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Golden fixtures

Frozen (spec, data) → proof triples that pin the deterministic core across the Rust integration tests and every language binding. Determinism is the product: the same inputs must fold to the same canonical report and blake3 hashes in Rust, Python, Node, WASM, Go, C#, Java and R.

Layout

  • data/{AAA,BBB,CCC}.csv — the deterministic universe, one ts,open,high,low,close,volume file per symbol, 40 bars each.
  • data.json — the same universe as a {symbol: [candle, …]} map, consumed by the cross-language binding golden tests (byte-for-byte against expected/).
  • specs/{sma_cross,rsi_reversion,buy_hold}.json — three ProofSpecs ({strategy, dataset_ref}), each exercising a distinct execution.
  • expected/*.json — one blessed proof per spec: the exact canonical prove response, including the real report_hash / inputs_hash.

Data formula

Each symbol's close[i] (i = 0 … 39) is a fixed function; open[i] is the previous close, high/low are max/min(open, close) ± 1, volume is 1000, and time[i] = 1_700_000_000 + i * 3600. All values are integers or multiples of 0.25, so they round-trip identically through CSV and JSON.

Symbol close[i] Shape Exercises
AAA i ≤ 10 ? 120 - 2·i : 100 + 2·(i - 10) V (down then up) sma_cross golden-crosses on the turn and holds (1 trade)
BBB 120 - 0.25·i slow downtrend buy_hold enters at warmup and holds (1 trade)
CCC i ≤ 20 ? 110 - 2·i : 70 + 3·(i - 20) deep dip, recovery rsi_reversion buys the oversold dip, sells the >50 recovery (6 trades)

Blessing

The fixtures are generated — never edit data* or expected/ by hand. To re-bless after an intended change, build the Node binding and run the generator:

( cd bindings/node && npm run build )
node golden/_bless.mjs

It writes the CSVs, data.json, and freezes each spec's prove response into expected/. The _bless.mjs universe and the CSVs are the single source of truth; data.json is derived from the same numbers.

When a hash breaks

A golden mismatch means one of two things has changed, and both are load-bearing:

  1. Canonicalization — the key ordering, float rounding, or whitespace of the canonical form drifted. This breaks byte-for-byte reproducibility across languages and must be treated as a breaking change.
  2. engine_version — the linked wickra-backtest engine produced a different report for the same inputs. Bump and re-bless deliberately.

Never "fix" a red golden by blindly re-blessing; first confirm which of the two moved and whether the move was intended.