* feat(apo): add Absolute Price Oscillator EMA(close, fast) - EMA(close, slow). Like MACD without the signal EMA. Defaults to (fast = 12, slow = 26); fast must be strictly less than slow. Touchpoints: apo.rs + mod.rs + lib.rs re-export, PyApo + __init__.py + test_new_indicators SCALAR + test_known_values flat reference, ApoNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmApo via scalar macro, scalar-fuzz target, README + CHANGELOG. * fix(apo): add PyApo + ApoNode + WasmApo bindings missed fromec269d8The previous APO commit (ec269d8) only registered APO in the Python __init__.py / Node index.js / Node index.d.ts / fuzz / tests / docs. The actual PyApo pyclass, ApoNode napi class, and WasmApo wasm class edits silently no-op'd because the underlying lib.rs files had been touched by a branch switch between Read and Edit. The bindings were therefore advertising APO from the Python module / Node package / WASM module but not actually exposing it. Fix: insert PyApo block + add_class call in bindings/python/src/lib.rs, ApoNode block in bindings/node/src/lib.rs, WasmApo macro line in bindings/wasm/src/lib.rs. cargo test workspace stays at 615 (no new tests added; the existing test_known_values + indicators.test.js references would have failed at import once the bindings rebuilt without these classes). * feat(ao-histogram): add Awesome Oscillator Histogram AO - SMA(AO, sma_period). A configurable variant of the existing AcceleratorOscillator (which fixes fast=5, slow=34, sma=5). Three parameters; defaults match Bill Williams' Accelerator. Touchpoints: awesome_oscillator_histogram.rs + mod.rs + lib.rs re-export, PyAoHist + __init__.py + test_new_indicators CANDLE_SCALAR + test_known_values flat reference, AwesomeOscillatorHistogramNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmAoHist, candle-fuzz target, README + CHANGELOG. * feat(cfo): add Chande Forecast Oscillator 100 * (close - LinReg(close, period)) / close. Positive when close overshoots the linear forecast, negative when it undershoots. Holds the previous value if the close is zero (percentage form undefined). Single param period (default 14). Touchpoints: cfo.rs + mod.rs + lib.rs re-export, PyCfo + __init__.py + test_new_indicators SCALAR + test_known_values linear reference, CfoNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmCfo via scalar macro, scalar-fuzz target, README + CHANGELOG. * fix(cfo): add WasmCfo binding missed from733afd9* feat(zero-lag-macd): add Zero-Lag MACD Classic MACD topology with ZLEMA substituted for EMA everywhere: faster reaction to trend changes at the cost of slightly noisier readings. Multi-output ZeroLagMacdOutput { macd, signal, histogram }. Three parameters (fast = 12, slow = 26, signal = 9); fast must be strictly less than slow. Touchpoints: zero_lag_macd.rs + mod.rs + lib.rs re-export, PyZeroLagMacd + __init__.py + test_new_indicators MULTI + test_known_values flat reference, ZeroLagMacdNode + ZeroLagMacdValue + index.d.ts/index.js + indicators.test.js multi factory + reference, WasmZeroLagMacd, scalar fuzz with hand-rolled drive (multi-output bypasses the f64-only helper), README + CHANGELOG. * feat(elder-impulse): add Alexander Elder Impulse System Tri-state momentum gauge: +1 (green/buy) when EMA trend and MACD histogram both rise, -1 (red/sell) when both fall, 0 (blue/neutral) on disagreement. Four parameters (ema_period, macd_fast, macd_slow, macd_signal); defaults (13, 12, 26, 9) match Elder. Internally feeds both branches on every input so they warm in parallel; needs one bar past the slowest branch to seed direction state. Touchpoints: elder_impulse.rs + mod.rs + lib.rs re-export, PyElderImpulse + __init__.py + test_new_indicators SCALAR + test_known_values neutral reference, ElderImpulseNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmElderImpulse via scalar macro, scalar-fuzz target, README + CHANGELOG. * feat(stc): add Schaff Trend Cycle Doug Schaff's doubly-Stochastic-smoothed MACD. Bounded [0, 100] reading that reacts faster than MACD by extracting the percentile of MACD within a recent window, half-EMA-smoothing it, and re-stochasing the smoothed series. Four parameters (fast = 23, slow = 50, schaff_period = 10, factor = 0.5); fast must be strictly less than slow and factor must lie in (0, 1]. Output clamped to [0, 100] to absorb floating-point rounding. The stochastic stages clamp to 0 when their rolling range collapses (flat input or perfectly monotone trend), so a flat series settles deterministically at 0 after warmup. Touchpoints: stc.rs + mod.rs + lib.rs re-export, PyStc + __init__.py + test_new_indicators SCALAR + test_known_values flat reference, StcNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmStc via scalar macro, scalar-fuzz target, README + CHANGELOG. * fix(stc): rename last_stc -> last_value to satisfy clippy * ci: Retry setup-node and setup-python on CDN flakes Setup-node on Windows runners and setup-python across all OSes occasionally fail with a silent hang or 5xx mid-download ("Attempting to download 18..." → fail in <1s) — pure upstream CDN flake. The fix ran on this branch's previous merge commit (24e723f) had to be re-triggered manually via `gh run rerun --failed`. Wrap both setup actions with continue-on-error and a follow-up retry step that waits 30s and re-runs the same setup. The retry only fires when the first attempt failed (steps.<id>.outcome == 'failure'), so a green setup costs nothing extra. The retry uses the identical pinned SHA so we still get supply-chain verification on both attempts. Applied to ci.yml (Python matrix and Node matrix). release.yml has the same setup-node / setup-python steps but is rarely re-run, so the existing manual rerun pattern stays sufficient for now. * test(zero-lag-macd): Fix MULTI dict shape mismatch + cover warmup_period ZeroLagMACD was registered in the Python MULTI dict (which asserts a (n, 2) batch shape) but actually emits (n, 3) — macd, signal, histogram — like MACD. Moved out into its own standalone test test_zero_lag_macd_streaming_matches_batch (3-tuple shape), and included in the lifecycle sweep. Mirrors the existing Alligator pattern for 3-output candle indicators. Also adds a unit test for ZeroLagMacd::warmup_period that pins both the (12, 26, 9) classic case and a small-period config — these four lines were the codecov/patch miss on PR 41.
123 lines
5.2 KiB
Rust
123 lines
5.2 KiB
Rust
#![no_main]
|
|
//! Fuzz scalar-input indicator updates with arbitrary `f64` sequences.
|
|
//!
|
|
//! Every scalar indicator must tolerate any finite-or-not input stream — NaN,
|
|
//! ±inf, subnormals, abrupt jumps — without panicking. Each fuzz iteration
|
|
//! runs the **same** input sequence through every scalar indicator twice:
|
|
//! once as a streaming `update` loop and once as a full `batch` call. Neither
|
|
//! path may panic; `batch` is also expected to agree with the streaming path
|
|
//! (the `BatchExt` blanket implementation replays `update` internally, so the
|
|
//! agreement is structural — but exercising both paths surfaces any
|
|
//! state-mutation bugs in `update` that would only manifest mid-batch).
|
|
//!
|
|
//! Audit finding R9: the previous version covered only `Rsi(14)` and
|
|
//! `Ema(20)`. This target now covers every scalar indicator in the catalogue.
|
|
|
|
use libfuzzer_sys::fuzz_target;
|
|
use wickra_core::{
|
|
Alma, Apo, BatchExt, BollingerBands, Cfo, Cmo, ConnorsRsi, Coppock, Dema, Dpo, ElderImpulse,
|
|
Ema, Frama, HistoricalVolatility, Hma, Indicator, Jma, Kama, Kst, LaguerreRsi, LinRegAngle,
|
|
LinRegSlope, LinearRegression, MacdIndicator, McGinleyDynamic, Mom, Pmo, Ppo, Roc, Rsi, Sma,
|
|
Smma, Stc, StdDev, StochRsi, T3, Tema, Trima, Trix, Tsi, UlcerIndex, VerticalHorizontalFilter,
|
|
Vidya, Wma, ZScore, ZeroLagMacd, Zlema,
|
|
};
|
|
|
|
/// Drive a single streaming + batch run through one scalar indicator. Marked
|
|
/// `#[inline(never)]` so a panic backtrace pin-points the specific indicator.
|
|
#[inline(never)]
|
|
fn drive<I>(make: impl Fn() -> I, data: &[f64])
|
|
where
|
|
I: Indicator<Input = f64, Output = f64> + BatchExt,
|
|
{
|
|
let mut streaming = make();
|
|
for &x in data {
|
|
let _ = streaming.update(x);
|
|
}
|
|
let _ = make().batch(data);
|
|
}
|
|
|
|
fuzz_target!(|data: Vec<f64>| {
|
|
// Bounded periods keep each iteration cheap and bias the fuzzer toward
|
|
// adversarial input patterns rather than enormous windows. The constants
|
|
// mirror the README's "common defaults" so we cover the parameterisations
|
|
// most users actually instantiate.
|
|
drive(|| Sma::new(14).unwrap(), &data);
|
|
drive(|| Ema::new(20).unwrap(), &data);
|
|
drive(|| Wma::new(14).unwrap(), &data);
|
|
drive(|| Rsi::new(14).unwrap(), &data);
|
|
drive(|| Dema::new(14).unwrap(), &data);
|
|
drive(|| Tema::new(14).unwrap(), &data);
|
|
drive(|| Hma::new(14).unwrap(), &data);
|
|
drive(|| Roc::new(14).unwrap(), &data);
|
|
drive(|| Trix::new(14).unwrap(), &data);
|
|
drive(|| Smma::new(14).unwrap(), &data);
|
|
drive(|| Trima::new(14).unwrap(), &data);
|
|
drive(|| Zlema::new(14).unwrap(), &data);
|
|
drive(|| Kama::new(10, 2, 30).unwrap(), &data);
|
|
drive(|| Alma::new(9, 0.85, 6.0).unwrap(), &data);
|
|
drive(|| McGinleyDynamic::new(10).unwrap(), &data);
|
|
drive(|| Frama::new(16).unwrap(), &data);
|
|
drive(|| Vidya::new(14, 9).unwrap(), &data);
|
|
drive(|| Jma::new(14, 0.0, 2).unwrap(), &data);
|
|
drive(|| T3::new(14, 0.7).unwrap(), &data);
|
|
drive(|| Mom::new(14).unwrap(), &data);
|
|
drive(|| Cmo::new(14).unwrap(), &data);
|
|
drive(|| Tsi::new(25, 13).unwrap(), &data);
|
|
drive(|| Pmo::new(35, 20).unwrap(), &data);
|
|
drive(|| StochRsi::new(14, 14).unwrap(), &data);
|
|
drive(|| Dpo::new(14).unwrap(), &data);
|
|
drive(|| Ppo::new(12, 26).unwrap(), &data);
|
|
drive(|| Apo::new(12, 26).unwrap(), &data);
|
|
drive(|| Cfo::new(14).unwrap(), &data);
|
|
drive(|| ElderImpulse::classic(), &data);
|
|
drive(|| Stc::classic(), &data);
|
|
drive(|| Coppock::new(14, 11, 10).unwrap(), &data);
|
|
drive(|| StdDev::new(14).unwrap(), &data);
|
|
drive(|| UlcerIndex::new(14).unwrap(), &data);
|
|
drive(|| HistoricalVolatility::new(14, 252).unwrap(), &data);
|
|
drive(|| LinearRegression::new(14).unwrap(), &data);
|
|
drive(|| LinRegSlope::new(14).unwrap(), &data);
|
|
drive(|| LinRegAngle::new(14).unwrap(), &data);
|
|
drive(|| VerticalHorizontalFilter::new(14).unwrap(), &data);
|
|
drive(|| ZScore::new(14).unwrap(), &data);
|
|
drive(|| LaguerreRsi::new(0.5).unwrap(), &data);
|
|
drive(|| ConnorsRsi::classic(), &data);
|
|
|
|
// KST is scalar-input but emits `KstOutput`, so it bypasses the generic
|
|
// `drive` helper. Streaming + batch are still both exercised.
|
|
{
|
|
let mut kst = Kst::classic();
|
|
for &x in &data {
|
|
let _ = kst.update(x);
|
|
}
|
|
let _ = Kst::classic().batch(&data);
|
|
}
|
|
|
|
// Zero-Lag MACD shares MACD's multi-output topology, so it gets the
|
|
// same hand-rolled streaming + batch drive as classic MACD below.
|
|
{
|
|
let mut z = ZeroLagMacd::classic();
|
|
for &x in &data {
|
|
let _ = z.update(x);
|
|
}
|
|
let _ = ZeroLagMacd::classic().batch(&data);
|
|
}
|
|
|
|
// MACD and Bollinger Bands have non-`f64` outputs, so they cannot use the
|
|
// generic `drive` helper above. Streaming + batch are still both exercised.
|
|
{
|
|
let mut macd = MacdIndicator::new(12, 26, 9).unwrap();
|
|
for &x in &data {
|
|
let _ = macd.update(x);
|
|
}
|
|
let _ = MacdIndicator::new(12, 26, 9).unwrap().batch(&data);
|
|
}
|
|
{
|
|
let mut bb = BollingerBands::new(20, 2.0).unwrap();
|
|
for &x in &data {
|
|
let _ = bb.update(x);
|
|
}
|
|
let _ = BollingerBands::new(20, 2.0).unwrap().batch(&data);
|
|
}
|
|
});
|