//! Acceptance proof for issue #236: an **RSI-class** signal — the classic //! gain/loss split of the price change and the smoothed **ratio** of average gain //! to average loss — composes *purely from blueprint data* through the injected //! `aura_std::std_vocabulary` and runs to hand-computable RS values. This is the //! property that pins the four std-vocabulary gaps the issue names as a single //! honest behaviour: `Div`, a `Const` source, `Abs`, and pairwise `Max`/`Min`. //! //! The composition is authored as a JSON document (never as Rust node identifiers), //! so the file compiles regardless of whether the new node types exist yet: it is //! RED because `std_vocabulary` does not resolve the new type ids (the public loader //! returns `LoadError::UnknownNodeType("Const")` for the first absent one), and GREEN //! only once all five are rostered AND behave correctly. It exercises the same public //! seam a World / project `cdylib` uses (`blueprint_from_json` + an injected //! vocabulary — C24), mirroring `blueprint_serde_e2e.rs`; the recording sink is added //! in Rust because a sink is deliberately outside the #155 std vocabulary. //! //! Contract the GREEN implementation must satisfy (the type ids a blueprint writes //! and the one new param name — bound params re-apply by name on load): //! - type ids: `"Const"`, `"Div"`, `"Abs"`, `"Max"`, `"Min"` //! - `Const` is unary (one clock input, value ignored) with an f64 param `"value"` //! - `Max`/`Min`/`Div` are binary (slots 0,1); `Abs` is unary (slot 0) use std::sync::mpsc; use aura_core::{Firing, Scalar, ScalarKind, Timestamp}; use aura_engine::{blueprint_from_json, BlueprintNode, Composite, Edge, Role, Target, VecSource}; use aura_std::{std_vocabulary, Recorder}; // The RSI-class signal as blueprint data. Raw price fans out to a zero `Const` // (its clock is the price role), a `Delay[1]`, and a `Sub`; `delta = price - prev` // splits into `gain = Max(delta, 0)` and `loss = Abs(Min(delta, 0))`; each is // smoothed by `SMA(2)`; `rs = Div(avg_gain, avg_loss)` is the single output. All // params are bound, so the blueprint has an empty open-param space. The recording // sink is NOT here (sinks are outside the std vocabulary — added in Rust below). // // Node indices: 0 Const · 1 Delay · 2 Sub · 3 Max · 4 Min · 5 Abs · // 6 SMA(avg_gain) · 7 SMA(avg_loss) · 8 Div. const RSI_BLUEPRINT_JSON: &str = r#"{ "format_version": 1, "blueprint": { "name": "rsi_signal", "nodes": [ {"primitive":{"type":"Const","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":0.0}}]}}, {"primitive":{"type":"Delay","bound":[{"pos":0,"name":"lag","kind":"I64","value":{"I64":1}}]}}, {"primitive":{"type":"Sub"}}, {"primitive":{"type":"Max"}}, {"primitive":{"type":"Min"}}, {"primitive":{"type":"Abs"}}, {"primitive":{"type":"SMA","name":"avg_gain","bound":[{"pos":0,"name":"length","kind":"I64","value":{"I64":2}}]}}, {"primitive":{"type":"SMA","name":"avg_loss","bound":[{"pos":0,"name":"length","kind":"I64","value":{"I64":2}}]}}, {"primitive":{"type":"Div"}} ], "edges": [ {"from":1,"to":2,"slot":1,"from_field":0}, {"from":2,"to":3,"slot":0,"from_field":0}, {"from":0,"to":3,"slot":1,"from_field":0}, {"from":2,"to":4,"slot":0,"from_field":0}, {"from":0,"to":4,"slot":1,"from_field":0}, {"from":4,"to":5,"slot":0,"from_field":0}, {"from":3,"to":6,"slot":0,"from_field":0}, {"from":5,"to":7,"slot":0,"from_field":0}, {"from":6,"to":8,"slot":0,"from_field":0}, {"from":7,"to":8,"slot":1,"from_field":0} ], "input_roles": [ {"name":"price","targets":[{"node":0,"slot":0},{"node":1,"slot":0},{"node":2,"slot":0}]} ], "output": [{"node":8,"field":0,"name":"rs"}] } }"#; // Nest the loaded RSI signal under a Rust-built root that records its single `rs` // output, feed the price fixture through the public `VecSource`, and collect the // recorded `(ts, [rs])` trace — the only observable behaviour asserted on. fn run_recording(signal: Composite, prices: Vec<(Timestamp, Scalar)>) -> Vec<(Timestamp, Vec)> { let (tx, rx) = mpsc::channel(); let root = Composite::new( "h", vec![ BlueprintNode::Composite(signal), Recorder::builder(vec![ScalarKind::F64], Firing::Any, tx).into(), ], vec![Edge { from: 0, to: 1, slot: 0, from_field: 0 }], // rs -> recorder col[0] vec![Role { name: "src".into(), targets: vec![Target { node: 0, slot: 0 }], // price -> nested signal's price role source: Some(ScalarKind::F64), }], vec![], ); let mut h = root.bootstrap_with_params(vec![]).expect("bootstraps (no open params)"); h.run(vec![Box::new(VecSource::new(prices))]); rx.try_iter().collect() } /// The RSI-class gain/loss-split-and-ratio composes from blueprint data through the /// std vocabulary and runs to the hand-computed RS sequence. Prices `[10,12,11,14]` /// give deltas `[+2,-1,+3]`, so gains `[2,0,3]` and losses `[0,1,0]`; SMA(2) of each /// warms up on the first delta and then yields RS = avg_gain/avg_loss = 1.0/0.5 = 2.0 /// at t3 and 1.5/0.5 = 3.0 at t4. Every new operator is load-bearing to these two /// numbers: `Max` picks the positive part, `Min`+`Abs` the loss magnitude, `Const` /// the zero threshold, `Div` the ratio. #[test] fn rsi_composes_from_blueprint_data_and_yields_hand_computed_rs() { let signal = blueprint_from_json(RSI_BLUEPRINT_JSON, &|t| std_vocabulary(t)).expect("loads through the std vocabulary"); let prices: Vec<(Timestamp, Scalar)> = [(1_i64, 10.0_f64), (2, 12.0), (3, 11.0), (4, 14.0)] .iter() .map(|&(t, p)| (Timestamp(t), Scalar::f64(p))) .collect(); let trace = run_recording(signal, prices); assert_eq!( trace, vec![ (Timestamp(3), vec![Scalar::f64(2.0)]), (Timestamp(4), vec![Scalar::f64(3.0)]), ], "RSI gain/loss-split-and-ratio must emit RS = 2.0 at t3 and 3.0 at t4; got {trace:?}", ); }