foxhunt/crates/ml/examples/verify_225_features_wave9.rs

//! Verify 54-feature extraction with Wave D integration

use chrono::Utc;
use ml::features::extraction::{extract_ml_features, OHLCVBar};

fn main() {
    // Create 100 test bars
    let bars: Vec<OHLCVBar> = (0..100)
        .map(|i| OHLCVBar {
            timestamp: Utc::now() + chrono::Duration::hours(i),
            open: 100.0 + i as f64 * 0.1,
            high: 101.0 + i as f64 * 0.1,
            low: 99.0 + i as f64 * 0.1,
            close: 100.5 + i as f64 * 0.1,
            volume: 1000.0 + i as f64 * 10.0,
        })
        .collect();

    let features = extract_ml_features(&bars).expect("Feature extraction failed");

    println!("✓ Feature extraction successful");
    println!("  - Input bars: {}", bars.len());
    println!("  - Output vectors: {}", features.len());
    println!("  - Features per vector: {}", features[0].len());

    // Verify dimensions
    assert_eq!(
        features[0].len(),
        54,
        "Expected 54 features, got {}",
        features[0].len()
    );

    // Verify no NaN/Inf in Wave D features (indices 201-224)
    for (i, feature_vec) in features.iter().enumerate() {
        for (j, &val) in feature_vec.iter().enumerate() {
            assert!(
                val.is_finite(),
                "Non-finite value at bar {}, feature {}: {}",
                i,
                j,
                val
            );
        }

        // Wave D features are at indices 201-224
        let wave_d_features = &feature_vec[201..224];
        println!(
            "Bar {} Wave D features (201-224): min={:.4}, max={:.4}, avg={:.4}",
            i,
            wave_d_features.iter().fold(f64::INFINITY, |a, &b| a.min(b)),
            wave_d_features
                .iter()
                .fold(f64::NEG_INFINITY, |a, &b| a.max(b)),
            wave_d_features.iter().sum::<f64>() / wave_d_features.len() as f64
        );

        if i >= 5 {
            break;
        } // Only show first 5 bars
    }

    println!("\n✓ All 54 features extracted successfully!");
    println!("  - Features 0-4: OHLCV (5)");
    println!("  - Features 5-14: Technical indicators (10)");
    println!("  - Features 15-74: Price patterns (60)");
    println!("  - Features 75-114: Volume patterns (40)");
    println!("  - Features 115-164: Microstructure proxies (50)");
    println!("  - Features 165-174: Time-based (10)");
    println!("  - Features 175-200: Statistical (26)");
    println!("  - Features 201-224: Wave D regime detection (24)");
}