foxhunt/data/examples/validate_cl_fut.rs

//! Validate CL.FUT DBN data file
//!
//! Inspects the downloaded CL.FUT data and reports statistics.

use dbn::decode::DbnDecoder;
use std::fs::File;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!("  CL.FUT Data Validation");
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!();

    let file_path = "test_data/real/databento/CL.FUT_ohlcv-1m_2024-01-02.dbn";

    println!("📂 File: {}", file_path);

    // Check file exists and get size
    let file_metadata = std::fs::metadata(file_path)?;
    let size = file_metadata.len();
    println!(
        "📊 Size: {} bytes ({:.2} KB, {:.2} MB)",
        size,
        size as f64 / 1024.0,
        size as f64 / 1_048_576.0
    );
    println!();

    // Open file and create DBN decoder
    let file = File::open(file_path)?;
    let mut decoder = DbnDecoder::new(file)?;

    // Read DBN metadata
    let metadata = decoder.metadata();

    println!("📋 Metadata:");
    println!("  Dataset:     {}", metadata.dataset);
    println!("  Schema:      {}", metadata.schema);
    println!("  Start:       {}", metadata.start);
    println!("  End:         {}", metadata.end);
    println!("  Symbols:     {}", metadata.symbols.join(", "));
    println!("  Stype In:    {}", metadata.stype_in);
    println!();

    let mut bar_count = 0;
    let mut min_price = f64::MAX;
    let mut max_price = f64::MIN;
    let mut total_volume = 0.0;

    // Read all records
    for record in decoder.decode_records::<dbn::OhlcvMsg>() {
        let record = record?;
        bar_count += 1;

        // Track price range
        let open = record.open as f64 / 1_000_000_000.0; // Convert from fixed point
        let high = record.high as f64 / 1_000_000_000.0;
        let low = record.low as f64 / 1_000_000_000.0;
        let close = record.close as f64 / 1_000_000_000.0;
        let volume = record.volume as f64;

        if low < min_price {
            min_price = low;
        }
        if high > max_price {
            max_price = high;
        }
        total_volume += volume;

        // Print first few bars for inspection
        if bar_count <= 3 {
            println!(
                "📊 Bar {}: O={:.2} H={:.2} L={:.2} C={:.2} V={:.0}",
                bar_count, open, high, low, close, volume
            );
        }
    }

    println!();
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!("  Statistics:");
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!("  Total Bars:  {}", bar_count);
    println!("  Price Range: ${:.2} - ${:.2}", min_price, max_price);
    println!("  Total Volume: {:.0}", total_volume);
    println!("  Avg Volume:  {:.0}", total_volume / bar_count as f64);
    println!();

    // Estimate cost
    let size_gb = size as f64 / 1_073_741_824.0;
    let cost_low = size_gb * 0.50;
    let cost_high = size_gb * 2.00;

    println!("💰 Cost Estimate:");
    println!("  Size (GB):    {:.10}", size_gb);
    println!("  Estimated:    ${:.6} - ${:.6}", cost_low, cost_high);
    println!();

    // Validate expectations
    println!("✅ Validation:");

    // CL.FUT typically has 390-400 bars per trading day (6.5 hours * 60 min)
    let expected_bars = 390;
    if bar_count >= expected_bars - 50 && bar_count <= expected_bars + 50 {
        println!(
            "  ✓ Bar count reasonable ({} bars, expected ~{})",
            bar_count, expected_bars
        );
    } else {
        println!(
            "  ⚠ Bar count unexpected ({} bars, expected ~{})",
            bar_count, expected_bars
        );
    }

    // CL.FUT (Crude Oil) typically trades in $70-$85 range in Jan 2024
    if min_price >= 60.0 && max_price <= 100.0 {
        println!(
            "  ✓ Price range reasonable (${:.2} - ${:.2})",
            min_price, max_price
        );
    } else {
        println!(
            "  ⚠ Price range unexpected (${:.2} - ${:.2})",
            min_price, max_price
        );
    }

    if total_volume > 0.0 {
        println!("  ✓ Volume data present");
    } else {
        println!("  ⚠ No volume data");
    }

    println!();
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!("  Validation Complete!");
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");

    Ok(())
}