foxhunt/tests/standalone/test_dbn_debug.rs

use data::providers::databento::dbn_parser::{DbnParser, ProcessedMessage};
use std::collections::HashMap;

fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Create parser
    let parser = DbnParser::new()?;

    // Configure symbol map
    let mut symbol_map = HashMap::new();
    symbol_map.insert(0, "6E.FUT".to_string());
    symbol_map.insert(1, "6E.FUT".to_string());
    parser.update_symbol_map(symbol_map);

    // Configure price scales
    let mut price_scales = HashMap::new();
    price_scales.insert(0, 4);
    price_scales.insert(1, 4);
    parser.update_price_scales(price_scales);

    // Read and parse file
    let file_path = "test_data/real/databento/ml_training_small/6E.FUT_ohlcv-1m_2024-01-02.dbn";
    let dbn_bytes = std::fs::read(file_path)?;

    println!("File size: {} bytes", dbn_bytes.len());

    let messages = parser.parse_batch(&dbn_bytes)?;

    println!("Total messages: {}", messages.len());

    // Count message types
    let mut ohlcv_count = 0;
    let mut trade_count = 0;
    let mut quote_count = 0;
    let mut other_count = 0;

    for (i, msg) in messages.iter().enumerate() {
        match msg {
            ProcessedMessage::Ohlcv { open, high, low, close, volume, .. } => {
                ohlcv_count += 1;
                if i < 5 {
                    println!("OHLCV #{}: open={}, high={}, low={}, close={}, volume={}",
                             i+1, open, high, low, close, volume);
                }
            }
            ProcessedMessage::Trade { .. } => {
                trade_count += 1;
                if i < 5 {
                    println!("Trade #{}", i+1);
                }
            }
            ProcessedMessage::Quote { .. } => {
                quote_count += 1;
                if i < 5 {
                    println!("Quote #{}", i+1);
                }
            }
            _ => {
                other_count += 1;
                if i < 5 {
                    println!("Other message type #{}", i+1);
                }
            }
        }
    }

    println!("\nMessage type breakdown:");
    println!("  OHLCV: {}", ohlcv_count);
    println!("  Trade: {}", trade_count);
    println!("  Quote: {}", quote_count);
    println!("  Other: {}", other_count);

    Ok(())
}