foxhunt/ml/tests/test_feature_cache_service.rs

//! Integration tests for FeatureCacheService
//!
//! Tests the complete feature cache workflow including:
//! - Feature extraction from OHLCV bars
//! - In-memory LRU caching
//! - SHA-256-based invalidation
//! - Cache statistics tracking

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

fn create_test_bars(count: usize, offset: f64) -> Vec<OHLCVBar> {
    let base_time = Utc::now();
    (0..count)
        .map(|i| OHLCVBar {
            timestamp: base_time + Duration::seconds(i as i64),
            open: 100.0 + i as f64 + offset,
            high: 105.0 + i as f64 + offset,
            low: 95.0 + i as f64 + offset,
            close: 102.0 + i as f64 + offset,
            volume: 1000.0 + i as f64 * 10.0,
        })
        .collect()
}

#[tokio::test]
async fn test_feature_cache_service_disabled() {
    let service = FeatureCacheService::disabled();
    let bars = create_test_bars(50, 0.0);

    // Compute features (no caching)
    let result = service.get_or_compute("TEST", &bars).await;
    assert!(result.is_ok());

    let matrix = result.unwrap();
    assert_eq!(matrix.sample_count, 50);
    assert_eq!(matrix.feature_dim, 15); // 15 core features

    // Verify stats
    let stats = service.get_stats().await;
    assert_eq!(stats.hits, 0);
    assert_eq!(stats.misses, 0);
    assert!(stats.features_computed > 0);
}

#[tokio::test]
async fn test_feature_cache_hit() {
    let service = FeatureCacheService::new(None, Some(10), None);
    let bars = create_test_bars(50, 0.0);

    // First call - cache miss
    let result1 = service.get_or_compute("AAPL", &bars).await.unwrap();
    assert_eq!(result1.sample_count, 50);
    assert_eq!(result1.feature_dim, 15);

    let stats1 = service.get_stats().await;
    assert_eq!(stats1.misses, 1);
    assert_eq!(stats1.hits, 0);

    // Second call with same data - cache hit
    let result2 = service.get_or_compute("AAPL", &bars).await.unwrap();
    assert_eq!(result2.sample_count, 50);

    let stats2 = service.get_stats().await;
    assert_eq!(stats2.hits, 1);
    assert_eq!(stats2.misses, 1);

    // Hit rate should be 50%
    assert!((stats2.hit_rate() - 0.5).abs() < 0.01);
}

#[tokio::test]
async fn test_cache_invalidation_on_data_change() {
    let service = FeatureCacheService::new(None, Some(10), None);
    let bars1 = create_test_bars(50, 0.0);

    // Cache features
    service.get_or_compute("TEST", &bars1).await.unwrap();
    assert!(service.is_cached("TEST").await);

    // Different data with same symbol - should compute new features
    let bars2 = create_test_bars(50, 100.0); // Different offset
    let result = service.get_or_compute("TEST", &bars2).await.unwrap();
    assert_eq!(result.sample_count, 50);

    // Should be 2 cache misses (different data)
    let stats = service.get_stats().await;
    assert_eq!(stats.misses, 2);
}

#[tokio::test]
async fn test_explicit_invalidation() {
    let service = FeatureCacheService::new(None, Some(10), None);
    let bars = create_test_bars(50, 0.0);

    // Cache features
    service.get_or_compute("AAPL", &bars).await.unwrap();
    assert!(service.is_cached("AAPL").await);

    // Invalidate cache
    service.invalidate("AAPL").await.unwrap();
    assert!(!service.is_cached("AAPL").await);

    let stats = service.get_stats().await;
    assert_eq!(stats.invalidations, 1);
}

#[tokio::test]
async fn test_multiple_symbols() {
    let service = FeatureCacheService::new(None, Some(10), None);
    let bars = create_test_bars(50, 0.0);

    // Cache features for multiple symbols
    service.get_or_compute("AAPL", &bars).await.unwrap();
    service.get_or_compute("MSFT", &bars).await.unwrap();
    service.get_or_compute("GOOGL", &bars).await.unwrap();

    // All should be cached
    assert!(service.is_cached("AAPL").await);
    assert!(service.is_cached("MSFT").await);
    assert!(service.is_cached("GOOGL").await);

    // List cached symbols
    let symbols = service.list_cached_symbols().await;
    assert_eq!(symbols.len(), 3);
    assert!(symbols.contains(&"AAPL".to_string()));
    assert!(symbols.contains(&"MSFT".to_string()));
    assert!(symbols.contains(&"GOOGL".to_string()));
}

#[tokio::test]
async fn test_lru_eviction() {
    // Small cache size to test eviction
    let service = FeatureCacheService::new(None, Some(2), None);
    let bars = create_test_bars(50, 0.0);

    // Cache 3 symbols (exceeds cache size)
    service.get_or_compute("AAPL", &bars).await.unwrap();
    service.get_or_compute("MSFT", &bars).await.unwrap();
    service.get_or_compute("GOOGL", &bars).await.unwrap();

    // Cache should contain at most 2 entries
    let stats = service.get_stats().await;
    assert!(stats.cache_size <= 2);
}

#[tokio::test]
async fn test_feature_extraction_validation() {
    let bars = create_test_bars(50, 0.0);
    let features = extract_ml_features(&bars).unwrap();

    // Validate dimensions
    assert_eq!(features.len(), 50);
    for feature_vec in &features {
        assert_eq!(feature_vec.len(), 15);

        // Validate all features are finite
        for &value in feature_vec {
            assert!(
                value.is_finite(),
                "Feature should be finite, got: {}",
                value
            );
        }
    }
}

#[tokio::test]
async fn test_insufficient_data_error() {
    // Too few bars for feature extraction
    let bars = create_test_bars(5, 0.0);
    let result = extract_ml_features(&bars);
    assert!(result.is_err());
}

#[tokio::test]
async fn test_cache_statistics() {
    let service = FeatureCacheService::new(None, Some(10), None);
    let bars = create_test_bars(50, 0.0);

    // Perform various operations
    service.get_or_compute("AAPL", &bars).await.unwrap(); // miss
    service.get_or_compute("AAPL", &bars).await.unwrap(); // hit
    service.get_or_compute("MSFT", &bars).await.unwrap(); // miss
    service.invalidate("AAPL").await.unwrap(); // invalidation

    let stats = service.get_stats().await;
    assert_eq!(stats.hits, 1);
    assert_eq!(stats.misses, 2);
    assert_eq!(stats.invalidations, 1);
    assert!(stats.features_computed > 0);
    assert!(stats.features_loaded > 0);

    // Hit rate should be 1/3 ≈ 0.333
    assert!((stats.hit_rate() - 0.333).abs() < 0.01);
}

#[tokio::test]
async fn test_data_hash_determinism() {
    let service = FeatureCacheService::new(None, Some(10), None);
    let bars = create_test_bars(50, 0.0);

    // Compute features twice with same data
    let result1 = service.get_or_compute("TEST", &bars).await.unwrap();
    let result2 = service.get_or_compute("TEST", &bars).await.unwrap();

    // Should get cache hit (same hash)
    let stats = service.get_stats().await;
    assert_eq!(stats.hits, 1);
    assert_eq!(stats.misses, 1);

    // Results should be identical
    assert_eq!(result1.sample_count, result2.sample_count);
    assert_eq!(result1.feature_dim, result2.feature_dim);
}

#[tokio::test]
async fn test_feature_matrix_validation() {
    let service = FeatureCacheService::new(None, Some(10), None);
    let bars = create_test_bars(50, 0.0);

    let matrix = service.get_or_compute("TEST", &bars).await.unwrap();

    // Validate matrix
    assert!(matrix.validate().is_ok());
    assert_eq!(matrix.symbol, "TEST");
    assert_eq!(matrix.sample_count, 50);
    assert_eq!(matrix.feature_dim, 15);
}