From a06abf60df6f2c4dd66b8a5ae07c0d683b850d9b Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Fri, 22 May 2026 20:46:55 +0200
Subject: [PATCH] test(ml-alpha): synthetic multi-resolution pipeline test
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Four pure-CPU tests confirming aggregate_window emits the right
ts_ns - prev_ts_ns span per scale, so the existing snap-feature Δt
Fourier encoder gets correctly-scaled inputs without any CUDA kernel
changes.
---
 .../tests/multi_resolution_pipeline.rs        | 84 +++++++++++++++++++
 1 file changed, 84 insertions(+)
 create mode 100644 crates/ml-alpha/tests/multi_resolution_pipeline.rs

diff --git a/crates/ml-alpha/tests/multi_resolution_pipeline.rs b/crates/ml-alpha/tests/multi_resolution_pipeline.rs
new file mode 100644
index 000000000..e2e00bd69
--- /dev/null
+++ b/crates/ml-alpha/tests/multi_resolution_pipeline.rs
@@ -0,0 +1,84 @@
+//! End-to-end pipeline test using synthetic Mbp10RawInput data.
+//!
+//! Pure-CPU test (no GPU, no FOXHUNT_TEST_DATA gate). Confirms that
+//! `aggregate_window` emits ts_ns / prev_ts_ns spans matching the design,
+//! so the snap-feature Δt Fourier encoder receives the correct per-position
+//! dt for each scale.
+
+use ml_alpha::cfc::snap_features::Mbp10RawInput;
+use ml_alpha::data::aggregation::{aggregate_window, MultiResolutionConfig};
+
+#[test]
+fn default_three_scale_position_layout() {
+    let cfg = MultiResolutionConfig::default_three_scale();
+    assert_eq!(cfg.scales(), &[(1, 10), (30, 10), (100, 12)]);
+    assert_eq!(cfg.total_positions(), 32);
+    assert_eq!(cfg.required_lookback_ticks(), 1510);
+}
+
+#[test]
+fn aggregate_window_30_tick_dt_spans_window() {
+    let snaps: Vec<Mbp10RawInput> = (0..30u64)
+        .map(|i| {
+            let mut x = Mbp10RawInput::default();
+            x.ts_ns = 1000 + i * 100;
+            x.prev_ts_ns = x.ts_ns.saturating_sub(100);
+            x
+        })
+        .collect();
+    let agg = aggregate_window(&snaps);
+    let dt = agg.ts_ns - agg.prev_ts_ns;
+    assert_eq!(dt, 29 * 100, "30-tick window @ 100ns spacing -> dt = 2900ns");
+}
+
+#[test]
+fn aggregate_window_100_tick_dt_much_larger_than_raw_dt() {
+    // 100-tick window @ 100ns spacing -> dt = 99 * 100 = 9900ns
+    let snaps_100: Vec<Mbp10RawInput> = (0..100u64)
+        .map(|i| {
+            let mut x = Mbp10RawInput::default();
+            x.ts_ns = 5000 + i * 100;
+            x.prev_ts_ns = x.ts_ns.saturating_sub(100);
+            x
+        })
+        .collect();
+    let agg_100 = aggregate_window(&snaps_100);
+    let dt_100 = agg_100.ts_ns - agg_100.prev_ts_ns;
+
+    // 1-tick raw position -> dt = 100ns (the input's own prev_ts_ns offset).
+    let raw = Mbp10RawInput {
+        ts_ns: 5000,
+        prev_ts_ns: 4900,
+        ..Default::default()
+    };
+    let dt_raw = raw.ts_ns - raw.prev_ts_ns;
+
+    // 9900 vs 100 -> 99x ratio. Confirms the snap-feature Δt encoder will
+    // see a clearly distinct time-scale signature per position.
+    assert!(
+        dt_100 as f32 / dt_raw as f32 > 50.0,
+        "coarse-scale dt={dt_100} should be >50x raw dt={dt_raw}"
+    );
+}
+
+#[test]
+fn aggregate_window_prev_mid_is_first_snapshot_mid() {
+    // Walking returns calc: cur.mid (last) - agg.prev_mid (first) should
+    // equal the realized return across the window.
+    let snaps: Vec<Mbp10RawInput> = (0..30u64)
+        .map(|i| {
+            let mut x = Mbp10RawInput::default();
+            x.prev_mid = 5000.0 + i as f32;
+            x.bid_px[0] = x.prev_mid - 0.125;
+            x.ask_px[0] = x.prev_mid + 0.125;
+            x.ts_ns = 1000 + i * 100;
+            x.prev_ts_ns = x.ts_ns.saturating_sub(100);
+            x
+        })
+        .collect();
+    let agg = aggregate_window(&snaps);
+    assert!(
+        (agg.prev_mid - 5000.0).abs() < 1e-5,
+        "agg.prev_mid should equal first snapshot's prev_mid"
+    );
+}