kingchenc
4f708d410d
* test: golden-pin the four de-duplicated indicators across all C-ABI bindings Extend gen_golden to emit reference fixtures for AdOscillator (ADOSC), IntradayIntensity, AwesomeOscillatorHistogram and AverageDrawdown, and replay them through the Go / C# / Java / R golden harnesses so their corrected definitions stay bit-identical to the Rust core in every binding. Go suite verified locally (gcc 13 + cgo): all 9 golden tests pass; C#/Java/R use the same fixtures and harness pattern (CI-verified). First step of extending the golden coverage beyond the seven archetype representatives. * test: golden-pin the scalar-output tranche (308 indicators) against Rust Extend gen_golden with a generated emit_scalar that writes reference fixtures for every single-f64-output indicator (scalar / candle / pairwise input) using valid constructor params, and add a manifest-driven generic Python golden replay that reconstructs each by its native name and checks it bit-for-bit against the Rust output. 308 indicators now value-tied to the Rust core in Python (pytest: 308/308). Takes golden coverage from the 7 archetype representatives to 308+ of the catalogue. 22 scalar indicators with non-default constructor constraints are skipped by gen_golden for now (logged), as are non-f64-output ones; multi-output, exotic inputs and the per-indicator arg arities of the C-ABI/Node replays follow. Generated + verified locally with the full toolchain. * test: golden-pin the multi-output tranche (70 indicators) in Python Add a generated emit_multi to gen_golden (per-indicator Output-field access, one CSV column per field) and a manifest-driven generic Python replay that checks every field of each multi-output indicator against the Rust reference. 70 multi-output indicators now value-tied to Rust in Python; combined with the scalar tranche, 378 indicators are golden-pinned. 8 multi with non-default param constraints and 5 with non-f64 Output fields (Option/Vec/i64) are deferred. pytest green. * test(golden): add 30 constraint-tuned indicators to scalar/multi golden suite Emit golden fixtures for 22 scalar-output and 8 multi-output indicators whose constructors need non-default parameters (Alma, Jma, Psar, T3, Mama, DoubleBollinger, ZigZag, ...). All 408 fixtures replay bit-for-bit through the Python binding. * test(golden): cover 36 missed scalar/multi indicators Add 26 single-output (LinearRegression family, HT cycle, Candle volatility estimators, DrawdownDuration) and 10 multi-output (BollingerBands, MACD/MACDEXT/MACDFIX, Camarilla, VWAP bands, ...) indicators to the golden suite. 444 fixtures replay bit-for-bit through the Python binding. * test(golden): cover 50 exotic-input indicators Add deterministic synthetic feeders for the DerivativesTick (17), CrossSection (15), Trade (8), TradeQuote (3) and OrderBook (7) families, derived from the shared OHLCV input series in both gen_golden and a new Python replay harness (test_golden_exotic). All 494 fixtures replay bit-for-bit through the Python binding. * test(golden): complete 514-indicator golden coverage Add the final tranches: 3 mixed multi-output indicators (Ichimoku, WilliamsFractals, LeadLagCrossCorrelation), 6 histogram profiles (time/volume seasonality + TPO/volume price profiles), 10 alt-chart bar builders and the footprint. Every one of the 514 distinct indicators now has a Rust-generated g_<Canonical>.csv fixture and a generic Python replay (scalar/multi/exotic/profile/bars), all passing bit-for-bit. * test(golden): add generic Node replay for all 514 indicators A manifest-driven node:test harness reconstructs every indicator by its native class, feeds the same synthetic stream derived from the shared golden input, and checks output bit-for-bit against the Rust reference fixtures (scalar/multi/exotic/profile/bars). node_manifest.json is generated from index.d.ts plus the Python-side manifests. 514/514 pass. * test(golden): add generated Go replay for all 514 indicators golden_all_test.go (generated by gen_golden_test.py) reconstructs every Go indicator, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures. A reflection-based comparator flattens multi-output structs, profiles and bar slices so one path covers all archetypes. This is the first C-ABI binding verified across the full catalogue. 514/514 pass. * test(golden): add generated C# replay for all 514 indicators GoldenAllTests.g.cs (generated by gen_golden_test.py) reconstructs every C# indicator, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures via a reflection-based flatten covering scalar/multi/profile/bar archetypes. 514/514 pass. Also add the '#nullable enable' directive the compiler requires to the generated Indicators.g.cs, clearing the four CS8669 warnings on the nullable double[] profile return types. * fix(java): marshal C ABI bool params correctly; add 514 golden replay The Java FFM binding marshalled the cross-section state flags (newHigh, newLow, aboveMa, onBuySignal) as JAVA_DOUBLE arrays, but the C ABI takes them as const bool* (one byte each), so the native side read the low byte of each 8-byte double and saw every flag as false. Add WickraNative. boolSegment and use it across the 15 cross-section indicators. Also pass the MacdExt MaType arguments as byte to match the uint8_t downcall descriptor (was int, throwing WrongMethodTypeException). Add GoldenAllTest.java (generated by gen_golden_test.py): a reflection runner replaying all 514 indicators against the Rust reference fixtures. The bugs above were found by this test; 514/514 now pass. * fix(r): marshal C ABI bool flags correctly; add 514 golden replay The R wrapper passed the cross-section state flags as (bool *)REAL(x), reinterpreting the 8-byte doubles as 1-byte bools so the native side read every flag as false. Add wk_bool_vec to convert each flag vector into a real C bool buffer and use it for all 15 cross-section update wrappers. Add test-golden-all.R + generated golden_specs.R: a reflective runner replaying all 514 indicators against the Rust reference fixtures. The bug above was found by this test; verified 514/514 pass locally. * test(golden): add WASM replay for all 514 indicators A manifest-driven node:test harness loads the nodejs-target wasm-pack build, reconstructs every indicator by its JS class, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures. wasm_manifest.json is generated from the wasm .d.ts plus the shared manifests; a recursive flattener covers scalar, multi (Reflect objects), profile and bar shapes. 514/514 pass locally (wasm-pack build --target nodejs, then node --test). * test(golden): add C and C++ replay for all 514 indicators golden_test.c (generated by gen_golden_test.py) drives every indicator through the C ABI (wickra.h) and checks output bit-for-bit against the Rust reference fixtures. golden_test.cpp #includes the same source so the identical runner is compiled and run under both gcc (C) and g++ (C++) via the CMake targets golden_test / golden_test_cpp — proving the extern "C" header is consumable from each language. Both 514/514 (verified via ctest). * test(golden): gofmt the generated Go golden replay * test(golden): make the Node fixture reader CRLF-safe and pin fixtures to LF
1.7 KiB
1.7 KiB
| 1 | FundingBasis |
|---|---|
| 2 | 0.005025125628140704 |
| 3 | 0.004856481168154022 |
| 4 | 0.004710474245865746 |
| 5 | 0.004594183416081123 |
| 6 | 0.004511805057907902 |
| 7 | 0.004465284428331221 |
| 8 | 0.004454800318425903 |
| 9 | 0.0044789986784069145 |
| 10 | 0.004534956870401571 |
| 11 | 0.004617922392404337 |
| 12 | 0.004720936025835783 |
| 13 | 0.004834535926242437 |
| 14 | 0.004946831672474743 |
| 15 | 0.005044271634726057 |
| 16 | 0.005113298302086592 |
| 17 | 0.005142726139048963 |
| 18 | 0.005126188621687648 |
| 19 | 0.005063708892571905 |
| 20 | 0.004961678223978869 |
| 21 | 0.004831237876267005 |
| 22 | 0.004685778927251883 |
| 23 | 0.0045385172565910155 |
| 24 | 0.004400811333625096 |
| 25 | 0.004281393834171937 |
| 26 | 0.004186318689532465 |
| 27 | 0.004119294784616222 |
| 28 | 0.004082118060094175 |
| 29 | 0.004075016220260274 |
| 30 | 0.00409681632117085 |
| 31 | 0.004144916483357336 |
| 32 | 0.004215098682601042 |
| 33 | 0.004301277133392996 |
| 34 | 0.004395344261249394 |
| 35 | 0.004487337766882979 |
| 36 | 0.004566157790299455 |
| 37 | 0.004620942155677232 |
| 38 | 0.004642929141119638 |
| 39 | 0.004627295668055019 |
| 40 | 0.004574284399398292 |
| 41 | 0.004489129673737099 |
| 42 | 0.004380805137736097 |
| 43 | 0.004260116508326143 |
| 44 | 0.0041378318244955905 |
| 45 | 0.004023343620207788 |
| 46 | 0.003924008124916932 |
| 47 | 0.0038450345191749025 |
| 48 | 0.0037896887462545714 |
| 49 | 0.0037595937156182906 |
| 50 | 0.0037549778493148824 |
| 51 | 0.003774796592249654 |
| 52 | 0.003816710030350015 |
| 53 | 0.003876948575996886 |
| 54 | 0.003950147978343445 |
| 55 | 0.004029287628630878 |
| 56 | 0.00410590676932255 |
| 57 | 0.004170762822316785 |
| 58 | 0.004214986937464313 |
| 59 | 0.0042315737198540225 |
| 60 | 0.0042167971389510915 |
| 61 | 0.0041710401586143985 |
| 62 | 0.0040986923295713495 |
| 63 | 0.004007151511892075 |
| 64 | 0.003905326653165511 |
| 65 | 0.0038021591538924793 |
| 66 | 0.003705538651084677 |
| 67 | 0.003621734497298984 |
| 68 | 0.0035552588131117216 |
| 69 | 0.0035089875038813935 |
| 70 | 0.003484370844090919 |
| 71 | 0.0034816146697397815 |
| 72 | 0.003499769383755054 |
| 73 | 0.0035367125556263345 |
| 74 | 0.0035890532605060014 |
| 75 | 0.003652028203594035 |
| 76 | 0.003719500953415725 |
| 77 | 0.003784201951895383 |
| 78 | 0.0038383280138162756 |
| 79 | 0.0038745235149959946 |
| 80 | 0.0038870925730076903 |
| 81 | 0.003873112352980977 |