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wickra/bindings/wasm/gen_golden_test.py
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kingchencandGitHub 4f708d410d test: golden-pin the four de-duplicated indicators across all bindings (#305)
* 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
2026-06-15 04:48:51 +02:00

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4.1 KiB
Python

"""Generate wasm_manifest.json for the WASM golden replay: for every one of the
514 indicators, record the JS class name, constructor params, the ordered update
argument names (parsed from pkg/wickra_wasm.d.ts, each flagged array/bigint) and
the output archetype (from golden_manifest.json). Run from repo root after
`wasm-pack build --target nodejs`: python bindings/wasm/gen_golden_test.py
"""
import json
import os
import re
ROOT = os.path.normpath(os.path.join(os.path.dirname(__file__), "..", ".."))
G = os.path.join(ROOT, "testdata", "golden")
DTS = os.path.join(ROOT, "bindings", "wasm", "pkg", "wickra_wasm.d.ts")
# canonical -> native (JS class) and canonical -> (arch, n/width) from the manifests.
native = {}
arch = {}
extra = {}
for e in json.load(open(os.path.join(G, "scalar_manifest.json"))):
native[e["canonical"]] = e["native"]
arch[e["canonical"]] = {"f64": "scalar_f64", "Candle": "scalar_candle", "(f64, f64)": "pairwise"}[e["input"]]
for e in json.load(open(os.path.join(G, "multi_manifest.json"))):
native[e["canonical"]] = e["native"]
arch[e["canonical"]] = {"f64": "multi_f64", "Candle": "multi_candle", "(f64, f64)": "multi_pairwise"}[e["input"]]
extra[e["canonical"]] = {"n": e["n"]}
ex = json.load(open(os.path.join(G, "exotic_manifest.json")))
for e in ex["deriv"]:
native[e["canonical"]] = e["native"]
arch[e["canonical"]] = "deriv_multi" if "n" in e else "deriv"
if "n" in e:
extra[e["canonical"]] = {"n": e["n"]}
for fam, a in (("cross", "cross"), ("trade", "trade"), ("trademid", "trademid"), ("ob", "ob")):
for e in ex[fam]:
native[e["canonical"]] = e["native"]
arch[e["canonical"]] = a
for e in json.load(open(os.path.join(G, "profile_manifest.json"))):
native[e["canonical"]] = e["native"]
arch[e["canonical"]] = "profile_" + e["kind"]
extra[e["canonical"]] = {"width": e["width"], **({"arrayField": "counts" if e["canonical"] == "TpoProfile" else "bins"} if e["kind"] == "pricebins" else {})}
for e in json.load(open(os.path.join(G, "bars_manifest.json"))):
native[e["canonical"]] = e["native"]
arch[e["canonical"]] = "footprint" if e["canonical"] == "Footprint" else "bars"
# params per canonical (constructor values) — same as the other bindings.
params = {}
for fn in ("scalar_manifest", "multi_manifest"):
for e in json.load(open(os.path.join(G, fn + ".json"))):
params[e["canonical"]] = e["params"]
for fam in json.load(open(os.path.join(G, "exotic_manifest.json"))).values():
for e in fam:
params[e["canonical"]] = e["params"]
for e in json.load(open(os.path.join(G, "profile_manifest.json"))):
params[e["canonical"]] = e["params"]
for e in json.load(open(os.path.join(G, "bars_manifest.json"))):
params[e["canonical"]] = e["params"]
# parse update args per JS class from the wasm .d.ts
dts = open(DTS, encoding="utf-8").read()
cls_args = {}
for m in re.finditer(r"export class (\w+) \{(.*?)\n\}", dts, re.S):
name, body = m.group(1), m.group(2)
um = re.search(r"\bupdate\(([^)]*)\)", body)
args = []
if um and um.group(1).strip():
for p in um.group(1).split(","):
p = p.strip()
nm = p.split(":")[0].strip()
typ = p.split(":", 1)[1].strip() if ":" in p else ""
args.append({"name": nm, "array": "Array" in typ, "bigint": "bigint" in typ})
cls_args[name] = args
out = []
for canon in sorted(native):
js = native[canon]
if js not in cls_args:
raise SystemExit(f"WASM class {js} (for {canon}) not in d.ts")
ctor = params.get(canon, [])
# EaseOfMovement's volume divisor is an optional Rust constructor argument
# (default 1e8) but a required WASM constructor parameter; pass it explicitly.
if canon == "EaseOfMovement":
ctor = [ctor[0], 100000000.0]
e = {"canonical": canon, "js": js, "ctor": ctor,
"args": cls_args[js], "out": arch[canon]}
e.update(extra.get(canon, {}))
out.append(e)
json.dump(out, open(os.path.join(G, "wasm_manifest.json"), "w"), indent=1)
from collections import Counter
print("wasm_manifest:", len(out), dict(Counter(e["out"] for e in out)))