<GENERATED-CODE>
1.  **Update `adaptive-strategy/src/regime/mod.rs`**: Add a new `StructuralBreak` variant to the `MarketRegime` enum. This is necessary for the new tests to compile.

2.  **Update `adaptive-strategy/tests/regime_transition_tests.rs`**: Add new helper functions and the 12 integration tests for Wave D features. These tests are designed to fail until the CUSUM and ADX features are implemented (the "Red" in Red-Green-Refactor).

<UPDATED_EXISTING_FILE: adaptive-strategy/src/regime/mod.rs>
```rust
// context_start_text
/// Market regime types
#[derive(Debug, Copy, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
pub enum MarketRegime {
    /// Normal market - standard conditions
    Normal,
    /// Trending market - strong directional movement
    Trending,
    /// Bull market - upward trending with moderate volatility
    Bull,
    /// Bear market - downward trending with moderate volatility
    Bear,
    /// Sideways market - low volatility, range-bound
    Sideways,
    /// High volatility market - significant price swings
    HighVolatility,
    /// Low volatility market - stable, low movement
    LowVolatility,
    /// Crisis regime - extreme volatility, flight to quality
    Crisis,
    /// Recovery regime - transitioning from crisis
    Recovery,
    /// Bubble regime - unsustainable upward movement
    Bubble,
    /// Correction regime - temporary downward adjustment
    Correction,
    /// Structural break detected (e.g., by CUSUM)
    StructuralBreak,
    /// Unknown/unclassified regime
    Unknown,
}

/// Regime detection model trait
// context_end_text
```
</UPDATED_EXISTING_FILE>

<UPDATED_EXISTING_FILE: adaptive-strategy/tests/regime_transition_tests.rs>
```rust
// context_start_text
        },
    }
}
// context_end_text

// ============================================================================
// Wave D Integration Tests
// ============================================================================

/// Helper to generate data with a structural break in the mean
fn generate_structural_break_data(
    count_before: usize,
    count_after: usize,
    price_before: f64,
    price_after: f64,
) -> Vec<PricePoint> {
    let mut data = generate_stable_data(count_before, price_before);
    let mut after_data = generate_stable_data(count_after, price_after);

    // Adjust timestamps for the second segment
    let base_time = data.last().map(|p| p.timestamp).unwrap_or_else(Utc::now);
    for (i, point) in after_data.iter_mut().enumerate() {
        point.timestamp = base_time + Duration::seconds((i + 1) as i64);
    }

    data.extend(after_data);
    data
}

/// Generate choppy but directional data to test ADX
fn generate_choppy_trend_data(count: usize, start_price: f64, trend: f64) -> Vec<PricePoint> {
    let base_time = Utc::now();
    (0..count)
        .map(|i| {
            let price = start_price + (i as f64 * trend);
            // Add significant noise/chop to obscure the simple linear trend
            let chop = 15.0 * (i as f64 * 1.5).sin();
            let final_price = price + chop;
            PricePoint {
                timestamp: base_time + Duration::seconds(i as i64),
                price: final_price,
                high: final_price + 8.0,
                low: final_price - 8.0,
                open: final_price - 2.0,
            }
        })
        .collect()
}

#[cfg(test)]
mod wave_d_tests {
    use super::*;
    use adaptive_strategy::regime::MarketRegime::StructuralBreak;
    use std::time::Instant;

    // Test 1: E2E CUSUM detection
    #[tokio::test]
    async fn test_cusum_detects_structural_break_integration() {
        let config = RegimeConfig {
            // This will be changed to a CUSUM-specific method. For now, we use Threshold
            // and expect the test to fail, which is correct for the RED phase.
            detection_method: RegimeDetectionMethod::Threshold,
            lookback_window: 50,
            transition_threshold: 0.5,
            features: vec!["returns".to_string(), "trend".to_string()],
        };
        let mut detector = RegimeDetector::new(config).await.unwrap();
        let break_data = generate_structural_break_data(50, 50, 50000.0, 50500.0);
        let volume_data = generate_volume_data(100, 500.0, 100.0);

        let detection = detector.detect_regime(&break_data, &volume_data).await.unwrap();

        // This will fail because the Threshold detector does not identify StructuralBreak.
        assert_eq!(
            detection.regime,
            StructuralBreak,
            "Expected StructuralBreak regime, got {:?}",
            detection.regime
        );
    }

    // Test 2: ADX identifies trending regime
    #[tokio::test]
    async fn test_adx_identifies_trending_regime() {
        let config = RegimeConfig {
            detection_method: RegimeDetectionMethod::Threshold,
            lookback_window: 50,
            transition_threshold: 0.7,
            // Add "adx" feature. The current extractor will ignore it, and the threshold
            // logic doesn't use it, so this test will fail on choppy data.
            features: vec!["trend".to_string(), "adx".to_string()],
        };
        let mut detector = RegimeDetector::new(config).await.unwrap();
        // Choppy data has a weak linear trend but would have a high ADX.
        // The current trend detector (linear slope) will fail to see a strong trend.
        let choppy_trend_data = generate_choppy_trend_data(100, 50000.0, 2.0);
        let volume_data = generate_volume_data(100, 500.0, 100.0);

        let detection = detector.detect_regime(&choppy_trend_data, &volume_data).await.unwrap();

        // This will fail because the simple slope on choppy data is low.
        assert_eq!(
            detection.regime,
            MarketRegime::Trending,
            "Expected Trending regime from high ADX, got {:?}",
            detection.regime
        );
    }

    // Test 3: StructuralBreak -> Volatile transition
    #[tokio::test]
    async fn test_regime_transition_structural_break_to_volatile() {
        let config = RegimeConfig {
            detection_method: RegimeDetectionMethod::Threshold, // Placeholder
            lookback_window: 50,
            transition_threshold: 0.5,
            features: vec!["volatility".to_string(), "returns".to_string(), "trend".to_string()],
        };
        let mut detector = RegimeDetector::new(config).await.unwrap();

        // Phase 1: Structural Break
        let break_data = generate_structural_break_data(50, 50, 50000.0, 50500.0);
        let volume_data = generate_volume_data(100, 500.0, 100.0);
        // We assume this would detect StructuralBreak once implemented.
        let _ = detector.detect_regime(&break_data, &volume_data).await.unwrap();
        // Manually set for test progression
        detector.handle_regime_transition(StructuralBreak, 0.9).await.unwrap();


        // Phase 2: High Volatility
        let volatile_data = generate_volatile_data(100, 50500.0, 500.0);
        let detection = detector.detect_regime(&volatile_data, &volume_data).await.unwrap();

        assert_eq!(
            detection.regime,
            MarketRegime::HighVolatility,
            "Expected transition to HighVolatility, but got {:?}",
            detection.regime
        );
    }

    // Test 4: Strategy adaptation on structural break
    #[tokio::test]
    async fn test_strategy_adaptation_on_structural_break() {
        let mut adaptation_config = StrategyAdaptationConfig::default();
        let risk_adjustment = adaptive_strategy::regime::RiskAdjustment {
            position_size_multiplier: 0.1, // Drastically reduce size
            stop_loss_adjustment: 2.0,
            max_concentration: 0.05,
            var_multiplier: 3.0,
        };
        adaptation_config.risk_adjustments.insert(StructuralBreak, risk_adjustment.clone());

        let manager = StrategyAdaptationManager::new(adaptation_config);
        let break_detection = create_test_detection(StructuralBreak, 0.95);

        let actions = manager.process_regime_change(&break_detection).await.unwrap();
        assert!(!actions.is_empty(), "Adaptation actions should be triggered on structural break");

        let applied_risk = manager.get_risk_adjustment().await.unwrap();
        assert_eq!(applied_risk.position_size_multiplier, risk_adjustment.position_size_multiplier);
    }

    // Test 5: Verify feature pipeline includes Wave D features
    #[tokio::test]
    #[ignore = "Belongs in `ml` crate; depends on Wave D FeatureConfig and pipeline implementation"]
    async fn test_feature_pipeline_includes_wave_d() {
        unimplemented!("This test needs to be implemented in the `ml` crate test suite.");
        // 1. Create a `FeatureConfig` for Wave D.
        // 2. Instantiate `FeatureExtractionPipeline` with this config.
        // 3. Provide warmup data.
        // 4. Extract features.
        // 5. Assert that the feature vector length is 225.
    }

    // Test 6: ADX feature extraction performance
    #[tokio::test]
    #[ignore = "Belongs in `ml` crate; depends on ADX implementation"]
    async fn test_adx_feature_extraction_performance() {
        unimplemented!("This test needs to be implemented in the `ml` crate test suite against the real ADX calculation.");
        // 1. Get a realistic set of bars (e.g., 100).
        // 2. Run the `compute_adx` function in a loop (e.g., 1000 times).
        // 3. Measure the average execution time.
        // 4. Assert that the average time is less than 50 microseconds.
    }

    // Test 7: CUSUM reset after regime stabilization
    #[tokio::test]
    async fn test_cusum_reset_after_regime_stabilization() {
        let config = RegimeConfig {
            detection_method: RegimeDetectionMethod::Threshold, // Placeholder
            lookback_window: 50,
            transition_threshold: 0.5,
            features: vec!["returns".to_string(), "trend".to_string()],
        };
        let mut detector = RegimeDetector::new(config).await.unwrap();

        // Phase 1: Trigger a break
        let break_data = generate_structural_break_data(50, 50, 50000.0, 50500.0);
        let volume_data = generate_volume_data(100, 500.0, 100.0);
        let _ = detector.detect_regime(&break_data, &volume_data).await.unwrap();
        // Assume it detected a break. Manually set for test.
        detector.handle_regime_transition(StructuralBreak, 0.9).await.unwrap();

        // Phase 2: Market stabilizes
        let stable_data = generate_stable_data(100, 50500.0);
        let stable_detection = detector.detect_regime(&stable_data, &volume_data).await.unwrap();

        // This will fail until CUSUM logic is implemented to reset and return to a stable regime.
        assert!(
            matches!(stable_detection.regime, MarketRegime::Normal | MarketRegime::LowVolatility | MarketRegime::Sideways),
            "Detector should return to a stable regime after the break, but got {:?}",
            stable_detection.regime
        );
    }

    // Test 8: Multiple regime transitions sequence
    #[tokio::test]
    async fn test_multiple_regime_transitions_sequence() {
        let config = RegimeConfig {
            detection_method: RegimeDetectionMethod::Threshold, // Placeholder
            lookback_window: 30,
            transition_threshold: 0.5,
            features: vec!["volatility".to_string(), "returns".to_string(), "trend".to_string()],
        };
        let mut detector = RegimeDetector::new(config).await.unwrap();
        let mut regimes = vec![];

        // 1. Stable
        let stable_data = generate_stable_data(50, 50000.0);
        let vol_data = generate_volume_data(50, 500.0, 100.0);
        regimes.push(detector.detect_regime(&stable_data, &vol_data).await.unwrap().regime);

        // 2. Break
        let break_data = generate_stable_data(50, 50500.0); // Simple mean shift
        // Manually setting to StructuralBreak as the current detector won't find it.
        detector.handle_regime_transition(StructuralBreak, 0.9).await.unwrap();
        regimes.push(*detector.get_current_regime());


        // 3. Volatile
        let volatile_data = generate_volatile_data(50, 50500.0, 500.0);
        regimes.push(detector.detect_regime(&volatile_data, &vol_data).await.unwrap().regime);

        // This test is designed to fail until all detectors are integrated.
        // The sequence is hard to predict exactly, but we expect changes.
        let transition_count = regimes.windows(2).filter(|w| w[0] != w[1]).count();
        assert!(transition_count >= 2, "Expected at least 2 transitions, got {}", transition_count);
        assert_eq!(regimes.get(1), Some(&StructuralBreak));
        assert_eq!(regimes.get(2), Some(&MarketRegime::HighVolatility));
    }

    // Test 9: Wave D config indices correct
    #[tokio::test]
    #[ignore = "Belongs in `ml` crate; tests `ml::features::config`"]
    async fn test_wave_d_config_indices_correct() {
        unimplemented!("This test should be in the `ml` crate to verify FeatureConfig.");
        // 1. Call `FeatureConfig::wave_d_indices()`.
        // 2. Assert the range is `201..225`.
        // 3. Call `FeatureConfig::total_features_with_wave_d()`.
        // 4. Assert the total is 225.
    }

    // Test 10: Structural break false positive rate
    #[tokio::test]
    async fn test_structural_break_false_positive_rate() {
        let config = RegimeConfig {
            detection_method: RegimeDetectionMethod::Threshold, // Placeholder for CUSUM
            lookback_window: 50,
            transition_threshold: 0.9, // High threshold
            features: vec!["returns".to_string()],
        };
        let mut detector = RegimeDetector::new(config).await.unwrap();

        let stable_data = generate_stable_data(1000, 50000.0);
        let volume_data = generate_volume_data(1000, 500.0, 100.0);
        let mut break_count = 0;

        for i in 50..1000 {
            let window = &stable_data[i-50..i];
            let vol_window = &volume_data[i-50..i];
            let detection = detector.detect_regime(window, vol_window).await.unwrap();
            if detection.regime == StructuralBreak {
                break_count += 1;
            }
        }

        let false_positive_rate = break_count as f64 / (1000.0 - 50.0);
        // This will pass now (0 false positives), but will correctly test the CUSUM implementation later.
        assert!(
            false_positive_rate < 0.05,
            "False positive rate for structural breaks should be < 5%, but was {:.2}%",
            false_positive_rate * 100.0
        );
    }

    // Test 11: End-to-end with real ES.FUT data
    #[tokio::test]
    #[ignore = "Requires real ES.FUT data loader and full Wave D implementation"]
    async fn test_end_to_end_adaptive_strategy_with_wave_d() {
        unimplemented!("Full E2E test requires ES.FUT data loader and complete Wave D feature pipeline.");
    }

    // Test 12: Performance of Wave D pipeline latency
    #[tokio::test]
    #[ignore = "Belongs in `ml` crate; performance test for the full pipeline"]
    async fn test_performance_wave_d_pipeline_latency() {
        unimplemented!("This test should be in the `ml` crate to benchmark the feature pipeline.");
    }
}
```
</UPDATED_EXISTING_FILE>
</GENERATED-CODE>