b003321562
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.
329 lines
11 KiB
YAML
329 lines
11 KiB
YAML
name: CI
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on:
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push:
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branches: [main]
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pull_request:
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branches: [main]
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env:
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CARGO_TERM_COLOR: always
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RUSTFLAGS: "-D warnings"
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jobs:
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rust:
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name: Rust ${{ matrix.os }}
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runs-on: ${{ matrix.os }}
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strategy:
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fail-fast: false
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matrix:
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os: [ubuntu-latest, macos-latest, windows-latest]
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: Install Rust toolchain
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uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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with:
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components: rustfmt, clippy
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- name: Cache cargo
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uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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- name: Format check
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run: cargo fmt --all -- --check
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- name: Clippy (workspace, all targets)
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run: cargo clippy -p wickra-core -p wickra -p wickra-data -p wickra-wasm --all-targets -- -D warnings
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- name: Build
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run: cargo build -p wickra-core -p wickra -p wickra-data --verbose
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- name: Tests (default features)
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run: cargo test -p wickra-core -p wickra -p wickra-data --verbose
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- name: Tests (live-binance feature)
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run: cargo test -p wickra-data --features live-binance --verbose
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- name: Compile benches (smoke)
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run: cargo build -p wickra --benches --verbose
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- name: Compile examples
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run: |
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cargo build -p wickra --example backtest
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cargo build -p wickra-data --example live_binance --features live-binance
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# Verify the crates still build and test on their declared minimum supported
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# Rust version. The workspace pins rust-version = "1.75"; bindings/node needs
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# 1.77 because napi-build emits `cargo::` directives. Without this job an
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# accidental use of a newer API would only surface for downstream users.
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msrv:
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name: ${{ matrix.name }}
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runs-on: ubuntu-latest
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strategy:
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fail-fast: false
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matrix:
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include:
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- name: MSRV workspace (Rust 1.75)
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toolchain: "1.75"
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packages: "-p wickra-core -p wickra -p wickra-data"
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- name: MSRV node binding (Rust 1.77)
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toolchain: "1.77"
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packages: "-p wickra-node"
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: Install Rust ${{ matrix.toolchain }}
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uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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with:
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toolchain: ${{ matrix.toolchain }}
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- name: Cache cargo
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uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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- name: Build on MSRV
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run: cargo build ${{ matrix.packages }} --verbose
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- name: Test on MSRV
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run: cargo test ${{ matrix.packages }} --verbose
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# Code coverage for the pure-Rust crates, uploaded to Codecov.
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coverage:
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name: Coverage
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: Install Rust toolchain
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uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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with:
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components: llvm-tools-preview
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- name: Cache cargo
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uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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- name: Install cargo-llvm-cov
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uses: taiki-e/install-action@e0eafa9a0d485c37f97c0f7beb930a58a2facbac # v2.79.4
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with:
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tool: cargo-llvm-cov
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- name: Generate coverage (lcov)
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run: >
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cargo llvm-cov
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-p wickra-core -p wickra -p wickra-data
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--features wickra-data/live-binance
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--lcov --output-path lcov.info
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- name: Upload to Codecov
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uses: codecov/codecov-action@75cd11691c0faa626561e295848008c8a7dddffe # v5.5.4
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with:
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files: lcov.info
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fail_ci_if_error: false
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env:
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CODECOV_TOKEN: ${{ secrets.CODECOV_TOKEN }}
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# Supply-chain audit: security advisories, license policy, banned crates,
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# and source restrictions. Configured by deny.toml at the repo root.
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supply-chain:
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name: Supply-chain (cargo-deny)
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: cargo-deny
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uses: EmbarkStudios/cargo-deny-action@a531616d8ce3b9177443e48a1159bc945a099823 # v2.0.19
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with:
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command: check
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# Time-boxed fuzz smoke. Each target runs for ~30 s with libfuzzer; any panic
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# fails the job. The goal is to catch a regression in the harness (e.g. a
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# newly added indicator that panics on a particular input shape), not to
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# discover novel bugs — long fuzz campaigns should be run on dedicated
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# infrastructure with persistent corpora.
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fuzz-smoke:
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name: Fuzz (smoke)
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: Install nightly Rust
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uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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with:
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toolchain: nightly
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- name: Cache cargo
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uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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with:
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workspaces: fuzz
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- name: Install cargo-fuzz
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run: cargo install cargo-fuzz --locked
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- name: Fuzz csv_reader (30 s)
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run: cargo +nightly fuzz run csv_reader -- -max_total_time=30
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working-directory: fuzz
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- name: Fuzz binance_envelope (30 s)
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run: cargo +nightly fuzz run binance_envelope -- -max_total_time=30
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working-directory: fuzz
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- name: Fuzz indicator_update (30 s)
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run: cargo +nightly fuzz run indicator_update -- -max_total_time=30
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working-directory: fuzz
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- name: Fuzz indicator_update_candle (30 s)
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run: cargo +nightly fuzz run indicator_update_candle -- -max_total_time=30
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working-directory: fuzz
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- name: Fuzz tick_aggregator (30 s)
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run: cargo +nightly fuzz run tick_aggregator -- -max_total_time=30
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working-directory: fuzz
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python:
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name: Python ${{ matrix.python-version }} on ${{ matrix.os }}
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runs-on: ${{ matrix.os }}
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strategy:
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fail-fast: false
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matrix:
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os: [ubuntu-latest, macos-latest, windows-latest]
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python-version: ["3.9", "3.11", "3.12"]
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: Install Rust toolchain
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uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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- name: Cache cargo
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uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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- name: Set up Python
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uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
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with:
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python-version: ${{ matrix.python-version }}
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- name: Install Python dev dependencies
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run: |
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python -m pip install --upgrade pip
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python -m pip install maturin pytest numpy hypothesis
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- name: Build wheel
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working-directory: bindings/python
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run: maturin build --release --out dist
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- name: Install wheel
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shell: bash
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working-directory: bindings/python
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run: python -m pip install --find-links dist --force-reinstall wickra
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- name: Run Python tests
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working-directory: bindings/python
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run: pytest -v
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wasm:
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name: WASM build
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: Install Rust toolchain (with wasm target)
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uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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with:
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targets: wasm32-unknown-unknown
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- name: Cache cargo
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uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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- name: Install wasm-pack
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uses: jetli/wasm-pack-action@0d096b08b4e5a7de8c28de67e11e945404e9eefa # v0.4.0
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- name: Build WASM package
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run: wasm-pack build bindings/wasm --target web --release --features panic-hook
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- name: Run WASM tests
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run: wasm-pack test --node bindings/wasm
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- name: Verify generated artefacts
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run: |
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test -f bindings/wasm/pkg/wickra_wasm.js
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test -f bindings/wasm/pkg/wickra_wasm_bg.wasm
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test -f bindings/wasm/pkg/wickra_wasm.d.ts
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node:
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name: Node ${{ matrix.node-version }} on ${{ matrix.os }}
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runs-on: ${{ matrix.os }}
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strategy:
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fail-fast: false
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matrix:
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os: [ubuntu-latest, macos-latest, windows-latest]
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node-version: ["18", "20"]
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- name: Install Rust toolchain
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uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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- name: Cache cargo
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uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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- name: Set up Node
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uses: actions/setup-node@49933ea5288caeca8642d1e84afbd3f7d6820020 # v4.4.0
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with:
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node-version: ${{ matrix.node-version }}
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- name: Install Node dependencies
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working-directory: bindings/node
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run: npm install
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- name: Build native module
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working-directory: bindings/node
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# --platform puts the target triple into the filename so the loader's
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# `wickra.<target>.node` lookup finds the freshly built binary instead
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# of falling back to the per-platform npm subpackage (which doesn't
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# exist yet for win32-x64-msvc).
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run: npx napi build --platform --release
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- name: Run Node tests
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working-directory: bindings/node
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run: node --test __tests__/
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cross-library-bench:
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name: Cross-library benchmark report
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runs-on: ubuntu-latest
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needs: [python]
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steps:
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- uses: actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5 # v4.3.1
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- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
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- uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
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- name: Set up Python
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uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
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with:
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python-version: "3.11"
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- name: Install Python deps + peer libs
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run: |
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python -m pip install --upgrade pip
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python -m pip install maturin numpy pandas talipp finta
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- name: Build Wickra wheel
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working-directory: bindings/python
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run: maturin build --release --out dist
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- name: Install Wickra wheel
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working-directory: bindings/python
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run: python -m pip install --find-links dist --force-reinstall wickra
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- name: Run cross-library benchmark
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working-directory: bindings/python
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run: |
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python -m benchmarks.compare_libraries --size 20000 --iterations 10 \
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--streaming-window 5000 --streaming-iterations 2 \
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| tee benchmark.txt
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- name: Upload report
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uses: actions/upload-artifact@ea165f8d65b6e75b540449e92b4886f43607fa02 # v4.6.2
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with:
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name: cross-library-bench
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path: bindings/python/benchmark.txt
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