kingchenc
cb6da4d737
* feat(data-layer): Resampler (candle resampling) in all 10 languages Second data-layer feature (F3): resample candles into a higher timeframe. - Native (Node.js/WASM): new Resampler(timeframe) -> update(o,h,l,c,v,ts): Candle|null + flush(): Candle|null. Python the same -> tuple|None. - C ABI: wickra_resampler_new/update/flush/free (update has the multi-output shape so the generators auto-emit it; flush is bespoke). Go Update -> (Candle, bool) + Flush; C# Candle? Update/Flush; Java Candle update/flush; R update() generic + a flush() S3 method (extends base::flush); C/C++ direct. - Cross-language golden (testdata/golden/data_resampled.csv): the shared input candles resampled into 5-unit buckets, the final partial bucket via flush, pinned bit-for-bit across every binding. Verified locally in all 10 (3 candles for the 5-unit smoke; 16 for the golden). The WickraCandle output record is shared with the tick aggregator (deduped). * test(node): exclude data-layer types from the indicator completeness contract The Resampler exposes update(), so the completeness test flagged it as an indicator and required batch/reset/isReady/warmupPeriod, which a data-layer type does not have. Exclude TickAggregator and Resampler like the bar builders.
97 lines
3.6 KiB
JavaScript
97 lines
3.6 KiB
JavaScript
// Completeness contract for the Wickra Node bindings: every exported indicator
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// class must expose the full streaming + batch + lifecycle interface. This
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// catches a new indicator being wired into the binding without the standard
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// methods (or an export silently disappearing) without needing a hand-written
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// test per indicator.
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const test = require('node:test');
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const assert = require('node:assert/strict');
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const wickra = require('..');
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// Bar builders (Renko / Kagi / Point & Figure) implement the `BarBuilder`
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// contract, not `Indicator`: they emit a variable number of completed bars per
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// candle and have no fixed warmup or ready state. They expose update/batch/reset
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// but intentionally not isReady/warmupPeriod, so they are excluded from the
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// Indicator completeness contract below (their interface is covered by the
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// dedicated bar-builder tests).
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const BAR_BUILDERS = new Set([
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'RenkoBars',
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'KagiBars',
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'PointAndFigureBars',
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'RangeBars',
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'TickBars',
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'VolumeBars',
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'DollarBars',
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'ImbalanceBars',
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'RunBars',
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'ThreeLineBreakBars',
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]);
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// Data-layer types (tick aggregator, resampler) are not `Indicator`s: they
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// transform raw market data into candles and have their own update/flush shape,
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// so they are excluded from the streaming-indicator completeness contract.
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const DATA_LAYER = new Set(['TickAggregator', 'Resampler']);
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// An "indicator class" is an exported constructor whose prototype carries the
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// streaming `update` method. This excludes `version` (a plain function), the bar
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// builders, the data-layer types, and any non-indicator export.
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function indicatorClasses() {
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return Object.keys(wickra).filter((name) => {
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const value = wickra[name];
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return (
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typeof value === 'function' &&
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value.prototype &&
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typeof value.prototype.update === 'function' &&
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!BAR_BUILDERS.has(name) &&
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!DATA_LAYER.has(name)
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);
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});
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}
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test('the binding exports the full indicator catalogue', () => {
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const names = indicatorClasses();
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// The published catalogue is 214 indicators. Guard against a regression that
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// silently drops exported classes (e.g. a stale or partial native build).
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assert.ok(
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names.length >= 200,
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`expected at least 200 indicator classes, got ${names.length}`,
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);
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});
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test('every exported indicator exposes update / batch / reset / isReady / warmupPeriod', () => {
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const required = ['update', 'batch', 'reset', 'isReady', 'warmupPeriod'];
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const missing = [];
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for (const name of indicatorClasses()) {
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const proto = wickra[name].prototype;
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for (const method of required) {
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if (typeof proto[method] !== 'function') {
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missing.push(`${name}.${method}`);
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}
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}
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}
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assert.deepEqual(
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missing,
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[],
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`indicator classes missing required methods: ${missing.join(', ')}`,
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);
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});
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test('a freshly constructed indicator reports not-ready with a positive warmup', () => {
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// Every indicator that takes no constructor arguments must still satisfy the
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// pre-warmup contract. (Indicators with required parameters are exercised by
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// the dedicated suites; here we cover the zero-arg ones generically.)
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let checked = 0;
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for (const name of indicatorClasses()) {
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let instance;
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try {
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instance = new wickra[name]();
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} catch {
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continue; // needs constructor arguments — covered elsewhere
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}
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assert.equal(instance.isReady(), false, `${name} should start un-ready`);
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assert.ok(instance.warmupPeriod() >= 1, `${name} warmup must be >= 1`);
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checked += 1;
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}
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assert.ok(checked > 0, 'expected at least one zero-arg indicator to check');
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});
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