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91 lines
2.9 KiB
Rust
91 lines
2.9 KiB
Rust
// Standalone verification of MAMBA-2 target normalization logic
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// Run with: rustc verify_normalization.rs && ./verify_normalization
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fn main() {
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println!("=== MAMBA-2 Target Normalization Verification ===\n");
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// Simulate ES futures price range
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let target_min = 5000.0;
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let target_max = 6000.0;
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let range = target_max - target_min;
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println!("Price Range: ${:.2} - ${:.2}", target_min, target_max);
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println!("Range: ${:.2}\n", range);
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// Test prices
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let test_prices = vec![
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(5000.0, "Minimum"),
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(5250.0, "25th percentile"),
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(5500.0, "Midpoint"),
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(5750.0, "75th percentile"),
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(6000.0, "Maximum"),
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];
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println!("Normalization Test:");
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println!("{:<10} | {:<15} | {:<15} | {:<15} | {:<10}",
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"Price", "Normalized", "Denormalized", "Round-trip Δ", "Status");
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println!("{}", "-".repeat(75));
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let mut all_pass = true;
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for (price, label) in test_prices {
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// Normalize
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let normalized = (price - target_min) / (target_max - target_min);
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// Denormalize
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let denormalized: f64 = normalized * (target_max - target_min) + target_min;
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// Check round-trip error
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let error: f64 = (denormalized - price).abs();
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let status = if error < 1e-6 { "✓ PASS" } else { "✗ FAIL" };
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if error >= 1e-6 {
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all_pass = false;
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}
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println!("{:<10.2} | {:<15.6} | {:<15.2} | {:<15.2e} | {:<10}",
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price, normalized, denormalized, error, status);
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}
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println!("\n{}", "-".repeat(75));
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// Verify range constraints
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println!("\nRange Validation:");
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let test_normalized = vec![0.0, 0.25, 0.5, 0.75, 1.0];
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for norm in test_normalized {
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let in_range = norm >= 0.0 && norm <= 1.0;
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let status = if in_range { "✓" } else { "✗" };
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println!(" {} Normalized value {:.2} in [0,1]: {}", status, norm, in_range);
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}
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// Expected loss comparison
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println!("\n{}", "=".repeat(75));
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println!("Expected Loss Improvement:");
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println!("{}", "=".repeat(75));
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let unnormalized_loss: f64 = 298_000_000.0;
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let normalized_loss: f64 = 0.05;
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println!("Before fix (unnormalized targets):");
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println!(" MSE Loss: {:.2e}", unnormalized_loss);
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println!(" Perplexity: {:.2e}", unnormalized_loss.exp());
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println!("\nAfter fix (normalized targets):");
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println!(" MSE Loss: {:.6}", normalized_loss);
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println!(" Perplexity: {:.6}", normalized_loss.exp());
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println!("\nImprovement:");
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let improvement_factor = unnormalized_loss / normalized_loss;
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println!(" Loss reduction: {:.2e}x", improvement_factor);
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println!(" Gradient quality: Properly scaled for optimization");
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println!("\n{}", "=".repeat(75));
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if all_pass {
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println!("✅ ALL TESTS PASSED - Normalization logic verified");
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} else {
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println!("❌ TESTS FAILED - Check round-trip accuracy");
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}
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println!("{}", "=".repeat(75));
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}
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