//! Feature Cache Key Utilities //! //! Provides cache key generation for `.fxcache` auto-discovery. //! The flat-binary `.fxcache` format is the only cache path; Parquet //! and old binary caches have been removed. use anyhow::{Context, Result}; use sha2::{Digest, Sha256}; use std::path::{Path, PathBuf}; /// Calculate a cache key for a DBN data directory. /// /// Hashes every `.dbn` and `.dbn.zst` file found recursively under `data_dir` /// by (canonical path, size, mtime). Any change to the directory contents /// (add / remove / modify) produces a different key. pub fn calculate_dbn_cache_key(data_dir: &Path) -> Result { calculate_dbn_cache_key_full(data_dir, None, None, "ES.FUT", "ohlcv") } /// Extended cache key that includes MBP-10 and trades directories. /// The cache is invalidated when ANY data source changes — OHLCV, MBP-10, or trades. /// Without this, a cache built without trades would serve stale features /// even after trades data is added, silently dropping VPIN/Kyle's Lambda enrichment. pub fn calculate_dbn_cache_key_full( data_dir: &Path, mbp10_dir: Option<&Path>, trades_dir: Option<&Path>, symbol: &str, data_source: &str, ) -> Result { let mut hasher = Sha256::new(); // Include symbol and data_source in hash — different instruments/modes get different keys hasher.update(symbol.as_bytes()); hasher.update(b"|"); hasher.update(data_source.as_bytes()); hasher.update(b"|"); // Hash only file contents (size + mtime), not paths. // This makes the key independent of CWD, relative/absolute paths, // and directory naming — only actual data changes invalidate it. let mut files: Vec<_> = collect_dbn_files_for_hash(data_dir); if let Some(dir) = mbp10_dir { files.extend(collect_dbn_files_for_hash(dir)); } if let Some(dir) = trades_dir { files.extend(collect_dbn_files_for_hash(dir)); } // Sort by filename only (strip parent dirs) for deterministic ordering files.sort_by(|a, b| { a.file_name().cmp(&b.file_name()) }); if files.is_empty() { return Err(anyhow::anyhow!( "No .dbn or .dbn.zst files found in {:?} — cannot build cache key", data_dir )); } for path in &files { // Hash filename (not full path) + size. // NOT mtime: PVC remounts and node reboots change file timestamps // without changing data, causing cache misses on every new pod. if let Some(name) = path.file_name() { hasher.update(name.to_string_lossy().as_bytes()); } let meta = path .metadata() .with_context(|| format!("Failed to stat {:?}", path))?; hasher.update(&meta.len().to_le_bytes()); } Ok(format!("{:x}", hasher.finalize())) } #[cfg(test)] mod tests { use super::*; #[test] fn test_cache_key_includes_symbol() { let dir = Path::new("test_data/futures-baseline"); if !dir.exists() { return; } let key_es = calculate_dbn_cache_key_full(dir, None, None, "ES.FUT", "ohlcv").unwrap(); let key_nq = calculate_dbn_cache_key_full(dir, None, None, "NQ.FUT", "ohlcv").unwrap(); assert_ne!(key_es, key_nq, "Different symbols must produce different cache keys"); } #[test] fn test_cache_key_includes_data_source() { let dir = Path::new("test_data/futures-baseline"); if !dir.exists() { return; } let key_ohlcv = calculate_dbn_cache_key_full(dir, None, None, "ES.FUT", "ohlcv").unwrap(); let key_mbp10 = calculate_dbn_cache_key_full(dir, None, None, "ES.FUT", "mbp10").unwrap(); assert_ne!(key_ohlcv, key_mbp10, "Different data sources must produce different cache keys"); } #[test] fn test_cache_key_stable() { let dir = Path::new("test_data/futures-baseline"); if !dir.exists() { return; } let key1 = calculate_dbn_cache_key_full(dir, None, None, "ES.FUT", "ohlcv").unwrap(); let key2 = calculate_dbn_cache_key_full(dir, None, None, "ES.FUT", "ohlcv").unwrap(); assert_eq!(key1, key2, "Same inputs must produce same key"); } } /// Collect all .dbn and .dbn.zst paths recursively (for hashing purposes). fn collect_dbn_files_for_hash(dir: &Path) -> Vec { let mut out = Vec::new(); if let Ok(entries) = std::fs::read_dir(dir) { for entry in entries.flatten() { let path = entry.path(); if path.is_dir() { out.extend(collect_dbn_files_for_hash(&path)); } else if path.extension().and_then(|s| s.to_str()) == Some("dbn") || path.to_string_lossy().ends_with(".dbn.zst") { out.push(path); } } } out }