kingchenc
d4b3f9dbd1
Introduces a BarBuilder trait for price-driven chart constructors that emit a variable number of bars per candle (deliberately not Indicator). Adds Renko (box-size bricks, 2-box reversal), Kagi (reversal-amount segments) and Point & Figure (box-size X/O columns, N-box reversal) in a new Alt-Chart Bars family, with custom Python/Node/WASM bindings, a dedicated fuzz target, tests and docs. Indicator count 292 -> 295.
48 lines
1.8 KiB
Rust
48 lines
1.8 KiB
Rust
#![no_main]
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//! Fuzz the alt-chart bar builders (Renko, Kagi, Point-and-Figure) with arbitrary
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//! candle streams.
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//!
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//! Each fuzz iteration runs the same candle sequence through every bar builder
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//! twice — once as a streaming `update` loop, once as a full `batch` call — and
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//! asserts neither path panics. Renko's brick count per candle is proportional
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//! to `(price_move / box_size)`, so the candle magnitudes are bounded here (a
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//! sensibly scaled `box_size` relative to the instrument price is a documented
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//! precondition); the fuzzer still freely varies ordering, gaps, equal prices
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//! and zero ranges within that band.
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use libfuzzer_sys::fuzz_target;
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use wickra_core::{BarBuilder, Candle, KagiBars, PointAndFigureBars, RenkoBars};
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/// Reinterpret the fuzz bytes as `[open, high, low, close, volume]` groups,
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/// keeping only structurally-valid candles whose magnitudes stay in a band that
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/// keeps Renko's brick count bounded.
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fn candles_from(data: &[f64]) -> Vec<Candle> {
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data.chunks_exact(5)
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.enumerate()
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.filter_map(|(i, ch)| Candle::new(ch[0], ch[1], ch[2], ch[3], ch[4], i as i64).ok())
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.filter(|candle| candle.high.abs() < 1.0e4 && candle.low.abs() < 1.0e4)
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.collect()
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}
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#[inline(never)]
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fn drive<B: BarBuilder>(mut builder: B, candles: &[Candle]) {
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for candle in candles {
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let _ = builder.update(*candle);
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}
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}
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fuzz_target!(|data: Vec<f64>| {
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let candles = candles_from(&data);
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if candles.is_empty() {
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return;
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}
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drive(RenkoBars::new(5.0).unwrap(), &candles);
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drive(KagiBars::new(5.0).unwrap(), &candles);
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drive(PointAndFigureBars::new(5.0, 3).unwrap(), &candles);
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let _ = RenkoBars::new(5.0).unwrap().batch(&candles);
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let _ = KagiBars::new(5.0).unwrap().batch(&candles);
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let _ = PointAndFigureBars::new(5.0, 3).unwrap().batch(&candles);
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});
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