Files
wickra/fuzz/fuzz_targets/indicator_update.rs
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kingchencandGitHub d9d3ad18aa feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)
* 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 from ec269d8

The 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 from 733afd9

* 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.
2026-05-25 17:26:46 +02:00

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);
}
});