foxhunt/ml/examples/test_dbn_prices.rs

//! Quick test to verify DBN price scaling

use dbn::decode::dbn::Decoder;
use dbn::decode::DecodeRecordRef;
use std::fs::File;
use std::io::BufReader;

fn main() -> anyhow::Result<()> {
    let file =
        File::open("test_data/real/databento/ml_training_small/6E.FUT_ohlcv-1m_2024-01-04.dbn")?;
    let reader = BufReader::new(file);
    let mut decoder = Decoder::new(reader)?;

    println!("Checking first 5 OHLCV records:\n");
    let mut count = 0;

    loop {
        if count >= 5 {
            break;
        }

        match decoder.decode_record_ref() {
            Ok(Some(record)) => {
                if let Ok(record_enum) = record.as_enum() {
                    if let dbn::RecordRefEnum::Ohlcv(ohlcv) = record_enum {
                        count += 1;
                        println!("Record {}:", count);
                        println!(
                            "  Raw values: open={}, high={}, low={}, close={}",
                            ohlcv.open, ohlcv.high, ohlcv.low, ohlcv.close
                        );

                        let open_scaled = ohlcv.open as f64 * 1e-9;
                        let high_scaled = ohlcv.high as f64 * 1e-9;
                        let low_scaled = ohlcv.low as f64 * 1e-9;
                        let close_scaled = ohlcv.close as f64 * 1e-9;

                        println!(
                            "  Scaled (1e-9): open={:.6}, high={:.6}, low={:.6}, close={:.6}",
                            open_scaled, high_scaled, low_scaled, close_scaled
                        );

                        // Check if prices are in reasonable range for Euro FX futures (1.05-1.20)
                        if close_scaled < 0.5 || close_scaled > 2.0 {
                            println!(
                                "  ⚠️  WARNING: Price out of expected range for 6E.FUT (0.5-2.0)"
                            );
                        } else {
                            println!("  ✅ Price in expected range for 6E.FUT");
                        }
                        println!();
                    }
                }
            },
            Ok(None) => break,
            Err(e) => {
                eprintln!("Error decoding: {}", e);
                break;
            },
        }
    }

    Ok(())
}