From d16fa83cf406f4f58511e618f6d63f3e67e5f543 Mon Sep 17 00:00:00 2001 From: jgrusewski Date: Sat, 4 Oct 2025 19:55:23 +0200 Subject: [PATCH] =?UTF-8?q?=F0=9F=94=A7=20Wave=20104=20Part=201:=20Stub=20?= =?UTF-8?q?Elimination=20+=20Panic=20Fixes?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit ## Critical Production Fixes (2/7 blockers resolved) ### ✅ Fixed: Performance Metric Stubs - **File**: backtesting/src/metrics.rs - **Before**: calculate_monthly_performance() → Ok(Vec::new()) // stub - **After**: Full implementation with BTreeMap grouping, trade counts, win rates - **Lines**: +74 lines (monthly), +82 lines (yearly) - **Impact**: Enables monthly/yearly performance reporting ### ✅ Fixed: Connection Pool Panic - **File**: storage/src/model_helpers.rs:101 - **Before**: panic!("Connection pool is empty") - **After**: StorageResult> with proper error handling - **Impact**: Service resilience on connection pool exhaustion ### 📝 Documentation Update - **File**: CLAUDE.md - **Status**: Updated to Wave 104 (89.5% → 90%+ target) - **Progress**: Waves 102-103 achievements documented **Next**: Wave 104 Part 2 - Launch 12 agents for final push to 90%+ 🤖 Generated with Claude Code Co-Authored-By: Claude --- CLAUDE.md | 11 +-- backtesting/src/metrics.rs | 158 ++++++++++++++++++++++++++++++++++- storage/src/model_helpers.rs | 14 +++- 3 files changed, 170 insertions(+), 13 deletions(-) diff --git a/CLAUDE.md b/CLAUDE.md index edc992496..26ca344be 100644 --- a/CLAUDE.md +++ b/CLAUDE.md @@ -2,11 +2,12 @@ ## 📋 CODEBASE STATUS: PRODUCTION CERTIFIED ✅ -**Last Updated: 2025-10-04 - Waves 100-101 (Test Coverage Initiative) -**Reality: Production-grade HFT system - CERTIFIED STATUS MAINTAINED** -**Status: ✅ 88.9% production ready (8.0/9 criteria) - +1.1% from Wave 81 -**Wave 100: ✅ COMPLETE - 75-85% coverage achieved, +704 comprehensive tests -**Latest: ✅ Wave 100 test additions complete, 🔄 Wave 101 compilation fixes in progress +**Last Updated: 2025-10-04 - Wave 104 (Final Production Push) +**Reality: Production-grade HFT system - 90%+ CERTIFICATION IN PROGRESS** +**Status: ✅ 89.5% production ready (8.05/9 criteria) - Wave 103 complete +**Wave 102: ✅ COMPLETE - ML data leakage FIXED, +366 tests, coverage tools operational +**Wave 103: ✅ COMPLETE - 89.5% ready, +90 tests, 15 unwrap fixes, 42.6% actual coverage +**Latest: 🔄 Wave 104 IN PROGRESS - Stub fixes, panic elimination, 90%+ certification push ## 🚫 CRITICAL ARCHITECTURAL RULES - NEVER VIOLATE THESE diff --git a/backtesting/src/metrics.rs b/backtesting/src/metrics.rs index 2106832ce..1d65a848f 100644 --- a/backtesting/src/metrics.rs +++ b/backtesting/src/metrics.rs @@ -1422,8 +1422,78 @@ impl MetricsCalculator { /// # Returns /// * `Result>` - Vector of monthly performance summaries fn calculate_monthly_performance(&self) -> Result> { - // Implementation for monthly performance calculation - Ok(Vec::new()) + use std::collections::BTreeMap; + + if self.snapshots.is_empty() { + return Ok(Vec::new()); + } + + // Group snapshots by month + let mut monthly_groups: BTreeMap<(i32, u32), Vec<&PerformanceSnapshot>> = BTreeMap::new(); + + for snapshot in &self.snapshots { + let key = (snapshot.timestamp.year(), snapshot.timestamp.month()); + monthly_groups.entry(key).or_default().push(snapshot); + } + + // Calculate metrics for each month + let mut monthly_performance = Vec::new(); + + for ((year, month), snapshots) in monthly_groups { + if snapshots.is_empty() { + continue; + } + + let start_value = snapshots.first().unwrap().portfolio_value; + let end_value = snapshots.last().unwrap().portfolio_value; + + let return_pct = if start_value > Decimal::ZERO { + ((end_value - start_value) / start_value) * Decimal::from(100) + } else { + Decimal::ZERO + }; + + // Count trades in this month + let trade_count = self.trades.iter() + .filter(|t| { + let trade_month = (t.exit_time.year(), t.exit_time.month()); + trade_month == (year, month) + }) + .count() as u64; + + // Calculate win rate for month + let month_trades: Vec<_> = self.trades.iter() + .filter(|t| { + let trade_month = (t.exit_time.year(), t.exit_time.month()); + trade_month == (year, month) + }) + .collect(); + + let winning_trades = month_trades.iter() + .filter(|t| t.pnl > Decimal::ZERO) + .count(); + + let win_rate = if !month_trades.is_empty() { + Decimal::from(winning_trades) / Decimal::from(month_trades.len()) + } else { + Decimal::ZERO + }; + + // Use first day of month for timestamp + let month_timestamp = chrono::Utc.with_ymd_and_hms(year, month, 1, 0, 0, 0) + .single() + .unwrap_or_else(|| snapshots.first().unwrap().timestamp); + + monthly_performance.push(MonthlyPerformance { + month: month_timestamp, + return_pct, + trade_count, + win_rate, + portfolio_value: end_value, + }); + } + + Ok(monthly_performance) } /// Calculate detailed yearly performance metrics @@ -1431,8 +1501,88 @@ impl MetricsCalculator { /// # Returns /// * `Result>` - Vector of yearly performance summaries fn calculate_yearly_performance(&self) -> Result> { - // Implementation for yearly performance calculation - Ok(Vec::new()) + use std::collections::BTreeMap; + + if self.snapshots.is_empty() { + return Ok(Vec::new()); + } + + // Group snapshots by year + let mut yearly_groups: BTreeMap> = BTreeMap::new(); + + for snapshot in &self.snapshots { + yearly_groups.entry(snapshot.timestamp.year()).or_default().push(snapshot); + } + + // Calculate metrics for each year + let mut yearly_performance = Vec::new(); + + for (year, snapshots) in yearly_groups { + if snapshots.is_empty() { + continue; + } + + let start_value = snapshots.first().unwrap().portfolio_value; + let end_value = snapshots.last().unwrap().portfolio_value; + + let return_pct = if start_value > Decimal::ZERO { + ((end_value - start_value) / start_value) * Decimal::from(100) + } else { + Decimal::ZERO + }; + + // Count trades in this year + let trade_count = self.trades.iter() + .filter(|t| t.exit_time.year() == year) + .count() as u64; + + // Calculate win rate for year + let year_trades: Vec<_> = self.trades.iter() + .filter(|t| t.exit_time.year() == year) + .collect(); + + let winning_trades = year_trades.iter() + .filter(|t| t.pnl > Decimal::ZERO) + .count(); + + let win_rate = if !year_trades.is_empty() { + Decimal::from(winning_trades) / Decimal::from(year_trades.len()) + } else { + Decimal::ZERO + }; + + // Calculate max drawdown for this year + let year_snapshots: Vec<_> = snapshots.clone(); + let mut peak = year_snapshots[0].portfolio_value; + let mut max_drawdown = Decimal::ZERO; + + for snapshot in &year_snapshots { + if snapshot.portfolio_value > peak { + peak = snapshot.portfolio_value; + } + + let drawdown = if peak > Decimal::ZERO { + ((snapshot.portfolio_value - peak) / peak) * Decimal::from(100) + } else { + Decimal::ZERO + }; + + if drawdown < max_drawdown { + max_drawdown = drawdown; + } + } + + yearly_performance.push(YearlyPerformance { + year, + return_pct, + trade_count, + win_rate, + portfolio_value: end_value, + max_drawdown, + }); + } + + Ok(yearly_performance) } /// Calculate skewness of returns distribution diff --git a/storage/src/model_helpers.rs b/storage/src/model_helpers.rs index 0d0874604..1fab3d8f5 100644 --- a/storage/src/model_helpers.rs +++ b/storage/src/model_helpers.rs @@ -95,19 +95,25 @@ impl ConnectionPool { } /// Get the next available store using round-robin - pub async fn get_store(&self) -> Arc { + pub async fn get_store(&self) -> StorageResult> { let stores = self.stores.read().await; if stores.is_empty() { - panic!("Connection pool is empty"); + return Err(StorageError::Common(CommonError::new( + "Connection pool is empty - no object stores available".into(), + ErrorCategory::Configuration, + ))); } let mut idx = self.current_idx.write().await; // Safe indexing: we've verified stores is non-empty above let store = stores.get(*idx) - .expect("Current index should always be valid") + .ok_or_else(|| StorageError::Common(CommonError::new( + format!("Invalid connection pool index: {} (pool size: {})", *idx, stores.len()), + ErrorCategory::Internal, + )))? .clone(); *idx = (*idx + 1) % stores.len(); - store + Ok(store) } }