kingchenc
e5305ffa94
Adds seven information-driven bar builders to the **Alt-Chart Bars** family, the final batch of the family-deepening run. Indicator count **507 → 514**. ## Builders All implement the `BarBuilder` trait (`update(Candle) -> Vec<Bar>`), emitting a data-dependent number of completed bars per candle. | Builder | Driver | Bar fields | |---------|--------|-----------| | `RangeBars` | close | open, close, direction | | `TickBars` | OHLCV | open, high, low, close, volume | | `VolumeBars` | OHLCV | open, high, low, close, volume | | `DollarBars` (Lopez de Prado) | OHLCV | + dollar | | `ImbalanceBars` | OHLC | + imbalance, direction | | `RunBars` | OHLC | + length, direction | | `ThreeLineBreakBars` | close | open, close, direction | ## Touchpoints Seven core modules (each with full unit tests), `mod.rs`/`lib.rs` (builders counted, bar element types on their own re-export lines), README family rows, Python/Node/WASM hand-written bindings for the variable-length output (Python tuples + `(k, N)` ndarray; Node `Vec<object>`; WASM array of objects), the `bar_builder_update_candle` fuzz target, dedicated Python + Node tests, the `BAR_BUILDERS` completeness exclusion, and CHANGELOG. ## Verification - `cargo test -p wickra-core --lib` — 4207 passed - `cargo test -p wickra-core --doc` — 464 passed - `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean - `npm test` (node) — 584 passed - `pytest` (python) — 957 passed
55 lines
2.3 KiB
Rust
55 lines
2.3 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, DollarBars, ImbalanceBars, KagiBars, PointAndFigureBars, RangeBars, RenkoBars, RunBars, ThreeLineBreakBars, TickBars, VolumeBars};
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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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drive(RangeBars::new(2.0).unwrap(), &candles);
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drive(TickBars::new(5).unwrap(), &candles);
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drive(VolumeBars::new(100.0).unwrap(), &candles);
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drive(DollarBars::new(10000.0).unwrap(), &candles);
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drive(ImbalanceBars::new(5.0).unwrap(), &candles);
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drive(RunBars::new(3).unwrap(), &candles);
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drive(ThreeLineBreakBars::new(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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