kingchenc
8228be7069
Makes the Python binding truly dependency-free (Task 5b). `pip install wickra` now pulls **zero** third-party packages, and `import wickra` never imports NumPy (verified: `"numpy" not in sys.modules` after a batch call).
## What changed
- **Inputs** accept any sequence or buffer of numbers — `array.array`, `memoryview`, a NumPy `ndarray`, or a plain `list` — via `Vec` extraction (newtypes `Buf1`/`BufI64`). `PyBuffer` is unavailable under `abi3-py39`, and `unsafe_code = forbid` rules out a zero-copy slice, so inputs are copied once (negligible vs. compute).
- **Single-output `batch(...)`** returns a stdlib `array.array('d')` (native buffer protocol → `numpy.asarray` zero-copy).
- **Multi-output `batch(...)`** returns a buffer-protocol `Matrix` preserving `.shape`, integer-row and `[i, j]` access, and `.tolist()`.
- **NumPy** moves to an optional extra (`pip install wickra[numpy]`); it is never required.
- Streaming `update(...)` is unchanged; results are numerically identical.
## Implementation
- Trait `IntoPyData` + a `matrix()`/`f64_array()` helper collapse the ~400 batch call sites; `array.array` is built via `bytemuck` (Zlib/MIT/Apache — `cargo deny check licenses` ok).
- Tests migrated to `array.array`/`Matrix` (1-D `.shape`→`len()`, `.dtype`→`.typecode`; numeric comparisons normalize through a `_to_np` helper). The non-contiguous-input test now asserts acceptance instead of rejection.
## Verification (local)
- `pytest bindings/python/tests` — **1991 passed**.
- `cargo fmt --all`, `cargo clippy --workspace --all-targets --all-features -- -D warnings`, `cargo test --workspace --all-features`, `cargo deny check licenses` — all green.
**BREAKING for Python**: batch return types change from NumPy arrays to `array.array`/`Matrix`. Documented in CHANGELOG; ships with the data-layer release bundle (no separate tag).
283 lines
8.2 KiB
Python
283 lines
8.2 KiB
Python
"""Input-validation tests: malformed NumPy inputs raise ValueError, not panics."""
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from __future__ import annotations
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import numpy as np
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import pytest
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import wickra as ta
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def test_non_contiguous_array_is_accepted():
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# Inputs are read through the buffer/sequence protocol, so a strided (non
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# C-contiguous) view is accepted and yields the same result as a dense copy.
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base = np.linspace(1.0, 100.0, 60)
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non_contiguous = base[::2]
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assert not non_contiguous.flags["C_CONTIGUOUS"]
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strided = np.asarray(ta.SMA(5).batch(non_contiguous))
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dense = np.asarray(ta.SMA(5).batch(np.ascontiguousarray(non_contiguous)))
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np.testing.assert_array_equal(strided, dense)
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def test_dense_array_batches():
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base = np.linspace(1.0, 100.0, 60)
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fixed = np.ascontiguousarray(base[::2])
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out = ta.SMA(5).batch(fixed)
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assert len(out) == len(fixed)
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def test_unequal_length_candle_batch_raises(ohlc_series):
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high, low, close = ohlc_series
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short = low[:-1]
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with pytest.raises(ValueError):
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ta.ATR(14).batch(high, short, close)
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with pytest.raises(ValueError):
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ta.WilliamsR(14).batch(high, short, close)
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with pytest.raises(ValueError):
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ta.Aroon(14).batch(high, short)
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def test_pairwise_beta_rejects_bad_period():
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with pytest.raises(ValueError):
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ta.PairwiseBeta(0)
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with pytest.raises(ValueError):
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ta.PairwiseBeta(1)
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def test_unequal_length_pair_batch_raises(sine_prices):
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a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
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b = a[:-1]
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with pytest.raises(ValueError):
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ta.PairwiseBeta(20).batch(a, b)
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with pytest.raises(ValueError):
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ta.PairSpreadZScore(20, 20).batch(a, b)
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def test_pair_spread_zscore_rejects_bad_periods():
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with pytest.raises(ValueError):
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ta.PairSpreadZScore(1, 20)
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with pytest.raises(ValueError):
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ta.PairSpreadZScore(20, 1)
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def test_lead_lag_rejects_bad_params():
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with pytest.raises(ValueError):
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ta.LeadLagCrossCorrelation(1, 5)
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with pytest.raises(ValueError):
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ta.LeadLagCrossCorrelation(10, 0)
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def test_lead_lag_unequal_length_batch_raises(sine_prices):
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a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
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b = a[:-1]
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with pytest.raises(ValueError):
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ta.LeadLagCrossCorrelation(12, 5).batch(a, b)
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def test_cointegration_rejects_too_small_period():
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# period must be >= 2*adf_lags + 4.
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with pytest.raises(ValueError):
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ta.Cointegration(3, 0)
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with pytest.raises(ValueError):
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ta.Cointegration(5, 1)
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def test_cointegration_unequal_length_batch_raises(sine_prices):
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a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
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b = a[:-1]
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with pytest.raises(ValueError):
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ta.Cointegration(20, 1).batch(a, b)
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def test_relative_strength_rejects_zero_periods():
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with pytest.raises(ValueError):
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ta.RelativeStrengthAB(0, 14)
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with pytest.raises(ValueError):
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ta.RelativeStrengthAB(20, 0)
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def test_relative_strength_unequal_length_batch_raises(sine_prices):
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a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
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b = a[:-1]
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with pytest.raises(ValueError):
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ta.RelativeStrengthAB(10, 14).batch(a, b)
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def test_roc_and_trix_have_default_periods():
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# ROC/TRIX gained constructor defaults matching the TA-Lib convention.
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assert ta.ROC().period == 10
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assert ta.TRIX() is not None
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def test_value_area_rejects_zero_period():
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with pytest.raises(ValueError):
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ta.ValueArea(0, 50, 0.7)
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with pytest.raises(ValueError):
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ta.ValueArea(20, 0, 0.7)
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def test_value_area_rejects_invalid_pct():
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with pytest.raises(ValueError):
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ta.ValueArea(20, 50, 0.0)
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with pytest.raises(ValueError):
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ta.ValueArea(20, 50, 1.5)
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def test_initial_balance_rejects_zero_period():
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with pytest.raises(ValueError):
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ta.InitialBalance(0)
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def test_opening_range_rejects_zero_period():
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with pytest.raises(ValueError):
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ta.OpeningRange(0)
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def test_value_area_unequal_length_raises():
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high = np.array([1.0, 2.0, 3.0])
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low = np.array([0.5, 1.5])
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volume = np.array([10.0, 10.0, 10.0])
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with pytest.raises(ValueError):
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ta.ValueArea(2, 10, 0.7).batch(high, low, volume)
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def test_ichimoku_rejects_zero_and_non_increasing_periods():
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with pytest.raises(ValueError):
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ta.Ichimoku(0, 26, 52, 26)
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with pytest.raises(ValueError):
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ta.Ichimoku(9, 26, 52, 0)
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# Periods must satisfy tenkan < kijun < senkou_b.
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with pytest.raises(ValueError):
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ta.Ichimoku(26, 9, 52, 26)
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with pytest.raises(ValueError):
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ta.Ichimoku(9, 52, 52, 26)
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def test_family_10_ehlers_rejects_invalid_parameters():
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with pytest.raises(ValueError):
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ta.SuperSmoother(0)
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with pytest.raises(ValueError):
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ta.FisherTransform(0)
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with pytest.raises(ValueError):
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ta.InverseFisherTransform(0.0)
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with pytest.raises(ValueError):
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ta.DecyclerOscillator(30, 10)
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with pytest.raises(ValueError):
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ta.RoofingFilter(48, 10)
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with pytest.raises(ValueError):
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ta.MAMA(0.05, 0.5)
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with pytest.raises(ValueError):
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ta.EmpiricalModeDecomposition(20, 0.0)
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def test_orderbook_topn_zero_levels_raises():
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with pytest.raises(ValueError):
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ta.OrderBookImbalanceTopN(0)
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def test_orderbook_unequal_price_size_lengths_raise():
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# bid_px has 2 entries but bid_sz has 1 -> mismatched -> ValueError.
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with pytest.raises(ValueError):
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ta.OrderBookImbalanceTop1().update([100.0, 99.0], [1.0], [101.0], [1.0])
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with pytest.raises(ValueError):
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ta.Microprice().update([100.0], [1.0], [101.0, 102.0], [1.0])
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def test_orderbook_crossed_book_raises():
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# best_bid (102) >= best_ask (101) is a crossed book -> rejected.
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with pytest.raises(ValueError):
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ta.QuotedSpread().update([102.0], [1.0], [101.0], [1.0])
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def test_orderbook_misordered_levels_raise():
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# Bids must be strictly descending in price.
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with pytest.raises(ValueError):
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ta.OrderBookImbalanceFull().update([99.0, 100.0], [1.0, 1.0], [101.0], [1.0])
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def test_trade_imbalance_zero_window_raises():
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with pytest.raises(ValueError):
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ta.TradeImbalance(0)
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def test_trade_negative_size_raises():
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with pytest.raises(ValueError):
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ta.SignedVolume().update(100.0, -1.0, True)
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def test_trade_non_positive_price_raises():
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with pytest.raises(ValueError):
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ta.CumulativeVolumeDelta().update(0.0, 1.0, True)
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def test_trade_batch_unequal_lengths_raise():
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with pytest.raises(ValueError):
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ta.SignedVolume().batch([100.0, 100.0], [1.0], [True, False])
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def test_effective_spread_non_positive_mid_raises():
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with pytest.raises(ValueError):
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ta.EffectiveSpread().update(100.0, 1.0, True, 0.0)
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def test_effective_spread_batch_unequal_lengths_raise():
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with pytest.raises(ValueError):
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ta.EffectiveSpread().batch([100.0, 100.0], [1.0, 1.0], [True, False], [100.0])
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def test_realized_spread_zero_horizon_raises():
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with pytest.raises(ValueError):
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ta.RealizedSpread(0)
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def test_kyles_lambda_window_below_two_raises():
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with pytest.raises(ValueError):
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ta.KylesLambda(1)
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def test_footprint_non_positive_tick_raises():
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with pytest.raises(ValueError):
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ta.Footprint(0.0)
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with pytest.raises(ValueError):
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ta.Footprint(-1.0)
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def test_funding_rate_mean_zero_window_raises():
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with pytest.raises(ValueError):
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ta.FundingRateMean(0)
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def test_funding_rate_zscore_zero_window_raises():
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with pytest.raises(ValueError):
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ta.FundingRateZScore(0)
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def test_funding_basis_non_positive_index_raises():
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with pytest.raises(ValueError):
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ta.FundingBasis().update(100.0, 0.0)
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def test_funding_rate_non_finite_raises():
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with pytest.raises(ValueError):
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ta.FundingRate().update(float("nan"))
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def test_oi_price_divergence_zero_window_raises():
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with pytest.raises(ValueError):
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ta.OIPriceDivergence(0)
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def test_oi_weighted_non_positive_mark_raises():
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with pytest.raises(ValueError):
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ta.OIWeighted().update(0.0, 100.0)
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def test_term_structure_basis_non_positive_index_raises():
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with pytest.raises(ValueError):
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ta.TermStructureBasis().update(100.0, 0.0)
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def test_calendar_spread_non_positive_mark_raises():
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with pytest.raises(ValueError):
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ta.CalendarSpread().update(100.0, 0.0)
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