Files
wickra/.github/workflows/ci.yml
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kingchenc b003321562 test(fuzz): cover every indicator, scalar and candle inputs (R9)
The fuzz suite previously covered only `Rsi(14)` and `Ema(20)` — 2 of
71 indicators, no OHLCV coverage at all. Audit finding R9 asked for
ATR/ADX/Stochastic/PSAR as a minimum; this commit goes further and
brings every indicator under fuzz.

- `indicator_update` (rewritten): drives every scalar-input indicator
  through one streaming pass + one batch call per iteration. Covers
  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, BollingerBands. A `drive` helper
  marked `#[inline(never)]` keeps each indicator on its own panic
  backtrace frame.

- `indicator_update_candle` (new): chunks the fuzz `f64` stream into
  `[open, high, low, close, volume]` tuples, builds candles via
  `Candle::new` (skipping ones that fail OHLCV validation — that path
  is fuzz-tested separately), then drives every candle-input indicator
  through streaming + batch. Covers 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.

- `fuzz/Cargo.toml` registers the new target; `fuzz/README.md`
  describes both expanded targets.

- A `fuzz-smoke` CI job runs each of the five targets for 30 s on
  every push and pull-request — enough to catch a regression in the
  harness without slowing CI to a crawl. Long fuzz campaigns belong
  on dedicated infrastructure with persistent corpora.
2026-05-23 10:33:05 +02:00

329 lines
11 KiB
YAML

name: CI
on:
push:
branches: [main]
pull_request:
branches: [main]
env:
CARGO_TERM_COLOR: always
RUSTFLAGS: "-D warnings"
jobs:
rust:
name: Rust ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
components: rustfmt, clippy
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
- name: Format check
run: cargo fmt --all -- --check
- name: Clippy (workspace, all targets)
run: cargo clippy -p wickra-core -p wickra -p wickra-data -p wickra-wasm --all-targets -- -D warnings
- name: Build
run: cargo build -p wickra-core -p wickra -p wickra-data --verbose
- name: Tests (default features)
run: cargo test -p wickra-core -p wickra -p wickra-data --verbose
- name: Tests (live-binance feature)
run: cargo test -p wickra-data --features live-binance --verbose
- name: Compile benches (smoke)
run: cargo build -p wickra --benches --verbose
- name: Compile examples
run: |
cargo build -p wickra --example backtest
cargo build -p wickra-data --example live_binance --features live-binance
# Verify the crates still build and test on their declared minimum supported
# Rust version. The workspace pins rust-version = "1.75"; bindings/node needs
# 1.77 because napi-build emits `cargo::` directives. Without this job an
# accidental use of a newer API would only surface for downstream users.
msrv:
name: ${{ matrix.name }}
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
include:
- name: MSRV workspace (Rust 1.75)
toolchain: "1.75"
packages: "-p wickra-core -p wickra -p wickra-data"
- name: MSRV node binding (Rust 1.77)
toolchain: "1.77"
packages: "-p wickra-node"
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: Install Rust ${{ matrix.toolchain }}
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
toolchain: ${{ matrix.toolchain }}
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
- name: Build on MSRV
run: cargo build ${{ matrix.packages }} --verbose
- name: Test on MSRV
run: cargo test ${{ matrix.packages }} --verbose
# Code coverage for the pure-Rust crates, uploaded to Codecov.
coverage:
name: Coverage
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
components: llvm-tools-preview
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
- name: Install cargo-llvm-cov
uses: taiki-e/install-action@e0eafa9a0d485c37f97c0f7beb930a58a2facbac # v2.79.4
with:
tool: cargo-llvm-cov
- name: Generate coverage (lcov)
run: >
cargo llvm-cov
-p wickra-core -p wickra -p wickra-data
--features wickra-data/live-binance
--lcov --output-path lcov.info
- name: Upload to Codecov
uses: codecov/codecov-action@75cd11691c0faa626561e295848008c8a7dddffe # v5.5.4
with:
files: lcov.info
fail_ci_if_error: false
env:
CODECOV_TOKEN: ${{ secrets.CODECOV_TOKEN }}
# Supply-chain audit: security advisories, license policy, banned crates,
# and source restrictions. Configured by deny.toml at the repo root.
supply-chain:
name: Supply-chain (cargo-deny)
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: cargo-deny
uses: EmbarkStudios/cargo-deny-action@a531616d8ce3b9177443e48a1159bc945a099823 # v2.0.19
with:
command: check
# Time-boxed fuzz smoke. Each target runs for ~30 s with libfuzzer; any panic
# fails the job. The goal is to catch a regression in the harness (e.g. a
# newly added indicator that panics on a particular input shape), not to
# discover novel bugs — long fuzz campaigns should be run on dedicated
# infrastructure with persistent corpora.
fuzz-smoke:
name: Fuzz (smoke)
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: Install nightly Rust
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
toolchain: nightly
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
with:
workspaces: fuzz
- name: Install cargo-fuzz
run: cargo install cargo-fuzz --locked
- name: Fuzz csv_reader (30 s)
run: cargo +nightly fuzz run csv_reader -- -max_total_time=30
working-directory: fuzz
- name: Fuzz binance_envelope (30 s)
run: cargo +nightly fuzz run binance_envelope -- -max_total_time=30
working-directory: fuzz
- name: Fuzz indicator_update (30 s)
run: cargo +nightly fuzz run indicator_update -- -max_total_time=30
working-directory: fuzz
- name: Fuzz indicator_update_candle (30 s)
run: cargo +nightly fuzz run indicator_update_candle -- -max_total_time=30
working-directory: fuzz
- name: Fuzz tick_aggregator (30 s)
run: cargo +nightly fuzz run tick_aggregator -- -max_total_time=30
working-directory: fuzz
python:
name: Python ${{ matrix.python-version }} on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
python-version: ["3.9", "3.11", "3.12"]
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
- name: Set up Python
uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
with:
python-version: ${{ matrix.python-version }}
- name: Install Python dev dependencies
run: |
python -m pip install --upgrade pip
python -m pip install maturin pytest numpy hypothesis
- name: Build wheel
working-directory: bindings/python
run: maturin build --release --out dist
- name: Install wheel
shell: bash
working-directory: bindings/python
run: python -m pip install --find-links dist --force-reinstall wickra
- name: Run Python tests
working-directory: bindings/python
run: pytest -v
wasm:
name: WASM build
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: Install Rust toolchain (with wasm target)
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
targets: wasm32-unknown-unknown
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
- name: Install wasm-pack
uses: jetli/wasm-pack-action@0d096b08b4e5a7de8c28de67e11e945404e9eefa # v0.4.0
- name: Build WASM package
run: wasm-pack build bindings/wasm --target web --release --features panic-hook
- name: Run WASM tests
run: wasm-pack test --node bindings/wasm
- name: Verify generated artefacts
run: |
test -f bindings/wasm/pkg/wickra_wasm.js
test -f bindings/wasm/pkg/wickra_wasm_bg.wasm
test -f bindings/wasm/pkg/wickra_wasm.d.ts
node:
name: Node ${{ matrix.node-version }} on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
node-version: ["18", "20"]
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
- name: Set up Node
uses: actions/setup-node@49933ea5288caeca8642d1e84afbd3f7d6820020 # v4.4.0
with:
node-version: ${{ matrix.node-version }}
- name: Install Node dependencies
working-directory: bindings/node
run: npm install
- name: Build native module
working-directory: bindings/node
# --platform puts the target triple into the filename so the loader's
# `wickra.<target>.node` lookup finds the freshly built binary instead
# of falling back to the per-platform npm subpackage (which doesn't
# exist yet for win32-x64-msvc).
run: npx napi build --platform --release
- name: Run Node tests
working-directory: bindings/node
run: node --test __tests__/
cross-library-bench:
name: Cross-library benchmark report
runs-on: ubuntu-latest
needs: [python]
steps:
- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
- name: Set up Python
uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
with:
python-version: "3.11"
- name: Install Python deps + peer libs
run: |
python -m pip install --upgrade pip
python -m pip install maturin numpy pandas talipp finta
- name: Build Wickra wheel
working-directory: bindings/python
run: maturin build --release --out dist
- name: Install Wickra wheel
working-directory: bindings/python
run: python -m pip install --find-links dist --force-reinstall wickra
- name: Run cross-library benchmark
working-directory: bindings/python
run: |
python -m benchmarks.compare_libraries --size 20000 --iterations 10 \
--streaming-window 5000 --streaming-iterations 2 \
| tee benchmark.txt
- name: Upload report
uses: actions/upload-artifact@ea165f8d65b6e75b540449e92b4886f43607fa02 # v4.6.2
with:
name: cross-library-bench
path: bindings/python/benchmark.txt