Files
wickra/fuzz/README.md
T
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

2.1 KiB

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.