foxhunt/services/trading_service/src/feedback_loop.rs

//! Autonomous Feedback Loop Orchestrator
//!
//! Runs as a background tokio task. Periodically:
//! 1. Queries rolling performance metrics (from QuestDB or in-memory)
//! 2. Runs weight optimizer → applies weight adjustments
//! 3. Runs gate optimizer → applies threshold adjustments
//! 4. Checks retraining triggers (Sharpe < threshold, accuracy < threshold)
//! 5. Monitors ensemble Sharpe for kill switch activation

use ml::ensemble::conviction_gates::ConvictionGateConfig;
use ml::ensemble::gate_optimizer::{
    GateBucketMetrics, GateOptimizationResult, GateOptimizer, GateOptimizerConfig,
};
use ml::ensemble::weight_optimizer::{
    ModelRollingMetrics, OptimizationResult, WeightOptimizer, WeightOptimizerConfig,
};
use std::collections::HashMap;
use std::sync::Arc;
use std::time::Duration;
use tokio::sync::Mutex;
use tracing::{error, info};

/// Retraining trigger reasons
#[derive(Debug, Clone)]
pub enum RetrainingTrigger {
    /// Sharpe ratio dropped below threshold
    LowSharpe { model_id: String, sharpe: f64 },
    /// Accuracy dropped below threshold
    LowAccuracy { model_id: String, accuracy: f64 },
    /// Models are too correlated
    HighCorrelation { pair: (String, String), correlation: f64 },
}

/// Configuration for the feedback loop
#[derive(Debug, Clone)]
pub struct FeedbackLoopConfig {
    /// How often to run the optimization cycle
    pub cycle_interval: Duration,
    /// Kill switch: if ensemble Sharpe drops below this, freeze all optimizers
    pub kill_switch_threshold: f64,
    /// Sharpe ratio threshold for retraining trigger
    pub retrain_sharpe_threshold: f64,
    /// Accuracy threshold for retraining trigger
    pub retrain_accuracy_threshold: f64,
    /// Correlation threshold for retraining trigger
    pub retrain_correlation_threshold: f64,
}

impl Default for FeedbackLoopConfig {
    fn default() -> Self {
        Self {
            cycle_interval: Duration::from_secs(24 * 3600), // 24h
            kill_switch_threshold: -1.0,
            retrain_sharpe_threshold: -0.5,
            retrain_accuracy_threshold: 0.45,
            retrain_correlation_threshold: 0.90,
        }
    }
}

/// Result of a single feedback loop cycle
#[derive(Debug, Clone)]
pub struct CycleResult {
    /// Weight adjustments applied (if any)
    pub weight_result: OptimizationResult,
    /// Gate adjustments applied (if any)
    pub gate_result: GateOptimizationResult,
    /// Retraining triggers detected
    pub retraining_triggers: Vec<RetrainingTrigger>,
    /// Whether kill switch was activated this cycle
    pub kill_switch_activated: bool,
}

/// Trait for providing rolling metrics to the feedback loop.
/// In production, this queries QuestDB. In tests, it's mocked.
pub trait MetricsProvider: Send + Sync {
    /// Get rolling model-level metrics for weight optimization
    fn get_model_metrics(&self) -> Vec<ModelRollingMetrics>;

    /// Get confidence-bucketed metrics for gate optimization
    fn get_gate_buckets(&self) -> Vec<GateBucketMetrics>;

    /// Get current model weights
    fn get_current_weights(&self) -> HashMap<String, f64>;

    /// Get current conviction gate config
    fn get_gate_config(&self) -> ConvictionGateConfig;

    /// Get 7-day ensemble Sharpe ratio
    fn get_ensemble_sharpe_7d(&self) -> f64;

    /// Get model pairwise correlations (for retraining triggers)
    fn get_model_correlations(&self) -> Vec<((String, String), f64)>;
}

/// Autonomous feedback loop orchestrator
pub struct FeedbackLoop {
    weight_optimizer: Arc<Mutex<WeightOptimizer>>,
    gate_optimizer: Arc<Mutex<GateOptimizer>>,
    config: FeedbackLoopConfig,
}

impl FeedbackLoop {
    pub fn new(config: FeedbackLoopConfig) -> Self {
        Self {
            weight_optimizer: Arc::new(Mutex::new(WeightOptimizer::new(
                WeightOptimizerConfig::default(),
            ))),
            gate_optimizer: Arc::new(Mutex::new(GateOptimizer::new(
                GateOptimizerConfig::default(),
            ))),
            config,
        }
    }

    /// Create with custom optimizer configs
    pub fn with_optimizers(
        config: FeedbackLoopConfig,
        weight_config: WeightOptimizerConfig,
        gate_config: GateOptimizerConfig,
    ) -> Self {
        Self {
            weight_optimizer: Arc::new(Mutex::new(WeightOptimizer::new(weight_config))),
            gate_optimizer: Arc::new(Mutex::new(GateOptimizer::new(gate_config))),
            config,
        }
    }

    /// Run one optimization cycle. Returns the results for observability.
    pub async fn run_cycle(&self, metrics: &dyn MetricsProvider) -> CycleResult {
        // 1. Check kill switch
        let ensemble_sharpe = metrics.get_ensemble_sharpe_7d();
        let kill_switch_activated = ensemble_sharpe < self.config.kill_switch_threshold;

        if kill_switch_activated {
            error!(
                ensemble_sharpe = ensemble_sharpe,
                threshold = self.config.kill_switch_threshold,
                "Kill switch activated — freezing all optimizers"
            );
            self.weight_optimizer.lock().await.freeze();
            self.gate_optimizer.lock().await.freeze();

            return CycleResult {
                weight_result: OptimizationResult::KillSwitchActive,
                gate_result: GateOptimizationResult::KillSwitchActive,
                retraining_triggers: vec![],
                kill_switch_activated: true,
            };
        }

        // 2. Run weight optimization
        let model_metrics = metrics.get_model_metrics();
        let current_weights = metrics.get_current_weights();
        let weight_result = self
            .weight_optimizer
            .lock()
            .await
            .optimize(&current_weights, &model_metrics);

        if let OptimizationResult::Adjusted(ref adjustments) = weight_result {
            info!(
                count = adjustments.len(),
                "Feedback loop: weight adjustments proposed"
            );
        }

        // 3. Run gate optimization
        let gate_config = metrics.get_gate_config();
        let buckets = metrics.get_gate_buckets();
        let gate_result = self
            .gate_optimizer
            .lock()
            .await
            .optimize(&gate_config, &buckets);

        if let GateOptimizationResult::Adjusted(ref adjustments) = gate_result {
            info!(
                count = adjustments.len(),
                "Feedback loop: gate adjustments proposed"
            );
        }

        // 4. Check retraining triggers
        let retraining_triggers = self.check_retraining_triggers(metrics);

        if !retraining_triggers.is_empty() {
            info!(
                count = retraining_triggers.len(),
                "Feedback loop: retraining triggers detected"
            );
        }

        CycleResult {
            weight_result,
            gate_result,
            retraining_triggers,
            kill_switch_activated: false,
        }
    }

    /// Spawn the feedback loop as a background tokio task.
    ///
    /// Returns a handle that can be used to abort the loop.
    pub fn spawn(
        self: Arc<Self>,
        metrics: Arc<dyn MetricsProvider>,
    ) -> tokio::task::JoinHandle<()> {
        let interval = self.config.cycle_interval;

        tokio::spawn(async move {
            let mut ticker = tokio::time::interval(interval);
            // Skip the first immediate tick
            ticker.tick().await;

            loop {
                ticker.tick().await;
                info!("Feedback loop: starting optimization cycle");

                let result = self.run_cycle(metrics.as_ref()).await;

                if result.kill_switch_activated {
                    error!("Feedback loop: kill switch active, pausing until manual intervention");
                    // Sleep longer when kill switch is active to avoid log spam
                    tokio::time::sleep(Duration::from_secs(3600)).await;
                }
            }
        })
    }

    /// Freeze both optimizers (manual kill switch)
    pub async fn freeze(&self) {
        self.weight_optimizer.lock().await.freeze();
        self.gate_optimizer.lock().await.freeze();
    }

    /// Unfreeze both optimizers (requires human acknowledgment)
    pub async fn unfreeze(&self) {
        self.weight_optimizer.lock().await.unfreeze();
        self.gate_optimizer.lock().await.unfreeze();
    }

    /// Check if either optimizer is frozen
    pub async fn is_frozen(&self) -> bool {
        self.weight_optimizer.lock().await.is_frozen()
            || self.gate_optimizer.lock().await.is_frozen()
    }

    fn check_retraining_triggers(&self, metrics: &dyn MetricsProvider) -> Vec<RetrainingTrigger> {
        let mut triggers = Vec::new();

        // Check per-model metrics
        for m in &metrics.get_model_metrics() {
            if m.sharpe_30d < self.config.retrain_sharpe_threshold {
                triggers.push(RetrainingTrigger::LowSharpe {
                    model_id: m.model_id.clone(),
                    sharpe: m.sharpe_30d,
                });
            }

            if m.prediction_accuracy < self.config.retrain_accuracy_threshold {
                triggers.push(RetrainingTrigger::LowAccuracy {
                    model_id: m.model_id.clone(),
                    accuracy: m.prediction_accuracy,
                });
            }
        }

        // Check correlations
        for ((a, b), corr) in &metrics.get_model_correlations() {
            if *corr > self.config.retrain_correlation_threshold {
                triggers.push(RetrainingTrigger::HighCorrelation {
                    pair: (a.clone(), b.clone()),
                    correlation: *corr,
                });
            }
        }

        triggers
    }
}

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

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

    /// Mock metrics provider for testing
    struct MockMetrics {
        model_metrics: Vec<ModelRollingMetrics>,
        gate_buckets: Vec<GateBucketMetrics>,
        weights: HashMap<String, f64>,
        gate_config: ConvictionGateConfig,
        ensemble_sharpe: f64,
        correlations: Vec<((String, String), f64)>,
    }

    impl MockMetrics {
        fn healthy() -> Self {
            Self {
                model_metrics: vec![
                    ModelRollingMetrics {
                        model_id: "dqn".into(),
                        sharpe_30d: 1.5,
                        win_rate_30d: 0.58,
                        prediction_accuracy: 0.62,
                        trade_count: 200,
                        deployed_at: Instant::now() - Duration::from_secs(30 * 24 * 3600),
                    },
                    ModelRollingMetrics {
                        model_id: "ppo".into(),
                        sharpe_30d: 0.8,
                        win_rate_30d: 0.55,
                        prediction_accuracy: 0.58,
                        trade_count: 200,
                        deployed_at: Instant::now() - Duration::from_secs(30 * 24 * 3600),
                    },
                ],
                gate_buckets: vec![
                    GateBucketMetrics {
                        confidence_lower: 0.50,
                        confidence_upper: 0.60,
                        win_rate: 0.56,
                        trade_count: 100,
                        avg_pnl: 0.002,
                    },
                    GateBucketMetrics {
                        confidence_lower: 0.60,
                        confidence_upper: 0.70,
                        win_rate: 0.58,
                        trade_count: 100,
                        avg_pnl: 0.003,
                    },
                    GateBucketMetrics {
                        confidence_lower: 0.70,
                        confidence_upper: 0.80,
                        win_rate: 0.62,
                        trade_count: 100,
                        avg_pnl: 0.005,
                    },
                ],
                weights: {
                    let mut w = HashMap::new();
                    w.insert("dqn".into(), 0.5);
                    w.insert("ppo".into(), 0.5);
                    w
                },
                gate_config: ConvictionGateConfig::default(),
                ensemble_sharpe: 1.2,
                correlations: vec![],
            }
        }
    }

    impl MetricsProvider for MockMetrics {
        fn get_model_metrics(&self) -> Vec<ModelRollingMetrics> {
            self.model_metrics.clone()
        }
        fn get_gate_buckets(&self) -> Vec<GateBucketMetrics> {
            self.gate_buckets.clone()
        }
        fn get_current_weights(&self) -> HashMap<String, f64> {
            self.weights.clone()
        }
        fn get_gate_config(&self) -> ConvictionGateConfig {
            self.gate_config.clone()
        }
        fn get_ensemble_sharpe_7d(&self) -> f64 {
            self.ensemble_sharpe
        }
        fn get_model_correlations(&self) -> Vec<((String, String), f64)> {
            self.correlations.clone()
        }
    }

    #[tokio::test]
    async fn test_healthy_cycle_adjusts_weights() {
        let config = FeedbackLoopConfig {
            cycle_interval: Duration::from_millis(100),
            ..Default::default()
        };

        let feedback = FeedbackLoop::with_optimizers(
            config,
            WeightOptimizerConfig {
                cooldown: Duration::ZERO,
                ..Default::default()
            },
            GateOptimizerConfig {
                cooldown: Duration::ZERO,
                ..Default::default()
            },
        );

        let metrics = MockMetrics::healthy();
        let result = feedback.run_cycle(&metrics).await;

        // Should produce weight adjustments (models have different Sharpe)
        assert!(matches!(result.weight_result, OptimizationResult::Adjusted(_)));
        assert!(!result.kill_switch_activated);
        assert!(result.retraining_triggers.is_empty());
    }

    #[tokio::test]
    async fn test_kill_switch_freezes_optimizers() {
        let feedback = FeedbackLoop::new(FeedbackLoopConfig {
            kill_switch_threshold: -1.0,
            ..Default::default()
        });

        let mut metrics = MockMetrics::healthy();
        metrics.ensemble_sharpe = -2.0; // Below kill switch

        let result = feedback.run_cycle(&metrics).await;

        assert!(result.kill_switch_activated);
        assert!(matches!(
            result.weight_result,
            OptimizationResult::KillSwitchActive
        ));
        assert!(matches!(
            result.gate_result,
            GateOptimizationResult::KillSwitchActive
        ));
        assert!(feedback.is_frozen().await);
    }

    #[tokio::test]
    async fn test_manual_freeze_unfreeze() {
        let feedback = FeedbackLoop::new(FeedbackLoopConfig::default());

        assert!(!feedback.is_frozen().await);
        feedback.freeze().await;
        assert!(feedback.is_frozen().await);

        let metrics = MockMetrics::healthy();
        let result = feedback.run_cycle(&metrics).await;
        assert!(matches!(
            result.weight_result,
            OptimizationResult::KillSwitchActive
        ));

        feedback.unfreeze().await;
        assert!(!feedback.is_frozen().await);
    }

    #[tokio::test]
    async fn test_retraining_trigger_low_sharpe() {
        let config = FeedbackLoopConfig {
            retrain_sharpe_threshold: -0.5,
            ..Default::default()
        };
        let feedback = FeedbackLoop::new(config);

        let mut metrics = MockMetrics::healthy();
        metrics.model_metrics[1].sharpe_30d = -1.0; // PPO tanking

        let result = feedback.run_cycle(&metrics).await;

        assert_eq!(result.retraining_triggers.len(), 1);
        if let RetrainingTrigger::LowSharpe { ref model_id, .. } =
            result.retraining_triggers[0]
        {
            assert_eq!(model_id, "ppo");
        } else {
            panic!("Expected LowSharpe trigger");
        }
    }

    #[tokio::test]
    async fn test_retraining_trigger_low_accuracy() {
        let config = FeedbackLoopConfig {
            retrain_accuracy_threshold: 0.45,
            ..Default::default()
        };
        let feedback = FeedbackLoop::new(config);

        let mut metrics = MockMetrics::healthy();
        metrics.model_metrics[0].prediction_accuracy = 0.40; // DQN accuracy dropped

        let result = feedback.run_cycle(&metrics).await;

        let accuracy_triggers: Vec<_> = result
            .retraining_triggers
            .iter()
            .filter(|t| matches!(t, RetrainingTrigger::LowAccuracy { .. }))
            .collect();
        assert_eq!(accuracy_triggers.len(), 1);
    }

    #[tokio::test]
    async fn test_retraining_trigger_high_correlation() {
        let config = FeedbackLoopConfig {
            retrain_correlation_threshold: 0.90,
            ..Default::default()
        };
        let feedback = FeedbackLoop::new(config);

        let mut metrics = MockMetrics::healthy();
        metrics.correlations = vec![
            (("dqn".into(), "ppo".into()), 0.95), // Too correlated
        ];

        let result = feedback.run_cycle(&metrics).await;

        let corr_triggers: Vec<_> = result
            .retraining_triggers
            .iter()
            .filter(|t| matches!(t, RetrainingTrigger::HighCorrelation { .. }))
            .collect();
        assert_eq!(corr_triggers.len(), 1);
    }

    #[tokio::test]
    async fn test_no_triggers_healthy_system() {
        let feedback = FeedbackLoop::new(FeedbackLoopConfig::default());
        let metrics = MockMetrics::healthy();

        let result = feedback.run_cycle(&metrics).await;
        assert!(result.retraining_triggers.is_empty());
        assert!(!result.kill_switch_activated);
    }
}