foxhunt/services/backtesting_service/tests/dbn_multi_day_tests.rs

#![allow(unexpected_cfgs)]
#![cfg(feature = "__backtesting_integration")]
//! Multi-day DBN data loading tests
//!
//! Tests for DbnDataSource with multiple files per symbol (multi-day datasets).

use anyhow::Result;
use backtesting_service::dbn_data_source::DbnDataSource;
use chrono::{DateTime, TimeZone, Utc};
use std::collections::HashMap;

/// Helper to get workspace root
fn get_workspace_root() -> std::path::PathBuf {
    let current_dir = std::env::current_dir().expect("INVARIANT: Current directory should be accessible");
    current_dir
        .ancestors()
        .find(|p| p.join("Cargo.toml").exists() && p.join("test_data").exists())
        .expect("Could not find workspace root")
        .to_path_buf()
}

/// Helper to get test file path
fn get_test_file(filename: &str) -> String {
    get_workspace_root()
        .join(format!("test_data/real/databento/{}", filename))
        .to_string_lossy()
        .to_string()
}

#[tokio::test]
async fn test_single_file_backward_compatible() -> Result<()> {
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        get_test_file("ES.FUT_ohlcv-1m_2024-01-02.dbn"),
    );

    let data_source = DbnDataSource::new(file_mapping).await?;

    // Old API should still work
    let bars = data_source.load_ohlcv_bars("ES.FUT").await?;

    assert!(!bars.is_empty(), "Should load bars");
    assert!(
        bars.len() > 350 && bars.len() < 450,
        "Expected ~390 bars, got {}",
        bars.len()
    );

    println!("✅ Backward compatibility: loaded {} bars", bars.len());
    Ok(())
}

#[tokio::test]
async fn test_multi_file_creation() -> Result<()> {
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ESH4".to_string(),
        vec![
            get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-04.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-05.dbn"),
        ],
    );

    let data_source = DbnDataSource::new_multi_file(file_mapping).await?;

    assert_eq!(data_source.available_symbols().len(), 1);
    assert_eq!(data_source.get_file_count("ESH4"), 3);

    let file_paths = data_source.get_file_paths("ESH4").unwrap();
    assert_eq!(file_paths.len(), 3);

    println!("✅ Multi-file creation: 3 files configured for ESH4");
    Ok(())
}

#[tokio::test]
async fn test_load_all_files() -> Result<()> {
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ESH4".to_string(),
        vec![
            get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-04.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-05.dbn"),
        ],
    );

    let data_source = DbnDataSource::new_multi_file(file_mapping).await?;

    let start = std::time::Instant::now();
    let bars = data_source.load_ohlcv_bars_all("ESH4").await?;
    let duration = start.elapsed();

    assert!(!bars.is_empty(), "Should load bars from all files");

    // Verify chronological sorting across files
    for i in 1..bars.len() {
        assert!(
            bars[i].timestamp >= bars[i - 1].timestamp,
            "Bars should be sorted chronologically across files"
        );
    }

    println!(
        "✅ Multi-file loading: {} bars from 3 files in {:?}",
        bars.len(),
        duration
    );
    println!(
        "   Performance: {:.2}ms per file",
        duration.as_secs_f64() * 1000.0 / 3.0
    );

    // Performance validation: linear scaling (3 files × ~0.7ms = ~2.1ms target)
    assert!(
        duration.as_millis() < 30,
        "Multi-file loading took {}ms (target: <30ms for 3 files)",
        duration.as_millis()
    );

    Ok(())
}

#[tokio::test]
async fn test_load_single_file_from_multi() -> Result<()> {
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ESH4".to_string(),
        vec![
            get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-04.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-05.dbn"),
        ],
    );

    let data_source = DbnDataSource::new_multi_file(file_mapping).await?;

    // load_ohlcv_bars should only load first file
    let single_file_bars = data_source.load_ohlcv_bars("ESH4").await?;

    // load_ohlcv_bars_all should load all files
    let all_files_bars = data_source.load_ohlcv_bars_all("ESH4").await?;

    assert!(
        all_files_bars.len() > single_file_bars.len(),
        "All files should have more bars than single file"
    );

    println!(
        "✅ Single vs all: {} bars (first file) vs {} bars (all files)",
        single_file_bars.len(),
        all_files_bars.len()
    );

    Ok(())
}

#[tokio::test]
async fn test_date_range_filtering() -> Result<()> {
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ESH4".to_string(),
        vec![
            get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-04.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-05.dbn"),
        ],
    );

    let data_source = DbnDataSource::new_multi_file(file_mapping).await?;

    // Query specific date range (Jan 4 only)
    let start_date = Utc.with_ymd_and_hms(2024, 1, 4, 0, 0, 0).expect("INVARIANT: Valid date/time parameters");
    let end_date = Utc.with_ymd_and_hms(2024, 1, 4, 23, 59, 59).expect("INVARIANT: Valid date/time parameters");

    let bars = data_source
        .load_ohlcv_bars_range("ESH4", start_date, end_date)
        .await?;

    // Verify all bars are within date range
    for bar in &bars {
        assert!(
            bar.timestamp >= start_date && bar.timestamp <= end_date,
            "Bar timestamp should be within requested range"
        );
    }

    // All bars should be from Jan 4
    for bar in &bars {
        assert_eq!(bar.timestamp.day(), 4, "All bars should be from Jan 4");
    }

    println!(
        "✅ Date range filtering: {} bars from 2024-01-04",
        bars.len()
    );

    Ok(())
}

#[tokio::test]
async fn test_multi_symbol_multi_file() -> Result<()> {
    let mut file_mapping = HashMap::new();

    // ES.FUT: single file
    file_mapping.insert(
        "ES.FUT".to_string(),
        vec![get_test_file("ES.FUT_ohlcv-1m_2024-01-02.dbn")],
    );

    // NQ.FUT: single file
    file_mapping.insert(
        "NQ.FUT".to_string(),
        vec![get_test_file("NQ.FUT_ohlcv-1m_2024-01-02.dbn")],
    );

    let data_source = DbnDataSource::new_multi_file(file_mapping).await?;

    let symbols = vec!["ES.FUT".to_string(), "NQ.FUT".to_string()];
    let bars = data_source.load_multi_symbol_bars_all(&symbols).await?;

    assert!(!bars.is_empty(), "Should load bars from multiple symbols");

    // Verify bars are sorted by timestamp
    for i in 1..bars.len() {
        assert!(
            bars[i].timestamp >= bars[i - 1].timestamp,
            "Multi-symbol bars should be sorted chronologically"
        );
    }

    // Verify both symbols present
    let has_es = bars.iter().any(|b| b.symbol == "ES.FUT");
    let has_nq = bars.iter().any(|b| b.symbol == "NQ.FUT");

    assert!(has_es, "Should have ES.FUT bars");
    assert!(has_nq, "Should have NQ.FUT bars");

    println!(
        "✅ Multi-symbol: {} total bars (ES.FUT + NQ.FUT)",
        bars.len()
    );

    Ok(())
}

#[tokio::test]
async fn test_add_symbol_mapping_multi() -> Result<()> {
    let file_mapping = HashMap::new();
    let mut data_source = DbnDataSource::new(file_mapping).await?;

    // Add multiple files for symbol
    data_source.add_symbol_mapping_multi(
        "ESH4".to_string(),
        vec![
            get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-04.dbn"),
        ],
    );

    assert_eq!(data_source.get_file_count("ESH4"), 2);

    let bars = data_source.load_ohlcv_bars_all("ESH4").await?;
    assert!(!bars.is_empty(), "Should load from dynamically added files");

    println!("✅ Dynamic mapping: {} bars from 2 files", bars.len());

    Ok(())
}

#[tokio::test]
async fn test_performance_linear_scaling() -> Result<()> {
    // Test 1 file
    let mut file_mapping_1 = HashMap::new();
    file_mapping_1.insert(
        "ESH4".to_string(),
        vec![get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn")],
    );
    let data_source_1 = DbnDataSource::new_multi_file(file_mapping_1).await?;

    let start_1 = std::time::Instant::now();
    let bars_1 = data_source_1.load_ohlcv_bars_all("ESH4").await?;
    let duration_1 = start_1.elapsed();

    // Test 3 files
    let mut file_mapping_3 = HashMap::new();
    file_mapping_3.insert(
        "ESH4".to_string(),
        vec![
            get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-04.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-05.dbn"),
        ],
    );
    let data_source_3 = DbnDataSource::new_multi_file(file_mapping_3).await?;

    let start_3 = std::time::Instant::now();
    let bars_3 = data_source_3.load_ohlcv_bars_all("ESH4").await?;
    let duration_3 = start_3.elapsed();

    let avg_per_file_1 = duration_1.as_secs_f64() * 1000.0;
    let avg_per_file_3 = duration_3.as_secs_f64() * 1000.0 / 3.0;

    println!("✅ Performance scaling:");
    println!(
        "   1 file:  {} bars in {:.2}ms",
        bars_1.len(),
        avg_per_file_1
    );
    println!(
        "   3 files: {} bars in {:.2}ms total ({:.2}ms/file)",
        bars_3.len(),
        duration_3.as_secs_f64() * 1000.0,
        avg_per_file_3
    );

    // Linear scaling validation: 3-file average should be within 2x of 1-file time
    // (allows for slight overhead from sorting/merging)
    assert!(
        avg_per_file_3 < avg_per_file_1 * 2.0,
        "Performance should scale linearly (got {:.2}ms/file for 3 files vs {:.2}ms for 1 file)",
        avg_per_file_3,
        avg_per_file_1
    );

    // Absolute performance: should maintain <10ms per file target
    assert!(
        avg_per_file_3 < 10.0,
        "Should maintain <10ms per file (got {:.2}ms)",
        avg_per_file_3
    );

    Ok(())
}

#[tokio::test]
async fn test_data_availability_multi_file() -> Result<()> {
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ESH4".to_string(),
        vec![
            get_test_file("ESH4_ohlcv-1m_2024-01-03.dbn"),
            get_test_file("ESH4_ohlcv-1m_2024-01-04.dbn"),
        ],
    );

    let data_source = DbnDataSource::new_multi_file(file_mapping).await?;

    let start = Utc.with_ymd_and_hms(2024, 1, 3, 0, 0, 0).expect("INVARIANT: Valid date/time parameters");
    let end = Utc.with_ymd_and_hms(2024, 1, 5, 0, 0, 0).expect("INVARIANT: Valid date/time parameters");

    let available = data_source
        .check_data_availability("ESH4", start, end)
        .await?;

    assert!(available, "Data should be available");

    // Nonexistent symbol
    let not_available = data_source
        .check_data_availability("NONEXISTENT", start, end)
        .await?;

    assert!(!not_available, "Nonexistent symbol should not be available");

    println!("✅ Data availability check passed");

    Ok(())
}

#[tokio::test]
async fn test_partial_day_range() -> Result<()> {
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        vec![get_test_file("ES.FUT_ohlcv-1m_2024-01-02.dbn")],
    );

    let data_source = DbnDataSource::new_multi_file(file_mapping).await?;

    // Query just first hour
    let start = Utc.with_ymd_and_hms(2024, 1, 2, 14, 30, 0).expect("INVARIANT: Valid date/time parameters"); // Market open (ET)
    let end = Utc.with_ymd_and_hms(2024, 1, 2, 15, 30, 0).expect("INVARIANT: Valid date/time parameters");

    let bars = data_source
        .load_ohlcv_bars_range("ES.FUT", start, end)
        .await?;

    assert!(!bars.is_empty(), "Should load partial day data");

    // All bars should be within 1-hour window
    for bar in &bars {
        assert!(bar.timestamp >= start && bar.timestamp <= end);
    }

    // Should be ~60 bars (1-minute data for 1 hour)
    assert!(
        bars.len() >= 50 && bars.len() <= 70,
        "Expected ~60 bars for 1 hour, got {}",
        bars.len()
    );

    println!("✅ Partial day: {} bars in 1-hour window", bars.len());

    Ok(())
}