6
Adds three **Price Oscillators** family indicators (420 → 423). ## Indicators - **TsfOscillator** — `100·(close − TSF)/close`, the percentage gap of the close to the **one-bar-ahead** time-series forecast. Close-relative companion to `Cfo`, which measures the same gap against the regression value at the *current* bar; the two differ by exactly the slope term `100·b/close`. - **MacdHistogram** — the standalone `macd − signal` bar of MACD exposed as a plain `f64` series. - **PpoHistogram** — the Percentage Price Oscillator with its 9-period signal EMA and the resulting scale-free, zero-centered histogram (PPO itself only emits the line). All three are scalar `f64` indicators wrapping existing, already-tested building blocks (`MacdIndicator`, `Ppo` + `Ema`, `Tsf`). ## Scope notes (VORAB-CHECK) The B4 roadmap listed six items; three were dropped to avoid duplicates: - *Forecast Oscillator* already ships as `Cfo`. - *Derivative Oscillator* already ships (`DerivativeOscillator`, B2). - *Detrended Synthetic Price* deferred — no citable formula distinct from the existing `Apo`/`Dpo`. ## Touchpoints Core (`tsf_oscillator.rs`, `macd_histogram.rs`, `ppo_histogram.rs`) with full per-branch unit tests, `mod.rs`/`lib.rs`, python/node/wasm bindings (wasm via typed-arg macro, python/node hand-written for the multi-arg histograms), fuzz drivers, python reference + streaming-vs-batch tests, node factories, README family row + counter, CHANGELOG. Local verify: `cargo test --workspace` green, `clippy -D warnings` clean, node 498 tests, full python suite green.
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.