foxhunt/ml/tests/dbn_alternative_bars_test.rs

//! DBN Alternative Bars Integration Test
//!
//! Tests the integration of DBN data loader with alternative bar samplers.
//! Validates tick extraction from DBN files and feeding to samplers.
//!
//! Wave B Agent B13: DBN Data Adapter for Alternative Bars (TDD)

use chrono::Utc;
use ml::data_loaders::dbn_tick_adapter::{DBNTickAdapter, Tick};
use ml::features::alternative_bars::{DollarBarSampler, TickBarSampler, VolumeBarSampler};
use std::collections::HashMap;
use std::path::PathBuf;

#[tokio::test]
async fn test_dbn_tick_adapter_creation() {
    // Test: DBNTickAdapter can be created with file mapping
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await;
    assert!(adapter.is_ok(), "Failed to create DBNTickAdapter");
}

#[tokio::test]
async fn test_load_ticks_from_dbn() {
    // Test: Can load ticks from ES.FUT DBN file
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let ticks = adapter.load_ticks("ES.FUT").await;

    assert!(ticks.is_ok(), "Failed to load ticks");
    let ticks = ticks.unwrap();

    // ES.FUT has 1,674 OHLCV bars → should generate ~6,696 ticks (4 per bar)
    assert!(
        ticks.len() >= 1000,
        "Expected at least 1000 ticks, got {}",
        ticks.len()
    );
    assert!(
        ticks.len() <= 10000,
        "Expected at most 10000 ticks, got {}",
        ticks.len()
    );

    // Validate first tick
    let first_tick = &ticks[0];
    assert!(
        first_tick.price > 0.0,
        "First tick price should be positive"
    );
    assert!(
        first_tick.volume > 0.0,
        "First tick volume should be positive"
    );
    assert!(
        first_tick.timestamp.timestamp() > 0,
        "First tick timestamp should be valid"
    );
}

#[tokio::test]
async fn test_tick_structure() {
    // Test: Tick structure has correct fields
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let ticks = adapter.load_ticks("ES.FUT").await.unwrap();

    for (idx, tick) in ticks.iter().take(100).enumerate() {
        assert!(
            tick.price > 0.0,
            "Tick {} price should be positive: {}",
            idx,
            tick.price
        );
        assert!(
            tick.volume >= 0.0,
            "Tick {} volume should be non-negative: {}",
            idx,
            tick.volume
        );
        assert!(
            tick.timestamp.timestamp() > 0,
            "Tick {} timestamp should be valid",
            idx
        );
    }
}

#[tokio::test]
async fn test_feed_ticks_to_tick_bar_sampler() {
    // Test: Can feed DBN ticks to TickBarSampler and generate bars
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let ticks = adapter.load_ticks("ES.FUT").await.unwrap();

    // Create tick bar sampler (100 ticks per bar)
    let mut sampler = TickBarSampler::new(100);
    let mut bars_generated = 0;

    for tick in ticks.iter() {
        if let Some(_bar) = sampler.update(tick.price, tick.volume, tick.timestamp) {
            bars_generated += 1;
        }
    }

    // With ~6,696 ticks and 100 ticks/bar, expect ~66 bars
    assert!(
        bars_generated >= 50,
        "Expected at least 50 tick bars, got {}",
        bars_generated
    );
    assert!(
        bars_generated <= 100,
        "Expected at most 100 tick bars, got {}",
        bars_generated
    );
}

#[tokio::test]
async fn test_feed_ticks_to_volume_bar_sampler() {
    // Test: Can feed DBN ticks to VolumeBarSampler and generate bars
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let ticks = adapter.load_ticks("ES.FUT").await.unwrap();

    // Create volume bar sampler (1000 volume per bar)
    let mut sampler = VolumeBarSampler::new(1000);
    let mut bars_generated = 0;

    for tick in ticks.iter() {
        if let Some(_bar) = sampler.update(tick.price, tick.volume, tick.timestamp) {
            bars_generated += 1;
        }
    }

    // Volume bars depend on total volume in dataset
    assert!(
        bars_generated >= 10,
        "Expected at least 10 volume bars, got {}",
        bars_generated
    );
}

#[tokio::test]
async fn test_feed_ticks_to_dollar_bar_sampler() {
    // Test: Can feed DBN ticks to DollarBarSampler and generate bars
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let ticks = adapter.load_ticks("ES.FUT").await.unwrap();

    // Create dollar bar sampler ($1,000,000 per bar - ES.FUT trades at ~4700-4800)
    let mut sampler = DollarBarSampler::new(1_000_000.0);
    let mut bars_generated = 0;

    for tick in ticks.iter() {
        if let Some(_bar) = sampler.update(tick.price, tick.volume, tick.timestamp) {
            bars_generated += 1;
        }
    }

    // Dollar bars depend on total dollar volume in dataset
    assert!(
        bars_generated >= 5,
        "Expected at least 5 dollar bars, got {}",
        bars_generated
    );
}

#[tokio::test]
async fn test_bar_count_consistency() {
    // Test: Bar counts are consistent across multiple runs
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let ticks = adapter.load_ticks("ES.FUT").await.unwrap();

    // Run 1: Generate tick bars
    let mut sampler1 = TickBarSampler::new(100);
    let mut bars1 = 0;
    for tick in ticks.iter() {
        if sampler1
            .update(tick.price, tick.volume, tick.timestamp)
            .is_some()
        {
            bars1 += 1;
        }
    }

    // Run 2: Generate tick bars (should be identical)
    let mut sampler2 = TickBarSampler::new(100);
    let mut bars2 = 0;
    for tick in ticks.iter() {
        if sampler2
            .update(tick.price, tick.volume, tick.timestamp)
            .is_some()
        {
            bars2 += 1;
        }
    }

    assert_eq!(
        bars1, bars2,
        "Bar counts should be consistent: {} vs {}",
        bars1, bars2
    );
}

#[tokio::test]
async fn test_es_fut_real_data() {
    // Test: ES.FUT generates expected number of ticks and bars
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let ticks = adapter.load_ticks("ES.FUT").await.unwrap();

    println!("ES.FUT ticks: {}", ticks.len());

    // ES.FUT has 1,674 bars → ~6,696 ticks (4 per bar)
    assert!(
        ticks.len() >= 5000,
        "ES.FUT should have at least 5000 ticks, got {}",
        ticks.len()
    );

    // Generate tick bars (100 ticks per bar)
    let mut sampler = TickBarSampler::new(100);
    let mut bars = Vec::new();
    for tick in ticks.iter() {
        if let Some(bar) = sampler.update(tick.price, tick.volume, tick.timestamp) {
            bars.push(bar);
        }
    }

    println!("ES.FUT tick bars: {}", bars.len());

    // Expect ~66 bars (6,696 ticks / 100 ticks per bar)
    assert!(
        bars.len() >= 50,
        "ES.FUT should generate at least 50 tick bars, got {}",
        bars.len()
    );
    assert!(
        bars.len() <= 100,
        "ES.FUT should generate at most 100 tick bars, got {}",
        bars.len()
    );
}

#[tokio::test]
async fn test_tick_adapter_with_missing_file() {
    // Test: Error handling for missing DBN file
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "MISSING.FUT".to_string(),
        PathBuf::from("nonexistent/path/missing.dbn"),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let result = adapter.load_ticks("MISSING.FUT").await;

    assert!(
        result.is_err(),
        "Should return error for missing file, got Ok"
    );
}

#[tokio::test]
async fn test_tick_adapter_with_unknown_symbol() {
    // Test: Error handling for unknown symbol
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        PathBuf::from(
            "/home/jgrusewski/Work/foxhunt/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn",
        ),
    );

    let adapter = DBNTickAdapter::new(file_mapping).await.unwrap();
    let result = adapter.load_ticks("UNKNOWN.FUT").await;

    assert!(
        result.is_err(),
        "Should return error for unknown symbol, got Ok"
    );
}