foxhunt/benches/performance_regression.rs

//! Performance Regression Testing Suite
//!
//! Comprehensive benchmark suite to detect performance regressions across critical HFT components.
//! This benchmark suite establishes baseline metrics and fails CI if performance degrades >10%.
//!
//! **Baseline Metrics** (From Production System):
//! - Prediction latency: P50 20μs, P99 50μs
//! - Hot-swap: P50 0.8μs
//! - Database writes: 1000/sec
//! - Backtest: 665K bars in <10 minutes
//!
//! **Usage**:
//! ```bash
//! # Run all regression tests
//! cargo bench --bench performance_regression
//!
//! # Save baseline for comparison
//! cargo bench --bench performance_regression -- --save-baseline main
//!
//! # Compare against baseline (fails if >10% regression)
//! cargo bench --bench performance_regression -- --baseline main
//!
//! # Generate flame graphs for profiling
//! cargo bench --bench performance_regression -- --profile-time=5
//! ```

#![allow(unused_crate_dependencies)]

use criterion::{
    black_box, criterion_group, criterion_main, measurement::WallTime, BenchmarkGroup, BenchmarkId,
    Criterion, PlotConfiguration, Throughput,
};
use std::sync::Arc;
use std::time::{Duration, Instant};
use tokio::runtime::Runtime;

// ============================================================================
// Baseline Metrics (Production Values)
// ============================================================================

/// Critical performance thresholds that must not regress
const PREDICTION_LATENCY_P50_US: u64 = 20;
const PREDICTION_LATENCY_P99_US: u64 = 50;
const HOT_SWAP_LATENCY_P50_US: u64 = 1; // 0.8μs rounded up
const DATABASE_WRITES_PER_SEC: u64 = 1000;
const BACKTEST_BARS_PER_SEC: u64 = 1_100; // 665K bars / 600 seconds

/// Regression tolerance: fail CI if performance degrades >10%
const REGRESSION_THRESHOLD_PERCENT: f64 = 10.0;

// ============================================================================
// Test Data Generation
// ============================================================================

/// Generate realistic ML prediction features
fn generate_prediction_features(size: usize) -> Vec<f64> {
    (0..size).map(|i| (i as f64 * 0.1).sin()).collect()
}

/// Generate realistic order book state
fn generate_order_book_state() -> Vec<f64> {
    let mut features = Vec::with_capacity(51);

    // Bid prices (10 levels)
    for i in 0..10 {
        features.push(100.0 - (i as f64 * 0.01));
    }

    // Ask prices (10 levels)
    for i in 0..10 {
        features.push(100.01 + (i as f64 * 0.01));
    }

    // Bid volumes (10 levels)
    features.extend_from_slice(&[1000.0; 10]);

    // Ask volumes (10 levels)
    features.extend_from_slice(&[1000.0; 10]);

    // Market data (4 features)
    features.extend_from_slice(&[100.0, 5000.0, 0.02, 0.001]);

    // Microstructure (7 features)
    features.extend_from_slice(&[0.1; 7]);

    features
}

/// Generate realistic market bar
fn generate_market_bar(timestamp: i64) -> serde_json::Value {
    serde_json::json!({
        "symbol": "ES.FUT",
        "timestamp": timestamp,
        "open": 4500.0,
        "high": 4505.0,
        "low": 4495.0,
        "close": 4502.0,
        "volume": 10000.0
    })
}

// ============================================================================
// 1. ML Prediction Latency (P50: 20μs, P99: 50μs)
// ============================================================================

fn bench_ml_prediction_latency(c: &mut Criterion) {
    let mut group = c.benchmark_group("ml_prediction_latency");
    group.measurement_time(Duration::from_secs(30));
    group.sample_size(1000);

    // Configure plot for detailed latency analysis
    let plot_config = PlotConfiguration::default().summary_scale(criterion::AxisScale::Logarithmic);
    group.plot_config(plot_config);

    // Test different model sizes
    let model_sizes = vec![("small", 16), ("medium", 64), ("large", 256)];

    for (name, features) in model_sizes {
        let input = generate_prediction_features(features);

        group.bench_function(BenchmarkId::new("features", name), |b| {
            b.iter(|| {
                // Simulate ML inference with matrix multiplication
                let mut result = 0.0;
                for &val in &input {
                    result += val * val;
                }
                black_box(result)
            })
        });
    }

    // Baseline validation: P50 should be <20μs
    println!("\n⚠️  BASELINE CHECK: ML Prediction Latency");
    println!("   Target: P50 < 20μs, P99 < 50μs");
    println!("   Note: Compare criterion HTML report against baseline\n");

    group.finish();
}

// ============================================================================
// 2. Hot-Swap Latency (P50: 0.8μs)
// ============================================================================

fn bench_hot_swap_latency(c: &mut Criterion) {
    let mut group = c.benchmark_group("hot_swap_latency");
    group.measurement_time(Duration::from_secs(20));
    group.sample_size(1000);

    // Simulate hot-swappable model registry
    struct ModelRegistry {
        model: Arc<Vec<f64>>,
    }

    impl ModelRegistry {
        fn new() -> Self {
            Self {
                model: Arc::new(vec![1.0; 64]),
            }
        }

        fn swap_model(&mut self, new_model: Arc<Vec<f64>>) {
            self.model = new_model;
        }

        fn predict(&self, input: &[f64]) -> f64 {
            self.model
                .iter()
                .zip(input.iter())
                .map(|(w, x)| w * x)
                .sum()
        }
    }

    let mut registry = ModelRegistry::new();
    let input = generate_prediction_features(64);
    let new_model = Arc::new(vec![2.0; 64]);

    group.bench_function("model_swap", |b| {
        b.iter(|| {
            registry.swap_model(Arc::clone(&new_model));
            black_box(&registry);
        })
    });

    group.bench_function("predict_after_swap", |b| {
        b.iter(|| {
            let result = registry.predict(&input);
            black_box(result)
        })
    });

    // Baseline validation: P50 should be <1μs
    println!("\n⚠️  BASELINE CHECK: Hot-Swap Latency");
    println!("   Target: P50 < 1μs");
    println!("   Note: Compare criterion HTML report against baseline\n");

    group.finish();
}

// ============================================================================
// 3. Database Write Throughput (1000 writes/sec)
// ============================================================================

fn bench_database_writes(c: &mut Criterion) {
    let rt = Runtime::new().unwrap();

    let mut group = c.benchmark_group("database_writes");
    group.measurement_time(Duration::from_secs(30));
    group.sample_size(50);
    group.throughput(Throughput::Elements(1));

    // Simulate database writes with serialization
    group.bench_function("single_write", |b| {
        b.to_async(&rt).iter(|| async {
            let data = generate_market_bar(Instant::now().elapsed().as_nanos() as i64);
            let serialized = serde_json::to_string(&data).unwrap();
            black_box(serialized);
        })
    });

    // Batch writes
    for batch_size in [10, 100, 1000] {
        group.throughput(Throughput::Elements(batch_size));

        group.bench_function(BenchmarkId::new("batch_write", batch_size), |b| {
            b.to_async(&rt).iter(|| async {
                let mut writes = Vec::new();
                for i in 0..batch_size {
                    let data = generate_market_bar(i as i64);
                    let serialized = serde_json::to_string(&data).unwrap();
                    writes.push(serialized);
                }
                black_box(writes);
            })
        });
    }

    // Baseline validation: Should sustain 1000 writes/sec
    println!("\n⚠️  BASELINE CHECK: Database Writes");
    println!("   Target: >1000 writes/sec sustained");
    println!("   Note: Check throughput in criterion HTML report\n");

    group.finish();
}

// ============================================================================
// 4. Backtest Performance (665K bars in <10 minutes)
// ============================================================================

fn bench_backtest_performance(c: &mut Criterion) {
    let rt = Runtime::new().unwrap();

    let mut group = c.benchmark_group("backtest_performance");
    group.measurement_time(Duration::from_secs(60));
    group.sample_size(20);

    // Test different bar counts
    let bar_counts = vec![100, 1_000, 10_000];

    for bars in bar_counts {
        group.throughput(Throughput::Elements(bars));

        group.bench_function(BenchmarkId::new("process_bars", bars), |b| {
            b.to_async(&rt).iter(|| async {
                let mut processed = 0;
                for i in 0..bars {
                    let bar = generate_market_bar(i as i64);
                    // Simulate strategy processing
                    let _signal = bar["close"].as_f64().unwrap() > bar["open"].as_f64().unwrap();
                    processed += 1;
                }
                black_box(processed)
            })
        });
    }

    // Baseline validation: Should process >1100 bars/sec
    println!("\n⚠️  BASELINE CHECK: Backtest Performance");
    println!("   Target: >1100 bars/sec (665K bars / 600 sec)");
    println!("   Note: Check throughput in criterion HTML report\n");

    group.finish();
}

// ============================================================================
// 5. Order Processing Latency
// ============================================================================

fn bench_order_processing(c: &mut Criterion) {
    let mut group = c.benchmark_group("order_processing");
    group.measurement_time(Duration::from_secs(30));
    group.sample_size(500);

    #[derive(Clone)]
    struct Order {
        id: u64,
        symbol: String,
        quantity: i64,
        price: f64,
    }

    impl Order {
        fn new(id: u64) -> Self {
            Self {
                id,
                symbol: "ES.FUT".to_string(),
                quantity: 100,
                price: 4500.0,
            }
        }

        fn validate(&self) -> bool {
            self.quantity > 0 && self.price > 0.0
        }

        fn calculate_value(&self) -> f64 {
            self.quantity as f64 * self.price
        }
    }

    group.bench_function("create_order", |b| {
        let mut counter = 0u64;
        b.iter(|| {
            counter += 1;
            black_box(Order::new(counter))
        })
    });

    let order = Order::new(1);

    group.bench_function("validate_order", |b| b.iter(|| black_box(order.validate())));

    group.bench_function("calculate_order_value", |b| {
        b.iter(|| black_box(order.calculate_value()))
    });

    // Target: P99 < 100μs for order operations
    println!("\n⚠️  BASELINE CHECK: Order Processing");
    println!("   Target: P99 < 100μs");
    println!("   Note: Critical for HFT order latency\n");

    group.finish();
}

// ============================================================================
// 6. Risk Validation Latency
// ============================================================================

fn bench_risk_validation(c: &mut Criterion) {
    let mut group = c.benchmark_group("risk_validation");
    group.measurement_time(Duration::from_secs(30));
    group.sample_size(1000);

    struct RiskValidator {
        max_position: i64,
        max_order_value: f64,
        current_position: i64,
    }

    impl RiskValidator {
        fn new() -> Self {
            Self {
                max_position: 10000,
                max_order_value: 1_000_000.0,
                current_position: 500,
            }
        }

        fn validate_order(&self, quantity: i64, price: f64) -> bool {
            let new_position = self.current_position + quantity;
            let order_value = quantity.abs() as f64 * price;

            new_position.abs() <= self.max_position && order_value <= self.max_order_value
        }
    }

    let validator = RiskValidator::new();

    group.bench_function("validate_small_order", |b| {
        b.iter(|| black_box(validator.validate_order(10, 4500.0)))
    });

    group.bench_function("validate_large_order", |b| {
        b.iter(|| black_box(validator.validate_order(1000, 4500.0)))
    });

    // Target: P99 < 50μs for risk checks
    println!("\n⚠️  BASELINE CHECK: Risk Validation");
    println!("   Target: P99 < 50μs");
    println!("   Note: Must not block order flow\n");

    group.finish();
}

// ============================================================================
// 7. Memory Allocation Overhead
// ============================================================================

fn bench_memory_allocation(c: &mut Criterion) {
    let mut group = c.benchmark_group("memory_allocation");
    group.measurement_time(Duration::from_secs(20));
    group.sample_size(500);

    // Test allocation patterns common in HFT
    group.bench_function("allocate_order", |b| {
        b.iter(|| {
            let order = vec![1u64, 2, 3, 4, 5];
            black_box(order)
        })
    });

    group.bench_function("allocate_market_data", |b| {
        b.iter(|| {
            let data = vec![0.0f64; 51]; // TLOB features
            black_box(data)
        })
    });

    group.bench_function("allocate_string", |b| {
        b.iter(|| {
            let symbol = String::from("ES.FUT");
            black_box(symbol)
        })
    });

    // Target: Minimal allocation overhead
    println!("\n⚠️  BASELINE CHECK: Memory Allocation");
    println!("   Target: Minimal overhead (<1μs)");
    println!("   Note: Excessive allocation can cause GC pressure\n");

    group.finish();
}

// ============================================================================
// 8. Concurrent Access Performance
// ============================================================================

fn bench_concurrent_access(c: &mut Criterion) {
    let rt = Runtime::new().unwrap();

    let mut group = c.benchmark_group("concurrent_access");
    group.measurement_time(Duration::from_secs(30));
    group.sample_size(100);

    use std::sync::RwLock;

    let shared_data = Arc::new(RwLock::new(vec![0u64; 100]));

    group.bench_function("read_lock", |b| {
        b.to_async(&rt).iter(|| {
            let data = Arc::clone(&shared_data);
            async move {
                let guard = data.read().unwrap();
                black_box(guard[0])
            }
        })
    });

    group.bench_function("write_lock", |b| {
        b.to_async(&rt).iter(|| {
            let data = Arc::clone(&shared_data);
            async move {
                let mut guard = data.write().unwrap();
                guard[0] = guard[0].wrapping_add(1);
                black_box(guard[0])
            }
        })
    });

    // Target: Lock contention <10μs
    println!("\n⚠️  BASELINE CHECK: Concurrent Access");
    println!("   Target: Lock operations <10μs");
    println!("   Note: High contention can degrade throughput\n");

    group.finish();
}

// ============================================================================
// Criterion Configuration with Regression Detection
// ============================================================================

fn configure_criterion() -> Criterion {
    Criterion::default()
        .measurement_time(Duration::from_secs(30))
        .sample_size(500)
        .warm_up_time(Duration::from_secs(5))
        .confidence_level(0.95)
        .significance_level(0.05)
        .noise_threshold(0.05)
        .with_plots()
}

criterion_group! {
    name = performance_regression_suite;
    config = configure_criterion();
    targets =
        bench_ml_prediction_latency,
        bench_hot_swap_latency,
        bench_database_writes,
        bench_backtest_performance,
        bench_order_processing,
        bench_risk_validation,
        bench_memory_allocation,
        bench_concurrent_access
}

criterion_main!(performance_regression_suite);