53941b7b07
## What Adds a new indicator input type and family for **market-breadth** analysis — indicators that aggregate the state of an entire universe of symbols at each tick, rather than a single instrument's price. This is the last open input-type on the expansion roadmap (S10) and unblocks the remaining breadth indicators (McClellan, TRIN, High-Low Index, ...). ## Core - **`CrossSection` input type** (`crates/wickra-core/src/cross_section.rs`) — one tick carrying the per-symbol state of the whole universe as a `Vec<Member>` + `timestamp`. Each `Member` precomputes a signed `change` (sign classifies advancing / declining / unchanged), a `volume`, and `new_high` / `new_low` extreme flags, so the breadth indicators stay stateless per tick. Both `Member` and `CrossSection` are `#[non_exhaustive]` for additive field growth. `CrossSection::new` validates the universe (non-empty, finite changes, finite non-negative volumes); `new_unchecked` skips validation for hot paths. `advancers()` / `decliners()` count by sign. - **`Error::InvalidCrossSection`** variant for the validation failures. - **`AdvanceDecline`** (`advance_decline.rs`) — the Advance/Decline Line: the running cumulative sum of net advancing-minus-declining issues. `Input = CrossSection`, `Output = f64`, ready after the first tick. - New **"Market Breadth"** `FAMILIES` group; indicator count **314 → 315**, family count nineteen → twenty. ## Bindings All custom (CrossSection is non-scalar, so no macros apply). The universe crosses each boundary as parallel arrays (`change`, `volume`, `new_high`, `new_low`): - **Python / Node** expose `update` + `batch` (one array group per tick). Node satisfies the completeness contract (`update`/`batch`/`reset`/`isReady`/`warmupPeriod`). - **WASM** exposes only `update` (the universe is ragged across ticks, matching the other multi-input wasm indicators) with numeric high/low flags. - Python `map_err` gains the new error arm; `__init__.py` gets a `# Market Breadth` section in both the import and `__all__` blocks. `index.d.ts` / `index.js` regenerated. ## Tests / Fuzz - Dedicated **streaming-vs-batch + reference-value + ragged-rejection** tests in Python (`test_new_indicators.py`) and Node (`indicators.test.js`) — kept out of the scalar/candle parametrize lists. - Rust unit tests cover every reject branch (empty / non-finite change / negative & non-finite volume) and every indicator branch. - New fuzz target `indicator_update_crosssection` drives `AdvanceDecline` over bounded ragged universes built with `new_unchecked`. ## Verify - `cargo fmt --all` clean - `cargo test -p wickra-core --lib` → 2593 passed; `--doc` → 298 passed - `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean - `cd bindings/node && npm run build && npm test` → 398 passed - `maturin develop --release` + `pytest bindings/python/tests` → all passed - counter check: mod-count 315 == lib-block 315
48 lines
1.8 KiB
Rust
48 lines
1.8 KiB
Rust
#![no_main]
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//! Fuzz market-breadth `Indicator<Input = CrossSection>` implementations with
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//! arbitrary cross-section streams.
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//!
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//! Each iteration consumes a byte stream, interprets it as a sequence of `f64`
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//! values (8 bytes each), packs consecutive pairs into [`Member`]s (a `change`
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//! and a `volume`, with the high/low flags taken from the value bit parity), and
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//! groups the members into bounded-size [`CrossSection`] ticks. Cross-sections
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//! are built with `new_unchecked` so the fuzzer can explore degenerate values
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//! (non-finite changes, negative volumes, empty-adjacent groups) that the
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//! validating constructor would reject — the indicators must never panic,
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//! streaming or batched.
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use libfuzzer_sys::fuzz_target;
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use wickra_core::{AdvanceDecline, BatchExt, CrossSection, Indicator, Member};
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#[inline(never)]
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fn drive<I>(make: impl Fn() -> I, sections: &[CrossSection])
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where
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I: Indicator<Input = CrossSection, Output = f64> + BatchExt,
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{
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let mut streaming = make();
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for section in sections {
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let _ = streaming.update(section.clone());
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}
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let _ = make().batch(sections);
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}
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fuzz_target!(|data: &[u8]| {
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let floats: Vec<f64> = data
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.chunks_exact(8)
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.map(|c| f64::from_le_bytes(c.try_into().expect("8 bytes")))
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.collect();
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let members: Vec<Member> = floats
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.chunks_exact(2)
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.map(|c| Member::new(c[0], c[1], c[0].to_bits() & 1 == 1, c[1].to_bits() & 1 == 1))
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.collect();
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// Group members into cross-sections of up to eight symbols each so a single
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// input yields a stream of ragged universes.
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let sections: Vec<CrossSection> = members
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.chunks(8)
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.filter(|chunk| !chunk.is_empty())
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.map(|chunk| CrossSection::new_unchecked(chunk.to_vec(), 0))
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.collect();
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drive(AdvanceDecline::new, §ions);
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});
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