wickra-proof 0.1.4

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Proof-of-Backtest. Turn a (spec, data) pair into a deterministic backtest report and a canonical blake3 hash that anyone can recompute byte-for-byte in ten languages.

▶ Live demos: the backtester compiled to WebAssembly, an equity curve building bar by bar — backtest-live.wickra.org; one StrategySpec side by side in Python, Rust, JS and Go — playground.wickra.org; all 514 indicators of the core over a real Binance feed — live.wickra.org. Zero backend, all of them.

Part of the Wickra ecosystem: the same data-driven core and ten-language binding surface also power wickra-exchange, wickra-backtest, wickra-terminal and 20 more — see the full list.

wickra-proof is a thin, deterministic layer over the Wickra backtest engine. Given a strategy spec and candle data it produces a BacktestReport and a report_hash (blake3 over a canonical serialization). The same core logic is callable from Rust, Python, Node.js, WASM, C, C++, C#, Go, Java and R over a single JSON-over-C-ABI boundary, so the hash is identical everywhere — that identity is the proof.

Stop trusting backtest screenshots. A screenshot proves nothing: numbers can be typed, curves can be drawn. A wickra-proof claim ships the spec, the data commitment, the report and the hash — anyone, in any supported language, recomputes the hash and either matches it or doesn't. This is the foundation for fund transparency, reproducible research and higher-order tools (wickra-verify, wickra-zk).

use wickra_proof_core::{prove, verify, ProofSpec};

// A ProofSpec is the strategy and a dataset reference; the candles are
// supplied beside it. `prove` folds the two into a report and its hashes.
let spec = ProofSpec::from_json(spec_json)?;
let proof = prove(&spec, &candles_by_symbol)?;
println!("report_hash: {}", proof.report_hash);

// Anyone with the same spec and data recomputes the same bytes, in any of
// the ten languages -- and a proof that does not recompute is not valid.
assert!(verify(&proof, &spec, &candles_by_symbol)?);

The same two calls from the command line, over the spec and candles shipped in examples/data:

cargo run -p wickra-proof-cli -- prove \
  --spec examples/data/config.json \
  --data examples/data/candles/AAA.csv \
  --format json

cargo run -p wickra-proof-cli -- verify \
  --proof examples/data/config.proof.json \
  --spec examples/data/config.json \
  --data examples/data/candles/AAA.csv

Status

0.1.4 — the current release. The core (wickra-proof-core), the CLI, all ten language bindings, the byte-exact golden corpus, property + fuzz tests, benchmarks and one runnable example per language are in place and green across the full CI matrix (10 languages × 3 OS). Track progress in ROADMAP.md.

Documentation

• Architecture — the core, the canonicalization boundary, the binding surface.
• Deep dives in docs/: Architecture internals · Canonicalization (normative) · Proof format · Verifying a foreign proof.
• ROADMAP.md · BENCHMARKS.md · THREAT_MODEL.md · SECURITY.md.

Determinism is the product

• Canonical JSON before hashing: keys sorted at every depth (BTreeMap), floats quantized to 1e-8 by pure decimal rounding ({:.8}, trailing zeros trimmed, whole values collapsed to their integer token so a host language's 1.0-vs-1 ambiguity can never shift the hash), no whitespace, and no NaN/±inf (rejected at parse time).
• No RNG, fixed float operation order — the same inputs always reduce to the same bytes.
• engine_version pinned and embedded — a different backtest engine version produces a different, visibly-labelled hash by design.
• Any divergence of report_hash between two languages or two runs is a bug, caught by the byte-exact golden corpus and the canonicalize fuzz target.

Quickstart

--spec takes a config file ({ "spec": <ProofSpec> }); --data a CSV or a directory of <SYMBOL>.csv files. prove prints the BacktestReport and its report_hash; verify re-runs the proof against the same spec and data and prints valid only if the recomputed hash matches the claimed one. Tamper with a single field of the proof and verification fails.

ProofSpec and Proof

A proof carries everything a third party needs to reproduce it:

• spec — the strategy definition (ProofSpec): indicators, rules and parameters, plus the pinned engine_version.
• data commitment — a hash of the candle series the report was computed over.
• report — the resulting BacktestReport (metrics, equity, trades).
• report_hash — the blake3 of the canonical serialization of the report.

Because the spec and the data commitment travel with the report, a verifier never has to trust the prover: it recomputes and compares.

Canonicalization and hashing

The hash is only as trustworthy as the serialization it runs over, so canonicalization is the load-bearing contract every binding reproduces exactly (see crates/wickra-proof-core/src/canonical.rs):

1. Object keys sorted ascending by Unicode code point.
2. No structural whitespace.
3. Floats quantized to 1e-8 by decimal rounding, trailing zeros trimmed, whole values collapsed to their integer token; magnitudes at or above the point where the f64 ULP reaches the 1e-8 grid fall back to the shortest round-trippable form so canonicalization stays a fixed point.
4. NaN/±inf cannot occur.
5. Arrays keep their order; strings use the standard JSON escaping.

blake3 over that canonical string yields the 64-hex report_hash. The canonicalize fuzz target pins the fixed-point property (canonicalize → parse → canonicalize yields identical bytes) across the full finite f64 range.

Verifying a foreign proof

Any supported language can verify a proof produced by any other — that is the whole point. Each binding exposes the same JSON-over-C-ABI command surface (prove / verify), returns the core's canonical response verbatim, and the cross-language golden tests assert byte-for-byte equality. A proof minted in Python verifies in Go; a proof minted in Rust verifies in the browser over WASM.

Engine-version pinning

engine_version is embedded in the spec and folded into the report, so a proof is bound to the exact backtest semantics that produced it. Upgrade the engine and the same (spec, data) produces a different, clearly-labelled hash — divergence is surfaced, never hidden.

Use in any language

The core is a JSON-over-C-ABI data API (Prover::command) exposed natively in Rust, Python, Node.js and WASM, and over the C ABI hub in C, C++, C#, Go, Java and R. One runnable example per language lives under examples/; the per-binding quickstarts are in each bindings/<lang>/README.md.

Project layout

crates/wickra-proof-core          the library: canonicalize + prove + verify
crates/wickra-proof-cli    reference CLI (prove / verify), binary `wickra-proof`
crates/proof-bench         Criterion benchmarks
bindings/{c,python,node,wasm,go,csharp,java,r}   ten-language surface
golden/                    fixed (spec, data) -> expected (report, hash)
examples/                  runnable per-language demos
fuzz/                      cargo-fuzz targets (spec parse, canonicalize, prove, verify)

Building everything from source

cargo build --workspace
cargo test  --workspace --all-features
cargo clippy --workspace --all-targets --all-features -- -D warnings

Each binding builds from its own directory — see the per-binding READMEs under bindings/.

Testing

Run the suites with the commands in Building everything from source.

• wickra-proof-core — unit tests for canonicalization (key ordering, float quantization, whitespace), the prove/round-trip path, tamper detection, and the engine-version pin. The golden fixtures in golden/ are the anchor: the same (spec, data) pair must fold to the same canonical bytes and the same blake3 hash here as in every binding.
• Every binding asserts the same golden bytes. That is the whole cross-language claim, so it is checked the same way in each one rather than approximated per language: Python with pytest, Node with node --test, WASM with wasm-bindgen-test, C and C++ through ctest, C# with dotnet test, Go with go test, Java with JUnit, and R with the shipped tests/smoke.R plus the repository-level tests/run_tests.R.
• fuzz/ — libfuzzer targets over the JSON boundary, run as a time-boxed smoke in CI. The goal is catching a regression in the harness, not discovering novel bugs; long campaigns belong on dedicated infrastructure.
• Repository checks — scripts/check_version_sync.py, check_license_copies.py and check_readme_links.py run in CI and assert what the repository ships rather than what it computes.

Requirements

• Rust — workspace MSRV 1.86 (the Node binding needs 1.88).
• Optional per binding: Python 3.9+, Node.js 22+, a C toolchain + CMake, .NET 8 SDK, JDK 22+, Go 1.23+, R ≥ 4.1.

Benchmarks

Criterion benchmarks live in crates/proof-bench and run nightly in CI; see BENCHMARKS.md.

Ecosystem

Part of the Wickra family — each one a data-driven core with a CLI and the same ten-language binding surface:

• wickra — main library (Rust core + Python / Node.js / WASM bindings + a C ABI for C / C++ / C# / Go / Java / R)
• wickra-playground — a polyglot strategy playground: one StrategySpec live side by side in Python, Rust, JS and Go, entirely in the browser
• wickra-exchange — unified market-data + execution across ten crypto exchanges
• wickra-backtest — event-driven backtester over the Wickra core
• wickra-terminal — the trading terminal: a TUI and a browser renderer over the stack
• wickra-screener — parallel multi-symbol screening over 514 streaming indicators
• wickra-radar — perp-universe alert radar: OI delta, funding flip, book imbalance, liquidation clusters, OI/price divergence
• wickra-copilot — local market copilot grounded in real order-book, liquidation and funding microstructure
• wickra-shazam — match an asset's current microstructure fingerprint against its entire history
• wickra-benchmark — reproducible, golden-verified benchmark suite — recompute any (strategy, dataset, report) in ten languages and confirm it byte-for-byte
• wickra-strategy-ci — Jest for trading strategies: golden-pin the report, catch regressions in CI, property-test against fuzzed data
• wickra-verify — confirm or refute a claimed backtest report against its strategy and data, in ten languages
• wickra-proof — Proof-of-Backtest: deterministic (spec, data) → report + blake3 hash, recomputable byte-for-byte in ten languages
• wickra-zk — prove a backtest zero-knowledge — on-chain-verifiable performance without revealing the data or the strategy
• wickra-impact — the backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book
• wickra-darwin — evolutionary strategy search at millions of backtests per second, mutating and crossing JSON specs across the 514-indicator space
• wickra-gym — a Gymnasium-compatible, microstructure-aware backtest environment with O(1) steps for deterministic RL rollouts
• wickra-feature-store — OHLCV and microstructure streams into ML-ready feature matrices over 514 O(1) streaming indicators
• wickra-genome — a vector database of the whole market: every asset a 514-dim live vector, for similarity search, clustering and anomaly detection
• wickra-timemachine — scrub the whole market like a video — every symbol, full order book, rewound to any moment via deterministic re-fold
• wickra-synth — deterministic synthetic market microstructure: OHLCV, order book, trades and funding from a single seed
• wickra-compile — compile a strategy spec into a standalone deployable: a WASM module, a self-contained binary, or a no_std artifact
• wickra-embed — allocation-free, no_std streaming indicators for bare-metal and HFT, byte-for-byte identical to the core
• wickra-pico — the O(1) indicator core running bare-metal on a $5 Raspberry Pi Pico — the LED blinks on the EMA cross

Docs at docs.wickra.org; the marketing site and in-browser demo at wickra.org.

Contributing

See CONTRIBUTING.md. All commits are signed and DCO-signed off; CI must be green across every language before merge.

Security

Report vulnerabilities per SECURITY.md. The trust model — what a proof does and does not guarantee — is in THREAT_MODEL.md.

License

Licensed under either of

• Apache License, Version 2.0 (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
• MIT license (LICENSE-MIT or http://opensource.org/licenses/MIT)

at your option. Use it, fork it, modify it, redistribute it — commercially or not — file issues, send pull requests; all welcome.

Contribution

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.

Disclaimer

wickra-proof is research and engineering tooling, not financial advice. A proof attests only that a given report is the deterministic result of a given spec over given data — it makes no claim about the quality, profitability or future performance of any strategy. Trading carries risk; you are responsible for your own decisions.

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