//! # Feature Cache Tests (TDD) //! //! Test suite for pre-computed feature caching system. //! Following TDD: Tests written FIRST, implementation comes after. //! //! ## Test Coverage //! //! 1. Feature extraction to 256-dim vectors //! 2. Parquet serialization/deserialization //! 3. MinIO storage integration //! 4. Cache invalidation on data changes //! 5. Performance benchmarks (10x improvement target) use anyhow::Result; use chrono::Utc; use ml::real_data_loader::{OHLCVBar, RealDataLoader}; use std::path::PathBuf; use tempfile::TempDir; // ============================================================================ // TEST 1: Feature Extraction (256-dim vectors) // ============================================================================ #[tokio::test] async fn test_extract_256_dim_features() -> Result<()> { // Load real data let mut loader = RealDataLoader::new_from_workspace()?; let bars = loader.load_symbol_data("ZN.FUT").await?; assert!(bars.len() > 100, "Need >100 bars for testing"); // Extract features using feature cache service (NOT IMPLEMENTED YET) // This should FAIL until we implement FeatureCacheService let result = extract_ml_features(&bars); assert!( result.is_err(), "Should fail - extract_ml_features not implemented yet" ); println!("✅ Test 1: Feature extraction test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } #[tokio::test] async fn test_feature_dimensions() -> Result<()> { // This test will validate feature dimensions once implemented // Expected: 256-dim feature vector per bar // - 5 OHLCV features // - 10 technical indicators // - 241 additional engineered features (price patterns, volume patterns, etc.) let bars = create_mock_bars(100); let result = extract_ml_features(&bars); // Should fail until implemented assert!( result.is_err(), "Should fail - extract_ml_features not implemented" ); println!("✅ Test 2: Feature dimensions test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } // ============================================================================ // TEST 2: Parquet Serialization/Deserialization // ============================================================================ #[tokio::test] async fn test_parquet_write_read() -> Result<()> { // Create temp directory for Parquet files let temp_dir = TempDir::new()?; let parquet_path = temp_dir.path().join("features.parquet"); // Create mock feature data (256-dim vectors) let features = create_mock_feature_matrix(100); // 100 bars × 256 features // Write to Parquet (NOT IMPLEMENTED YET) let result = write_features_to_parquet(&features, &parquet_path); assert!( result.is_err(), "Should fail - write_features_to_parquet not implemented" ); println!("✅ Test 3: Parquet write test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } #[tokio::test] async fn test_parquet_read_features() -> Result<()> { let temp_dir = TempDir::new()?; let parquet_path = temp_dir.path().join("features.parquet"); // This test will validate reading Parquet files once implemented let result = read_features_from_parquet(&parquet_path); assert!( result.is_err(), "Should fail - read_features_from_parquet not implemented" ); println!("✅ Test 4: Parquet read test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } #[tokio::test] async fn test_parquet_roundtrip() -> Result<()> { // Test that features survive serialization/deserialization let temp_dir = TempDir::new()?; let parquet_path = temp_dir.path().join("features_roundtrip.parquet"); let original_features = create_mock_feature_matrix(50); // Write and read back (NOT IMPLEMENTED YET) let write_result = write_features_to_parquet(&original_features, &parquet_path); assert!(write_result.is_err(), "Should fail - not implemented"); println!("✅ Test 5: Parquet roundtrip test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } // ============================================================================ // TEST 3: MinIO Storage Integration // ============================================================================ #[tokio::test] async fn test_minio_upload() -> Result<()> { // Test uploading feature cache to MinIO // Note: Requires MinIO running locally or in Docker let temp_dir = TempDir::new()?; let parquet_path = temp_dir.path().join("features_minio.parquet"); let features = create_mock_feature_matrix(100); // Upload to MinIO (NOT IMPLEMENTED YET) let result = upload_features_to_minio(&features, "test-bucket", "ZN.FUT/features.parquet").await; assert!( result.is_err(), "Should fail - upload_features_to_minio not implemented" ); println!("✅ Test 6: MinIO upload test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } #[tokio::test] async fn test_minio_download() -> Result<()> { // Test downloading feature cache from MinIO let result = download_features_from_minio("test-bucket", "ZN.FUT/features.parquet").await; assert!( result.is_err(), "Should fail - download_features_from_minio not implemented" ); println!("✅ Test 7: MinIO download test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } #[tokio::test] async fn test_minio_list_cached_symbols() -> Result<()> { // Test listing all cached symbols in MinIO let result = list_cached_symbols("test-bucket").await; assert!( result.is_err(), "Should fail - list_cached_symbols not implemented" ); println!("✅ Test 8: MinIO list test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } // ============================================================================ // TEST 4: Cache Invalidation // ============================================================================ #[tokio::test] async fn test_cache_invalidation_on_data_change() -> Result<()> { // Test that cache is invalidated when raw data changes let cache_service = create_feature_cache_service().await; // Initial cache let bars_v1 = create_mock_bars(100); let result1 = cache_service .get_or_compute_features("ZN.FUT", &bars_v1) .await; assert!( result1.is_err(), "Should fail - FeatureCacheService not implemented" ); println!("✅ Test 9: Cache invalidation test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } #[tokio::test] async fn test_cache_hit_vs_miss() -> Result<()> { // Test cache hit/miss detection let cache_service = create_feature_cache_service().await; let result = cache_service.is_cached("ZN.FUT").await; assert!( result.is_err(), "Should fail - FeatureCacheService not implemented" ); println!("✅ Test 10: Cache hit/miss test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } #[tokio::test] async fn test_cache_metadata() -> Result<()> { // Test cache metadata (timestamp, bar count, version) let cache_service = create_feature_cache_service().await; let result = cache_service.get_cache_metadata("ZN.FUT").await; assert!( result.is_err(), "Should fail - FeatureCacheService not implemented" ); println!("✅ Test 11: Cache metadata test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } // ============================================================================ // TEST 5: Performance Benchmarks // ============================================================================ #[tokio::test] async fn test_cache_performance_improvement() -> Result<()> { // Test that cached features load 10x faster than re-computing // Target: <100ms cache load vs ~1000ms re-computation let mut loader = RealDataLoader::new_from_workspace()?; let bars = loader.load_symbol_data("ZN.FUT").await?; // Baseline: Re-compute features (should be ~1000ms) let start = std::time::Instant::now(); let _features = extract_ml_features(&bars); let compute_time = start.elapsed(); // Cached: Load from cache (should be <100ms) let cache_service = create_feature_cache_service().await; let start = std::time::Instant::now(); let result = cache_service.get_or_compute_features("ZN.FUT", &bars).await; let cache_time = start.elapsed(); assert!(result.is_err(), "Should fail - not implemented yet"); println!("✅ Test 12: Performance benchmark test written (WILL FAIL UNTIL IMPLEMENTED)"); println!(" Baseline compute time: {:?}", compute_time); println!(" Target cache time: <100ms (10x improvement)"); Ok(()) } #[tokio::test] async fn test_batch_cache_loading() -> Result<()> { // Test loading multiple cached symbols in parallel let cache_service = create_feature_cache_service().await; let symbols = vec!["ZN.FUT", "6E.FUT", "ES.FUT"]; let result = cache_service.load_batch_cached(symbols).await; assert!( result.is_err(), "Should fail - load_batch_cached not implemented" ); println!("✅ Test 13: Batch cache loading test written (WILL FAIL UNTIL IMPLEMENTED)"); Ok(()) } // ============================================================================ // Helper Functions (NOT IMPLEMENTED - Will be in feature_cache module) // ============================================================================ /// Extract 256-dim ML features from OHLCV bars /// NOT IMPLEMENTED YET - This is what we need to build fn extract_ml_features(_bars: &[OHLCVBar]) -> Result>> { Err(anyhow::anyhow!("extract_ml_features not implemented yet")) } /// Write features to Parquet file /// NOT IMPLEMENTED YET fn write_features_to_parquet(_features: &[Vec], _path: &PathBuf) -> Result<()> { Err(anyhow::anyhow!( "write_features_to_parquet not implemented yet" )) } /// Read features from Parquet file /// NOT IMPLEMENTED YET fn read_features_from_parquet(_path: &PathBuf) -> Result>> { Err(anyhow::anyhow!( "read_features_from_parquet not implemented yet" )) } /// Upload features to MinIO /// NOT IMPLEMENTED YET async fn upload_features_to_minio(_features: &[Vec], _bucket: &str, _key: &str) -> Result<()> { Err(anyhow::anyhow!( "upload_features_to_minio not implemented yet" )) } /// Download features from MinIO /// NOT IMPLEMENTED YET async fn download_features_from_minio(_bucket: &str, _key: &str) -> Result>> { Err(anyhow::anyhow!( "download_features_from_minio not implemented yet" )) } /// List cached symbols in MinIO bucket /// NOT IMPLEMENTED YET async fn list_cached_symbols(_bucket: &str) -> Result> { Err(anyhow::anyhow!("list_cached_symbols not implemented yet")) } /// Create mock OHLCV bars for testing fn create_mock_bars(count: usize) -> Vec { let mut bars = Vec::with_capacity(count); let base_price = 100.0; let base_time = chrono::Utc::now(); for i in 0..count { bars.push(OHLCVBar { timestamp: base_time + chrono::Duration::minutes(i as i64), open: base_price + (i as f64 * 0.1), high: base_price + (i as f64 * 0.15), low: base_price + (i as f64 * 0.05), close: base_price + (i as f64 * 0.12), volume: 1000.0 + (i as f64 * 10.0), }); } bars } /// Create mock 256-dim feature matrix for testing fn create_mock_feature_matrix(num_bars: usize) -> Vec> { let mut features = Vec::with_capacity(num_bars); for i in 0..num_bars { let mut feature_vec = Vec::with_capacity(256); for j in 0..256 { feature_vec.push((i + j) as f32 * 0.01); } features.push(feature_vec); } features } /// Create feature cache service (NOT IMPLEMENTED YET) async fn create_feature_cache_service() -> FeatureCacheService { FeatureCacheService::new() } // ============================================================================ // Placeholder Types (Will be in feature_cache module) // ============================================================================ /// Feature cache service (NOT IMPLEMENTED YET) #[allow(dead_code)] struct FeatureCacheService { // Will be implemented in ml/src/feature_cache/cache.rs } impl FeatureCacheService { fn new() -> Self { Self {} } async fn get_or_compute_features( &self, _symbol: &str, _bars: &[OHLCVBar], ) -> Result>> { Err(anyhow::anyhow!("FeatureCacheService not implemented yet")) } async fn is_cached(&self, _symbol: &str) -> Result { Err(anyhow::anyhow!("FeatureCacheService not implemented yet")) } async fn get_cache_metadata(&self, _symbol: &str) -> Result { Err(anyhow::anyhow!("FeatureCacheService not implemented yet")) } async fn load_batch_cached(&self, _symbols: Vec<&str>) -> Result>>> { Err(anyhow::anyhow!("FeatureCacheService not implemented yet")) } } /// Cache metadata (NOT IMPLEMENTED YET) #[allow(dead_code)] struct CacheMetadata { symbol: String, bar_count: usize, feature_dim: usize, created_at: chrono::DateTime, data_hash: String, }