foxhunt/common/src/ml_strategy.rs

//! Shared ML Strategy for Foxhunt Trading System
//!
//! This module provides a unified ML strategy implementation that is used by both
//! trading service and backtesting service to ensure consistent ML predictions
//! across all services. This eliminates code duplication and ensures ONE SINGLE SYSTEM.
//!
//! # Architecture
//!
//! ```text
//! SharedMLStrategy
//!     ├─ MLModelAdapter (abstraction over ml crate models)
//!     ├─ FeatureExtractor (consistent feature engineering)
//!     ├─ EnsembleCoordinator (weighted voting)
//!     └─ ModelPerformanceTracker (metrics)
//! ```

use anyhow::Result;
use chrono::{DateTime, Datelike, Timelike, Utc};
use serde::{Deserialize, Serialize};
use std::collections::HashMap;
use std::sync::Arc;
use tokio::sync::RwLock;

// Import technical indicators from common::features
use crate::features::{RSI, EMA, MACD, BollingerBands, ATR, ADX};
use crate::error::CommonError;

/// WAVE 10: Trait for pluggable 225-feature extraction
///
/// This trait allows applications to inject the production-grade feature extractor
/// from the `ml` crate without creating circular dependencies.
///
/// # Example
/// ```rust,ignore
/// use ml::features::extraction::FeatureExtractor as MLExtractor;
/// use common::ml_strategy::ProductionFeatureExtractor225;
///
/// struct ML225Extractor {
///     inner: MLExtractor,
/// }
///
/// impl ProductionFeatureExtractor225 for ML225Extractor {
///     fn update(&mut self, price: f64, volume: f64, timestamp: DateTime<Utc>) -> Result<()> {
///         let bar = ml::features::extraction::OHLCVBar { ... };
///         self.inner.update(&bar)
///     }
///
///     fn extract_features(&mut self) -> Result<Vec<f64>> {
///         Ok(self.inner.extract_current_features()?.to_vec())
///     }
/// }
/// ```
pub trait ProductionFeatureExtractor225: Send + Sync {
    /// Update internal state with new market data
    fn update(&mut self, price: f64, volume: f64, timestamp: DateTime<Utc>) -> Result<()>;

    /// Extract 225-dimensional feature vector from current state
    fn extract_features(&mut self) -> Result<Vec<f64>>;
}

/// ML prediction result
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct MLPrediction {
    /// Model identifier
    pub model_id: String,
    /// Prediction value (0.0-1.0)
    pub prediction_value: f64,
    /// Confidence score (0.0-1.0)
    pub confidence: f64,
    /// Features used for prediction
    pub features: Vec<f64>,
    /// Prediction timestamp
    pub timestamp: DateTime<Utc>,
    /// Inference latency in microseconds
    pub inference_latency_us: u64,
}

/// ML model performance metrics
#[derive(Debug, Clone, Default, Serialize, Deserialize)]
pub struct MLModelPerformance {
    /// Model identifier
    pub model_id: String,
    /// Total predictions made
    pub total_predictions: u64,
    /// Correct predictions
    pub correct_predictions: u64,
    /// Average inference latency
    pub avg_latency_us: f64,
    /// Average confidence score
    pub avg_confidence: f64,
    /// Model accuracy percentage
    pub accuracy_percentage: f64,
    /// Returns generated
    pub returns: Vec<f64>,
    /// Sharpe ratio
    pub sharpe_ratio: f64,
    /// Maximum drawdown
    pub max_drawdown: f64,
}

/// Feature extraction for ML models
#[derive(Debug, Clone)]
#[allow(dead_code)] // Some fields are internal state for future use
pub struct MLFeatureExtractor {
    /// Lookback window for features
    pub lookback_periods: usize,
    /// Expected feature count (26=Wave A, 30=Wave A+4 extra, 36=Wave B, 65=Wave C)
    expected_feature_count: usize,
    /// Price history buffer
    price_history: Vec<f64>,
    /// Volume history buffer
    volume_history: Vec<f64>,
    /// High/low price history for oscillators (simulated from close price)
    high_low_history: Vec<(f64, f64)>,
    /// EMA-9 state
    ema_9: Option<f64>,
    /// EMA-21 state
    ema_21: Option<f64>,
    /// EMA-50 state
    ema_50: Option<f64>,
    /// On-Balance Volume (OBV) cumulative value
    obv: f64,
    /// OBV history for momentum calculation (last 10 periods)
    obv_history: Vec<f64>,
    /// Accumulation/Distribution Line cumulative value
    ad_line: f64,
    /// Volume MA fast (5-period) for volume oscillator
    volume_ma_fast: Option<f64>,
    /// Volume MA slow (20-period) for volume oscillator
    volume_ma_slow: Option<f64>,
    /// EMA-10 for EMA ratio
    ema_10: Option<f64>,
    /// VWAP cumulative price*volume sum
    vwap_pv_sum: f64,
    /// VWAP cumulative volume sum
    vwap_volume_sum: f64,
    /// RSI average gain (14-period EMA)
    rsi_avg_gain: Option<f64>,
    /// RSI average loss (14-period EMA)
    rsi_avg_loss: Option<f64>,
    /// MACD EMA-12
    macd_ema_12: Option<f64>,
    /// MACD EMA-26
    macd_ema_26: Option<f64>,
    /// MACD Signal EMA-9
    macd_signal: Option<f64>,
    /// Stochastic %K history for %D calculation
    stoch_k_history: Vec<f64>,
    /// ADX (Average Directional Index) for trend strength
    adx: Option<f64>,
    /// +DI (Positive Directional Indicator)
    plus_di: Option<f64>,
    /// -DI (Negative Directional Indicator)
    minus_di: Option<f64>,
    /// Smoothed +DM (for incremental ADX calculation)
    plus_dm_smooth: Option<f64>,
    /// Smoothed -DM (for incremental ADX calculation)
    minus_dm_smooth: Option<f64>,
    /// ATR (Average True Range) for ADX calculation
    atr: Option<f64>,
    /// Rolling volatility history for percentile calculation
    volatility_history: Vec<f64>,
    /// Rolling volume history for percentile calculation (separate from main volume buffer)
    volume_percentile_buffer: Vec<f64>,
    /// Return history for autocorrelation calculation
    returns_history: Vec<f64>,
    /// Momentum ROC(5) history for acceleration calculation
    momentum_roc_5_history: Vec<f64>,
    /// Momentum ROC(10) history for acceleration calculation
    momentum_roc_10_history: Vec<f64>,
    /// Acceleration history for jerk calculation
    acceleration_history: Vec<f64>,
    /// Price highs for divergence detection (last 20 periods)
    price_highs: Vec<f64>,
    /// Momentum highs for divergence detection (last 20 periods)
    momentum_highs: Vec<f64>,
    /// Historical momentum values for regime classification (last 100 periods)
    momentum_regime_history: Vec<f64>,

    // NEW: Technical indicators from common::features (Wave D support)
    /// RSI calculator (14-period)
    rsi_calculator: RSI,
    /// EMA fast (12-period)
    ema_fast_calculator: EMA,
    /// EMA slow (26-period)
    ema_slow_calculator: EMA,
    /// MACD calculator (12, 26, 9)
    macd_calculator: MACD,
    /// Bollinger Bands (20-period, 2.0 std)
    bollinger_calculator: BollingerBands,
    /// ATR calculator (14-period)
    atr_calculator: ATR,
    /// ADX calculator (14-period)
    adx_calculator: ADX,
}

impl MLFeatureExtractor {
    /// Create new feature extractor with 30 features (Wave A + 4 Wave C indicators)
    pub fn new(lookback_periods: usize) -> Self {
        Self::with_feature_count(lookback_periods, 30) // Default: 30 features
    }

    /// Create feature extractor with specific feature count
    ///
    /// Supported feature counts:
    /// - 26: Wave A baseline (technical indicators only, no Wave C features)
    /// - 30: Wave A + 4 Wave C indicators (current default)
    /// - 36: Wave B (alternative bars)
    /// - 65: Wave C (advanced features)
    pub fn with_feature_count(lookback_periods: usize, feature_count: usize) -> Self {
        Self {
            lookback_periods,
            expected_feature_count: feature_count,
            price_history: Vec::with_capacity(lookback_periods + 1),
            volume_history: Vec::with_capacity(lookback_periods + 1),
            high_low_history: Vec::with_capacity(lookback_periods + 1),
            ema_9: None,
            ema_21: None,
            ema_50: None,
            obv: 0.0,
            obv_history: Vec::with_capacity(10),
            ad_line: 0.0,
            volume_ma_fast: None,
            volume_ma_slow: None,
            ema_10: None,
            vwap_pv_sum: 0.0,
            vwap_volume_sum: 0.0,
            rsi_avg_gain: None,
            rsi_avg_loss: None,
            macd_ema_12: None,
            macd_ema_26: None,
            macd_signal: None,
            stoch_k_history: Vec::with_capacity(3),
            adx: None,
            plus_di: None,
            minus_di: None,
            plus_dm_smooth: None,
            minus_dm_smooth: None,
            atr: None,
            volatility_history: Vec::with_capacity(lookback_periods),
            volume_percentile_buffer: Vec::with_capacity(lookback_periods),
            returns_history: Vec::with_capacity(lookback_periods),
            momentum_roc_5_history: Vec::with_capacity(lookback_periods),
            momentum_roc_10_history: Vec::with_capacity(lookback_periods),
            acceleration_history: Vec::with_capacity(lookback_periods),
            price_highs: Vec::with_capacity(20),
            momentum_highs: Vec::with_capacity(20),
            momentum_regime_history: Vec::with_capacity(100),

            // Initialize technical indicators from common::features
            rsi_calculator: RSI::new(14),
            ema_fast_calculator: EMA::new(12),
            ema_slow_calculator: EMA::new(26),
            macd_calculator: MACD::new(12, 26, 9),
            bollinger_calculator: BollingerBands::new(20, 2.0),
            atr_calculator: ATR::new(14),
            adx_calculator: ADX::new(14),
        }
    }

    /// Convenience constructors for specific Wave configurations
    pub fn new_wave_a(lookback_periods: usize) -> Self {
        Self::with_feature_count(lookback_periods, 26)
    }

    pub fn new_wave_a_plus(lookback_periods: usize) -> Self {
        Self::with_feature_count(lookback_periods, 30)
    }

    pub fn new_wave_b(lookback_periods: usize) -> Self {
        Self::with_feature_count(lookback_periods, 36)
    }

    pub fn new_wave_c(lookback_periods: usize) -> Self {
        Self::with_feature_count(lookback_periods, 65)
    }

    /// Create new Wave D feature extractor with 225 features (201 Wave C + 24 Wave D)
    pub fn new_wave_d(lookback_periods: usize) -> Self {
        Self::with_feature_count(lookback_periods, 225)
    }

    /// Get expected feature count
    pub fn expected_feature_count(&self) -> usize {
        self.expected_feature_count
    }

    /// Extract features from market data
    pub fn extract_features(
        &mut self,
        price: f64,
        volume: f64,
        timestamp: DateTime<Utc>,
    ) -> Vec<f64> {
        // Update price and volume history
        self.price_history.push(price);
        self.volume_history.push(volume);

        // Simulate high/low with 0.1% spread (typical intraday range)
        self.high_low_history.push((price * 1.001, price * 0.999));

        // Keep only the required lookback periods
        if self.price_history.len() > self.lookback_periods {
            self.price_history.remove(0);
        }
        if self.volume_history.len() > self.lookback_periods {
            self.volume_history.remove(0);
        }
        if self.high_low_history.len() > self.lookback_periods {
            self.high_low_history.remove(0);
        }

        // Calculate EMAs with exponential smoothing
        // EMA_today = (Price_today * α) + (EMA_yesterday * (1 - α))
        // α = 2 / (period + 1)

        let alpha_9 = 2.0 / (9.0 + 1.0); // α = 0.2
        let alpha_21 = 2.0 / (21.0 + 1.0); // α ≈ 0.0909
        let alpha_50 = 2.0 / (50.0 + 1.0); // α ≈ 0.0392

        // Update EMA-9
        self.ema_9 = Some(match self.ema_9 {
            Some(prev_ema) => price * alpha_9 + prev_ema * (1.0 - alpha_9),
            None => price, // Initialize with first price
        });

        // Update EMA-21
        self.ema_21 = Some(match self.ema_21 {
            Some(prev_ema) => price * alpha_21 + prev_ema * (1.0 - alpha_21),
            None => price, // Initialize with first price
        });

        // Update EMA-50
        self.ema_50 = Some(match self.ema_50 {
            Some(prev_ema) => price * alpha_50 + prev_ema * (1.0 - alpha_50),
            None => price, // Initialize with first price
        });

        let ema_9_val = self.ema_9.unwrap_or(price);
        let ema_21_val = self.ema_21.unwrap_or(price);
        let ema_50_val = self.ema_50.unwrap_or(price);

        // Extract technical features
        let mut features = Vec::new();

        if self.price_history.len() >= 2 {
            // Price momentum (returns)
            let current_price = self.price_history.last().copied().unwrap_or(0.0);
            let prev_price = self
                .price_history
                .get(self.price_history.len() - 2)
                .copied()
                .unwrap_or(current_price);
            let price_return = if prev_price != 0.0 {
                (current_price - prev_price) / prev_price
            } else {
                0.0
            };
            features.push(price_return);

            // Short-term moving average
            if self.price_history.len() >= 5 {
                let short_ma: f64 = self.price_history.iter().rev().take(5).sum::<f64>() / 5.0;
                let ma_ratio = if short_ma != 0.0 {
                    current_price / short_ma - 1.0
                } else {
                    0.0
                };
                features.push(ma_ratio);
            } else {
                features.push(0.0);
            }

            // Price volatility (rolling standard deviation)
            if self.price_history.len() >= 10 {
                let recent_returns: Vec<f64> = self
                    .price_history
                    .windows(2)
                    .rev()
                    .take(9)
                    .filter_map(|w| w.get(1).and_then(|&w1| w.first().map(|&w0| (w1 - w0) / w0)))
                    .collect();

                let mean_return = recent_returns.iter().sum::<f64>() / recent_returns.len() as f64;
                let variance = recent_returns
                    .iter()
                    .map(|&r| (r - mean_return).powi(2))
                    .sum::<f64>()
                    / recent_returns.len() as f64;
                let volatility = variance.sqrt();
                features.push(volatility);
            } else {
                features.push(0.0);
            }
        } else {
            features.extend_from_slice(&[0.0, 0.0, 0.0]);
        }

        // Volume features
        if self.volume_history.len() >= 2 {
            let current_volume = self.volume_history.last().copied().unwrap_or(0.0);
            let prev_volume = self
                .volume_history
                .get(self.volume_history.len() - 2)
                .copied()
                .unwrap_or(current_volume);
            let volume_ratio = if prev_volume != 0.0 {
                current_volume / prev_volume - 1.0
            } else {
                0.0
            };
            features.push(volume_ratio);

            // Volume moving average
            if self.volume_history.len() >= 5 {
                let volume_ma = self.volume_history.iter().rev().take(5).sum::<f64>() / 5.0;
                let volume_ma_ratio = if volume_ma != 0.0 {
                    current_volume / volume_ma - 1.0
                } else {
                    0.0
                };
                features.push(volume_ma_ratio);
            } else {
                features.push(0.0);
            }
        } else {
            features.extend_from_slice(&[0.0, 0.0]);
        }

        // Add time-based features
        let hour = timestamp.hour() as f64 / 24.0; // Normalized hour
        let day_of_week = timestamp.weekday().num_days_from_monday() as f64 / 6.0; // Normalized day
        features.push(hour);
        features.push(day_of_week);

        // Williams %R (14-period)
        // Formula: (Highest High - Close) / (Highest High - Lowest Low) * -100
        // Range: -100 (oversold) to 0 (overbought)
        if self.high_low_history.len() >= 14 && self.price_history.len() >= 14 {
            let recent_high_lows: Vec<(f64, f64)> = self
                .high_low_history
                .iter()
                .rev()
                .take(14)
                .copied()
                .collect();
            let highest_high = recent_high_lows
                .iter()
                .map(|(h, _)| h)
                .fold(f64::NEG_INFINITY, |a, &b| a.max(b));
            let lowest_low = recent_high_lows
                .iter()
                .map(|(_, l)| l)
                .fold(f64::INFINITY, |a, &b| a.min(b));

            let current_price = self.price_history.last().copied().unwrap_or(0.0);
            let williams_r = if highest_high != lowest_low {
                ((highest_high - current_price) / (highest_high - lowest_low)) * -100.0
            } else {
                -50.0 // Neutral value when range is zero
            };

            // Normalize to [-1, 1]: Williams %R is in range [-100, 0]
            // Map -100 (oversold) to -1, 0 (overbought) to +1
            let normalized_williams_r = (williams_r + 50.0) / 50.0; // Maps [-100, 0] to [-1, 1]
            features.push(normalized_williams_r.tanh());
        } else {
            features.push(0.0);
        }

        // ROC - Rate of Change (12-period)
        // Formula: ((Current Price - Price n periods ago) / Price n periods ago) * 100
        // Measures momentum magnitude
        if self.price_history.len() >= 13 {
            // Need 13 prices for 12-period ROC
            let current_price = self.price_history.last().copied().unwrap_or(0.0);
            let price_12_periods_ago = self
                .price_history
                .get(self.price_history.len() - 13)
                .copied()
                .unwrap_or(current_price);

            let roc = if price_12_periods_ago != 0.0 {
                ((current_price - price_12_periods_ago) / price_12_periods_ago) * 100.0
            } else {
                0.0
            };

            // ROC can range widely, normalize with tanh
            features.push((roc / 100.0).tanh()); // Divide by 100 to scale before tanh
        } else {
            features.push(0.0);
        }

        // Ultimate Oscillator (7, 14, 28 periods)
        // Multi-timeframe oscillator that reduces false signals
        // Formula: Weighted average of 3 buying pressure ratios (BP/TR)
        if self.price_history.len() >= 29 && self.high_low_history.len() >= 29 {
            // Calculate buying pressure and true range for each period
            let mut buying_pressures = Vec::new();
            let mut true_ranges = Vec::new();

            for i in 1..self.price_history.len() {
                let current_close = match self.price_history.get(i) {
                    Some(&price) => price,
                    None => continue,
                };
                let prev_close = self.price_history.get(i - 1).copied().unwrap_or(current_close);
                let (current_high, current_low) = match self.high_low_history.get(i) {
                    Some(&hl) => hl,
                    None => continue,
                };

                // Buying Pressure = Close - min(Low, Previous Close)
                let bp = current_close - current_low.min(prev_close);
                buying_pressures.push(bp);

                // True Range = max(High, Previous Close) - min(Low, Previous Close)
                let tr = current_high.max(prev_close) - current_low.min(prev_close);
                true_ranges.push(tr);
            }

            // Calculate averages for 7, 14, 28 periods
            let calculate_avg = |data: &[f64], periods: usize| -> f64 {
                if data.len() >= periods {
                    let sum: f64 = data.iter().rev().take(periods).sum();
                    sum / periods as f64
                } else {
                    0.0
                }
            };

            let bp_7 = calculate_avg(&buying_pressures, 7);
            let tr_7 = calculate_avg(&true_ranges, 7);
            let avg_7 = if tr_7 != 0.0 { bp_7 / tr_7 } else { 0.0 };

            let bp_14 = calculate_avg(&buying_pressures, 14);
            let tr_14 = calculate_avg(&true_ranges, 14);
            let avg_14 = if tr_14 != 0.0 { bp_14 / tr_14 } else { 0.0 };

            let bp_28 = calculate_avg(&buying_pressures, 28);
            let tr_28 = calculate_avg(&true_ranges, 28);
            let avg_28 = if tr_28 != 0.0 { bp_28 / tr_28 } else { 0.0 };

            // Ultimate Oscillator formula with weights 4, 2, 1 (sum to 7)
            let ultimate_oscillator =
                ((avg_7 * 4.0) + (avg_14 * 2.0) + (avg_28 * 1.0)) / 7.0 * 100.0;

            // Ultimate Oscillator typically ranges from 0 to 100
            // Normalize to [-1, 1]: map [0, 100] to [-1, 1]
            let normalized_uo = (ultimate_oscillator - 50.0) / 50.0;
            features.push(normalized_uo.tanh());
        } else {
            features.push(0.0);
        }

        // Volume-based technical indicators

        // 1. On-Balance Volume (OBV)
        // OBV tracks cumulative volume flow: +volume on up days, -volume on down days
        if self.price_history.len() >= 2 {
            let current_price = self.price_history.last().copied().unwrap_or(0.0);
            let prev_price = self
                .price_history
                .get(self.price_history.len() - 2)
                .copied()
                .unwrap_or(current_price);
            let current_volume = self.volume_history.last().copied().unwrap_or(0.0);

            // Update OBV: add volume if price up, subtract if price down
            if current_price > prev_price {
                self.obv += current_volume;
            } else if current_price < prev_price {
                self.obv -= current_volume;
            }
            // If price unchanged, OBV unchanged

            // Normalize OBV using tanh (already handles large values well)
            let obv_normalized = (self.obv / 1_000_000.0).tanh(); // Scale for typical volume ranges
            features.push(obv_normalized);
        } else {
            features.push(0.0);
        }

        // 2. Money Flow Index (MFI) - 14 period
        // MFI is a momentum indicator using price and volume, ranges 0-100
        // MFI = 100 - (100 / (1 + Money Flow Ratio))
        // Money Flow Ratio = (14-period Positive Money Flow) / (14-period Negative Money Flow)
        if self.price_history.len() >= 15 && self.volume_history.len() >= 15 {
            let mut positive_mf = 0.0;
            let mut negative_mf = 0.0;

            // Calculate money flow over last 14 periods
            for i in 0..14 {
                let idx = self.price_history.len() - 15 + i; // -15 to include previous period for comparison
                if idx == 0 {
                    continue;
                }

                let current_price = match self.price_history.get(idx) {
                    Some(&price) => price,
                    None => continue,
                };
                let prev_price = match self.price_history.get(idx - 1) {
                    Some(&price) => price,
                    None => continue,
                };
                let volume = match self.volume_history.get(idx) {
                    Some(&v) => v,
                    None => continue,
                };

                // Typical Price = (High + Low + Close) / 3
                // For OHLCV data we only have Close, so use Close as typical price
                let typical_price = current_price;
                let money_flow = typical_price * volume;

                if current_price > prev_price {
                    positive_mf += money_flow;
                } else if current_price < prev_price {
                    negative_mf += money_flow;
                }
            }

            let mfi = if negative_mf > 0.0 {
                let money_flow_ratio = positive_mf / negative_mf;
                100.0 - (100.0 / (1.0 + money_flow_ratio))
            } else if positive_mf > 0.0 {
                100.0 // All positive flow
            } else {
                50.0 // No flow (neutral)
            };

            // Normalize MFI from [0, 100] to [-1, 1]
            let mfi_normalized = ((mfi / 50.0) - 1.0).tanh();
            features.push(mfi_normalized);
        } else {
            features.push(0.0);
        }

        // 3. VWAP (Volume-Weighted Average Price)
        // VWAP = Cumulative(Price * Volume) / Cumulative(Volume)
        if !self.price_history.is_empty() && !self.volume_history.is_empty() {
            let current_price = self.price_history.last().copied().unwrap_or(0.0);
            let current_volume = self.volume_history.last().copied().unwrap_or(0.0);

            // Update cumulative values
            self.vwap_pv_sum += current_price * current_volume;
            self.vwap_volume_sum += current_volume;

            let vwap = if self.vwap_volume_sum > 0.0 {
                self.vwap_pv_sum / self.vwap_volume_sum
            } else {
                current_price
            };

            // VWAP as price ratio: (current_price - VWAP) / VWAP
            let vwap_ratio = if vwap > 0.0 {
                (current_price - vwap) / vwap
            } else {
                0.0
            };

            // Normalize using tanh
            let vwap_normalized = vwap_ratio.tanh();
            features.push(vwap_normalized);
        } else {
            features.push(0.0);
        }

        // Add EMA features (normalized to [-1, 1])
        // Normalize: (current_price / EMA - 1.0).tanh()
        let ema_9_norm = if ema_9_val != 0.0 {
            (price / ema_9_val - 1.0).tanh()
        } else {
            0.0
        };
        let ema_21_norm = if ema_21_val != 0.0 {
            (price / ema_21_val - 1.0).tanh()
        } else {
            0.0
        };
        let ema_50_norm = if ema_50_val != 0.0 {
            (price / ema_50_val - 1.0).tanh()
        } else {
            0.0
        };

        // EMA cross signals
        let ema_9_21_cross = if ema_9_val > ema_21_val { 1.0 } else { -1.0 };
        let ema_21_50_cross = if ema_21_val > ema_50_val { 1.0 } else { -1.0 };

        features.extend_from_slice(&[
            ema_9_norm,
            ema_21_norm,
            ema_50_norm,
            ema_9_21_cross,
            ema_21_50_cross,
        ]);

        // ADX (Average Directional Index) - 14-period
        // ADX measures trend strength (0-100), NOT direction
        // Formula:
        // 1. Calculate True Range (TR) = max(high - low, abs(high - prev_close), abs(low - prev_close))
        // 2. Calculate +DM = max(0, high - prev_high), -DM = max(0, prev_low - low)
        // 3. Smooth TR, +DM, -DM using Wilder's smoothing (14-period EMA with α=1/14)
        // 4. Calculate +DI = (+DM_smooth / TR_smooth) * 100, -DI = (-DM_smooth / TR_smooth) * 100
        // 5. Calculate DX = abs(+DI - -DI) / (+DI + -DI) * 100
        // 6. ADX = Wilder's smoothing of DX over 14 periods
        //
        // Incremental update: O(1) using exponential smoothing
        if self.high_low_history.len() >= 2 && self.price_history.len() >= 2 {
            let current_idx = self.high_low_history.len() - 1;
            let prev_idx = current_idx - 1;

            let (current_high, current_low) = match self.high_low_history.get(current_idx) {
                Some(&hl) => hl,
                None => return features, // Safety: shouldn't happen after length check
            };
            let (prev_high, prev_low) = match self.high_low_history.get(prev_idx) {
                Some(&hl) => hl,
                None => return features,
            };
            let _current_close = match self.price_history.get(current_idx) {
                Some(&price) => price,
                None => return features,
            };
            let prev_close = match self.price_history.get(prev_idx) {
                Some(&price) => price,
                None => return features,
            };

            // 1. Calculate True Range (TR)
            let tr = (current_high - current_low)
                .max((current_high - prev_close).abs())
                .max((current_low - prev_close).abs());

            // 2. Calculate Directional Movement (+DM, -DM)
            let high_move = current_high - prev_high;
            let low_move = prev_low - current_low;

            let (plus_dm, minus_dm) = if high_move > low_move && high_move > 0.0 {
                (high_move, 0.0) // Upward movement dominates
            } else if low_move > high_move && low_move > 0.0 {
                (0.0, low_move) // Downward movement dominates
            } else {
                (0.0, 0.0) // No clear directional movement
            };

            // 3. Smooth TR, +DM, -DM using Wilder's smoothing (α = 1/14)
            // Wilder's smoothing: Smoothed_today = (Smoothed_yesterday * 13 + Value_today) / 14
            // This is equivalent to EMA with α = 1/14
            let alpha_wilder = 1.0 / 14.0;

            // Update ATR (smoothed TR)
            self.atr = Some(match self.atr {
                Some(prev_atr) => prev_atr * (1.0 - alpha_wilder) + tr * alpha_wilder,
                None => tr, // Initialize with first TR
            });

            // Smooth +DM using Wilder's smoothing
            self.plus_dm_smooth = Some(match self.plus_dm_smooth {
                Some(prev_smooth) => prev_smooth * (1.0 - alpha_wilder) + plus_dm * alpha_wilder,
                None => plus_dm, // Initialize with first +DM
            });

            // Smooth -DM using Wilder's smoothing
            self.minus_dm_smooth = Some(match self.minus_dm_smooth {
                Some(prev_smooth) => prev_smooth * (1.0 - alpha_wilder) + minus_dm * alpha_wilder,
                None => minus_dm, // Initialize with first -DM
            });

            let plus_dm_smooth_val = self.plus_dm_smooth.unwrap_or(0.0);
            let minus_dm_smooth_val = self.minus_dm_smooth.unwrap_or(0.0);

            // 4. Calculate +DI and -DI
            let atr_val = self.atr.unwrap_or(1.0);
            let plus_di_val = if atr_val > 0.0 {
                (plus_dm_smooth_val / atr_val) * 100.0
            } else {
                0.0
            };
            let minus_di_val = if atr_val > 0.0 {
                (minus_dm_smooth_val / atr_val) * 100.0
            } else {
                0.0
            };

            // Update +DI and -DI state
            self.plus_di = Some(plus_di_val);
            self.minus_di = Some(minus_di_val);

            // 5. Calculate DX (Directional Index)
            let di_sum = plus_di_val + minus_di_val;
            let dx = if di_sum > 0.0 {
                ((plus_di_val - minus_di_val).abs() / di_sum) * 100.0
            } else {
                0.0
            };

            // 6. Calculate ADX (smoothed DX using Wilder's smoothing)
            self.adx = Some(match self.adx {
                Some(prev_adx) => prev_adx * (1.0 - alpha_wilder) + dx * alpha_wilder,
                None => dx, // Initialize with first DX
            });

            // Normalize ADX from [0, 100] to [0, 1]
            let adx_normalized = self.adx.unwrap_or(0.0) / 100.0;
            features.push(adx_normalized.clamp(0.0, 1.0));
        } else {
            // Not enough data for ADX calculation
            features.push(0.0);
        }

        // Bollinger Bands Position (20-period, 2σ)
        // Formula: (price - middle) / (upper - lower)
        // where:
        //   middle = SMA(20)
        //   upper = middle + 2*std
        //   lower = middle - 2*std
        // Range: naturally in [-1, 1] when price is within bands
        //        can exceed when price is outside bands (normalized with clamp)
        // Position interpretation:
        //   +1.0: at or above upper band (overbought)
        //    0.0: at middle band (neutral)
        //   -1.0: at or below lower band (oversold)
        if self.price_history.len() >= 20 {
            // Calculate SMA(20)
            let recent_20_prices: Vec<f64> =
                self.price_history.iter().rev().take(20).copied().collect();

            let middle = recent_20_prices.iter().sum::<f64>() / 20.0;

            // Calculate standard deviation (20-period)
            let variance = recent_20_prices
                .iter()
                .map(|&p| (p - middle).powi(2))
                .sum::<f64>()
                / 20.0;
            let std_dev = variance.sqrt();

            // Calculate Bollinger Bands
            let upper = middle + 2.0 * std_dev;
            let lower = middle - 2.0 * std_dev;

            // Calculate Bollinger Bands Position
            let current_price = self.price_history.last().copied().unwrap_or(middle);

            let bb_position = if upper != lower {
                // Normal case: bands have width
                (current_price - middle) / (upper - lower)
            } else {
                // Edge case: zero volatility (upper == lower)
                // Return 0.0 (neutral position at middle band)
                0.0
            };

            // Normalize to [-1, 1] range using clamp
            // This handles cases where price is significantly outside bands
            features.push(bb_position.clamp(-1.0, 1.0));
        } else {
            // Insufficient history for Bollinger Bands (need 20 periods)
            features.push(0.0);
        }

        // Stochastic Oscillator (%K and %D) - 14-period
        // %K measures where current price is relative to 14-period high/low range
        // %D is 3-period SMA of %K (signal line)
        // Formula:
        // %K = (Close - Low14) / (High14 - Low14) * 100
        // %D = SMA(%K, 3)
        //
        // Incremental update: O(1) using sliding window for high/low extremes
        if self.high_low_history.len() >= 14 && self.price_history.len() >= 14 {
            // Get last 14 periods for high/low calculation
            let recent_high_lows: Vec<(f64, f64)> = self
                .high_low_history
                .iter()
                .rev()
                .take(14)
                .copied()
                .collect();

            // Find highest high and lowest low in 14-period window
            let highest_high = recent_high_lows
                .iter()
                .map(|(h, _)| h)
                .fold(f64::NEG_INFINITY, |a, &b| a.max(b));
            let lowest_low = recent_high_lows
                .iter()
                .map(|(_, l)| l)
                .fold(f64::INFINITY, |a, &b| a.min(b));

            let current_close = self.price_history.last().copied().unwrap_or(0.0);

            // Calculate %K
            let stoch_k = if highest_high != lowest_low {
                ((current_close - lowest_low) / (highest_high - lowest_low)) * 100.0
            } else {
                // Edge case: no range (flat prices)
                // Return 50.0 (middle of range) to avoid division by zero
                50.0
            };

            // Normalize %K from [0, 100] to [0, 1]
            let stoch_k_normalized = (stoch_k / 100.0).clamp(0.0, 1.0);

            // Store %K value for %D calculation (3-period SMA)
            self.stoch_k_history.push(stoch_k_normalized);
            if self.stoch_k_history.len() > 3 {
                self.stoch_k_history.remove(0);
            }

            // Calculate %D (3-period SMA of %K)
            let stoch_d = if self.stoch_k_history.len() >= 3 {
                let sum: f64 = self.stoch_k_history.iter().sum();
                sum / self.stoch_k_history.len() as f64
            } else {
                // Insufficient history for %D, return %K as approximation
                stoch_k_normalized
            };

            features.push(stoch_k_normalized);
            features.push(stoch_d.clamp(0.0, 1.0));
        } else {
            // Insufficient data for Stochastic calculation
            // Return neutral values (0.5 = middle of range)
            features.push(0.5);
            features.push(0.5);
        }

        // CCI (Commodity Channel Index) - 20-period momentum oscillator
        // Formula: CCI = (Typical Price - SMA20) / (0.015 * Mean Absolute Deviation)
        // Typical Price = (High + Low + Close) / 3
        // Mean Absolute Deviation = avg(abs(TP - SMA20)) over 20 periods
        //
        // CCI interpretation:
        //   > +100: Overbought (price above normal deviation range)
        //   < -100: Oversold (price below normal deviation range)
        //   [-100, +100]: Normal range
        //
        // Normalization: (CCI / 200).tanh() → [-1, 1] range
        // This preserves sign while capping extreme values
        if self.price_history.len() >= 20 && self.high_low_history.len() >= 20 {
            // Calculate Typical Price for last 20 periods
            let mut typical_prices: Vec<f64> = Vec::with_capacity(20);

            for i in 0..20 {
                let idx = self.price_history.len().saturating_sub(20).saturating_add(i);
                let close = match self.price_history.get(idx) {
                    Some(&price) => price,
                    None => continue,
                };
                let (high, low) = match self.high_low_history.get(idx) {
                    Some(&hl) => hl,
                    None => continue,
                };
                let typical_price = (high + low + close) / 3.0;
                typical_prices.push(typical_price);
            }

            // Calculate SMA of Typical Price (20-period)
            let tp_sma: f64 = typical_prices.iter().sum::<f64>() / 20.0;

            // Calculate Mean Absolute Deviation
            let mad: f64 = typical_prices
                .iter()
                .map(|&tp| (tp - tp_sma).abs())
                .sum::<f64>()
                / 20.0;

            // Get current typical price
            let current_close = self.price_history.last().copied().unwrap_or(0.0);
            let (current_high, current_low) = self
                .high_low_history
                .last()
                .copied()
                .unwrap_or((current_close, current_close));
            let current_tp = (current_high + current_low + current_close) / 3.0;

            // Calculate CCI
            let cci = if mad > 0.0 {
                // Standard CCI formula
                (current_tp - tp_sma) / (0.015 * mad)
            } else {
                // Edge case: zero mean deviation (all prices identical)
                // Return 0.0 (neutral value)
                0.0
            };

            // Normalize CCI using tanh
            // Divide by 200 to scale: ±100 → ±0.5, ±200 → ±1.0
            // tanh provides smooth sigmoid-like normalization
            let cci_normalized = (cci / 200.0).tanh();

            features.push(cci_normalized);
        } else {
            // Insufficient data for CCI calculation (need 20 periods)
            // Return 0.0 (neutral value)
            features.push(0.0);
        }

        // RSI (Relative Strength Index) - 14-period momentum oscillator
        // Formula: RSI = 100 - (100 / (1 + RS)), where RS = avg_gain / avg_loss
        // Uses Wilder's smoothing for exponential moving average
        if self.price_history.len() >= 2 {
            let current_close = self.price_history.last().copied().unwrap_or(0.0);
            let prev_close = self.price_history.get(self.price_history.len() - 2).copied().unwrap_or(current_close);

            // Calculate price change
            let change = current_close - prev_close;
            let gain = if change > 0.0 { change } else { 0.0 };
            let loss = if change < 0.0 { -change } else { 0.0 };

            // Update RSI exponential moving averages using Wilder's smoothing
            // First 14 periods: simple average, then EMA with alpha = 1/14
            match (self.rsi_avg_gain, self.rsi_avg_loss) {
                (Some(prev_gain), Some(prev_loss)) => {
                    // Wilder's smoothing: new_avg = (prev_avg * 13 + current_value) / 14
                    self.rsi_avg_gain = Some((prev_gain * 13.0 + gain) / 14.0);
                    self.rsi_avg_loss = Some((prev_loss * 13.0 + loss) / 14.0);
                },
                _ => {
                    // Initialize with first values (insufficient history for EMA)
                    self.rsi_avg_gain = Some(gain);
                    self.rsi_avg_loss = Some(loss);
                },
            }

            // Calculate RSI
            let rsi =
                if let (Some(avg_gain), Some(avg_loss)) = (self.rsi_avg_gain, self.rsi_avg_loss) {
                    if avg_loss > 0.0 {
                        // Standard RSI formula
                        let rs = avg_gain / avg_loss;
                        100.0 - (100.0 / (1.0 + rs))
                    } else if avg_gain > 0.0 {
                        // Only gains (no losses) -> RSI = 100 (overbought extreme)
                        100.0
                    } else {
                        // No gains and no losses -> RSI = 50 (neutral)
                        50.0
                    }
                } else {
                    // Insufficient data -> default to neutral
                    50.0
                };

            // Normalize RSI from [0, 100] to [0, 1]
            features.push((rsi / 100.0).clamp(0.0, 1.0));
        } else {
            // No previous close price -> default to neutral (0.5)
            features.push(0.5);
        }

        // MACD (Moving Average Convergence Divergence) - Agent A2
        // Formula:
        //   MACD Line = EMA(12) - EMA(26)
        //   Signal Line = EMA(9) of MACD Line
        // Normalization: (MACD / price).tanh() to get [-1, 1] range
        let alpha_12 = 2.0 / (12.0 + 1.0); // α = 0.1538
        let alpha_26 = 2.0 / (26.0 + 1.0); // α = 0.0741
        let alpha_9 = 2.0 / (9.0 + 1.0); // α = 0.2

        // Update EMA-12 for MACD
        self.macd_ema_12 = Some(match self.macd_ema_12 {
            Some(prev_ema) => price * alpha_12 + prev_ema * (1.0 - alpha_12),
            None => price,
        });

        // Update EMA-26 for MACD
        self.macd_ema_26 = Some(match self.macd_ema_26 {
            Some(prev_ema) => price * alpha_26 + prev_ema * (1.0 - alpha_26),
            None => price,
        });

        let ema_12 = self.macd_ema_12.unwrap_or(price);
        let ema_26 = self.macd_ema_26.unwrap_or(price);
        let macd_line = ema_12 - ema_26;

        // Update MACD Signal (EMA-9 of MACD line)
        self.macd_signal = Some(match self.macd_signal {
            Some(prev_signal) => macd_line * alpha_9 + prev_signal * (1.0 - alpha_9),
            None => macd_line,
        });

        let macd_signal_val = self.macd_signal.unwrap_or(macd_line);

        // Normalize to [-1, 1] range
        let macd_normalized = if price != 0.0 {
            (macd_line / price).tanh()
        } else {
            0.0
        };

        let macd_signal_normalized = if price != 0.0 {
            (macd_signal_val / price).tanh()
        } else {
            0.0
        };

        features.push(macd_normalized);
        features.push(macd_signal_normalized);

        // ========================================
        // WAVE C: Additional Volume & EMA Indicators (4 features)
        // ========================================

        // 1. OBV Momentum (10-period ROC)
        // OBV basic accumulation already exists (lines 395-412)
        // Now add momentum feature: (OBV_current - OBV_10_ago) / abs(OBV_10_ago)
        self.obv_history.push(self.obv);
        if self.obv_history.len() > 10 {
            self.obv_history.remove(0);
        }

        let obv_momentum = if self.obv_history.len() >= 10 {
            let obv_10_ago = self.obv_history.first().copied().unwrap_or(self.obv);
            if obv_10_ago.abs() > 0.0 {
                ((self.obv - obv_10_ago) / obv_10_ago.abs()).tanh()
            } else {
                0.0
            }
        } else {
            0.0
        };
        features.push(obv_momentum);

        // 2. Volume Oscillator: (vol_ma_fast - vol_ma_slow) / vol_ma_slow
        // Fast MA: 5-period, Slow MA: 20-period
        let alpha_vol_fast = 2.0 / (5.0 + 1.0); // α = 0.333
        let alpha_vol_slow = 2.0 / (20.0 + 1.0); // α = 0.095

        let current_volume = self.volume_history.last().copied().unwrap_or(0.0);

        // Update volume MAs
        self.volume_ma_fast = Some(match self.volume_ma_fast {
            Some(prev_ma) => current_volume * alpha_vol_fast + prev_ma * (1.0 - alpha_vol_fast),
            None => current_volume,
        });

        self.volume_ma_slow = Some(match self.volume_ma_slow {
            Some(prev_ma) => current_volume * alpha_vol_slow + prev_ma * (1.0 - alpha_vol_slow),
            None => current_volume,
        });

        let vol_ma_fast_val = self.volume_ma_fast.unwrap_or(current_volume);
        let vol_ma_slow_val = self.volume_ma_slow.unwrap_or(current_volume);

        let volume_oscillator = if vol_ma_slow_val > 0.0 {
            ((vol_ma_fast_val - vol_ma_slow_val) / vol_ma_slow_val).tanh()
        } else {
            0.0
        };
        features.push(volume_oscillator);

        // 3. A/D Line (Accumulation/Distribution Line)
        // Formula: A/D = Σ [((Close - Low) - (High - Close)) / (High - Low) * Volume]
        // Measures money flow: positive when close near high (accumulation)
        if !self.high_low_history.is_empty() && !self.price_history.is_empty() {
            let current_close = self.price_history.last().copied().unwrap_or(0.0);
            let (current_high, current_low) = self
                .high_low_history
                .last()
                .copied()
                .unwrap_or((current_close, current_close));
            let volume_val = self.volume_history.last().copied().unwrap_or(0.0);

            let money_flow_multiplier = if current_high != current_low {
                ((current_close - current_low) - (current_high - current_close))
                    / (current_high - current_low)
            } else {
                0.0 // No range, neutral
            };

            let money_flow_volume = money_flow_multiplier * volume_val;
            self.ad_line += money_flow_volume;

            // Normalize A/D Line with tanh
            let ad_normalized = (self.ad_line / 1_000_000.0).tanh();
            features.push(ad_normalized);
        } else {
            features.push(0.0);
        }

        // 4. EMA Ratio: EMA(10) / EMA(50) - trend strength indicator
        // Update EMA-10
        let alpha_10 = 2.0 / (10.0 + 1.0); // α = 0.1818
        self.ema_10 = Some(match self.ema_10 {
            Some(prev_ema) => price * alpha_10 + prev_ema * (1.0 - alpha_10),
            None => price,
        });

        let ema_10_val = self.ema_10.unwrap_or(price);

        let ema_ratio = if ema_50_val > 0.0 {
            ((ema_10_val / ema_50_val) - 1.0).tanh()
        } else {
            0.0
        };
        features.push(ema_ratio);

        // ========================================
        // Total Features: 26 (Wave A) + 4 (Wave C) = 30 features
        // ========================================
        // Wave A (26):
        //   0-6:   Original 7 features
        //   7-9:   Oscillators (Williams %R, ROC, Ultimate Oscillator)
        //   10-12: Volume indicators (OBV, MFI, VWAP)
        //   13-17: EMA features
        //   18:    ADX
        //   19:    Bollinger Bands Position
        //   20-21: Stochastic %K/%D
        //   22:    CCI
        //   23:    RSI
        //   24-25: MACD + Signal
        //
        // Wave C (4):
        //   26: OBV Momentum (10-period ROC)
        //   27: Volume Oscillator (5/20-period)
        //   28: A/D Line (Accumulation/Distribution)
        //   29: EMA Ratio (EMA-10 / EMA-50)

        // All features are already normalized in their respective calculations
        // No additional normalization needed (fixes double-tanh bug from Wave A)

        // ========================================
        // Wave D: Expand to 225 features if configured
        // ========================================
        if self.expected_feature_count == 225 {
            // Current features: 30
            // Need to add: 195 more features (30 → 225)

            // Update technical indicators from common::features and add their outputs
            // These replace/supplement the manual implementations above

            let high = price * 1.001; // Simulated high
            let low = price * 0.999;  // Simulated low

            // Features 30-35: Advanced RSI metrics (6 features)
            let rsi_value = self.rsi_calculator.update(price);
            features.push(rsi_value / 100.0); // Normalize to [0, 1]
            features.push((rsi_value / 100.0 - 0.5) * 2.0); // Center around 0
            features.push(if rsi_value > 70.0 { 1.0 } else { 0.0 }); // Overbought flag
            features.push(if rsi_value < 30.0 { 1.0 } else { 0.0 }); // Oversold flag
            features.push((rsi_value - 50.0).abs() / 50.0); // Distance from neutral
            features.push((rsi_value / 100.0).powi(2)); // RSI squared (momentum emphasis)

            // Features 36-41: EMA-based features (6 features)
            let ema_fast = self.ema_fast_calculator.update(price);
            let ema_slow = self.ema_slow_calculator.update(price);
            features.push((price / ema_fast - 1.0).tanh()); // Price vs EMA fast
            features.push((price / ema_slow - 1.0).tanh()); // Price vs EMA slow
            features.push((ema_fast / ema_slow - 1.0).tanh()); // EMA crossover
            features.push(if ema_fast > ema_slow { 1.0 } else { 0.0 }); // Bull/bear flag
            features.push(((ema_fast - ema_slow) / ema_slow).abs()); // EMA divergence magnitude
            features.push((ema_fast - ema_slow).signum()); // EMA trend direction

            // Features 42-47: MACD metrics (6 features)
            let (macd_line, macd_signal, macd_histogram) = self.macd_calculator.update(price);
            features.push(macd_line.tanh()); // MACD line (normalized)
            features.push(macd_signal.tanh()); // MACD signal (normalized)
            features.push(macd_histogram.tanh()); // MACD histogram (normalized)
            features.push(if macd_line > macd_signal { 1.0 } else { 0.0 }); // Bull/bear signal
            features.push((macd_histogram.abs() / (macd_line.abs() + 1e-8)).tanh()); // Histogram strength
            features.push(macd_histogram.signum()); // Histogram direction

            // Features 48-53: Bollinger Bands metrics (6 features)
            let (bb_upper, bb_middle, bb_lower) = self.bollinger_calculator.update(price);
            let bb_width = bb_upper - bb_lower;
            let bb_position = if bb_width > 0.0 {
                (price - bb_lower) / bb_width
            } else {
                0.5
            };
            features.push(bb_position.clamp(0.0, 1.0)); // Position in band [0, 1]
            features.push((price / bb_middle - 1.0).tanh()); // Price vs middle band
            features.push((bb_width / bb_middle).tanh()); // Band width (volatility)
            features.push(if price > bb_upper { 1.0 } else { 0.0 }); // Above upper band
            features.push(if price < bb_lower { 1.0 } else { 0.0 }); // Below lower band
            features.push(((bb_upper - bb_lower) / bb_middle * 100.0).tanh()); // %B indicator

            // Features 54-59: ATR metrics (6 features)
            let atr_value = self.atr_calculator.update(high, low, price);
            features.push((atr_value / price).tanh()); // ATR as % of price
            features.push((atr_value / price * 100.0).min(10.0) / 10.0); // ATR% clamped [0, 1]
            features.push(if atr_value > 0.0 { 1.0 } else { 0.0 }); // ATR active flag
            features.push((atr_value / (price * 0.01)).tanh()); // ATR in tick units
            features.push((atr_value.ln() + 5.0) / 10.0); // Log ATR (normalized)
            features.push((atr_value / (price + atr_value)).clamp(0.0, 1.0)); // ATR ratio

            // Features 60-65: ADX metrics (6 features)
            let (adx_value, plus_di, minus_di) = self.adx_calculator.update(high, low, price);
            features.push(adx_value / 100.0); // ADX [0, 1]
            features.push(plus_di / 100.0); // +DI [0, 1]
            features.push(minus_di / 100.0); // -DI [0, 1]
            features.push((plus_di - minus_di).abs() / 100.0); // DI spread
            features.push(if plus_di > minus_di { 1.0 } else { 0.0 }); // Bullish DI
            features.push((adx_value / 100.0 * (plus_di - minus_di).signum()).tanh()); // Directional strength

            // Features 66-224: Placeholder for Wave C advanced features (159 features)
            // TODO: Implement full 225-feature extraction
            // These features require complex logic from the ml crate:
            // - Fractional differentiation features (162 features, indices 39-200)
            // - Wave D regime detection features (24 features, indices 201-224):
            //   * CUSUM statistics (10 features, 201-210)
            //   * ADX & Directional (5 features, 211-215)
            //   * Transition probabilities (5 features, 216-220)
            //   * Adaptive strategy metrics (4 features, 221-224)
            //
            // For production use with 225 features, use ml::features::extraction::extract_ml_features()
            // which has the full implementation without circular dependencies.
            //
            // Current implementation provides 66 features (30 original + 36 new technical indicators)
            // Padding remaining 159 features with zeros for dimensional compatibility.

            features.resize(225, 0.0);
        }

        features
    }
}

/// Trait for ML model adapters
pub trait MLModelAdapter: Send + Sync {
    /// Get model prediction
    fn predict(&self, features: &[f64]) -> Result<MLPrediction>;

    /// Get model identifier
    fn model_id(&self) -> &str;

    /// Validate prediction against actual outcome
    fn validate_prediction(&mut self, prediction: &MLPrediction, actual_outcome: bool);
}

/// Simple DQN model adapter (for backtesting/simulation)
#[derive(Debug)]
pub struct SimpleDQNAdapter {
    model_id: String,
    weights: Vec<f64>,
    expected_feature_count: usize,
    predictions_made: u64,
    correct_predictions: u64,
}

impl SimpleDQNAdapter {
    /// Create new DQN adapter with 30 features (Wave A + 4 Wave C indicators)
    ///
    /// # Errors
    /// Returns `CommonError::Validation` if weight construction fails.
    pub fn new(model_id: String) -> std::result::Result<Self, CommonError> {
        Self::with_feature_count(model_id, 30)
    }

    /// Create DQN adapter with specific feature count
    ///
    /// Supported feature counts:
    /// - 26: Wave A baseline
    /// - 30: Wave A + 4 Wave C indicators (default)
    /// - 36: Wave B (alternative bars)
    /// - 65: Wave C (advanced features)
    /// - 225: Wave D (201 Wave C + 24 Wave D regime features)
    ///
    /// # Errors
    /// Returns `CommonError::Validation` if `feature_count` is not one of the supported values.
    pub fn with_feature_count(model_id: String, feature_count: usize) -> std::result::Result<Self, CommonError> {
        let weights = match feature_count {
            26 => {
                // Wave A: 26 features (baseline technical indicators)
                // Feature breakdown:
                // 0-6: Original 7 features (price_return, short_ma, volatility, volume_ratio, volume_ma_ratio, hour, day_of_week)
                // 7-9: Oscillators (williams_r, roc, ultimate_oscillator)
                // 10-12: Volume indicators (obv, mfi, vwap)
                // 13-17: EMA features (ema_9_norm, ema_21_norm, ema_50_norm, ema_9_21_cross, ema_21_50_cross)
                // 18: ADX (trend strength)
                // 19: Bollinger Bands Position (volatility/mean reversion)
                // 20: Stochastic %K (momentum oscillator)
                // 21: Stochastic %D (signal line)
                // 22: CCI (commodity momentum)
                // 23: RSI (relative strength)
                // 24: MACD (trend convergence)
                // 25: MACD Signal (signal line)
                vec![
                    // Original 7 features (indices 0-6)
                    0.1, -0.05, 0.2, 0.15, -0.1, 0.08, 0.03, // Oscillators (indices 7-9)
                    0.12, 0.09, 0.11, // Williams %R, ROC, Ultimate Oscillator
                    // Volume indicators (indices 10-12)
                    0.07, 0.06, 0.05, // OBV, MFI, VWAP
                    // EMA features (indices 13-17)
                    0.13, 0.14, 0.10, 0.18, -0.15, // EMA norms + crosses
                    // Wave A indicators (indices 18-25)
                    0.11,  // ADX (18) - trend strength indicator
                    0.16,  // Bollinger Bands Position (19) - volatility/mean reversion
                    -0.14, // Stochastic %K (20) - momentum (contrarian signal)
                    0.08,  // Stochastic %D (21) - signal line confirmation
                    0.09,  // CCI (22) - commodity momentum indicator
                    0.12,  // RSI (23) - relative strength
                    0.10,  // MACD (24) - trend following indicator
                    0.07,  // MACD Signal (25) - signal line confirmation
                ]
            },
            30 => {
                // Wave A + 4 Wave C indicators (default configuration)
                // Indices 0-25: Wave A features (26 total)
                // Indices 26-29: Wave C features (4 total: OBV momentum, Volume oscillator, A/D Line, EMA ratio)
                vec![
                    // Original 7 features (indices 0-6)
                    0.1, -0.05, 0.2, 0.15, -0.1, 0.08, 0.03, // Oscillators (indices 7-9)
                    0.12, 0.09, 0.11, // Williams %R, ROC, Ultimate Oscillator
                    // Volume indicators (indices 10-12)
                    0.07, 0.06, 0.05, // OBV, MFI, VWAP
                    // EMA features (indices 13-17)
                    0.13, 0.14, 0.10, 0.18, -0.15, // EMA norms + crosses
                    // Wave A indicators (indices 18-25)
                    0.11,  // ADX (18) - trend strength indicator
                    0.16,  // Bollinger Bands Position (19) - volatility/mean reversion
                    -0.14, // Stochastic %K (20) - momentum (contrarian signal)
                    0.08,  // Stochastic %D (21) - signal line confirmation
                    0.09,  // CCI (22) - commodity momentum indicator
                    0.12,  // RSI (23) - relative strength
                    0.10,  // MACD (24) - trend following indicator
                    0.07,  // MACD Signal (25) - signal line confirmation
                    // Wave C indicators (indices 26-29)
                    0.13, // OBV Momentum (26) - volume flow momentum
                    0.11, // Volume Oscillator (27) - volume trend strength
                    0.09, // A/D Line (28) - accumulation/distribution
                    0.15, // EMA Ratio (29) - multi-timeframe trend strength
                ]
            },
            36 => {
                // Wave B: 36 features (Wave A + alternative bars)
                // Use uniform weights for alternative bar features (indices 26-35)
                let mut w = vec![
                    // Original 7 features (indices 0-6)
                    0.1, -0.05, 0.2, 0.15, -0.1, 0.08, 0.03, // Oscillators (indices 7-9)
                    0.12, 0.09, 0.11, // Volume indicators (indices 10-12)
                    0.07, 0.06, 0.05, // EMA features (indices 13-17)
                    0.13, 0.14, 0.10, 0.18, -0.15, // Wave A indicators (indices 18-25)
                    0.11, 0.16, -0.14, 0.08, 0.09, 0.12, 0.10, 0.07,
                ];
                // Add 10 alternative bar features with uniform weights
                let uniform_weight = 1.0 / 36.0;
                w.extend(vec![uniform_weight; 10]);
                w
            },
            65 => {
                // Wave C: 65+ features (advanced features)
                // Use uniform weights for all features
                vec![1.0 / 65.0; 65]
            },
            225 => {
                // Wave D: 225 features (201 Wave C + 24 Wave D regime features)
                // Use uniform weights for all features
                vec![1.0 / 225.0; 225]
            },
            _ => return Err(CommonError::validation(format!(
                "Unsupported feature count: {}. Supported: 26, 30, 36, 65, 225",
                feature_count
            ))),
        };

        if weights.len() != feature_count {
            return Err(CommonError::validation(format!(
                "SimpleDQNAdapter weight count {} must match feature_count {}",
                weights.len(),
                feature_count
            )));
        }

        Ok(Self {
            model_id,
            weights,
            expected_feature_count: feature_count,
            predictions_made: 0,
            correct_predictions: 0,
        })
    }

    /// Wave A configuration: 26 features (baseline technical indicators)
    ///
    /// # Errors
    /// Returns `CommonError::Validation` if weight construction fails.
    pub fn new_wave_a(model_id: String) -> std::result::Result<Self, CommonError> {
        Self::with_feature_count(model_id, 26)
    }

    /// Wave A+ configuration: 30 features (Wave A + 4 Wave C indicators)
    ///
    /// # Errors
    /// Returns `CommonError::Validation` if weight construction fails.
    pub fn new_wave_a_plus(model_id: String) -> std::result::Result<Self, CommonError> {
        Self::with_feature_count(model_id, 30)
    }

    /// Wave B configuration: 36 features (Wave A + alternative bars)
    ///
    /// # Errors
    /// Returns `CommonError::Validation` if weight construction fails.
    pub fn new_wave_b(model_id: String) -> std::result::Result<Self, CommonError> {
        Self::with_feature_count(model_id, 36)
    }

    /// Wave C configuration: 65+ features (advanced features)
    ///
    /// # Errors
    /// Returns `CommonError::Validation` if weight construction fails.
    pub fn new_wave_c(model_id: String) -> std::result::Result<Self, CommonError> {
        Self::with_feature_count(model_id, 65)
    }

    /// Wave D configuration: 225 features (201 Wave C + 24 Wave D regime features)
    ///
    /// # Errors
    /// Returns `CommonError::Validation` if weight construction fails.
    pub fn new_wave_d(model_id: String) -> std::result::Result<Self, CommonError> {
        Self::with_feature_count(model_id, 225)
    }

    /// Get expected feature count for this adapter
    pub fn expected_feature_count(&self) -> usize {
        self.expected_feature_count
    }
}

impl MLModelAdapter for SimpleDQNAdapter {
    fn predict(&self, features: &[f64]) -> Result<MLPrediction> {
        // Dynamic feature validation using expected_feature_count
        if features.len() != self.expected_feature_count {
            return Err(anyhow::anyhow!(
                "Feature dimension mismatch: got {}, expected {}",
                features.len(),
                self.expected_feature_count
            ));
        }

        // Simple linear combination with sigmoid activation
        let linear_output: f64 = features
            .iter()
            .zip(self.weights.iter())
            .map(|(f, w)| f * w)
            .sum();

        let prediction_value = 1.0 / (1.0 + (-linear_output).exp()); // Sigmoid activation

        // Calculate confidence based on distance from 0.5
        let confidence = 0.5 + (prediction_value - 0.5).abs() * 0.8;

        Ok(MLPrediction {
            model_id: self.model_id.clone(),
            prediction_value,
            confidence,
            features: features.to_vec(),
            timestamp: Utc::now(),
            inference_latency_us: 50, // Simulated latency
        })
    }

    fn model_id(&self) -> &str {
        &self.model_id
    }

    fn validate_prediction(&mut self, prediction: &MLPrediction, actual_outcome: bool) {
        self.predictions_made += 1;

        // Simple validation: if prediction > 0.5 and outcome is positive, it's correct
        let predicted_positive = prediction.prediction_value > 0.5;
        if predicted_positive == actual_outcome {
            self.correct_predictions += 1;
        }
    }
}

/// Shared ML strategy implementation (ONE SINGLE SYSTEM)
pub struct SharedMLStrategy {
    /// Available ML models
    models: Arc<RwLock<HashMap<String, Box<dyn MLModelAdapter>>>>,
    /// Feature extractor - WAVE 10: Pluggable 225-feature extractor (inject from ml crate)
    feature_extractor_225: Option<Arc<RwLock<Box<dyn ProductionFeatureExtractor225>>>>,
    /// Fallback legacy feature extractor (66 features + 159 zeros) - DEPRECATED
    legacy_feature_extractor: Option<Arc<RwLock<MLFeatureExtractor>>>,
    /// Model performance tracking
    model_performance: Arc<RwLock<HashMap<String, MLModelPerformance>>>,
    /// Minimum confidence threshold
    min_confidence_threshold: f64,
}

impl std::fmt::Debug for SharedMLStrategy {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        f.debug_struct("SharedMLStrategy")
            .field("min_confidence_threshold", &self.min_confidence_threshold)
            .field("model_count", &"<async_lock>")
            .finish()
    }
}

impl SharedMLStrategy {
    /// Create new shared ML strategy with LEGACY feature extraction (66 features + 159 zeros)
    ///
    /// # DEPRECATED: Use `new_with_production_extractor()` instead
    ///
    /// This constructor creates a strategy with the legacy 66-feature extractor that pads
    /// with 159 zeros. This is ONLY for backward compatibility. Production code should use
    /// `new_with_production_extractor()` and inject the ml::features::extraction extractor.
    /// # Errors
    /// Returns `CommonError::Validation` if model adapter construction fails.
    pub fn new(lookback_periods: usize, min_confidence_threshold: f64) -> std::result::Result<Self, CommonError> {
        let mut models: HashMap<String, Box<dyn MLModelAdapter>> = HashMap::new();

        // Add default Wave D models (225 features)
        models.insert(
            "dqn_v1".to_string(),
            Box::new(SimpleDQNAdapter::new_wave_d("dqn_v1".to_string())?),
        );

        Ok(Self {
            models: Arc::new(RwLock::new(models)),
            feature_extractor_225: None,
            legacy_feature_extractor: Some(Arc::new(RwLock::new(
                MLFeatureExtractor::new_wave_d(lookback_periods),
            ))),
            model_performance: Arc::new(RwLock::new(HashMap::new())),
            min_confidence_threshold,
        })
    }

    /// Create new shared ML strategy with production-grade 225-feature extraction
    ///
    /// # WAVE 10 FIX: Now uses ml::features::extraction for all 225 features
    /// - No more 66 features + 159 zeros padding
    /// - Wave D features (201-224) are fully operational
    /// - Training-production feature parity achieved
    ///
    /// # Arguments
    /// - `extractor`: Production-grade 225-feature extractor (inject from ml crate)
    /// - `min_confidence_threshold`: Minimum confidence for predictions
    ///
    /// # Example
    /// ```rust,ignore
    /// use ml::features::extraction::FeatureExtractor;
    /// use common::ml_strategy::SharedMLStrategy;
    ///
    /// // Wrap ml extractor
    /// struct ML225Wrapper(FeatureExtractor);
    /// impl ProductionFeatureExtractor225 for ML225Wrapper { /* implement trait */ }
    ///
    /// let extractor = Box::new(ML225Wrapper(FeatureExtractor::new()));
    /// let strategy = SharedMLStrategy::new_with_production_extractor(extractor, 0.7);
    /// ```
    /// # Errors
    /// Returns `CommonError::Validation` if model adapter construction fails.
    pub fn new_with_production_extractor(
        extractor: Box<dyn ProductionFeatureExtractor225>,
        min_confidence_threshold: f64,
    ) -> std::result::Result<Self, CommonError> {
        let mut models: HashMap<String, Box<dyn MLModelAdapter>> = HashMap::new();

        // Add default Wave D models (225 features)
        models.insert(
            "dqn_v1".to_string(),
            Box::new(SimpleDQNAdapter::new_wave_d("dqn_v1".to_string())?),
        );

        Ok(Self {
            models: Arc::new(RwLock::new(models)),
            feature_extractor_225: Some(Arc::new(RwLock::new(extractor))),
            legacy_feature_extractor: None,
            model_performance: Arc::new(RwLock::new(HashMap::new())),
            min_confidence_threshold,
        })
    }

    /// Get ensemble prediction from all models
    ///
    /// # WAVE 10 FIX: Uses production extractor (225 features) if available, otherwise legacy (66+159 zeros)
    pub async fn get_ensemble_prediction(
        &self,
        price: f64,
        volume: f64,
        timestamp: DateTime<Utc>,
    ) -> Result<Vec<MLPrediction>> {
        // Extract features using production extractor (225 features) or legacy fallback
        let features: Vec<f64> = if let Some(ref prod_extractor) = self.feature_extractor_225 {
            // WAVE 10 PRODUCTION PATH: Use injected 225-feature extractor from ml crate
            let mut extractor = prod_extractor.write().await;
            extractor.update(price, volume, timestamp)?;
            extractor.extract_features()?
        } else if let Some(ref legacy_extractor) = self.legacy_feature_extractor {
            // LEGACY FALLBACK: 66 features + 159 zeros (DEPRECATED)
            tracing::warn!(
                "Using DEPRECATED legacy feature extractor (66 features + 159 zeros). \
                 Wave D features (201-224) will be ALL ZEROS. \
                 Use SharedMLStrategy::new_with_production_extractor() for production."
            );
            let mut extractor = legacy_extractor.write().await;
            extractor.extract_features(price, volume, timestamp)
        } else {
            anyhow::bail!("No feature extractor configured (neither production nor legacy)")
        };

        // Validate feature count
        if features.len() != 225 {
            tracing::error!(
                "Feature extraction returned {} features, expected 225. \
                 Models will receive incorrect input!",
                features.len()
            );
        }

        let mut predictions = Vec::new();

        // Get predictions from all models
        let models = self.models.read().await;
        for (model_id, model) in models.iter() {
            match model.predict(&features) {
                Ok(prediction) => {
                    if prediction.confidence >= self.min_confidence_threshold {
                        predictions.push(prediction);
                    }
                },
                Err(e) => {
                    tracing::warn!("Model {} failed to predict: {}", model_id, e);
                },
            }
        }

        Ok(predictions)
    }

    /// Calculate weighted ensemble vote
    pub fn calculate_ensemble_vote(&self, predictions: &[MLPrediction]) -> Option<(f64, f64)> {
        if predictions.is_empty() {
            return None;
        }

        let total_confidence: f64 = predictions.iter().map(|p| p.confidence).sum();
        if total_confidence == 0.0 {
            return None;
        }

        // Weighted average by confidence
        let weighted_prediction: f64 = predictions
            .iter()
            .map(|p| p.prediction_value * p.confidence)
            .sum::<f64>()
            / total_confidence;

        let average_confidence: f64 =
            predictions.iter().map(|p| p.confidence).sum::<f64>() / predictions.len() as f64;

        Some((weighted_prediction, average_confidence))
    }

    /// Validate predictions against actual market outcomes
    pub async fn validate_predictions(&self, predictions: &[MLPrediction], actual_return: f64) {
        let actual_outcome = actual_return > 0.0; // Positive return = good outcome

        let mut models = self.models.write().await;
        let mut performance = self.model_performance.write().await;

        for prediction in predictions {
            if let Some(model) = models.get_mut(&prediction.model_id) {
                model.validate_prediction(prediction, actual_outcome);
            }

            // Update performance tracking
            let perf = performance
                .entry(prediction.model_id.clone())
                .or_insert_with(|| MLModelPerformance {
                    model_id: prediction.model_id.clone(),
                    ..Default::default()
                });

            perf.total_predictions += 1;

            let predicted_positive = prediction.prediction_value > 0.5;
            if predicted_positive == actual_outcome {
                perf.correct_predictions += 1;
            }

            perf.accuracy_percentage = if perf.total_predictions > 0 {
                (perf.correct_predictions as f64 / perf.total_predictions as f64) * 100.0
            } else {
                0.0
            };

            // Update average confidence
            let total_samples = perf.total_predictions as f64;
            perf.avg_confidence = (perf.avg_confidence * (total_samples - 1.0)
                + prediction.confidence)
                / total_samples;

            // Update average latency
            perf.avg_latency_us = (perf.avg_latency_us * (total_samples - 1.0)
                + prediction.inference_latency_us as f64)
                / total_samples;
        }
    }

    /// Get performance summary for all models
    pub async fn get_performance_summary(&self) -> HashMap<String, MLModelPerformance> {
        self.model_performance.read().await.clone()
    }

    /// Add a model to the strategy
    pub async fn add_model(&self, model_id: String, model: Box<dyn MLModelAdapter>) {
        let mut models = self.models.write().await;
        models.insert(model_id, model);
    }

    /// Get minimum confidence threshold
    pub fn min_confidence_threshold(&self) -> f64 {
        self.min_confidence_threshold
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[tokio::test]
    async fn test_shared_ml_strategy_creation() -> Result<()> {
        let strategy = SharedMLStrategy::new(20, 0.6)?;
        assert_eq!(strategy.min_confidence_threshold(), 0.6);
        Ok(())
    }

    #[tokio::test]
    async fn test_ensemble_prediction() -> Result<()> {
        let strategy = SharedMLStrategy::new(20, 0.0)?;

        let predictions = strategy
            .get_ensemble_prediction(100.0, 1000.0, Utc::now())
            .await
            .unwrap_or_default();

        // Should have at least one model prediction
        assert!(!predictions.is_empty());
        Ok(())
    }

    #[tokio::test]
    async fn test_ensemble_vote() -> Result<()> {
        let strategy = SharedMLStrategy::new(20, 0.0)?;

        let predictions = vec![
            MLPrediction {
                model_id: "model1".to_string(),
                prediction_value: 0.8,
                confidence: 0.9,
                features: vec![],
                timestamp: Utc::now(),
                inference_latency_us: 50,
            },
            MLPrediction {
                model_id: "model2".to_string(),
                prediction_value: 0.6,
                confidence: 0.7,
                features: vec![],
                timestamp: Utc::now(),
                inference_latency_us: 60,
            },
        ];

        let (vote, confidence) = strategy
            .calculate_ensemble_vote(&predictions)
            .unwrap_or_default();

        // Weighted average should be between 0.6 and 0.8
        assert!((0.6..=0.8).contains(&vote));
        assert!((0.7..=0.9).contains(&confidence));
        Ok(())
    }

    #[tokio::test]
    async fn test_performance_tracking() -> Result<()> {
        let strategy = SharedMLStrategy::new(20, 0.0)?;

        let prediction = MLPrediction {
            model_id: "test_model".to_string(),
            prediction_value: 0.7,
            confidence: 0.8,
            features: vec![],
            timestamp: Utc::now(),
            inference_latency_us: 50,
        };

        // Validate with positive outcome
        strategy
            .validate_predictions(std::slice::from_ref(&prediction), 0.05)
            .await;

        let performance = strategy.get_performance_summary().await;
        let model_perf = performance.get("test_model").cloned();

        assert!(model_perf.is_some());
        let perf = model_perf.unwrap_or_default();
        assert_eq!(perf.total_predictions, 1);
        assert_eq!(perf.correct_predictions, 1);
        assert_eq!(perf.accuracy_percentage, 100.0);
        Ok(())
    }

    #[test]
    fn test_oscillator_features_count() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Build up sufficient data for all features
        for i in 0..30 {
            let price = 100.0 + (i as f64 * 0.5);
            let volume = 1000.0;
            let features = extractor.extract_features(price, volume, timestamp);

            // After 29 periods, all features should be calculated
            if i >= 28 {
                // Features breakdown (Wave A + Wave C):
                //   Wave A (26 features):
                //     - Original 7: price_return, short_ma, volatility, volume_ratio, volume_ma_ratio, hour, day_of_week
                //     - Oscillators 3: williams_r, roc, ultimate_oscillator
                //     - Volume 3: obv, mfi, vwap
                //     - EMA 5: ema_9_norm, ema_21_norm, ema_50_norm, ema_9_21_cross, ema_21_50_cross
                //     - Indicators 8: adx, bb_position, stoch_k, stoch_d, cci, rsi, macd, macd_signal
                //   Wave C (4 features):
                //     - obv_momentum, volume_oscillator, ad_line, ema_ratio
                // Total: 30 features
                assert_eq!(
                    features.len(),
                    30,
                    "Should have 30 features (Wave A: 26 + Wave C: 4) at iteration {}",
                    i
                );

                // Verify all features are in [-1, 1] range
                for (idx, &feature) in features.iter().enumerate() {
                    assert!(
                        (-1.0..=1.0).contains(&feature),
                        "Feature {} at index {} out of range [-1, 1]",
                        feature,
                        idx
                    );
                }
            }
        }
    }

    #[test]
    fn test_williams_r_oversold_overbought() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Create oversold condition: sharp downtrend
        for i in 0..30 {
            let price = 100.0 - (i as f64 * 2.0);
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        let features_oversold = extractor.extract_features(30.0, 1000.0, timestamp);
        #[allow(clippy::indexing_slicing)] // Test code with known feature count
        let williams_r_oversold = features_oversold[7]; // Williams %R is at index 7 (after 7 base features)

        // Williams %R should indicate oversold (negative value)
        assert!(
            williams_r_oversold < -0.3,
            "Williams %R should indicate oversold, got {}",
            williams_r_oversold
        );

        // Create overbought condition: sharp uptrend
        let mut extractor2 = MLFeatureExtractor::new(30);
        for i in 0..30 {
            let price = 50.0 + (i as f64 * 2.0);
            let volume = 1000.0;
            extractor2.extract_features(price, volume, timestamp);
        }

        let features_overbought = extractor2.extract_features(170.0, 1000.0, timestamp);
        #[allow(clippy::indexing_slicing)] // Test code with known feature count
        let williams_r_overbought = features_overbought[7];

        // Williams %R should indicate overbought (positive value)
        assert!(
            williams_r_overbought > 0.3,
            "Williams %R should indicate overbought, got {}",
            williams_r_overbought
        );
    }

    #[test]
    fn test_roc_momentum_detection() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Create flat market
        for _ in 0..15 {
            extractor.extract_features(100.0, 1000.0, timestamp);
        }

        // Then strong upward momentum
        for i in 0..15 {
            let price = 100.0 + (i as f64 * 3.0);
            extractor.extract_features(price, 1000.0, timestamp);
        }

        let features = extractor.extract_features(145.0, 1000.0, timestamp);
        #[allow(clippy::indexing_slicing)] // Test code with known feature count
        let roc = features[8]; // ROC is at index 8 (after 7 base features + williams_r)

        // ROC should be strongly positive
        assert!(
            roc > 0.25,
            "ROC should indicate strong positive momentum, got {}",
            roc
        );

        // Test negative momentum
        let mut extractor2 = MLFeatureExtractor::new(30);
        for _ in 0..15 {
            extractor2.extract_features(100.0, 1000.0, timestamp);
        }
        for i in 0..15 {
            let price = 100.0 - (i as f64 * 2.0);
            extractor2.extract_features(price, 1000.0, timestamp);
        }

        let features2 = extractor2.extract_features(70.0, 1000.0, timestamp);
        #[allow(clippy::indexing_slicing)] // Test code with known feature count
        let roc2 = features2[8];

        // ROC should be negative
        assert!(
            roc2 < -0.15,
            "ROC should indicate negative momentum, got {}",
            roc2
        );
    }

    #[test]
    fn test_ultimate_oscillator_multi_timeframe() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Create volatile price action
        for i in 0..30 {
            let price = 100.0 + ((i as f64 * 3.0).sin() * 15.0);
            let volume = 1000.0;
            let features = extractor.extract_features(price, volume, timestamp);

            if i >= 28 {
                #[allow(clippy::indexing_slicing)] // Test code with known feature count
                let uo = features[9]; // Ultimate Oscillator is at index 9

                // Ultimate Oscillator should remain in valid range
                assert!(
                    (-1.0..=1.0).contains(&uo),
                    "Ultimate Oscillator out of range: {}",
                    uo
                );
            }
        }
    }

    #[test]
    fn test_oscillators_normalized_range() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Test with extreme price movements
        for i in 0..30 {
            let price = if i < 15 {
                50.0 + (i as f64 * 5.0) // Sharp rise
            } else {
                125.0 - ((i - 15) as f64 * 3.0) // Sharp fall
            };
            let volume = 500.0 + (i as f64 * 50.0);
            let features = extractor.extract_features(price, volume, timestamp);

            if i >= 28 {
                #[allow(clippy::indexing_slicing)] // Test code with known feature count
                let williams_r = features[7];
                #[allow(clippy::indexing_slicing)] // Test code with known feature count
                let roc = features[8];
                #[allow(clippy::indexing_slicing)] // Test code with known feature count
                let uo = features[9];

                // All oscillators should be normalized to [-1, 1]
                assert!(
                    (-1.0..=1.0).contains(&williams_r),
                    "Williams %R out of range: {}",
                    williams_r
                );
                assert!((-1.0..=1.0).contains(&roc), "ROC out of range: {}", roc);
                assert!(
                    (-1.0..=1.0).contains(&uo),
                    "Ultimate Oscillator out of range: {}",
                    uo
                );
            }
        }
    }

    // ========================================
    // WAVE C: Tests for New Volume & EMA Indicators (12 tests)
    // ========================================

    #[test]
    fn test_obv_momentum_calculation() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Build up OBV with clear trend
        for i in 0..15 {
            let price = if i < 10 {
                100.0 + (i as f64) // Rising prices -> positive OBV
            } else {
                109.0 - (i as f64 - 10.0) // Falling prices -> negative OBV
            };
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(105.0, 1000.0, timestamp);
        let obv_momentum = features[26]; // OBV momentum is at index 26

        // After trend reversal, OBV momentum should reflect the change
        assert!(
            obv_momentum.abs() <= 1.0,
            "OBV momentum should be normalized to [-1, 1], got {}",
            obv_momentum
        );
    }

    #[test]
    fn test_obv_momentum_positive_trend() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Consistent uptrend
        for i in 0..20 {
            let price = 100.0 + (i as f64 * 2.0);
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(142.0, 1000.0, timestamp);
        let obv_momentum = features[26];

        // OBV momentum should be positive in strong uptrend
        assert!(
            obv_momentum > 0.0,
            "OBV momentum should be positive in uptrend, got {}",
            obv_momentum
        );
    }

    #[test]
    fn test_volume_oscillator_calculation() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Build volume pattern: low volume then high volume spike
        for i in 0..15 {
            let price = 100.0 + (i as f64 * 0.5);
            let volume = if i < 10 { 500.0 } else { 2000.0 }; // Volume spike
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(108.0, 2000.0, timestamp);
        let volume_oscillator = features[27]; // Volume oscillator is at index 27

        // Volume oscillator should detect the spike
        assert!(
            volume_oscillator.abs() <= 1.0,
            "Volume oscillator should be normalized to [-1, 1], got {}",
            volume_oscillator
        );

        // Volume spike should create positive oscillator
        assert!(
            volume_oscillator > 0.0,
            "Volume oscillator should be positive during volume spike, got {}",
            volume_oscillator
        );
    }

    #[test]
    fn test_volume_oscillator_fast_vs_slow() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Establish baseline volume
        for _ in 0..10 {
            let price = 100.0;
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        // Gradually increase volume
        for i in 0..10 {
            let price = 100.0;
            let volume = 1000.0 + (i as f64 * 100.0);
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(100.0, 2000.0, timestamp);
        let volume_oscillator = features[27];

        // Fast MA should be above slow MA -> positive oscillator
        assert!(
            volume_oscillator > 0.0,
            "Volume oscillator should be positive when fast MA > slow MA, got {}",
            volume_oscillator
        );
    }

    #[test]
    fn test_ad_line_accumulation() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Create accumulation pattern: close near high
        for i in 0..20 {
            let price = 100.0 + (i as f64 * 0.5);
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(110.0, 1000.0, timestamp);
        let ad_line = features[28]; // A/D Line is at index 28

        // A/D Line should be normalized
        assert!(
            ad_line.abs() <= 1.0,
            "A/D Line should be normalized to [-1, 1], got {}",
            ad_line
        );

        // Accumulation pattern should create positive A/D Line
        assert!(
            ad_line > -0.5,
            "A/D Line should reflect accumulation, got {}",
            ad_line
        );
    }

    #[test]
    fn test_ad_line_distribution() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Create distribution pattern: price falls, close near low
        // Simulate by having price drop consistently (close will be near low)
        for i in 0..20 {
            let price = 110.0 - (i as f64 * 0.5);
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(100.0, 1000.0, timestamp);
        let ad_line = features[28];

        // Distribution pattern should create negative or neutral A/D Line
        assert!(
            ad_line < 0.5,
            "A/D Line should reflect distribution, got {}",
            ad_line
        );
    }

    #[test]
    fn test_ema_ratio_uptrend() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Create strong uptrend
        for i in 0..60 {
            let price = 100.0 + (i as f64 * 1.0);
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(160.0, 1000.0, timestamp);
        let ema_ratio = features[29]; // EMA ratio is at index 29

        // In strong uptrend, short EMA should be above long EMA
        // EMA(10) > EMA(50) -> ratio > 0
        assert!(
            ema_ratio > 0.0,
            "EMA ratio should be positive in uptrend (EMA-10 > EMA-50), got {}",
            ema_ratio
        );

        assert!(
            ema_ratio.abs() <= 1.0,
            "EMA ratio should be normalized to [-1, 1], got {}",
            ema_ratio
        );
    }

    #[test]
    fn test_ema_ratio_downtrend() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Establish high price
        for _ in 0..30 {
            extractor.extract_features(160.0, 1000.0, timestamp);
        }

        // Create downtrend
        for i in 0..30 {
            let price = 160.0 - (i as f64 * 1.0);
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        let features = extractor.extract_features(130.0, 1000.0, timestamp);
        let ema_ratio = features[29];

        // In downtrend, short EMA should be below long EMA
        // EMA(10) < EMA(50) -> ratio < 0
        assert!(
            ema_ratio < 0.0,
            "EMA ratio should be negative in downtrend (EMA-10 < EMA-50), got {}",
            ema_ratio
        );
    }

    #[test]
    fn test_wave_c_features_range_validation() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Create diverse market conditions
        for i in 0..50 {
            let price = 100.0 + ((i as f64 * 3.0).sin() * 20.0); // Oscillating price
            let volume = 500.0 + ((i as f64 * 2.0).cos() * 300.0).abs(); // Oscillating volume
            let features = extractor.extract_features(price, volume, timestamp);

            if i >= 30 {
                // Wave C features: indices 26-29
                let obv_momentum = features[26];
                let volume_oscillator = features[27];
                let ad_line = features[28];
                let ema_ratio = features[29];

                // All Wave C features should be in valid range
                assert!(
                    obv_momentum.abs() <= 1.0 && obv_momentum.is_finite(),
                    "OBV momentum out of range at iteration {}: {}",
                    i,
                    obv_momentum
                );
                assert!(
                    volume_oscillator.abs() <= 1.0 && volume_oscillator.is_finite(),
                    "Volume oscillator out of range at iteration {}: {}",
                    i,
                    volume_oscillator
                );
                assert!(
                    ad_line.abs() <= 1.0 && ad_line.is_finite(),
                    "A/D Line out of range at iteration {}: {}",
                    i,
                    ad_line
                );
                assert!(
                    ema_ratio.abs() <= 1.0 && ema_ratio.is_finite(),
                    "EMA ratio out of range at iteration {}: {}",
                    i,
                    ema_ratio
                );
            }
        }
    }

    #[test]
    fn test_wave_c_features_with_zero_volume() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Test edge case: zero volume
        for _ in 0..20 {
            let features = extractor.extract_features(100.0, 0.0, timestamp);

            // Wave C features should handle zero volume gracefully
            if features.len() >= 30 {
                let obv_momentum = features[26];
                let volume_oscillator = features[27];
                let ad_line = features[28];
                let ema_ratio = features[29];

                assert!(obv_momentum.is_finite());
                assert!(volume_oscillator.is_finite());
                assert!(ad_line.is_finite());
                assert!(ema_ratio.is_finite());
            }
        }
    }

    #[test]
    fn test_wave_c_features_with_flat_price() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Test edge case: constant price
        for _ in 0..30 {
            let features = extractor.extract_features(100.0, 1000.0, timestamp);

            if features.len() >= 30 {
                let obv_momentum = features[26];
                let _volume_oscillator = features[27]; // Not used in these assertions
                let _ad_line = features[28]; // Not used in these assertions
                let ema_ratio = features[29];

                // All features should be neutral or near-zero for flat price
                assert!(
                    obv_momentum.abs() <= 0.1,
                    "OBV momentum should be near zero for flat price"
                );
                assert!(
                    ema_ratio.abs() <= 0.1,
                    "EMA ratio should be near zero for flat price"
                );
            }
        }
    }

    #[test]
    fn test_wave_a_and_c_integration() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Test that Wave A and Wave C features work together
        for i in 0..50 {
            let price = 100.0 + (i as f64 * 0.5);
            let volume = 1000.0 + (i as f64 * 10.0);
            let features = extractor.extract_features(price, volume, timestamp);

            if i >= 30 {
                // Validate all 30 features are present
                assert_eq!(features.len(), 30, "Should have exactly 30 features");

                // Validate Wave A features (indices 0-25)
                for (idx, feature) in features.iter().enumerate().take(26) {
                    assert!(
                        feature.is_finite(),
                        "Wave A feature {} is not finite at iteration {}",
                        idx,
                        i
                    );
                }

                // Validate Wave C features (indices 26-29)
                for (idx, feature) in features.iter().enumerate().take(30).skip(26) {
                    assert!(
                        feature.is_finite(),
                        "Wave C feature {} is not finite at iteration {}",
                        idx,
                        i
                    );
                    assert!(
                        features[idx].abs() <= 1.0,
                        "Wave C feature {} out of range [-1, 1] at iteration {}: {}",
                        idx,
                        i,
                        features[idx]
                    );
                }
            }
        }
    }

    #[test]
    fn test_wave_c_performance_benchmark() {
        use std::time::Instant;

        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Warmup period
        for i in 0..30 {
            let price = 100.0 + (i as f64 * 0.5);
            let volume = 1000.0;
            extractor.extract_features(price, volume, timestamp);
        }

        // Benchmark feature extraction (1000 iterations)
        let start = Instant::now();
        for i in 0..1000 {
            let price = 100.0 + ((i as f64 * 0.1).sin() * 10.0);
            let volume = 1000.0 + ((i as f64 * 0.05).cos() * 200.0);
            extractor.extract_features(price, volume, timestamp);
        }
        let duration = start.elapsed();

        let avg_latency_us = duration.as_micros() / 1000;

        println!("Wave C Performance:");
        println!("  Total iterations: 1000");
        println!("  Total time: {:?}", duration);
        println!("  Average latency per bar: {}μs", avg_latency_us);

        // Performance target: <100μs per feature extraction (30 features)
        assert!(
            avg_latency_us < 100,
            "Feature extraction too slow: {}μs (target: <100μs)",
            avg_latency_us
        );
    }

    // ========================================
    // END WAVE C TESTS
    // ========================================

    // ========================================
    // DYNAMIC FEATURE SUPPORT TESTS (Agent D5)
    // ========================================

    #[test]
    fn test_dynamic_feature_support_wave_a() -> std::result::Result<(), CommonError> {
        // Wave A: 26 features
        let adapter = SimpleDQNAdapter::new_wave_a("wave_a_model".to_string())?;
        assert_eq!(adapter.expected_feature_count(), 26);

        // Test prediction with correct feature count
        let features = vec![0.5; 26];
        let result = adapter.predict(&features);
        assert!(
            result.is_ok(),
            "Wave A prediction should succeed with 26 features"
        );

        // Test prediction with incorrect feature count
        let wrong_features = vec![0.5; 30];
        let result = adapter.predict(&wrong_features);
        assert!(
            result.is_err(),
            "Wave A prediction should fail with 30 features"
        );
        assert!(result
            .unwrap_err()
            .to_string()
            .contains("Feature dimension mismatch"));
        Ok(())
    }

    #[test]
    fn test_dynamic_feature_support_wave_a_plus() -> std::result::Result<(), CommonError> {
        // Wave A+: 30 features (default)
        let adapter = SimpleDQNAdapter::new("wave_a_plus_model".to_string())?;
        assert_eq!(adapter.expected_feature_count(), 30);

        let adapter_plus = SimpleDQNAdapter::new_wave_a_plus("wave_a_plus_model".to_string())?;
        assert_eq!(adapter_plus.expected_feature_count(), 30);

        // Test prediction with correct feature count
        let features = vec![0.5; 30];
        let result = adapter.predict(&features);
        assert!(
            result.is_ok(),
            "Wave A+ prediction should succeed with 30 features"
        );
        Ok(())
    }

    #[test]
    fn test_dynamic_feature_support_wave_b() -> std::result::Result<(), CommonError> {
        // Wave B: 36 features
        let adapter = SimpleDQNAdapter::new_wave_b("wave_b_model".to_string())?;
        assert_eq!(adapter.expected_feature_count(), 36);

        // Test prediction with correct feature count
        let features = vec![0.5; 36];
        let result = adapter.predict(&features);
        assert!(
            result.is_ok(),
            "Wave B prediction should succeed with 36 features"
        );

        // Test prediction with incorrect feature count
        let wrong_features = vec![0.5; 26];
        let result = adapter.predict(&wrong_features);
        assert!(
            result.is_err(),
            "Wave B prediction should fail with 26 features"
        );
        Ok(())
    }

    #[test]
    fn test_dynamic_feature_support_wave_c() -> std::result::Result<(), CommonError> {
        // Wave C: 65 features
        let adapter = SimpleDQNAdapter::new_wave_c("wave_c_model".to_string())?;
        assert_eq!(adapter.expected_feature_count(), 65);

        // Test prediction with correct feature count
        let features = vec![0.5; 65];
        let result = adapter.predict(&features);
        assert!(
            result.is_ok(),
            "Wave C prediction should succeed with 65 features"
        );

        // Test prediction with incorrect feature count
        let wrong_features = vec![0.5; 30];
        let result = adapter.predict(&wrong_features);
        assert!(
            result.is_err(),
            "Wave C prediction should fail with 30 features"
        );
        Ok(())
    }

    #[test]
    fn test_ml_feature_extractor_wave_configurations() {
        // Test Wave A configuration
        let extractor_a = MLFeatureExtractor::new_wave_a(20);
        assert_eq!(extractor_a.expected_feature_count(), 26);

        // Test Wave A+ configuration
        let extractor_a_plus = MLFeatureExtractor::new_wave_a_plus(20);
        assert_eq!(extractor_a_plus.expected_feature_count(), 30);

        // Test Wave B configuration
        let extractor_b = MLFeatureExtractor::new_wave_b(20);
        assert_eq!(extractor_b.expected_feature_count(), 36);

        // Test Wave C configuration
        let extractor_c = MLFeatureExtractor::new_wave_c(20);
        assert_eq!(extractor_c.expected_feature_count(), 65);

        // Test Wave D configuration (NEW)
        let extractor_d = MLFeatureExtractor::new_wave_d(20);
        assert_eq!(extractor_d.expected_feature_count(), 225);

        // Verify Wave D actually extracts 225 features
        let mut extractor_d_test = MLFeatureExtractor::new_wave_d(20);
        let features = extractor_d_test.extract_features(
            100.0,
            1000.0,
            chrono::Utc::now(),
        );
        assert_eq!(features.len(), 225, "Wave D should extract exactly 225 features");

        // Test default (should be Wave A+)
        let extractor_default = MLFeatureExtractor::new(20);
        assert_eq!(extractor_default.expected_feature_count(), 30);
    }

    #[test]
    fn test_with_feature_count_custom() -> std::result::Result<(), CommonError> {
        // Test custom feature count using with_feature_count
        let adapter_26 = SimpleDQNAdapter::with_feature_count("custom_26".to_string(), 26)?;
        assert_eq!(adapter_26.expected_feature_count(), 26);

        let adapter_30 = SimpleDQNAdapter::with_feature_count("custom_30".to_string(), 30)?;
        assert_eq!(adapter_30.expected_feature_count(), 30);

        let adapter_36 = SimpleDQNAdapter::with_feature_count("custom_36".to_string(), 36)?;
        assert_eq!(adapter_36.expected_feature_count(), 36);

        let adapter_65 = SimpleDQNAdapter::with_feature_count("custom_65".to_string(), 65)?;
        assert_eq!(adapter_65.expected_feature_count(), 65);
        Ok(())
    }

    #[test]
    fn test_unsupported_feature_count() {
        // Should return Err with unsupported feature count
        let result = SimpleDQNAdapter::with_feature_count("invalid".to_string(), 42);
        assert!(result.is_err(), "Expected error for unsupported feature count 42");
        if let Err(e) = result {
            let err_msg = e.to_string();
            assert!(
                err_msg.contains("Unsupported feature count"),
                "Error message should mention unsupported feature count, got: {err_msg}"
            );
        }
    }

    #[test]
    fn test_backward_compatibility() -> std::result::Result<(), CommonError> {
        // Existing code using SimpleDQNAdapter::new() should still work with 30 features
        let adapter = SimpleDQNAdapter::new("backward_compat".to_string())?;
        assert_eq!(adapter.expected_feature_count(), 30);

        let features = vec![0.5; 30];
        let result = adapter.predict(&features);
        assert!(
            result.is_ok(),
            "Backward compatibility: should work with 30 features"
        );
        Ok(())
    }

    // ========================================
    // END DYNAMIC FEATURE SUPPORT TESTS
    // ========================================

    #[test]
    fn test_oscillators_complement_existing_features() {
        let mut extractor = MLFeatureExtractor::new(30);
        let timestamp = Utc::now();

        // Build market data with a clear trend reversal
        // Phase 1: Uptrend (15 periods)
        for i in 0..15 {
            let price = 100.0 + (i as f64 * 2.0);
            extractor.extract_features(price, 1000.0, timestamp);
        }

        // Phase 2: Downtrend (15 periods)
        for i in 0..15 {
            let price = 130.0 - (i as f64 * 1.5);
            extractor.extract_features(price, 1000.0, timestamp);
        }

        let features = extractor.extract_features(107.5, 1000.0, timestamp);

        let williams_r = features[7];
        let roc = features[8];
        let uo = features[9];

        // After trend reversal, oscillators should show different sensitivities
        // This tests that they provide complementary signals
        assert!(
            williams_r.abs() <= 1.0 && roc.abs() <= 1.0 && uo.abs() <= 1.0,
            "All oscillators should be in valid range after trend reversal"
        );

        // ROC should be negative (12-period lookback sees the downtrend)
        assert!(
            roc < 0.0,
            "ROC should detect downward momentum, got {}",
            roc
        );
    }
}