foxhunt/ml/examples/evaluate_dqn_component5_usage_example.rs

//! Component 5 Usage Example
//!
//! Demonstrates how to use the metrics calculator in the DQN evaluation pipeline.
//!
//! # Usage
//!
//! ```bash
//! # This is a usage example, not a runnable binary
//! # Include the module in evaluate_dqn.rs and use as shown below
//! ```

use anyhow::Result;
use serde::{Deserialize, Serialize};

// Import Component 5 (in production, this would be a module)
// mod component5;
// use component5::*;

/// Example: Basic Usage
///
/// Shows how to calculate metrics from a small set of inference results.
#[allow(dead_code)]
fn example_basic_usage() -> Result<()> {
    // Simulated inference results from DQN model
    let results = vec![
        DQNInferenceResult {
            action: 0,                     // BUY
            q_values: [1.25, -0.50, 0.10], // BUY has highest Q-value
            latency_us: 310,
        },
        DQNInferenceResult {
            action: 0,                     // BUY
            q_values: [1.30, -0.40, 0.20], // BUY still best
            latency_us: 320,
        },
        DQNInferenceResult {
            action: 2,                     // HOLD
            q_values: [0.80, -0.60, 0.90], // HOLD now best
            latency_us: 305,
        },
        DQNInferenceResult {
            action: 1,                     // SELL
            q_values: [-0.20, 1.50, 0.30], // SELL best (regime shift)
            latency_us: 315,
        },
    ];

    // Calculate comprehensive metrics
    let metrics = calculate_metrics(&results)?;

    // Print summary
    println!("=== DQN Evaluation Metrics ===");
    println!("Total bars evaluated: {}", metrics.total_bars);
    println!();

    println!("Action Distribution:");
    println!(
        "  BUY:  {} ({:.1}%)",
        metrics.action_distribution.buy_count, metrics.action_distribution.buy_pct
    );
    println!(
        "  SELL: {} ({:.1}%)",
        metrics.action_distribution.sell_count, metrics.action_distribution.sell_pct
    );
    println!(
        "  HOLD: {} ({:.1}%)",
        metrics.action_distribution.hold_count, metrics.action_distribution.hold_pct
    );
    println!();

    println!("Average Q-Values:");
    println!("  BUY:  {:.4}", metrics.avg_q_values.buy_avg);
    println!("  SELL: {:.4}", metrics.avg_q_values.sell_avg);
    println!("  HOLD: {:.4}", metrics.avg_q_values.hold_avg);
    println!();

    println!("Latency Statistics:");
    println!("  Mean:   {:.2} μs", metrics.latency_stats.mean_us);
    println!("  Median: {} μs", metrics.latency_stats.median_us);
    println!("  P95:    {} μs", metrics.latency_stats.p95_us);
    println!("  P99:    {} μs", metrics.latency_stats.p99_us);
    println!(
        "  Range:  {} - {} μs",
        metrics.latency_stats.min_us, metrics.latency_stats.max_us
    );
    println!();

    println!("Policy Consistency:");
    println!(
        "  Switches: {} / {} bars",
        metrics.policy_consistency.total_switches,
        metrics.total_bars - 1
    );
    println!(
        "  Rate:     {:.1}%",
        metrics.policy_consistency.switch_rate * 100.0
    );
    println!("  Status:   {}", metrics.policy_consistency.interpretation);

    Ok(())
}

/// Example: Production Validation
///
/// Shows how to validate metrics against production thresholds.
#[allow(dead_code)]
fn example_production_validation(metrics: &EvaluationMetrics) -> Result<()> {
    println!("=== Production Readiness Check ===");

    // Check 1: Latency P99 < 5,000μs (real-time constraint)
    let latency_ok = metrics.latency_stats.p99_us < 5_000;
    println!(
        "✓ Latency P99 < 5,000μs: {} (actual: {} μs) {}",
        latency_ok,
        metrics.latency_stats.p99_us,
        if latency_ok { "PASS ✅" } else { "FAIL ❌" }
    );

    // Check 2: Policy consistency is moderate (10-30%)
    let consistency_ok = metrics.policy_consistency.switch_rate >= 0.10
        && metrics.policy_consistency.switch_rate <= 0.30;
    println!(
        "✓ Policy switch rate 10-30%: {} (actual: {:.1}%) {}",
        consistency_ok,
        metrics.policy_consistency.switch_rate * 100.0,
        if consistency_ok {
            "PASS ✅"
        } else {
            "FAIL ❌"
        }
    );

    // Check 3: No extreme action bias (each action >5%)
    let buy_ok = metrics.action_distribution.buy_pct >= 5.0;
    let sell_ok = metrics.action_distribution.sell_pct >= 5.0;
    let hold_ok = metrics.action_distribution.hold_pct >= 5.0;
    let balance_ok = buy_ok && sell_ok && hold_ok;
    println!(
        "✓ Balanced actions (each >5%): {} (BUY={:.1}%, SELL={:.1}%, HOLD={:.1}%) {}",
        balance_ok,
        metrics.action_distribution.buy_pct,
        metrics.action_distribution.sell_pct,
        metrics.action_distribution.hold_pct,
        if balance_ok {
            "PASS ✅"
        } else {
            "WARN ⚠️"
        }
    );

    // Check 4: Q-values are finite (no NaN/Inf)
    let q_ok = metrics.avg_q_values.buy_avg.is_finite()
        && metrics.avg_q_values.sell_avg.is_finite()
        && metrics.avg_q_values.hold_avg.is_finite();
    println!(
        "✓ Q-values finite: {} {}",
        q_ok,
        if q_ok { "PASS ✅" } else { "FAIL ❌" }
    );

    println!();
    let all_ok = latency_ok && consistency_ok && q_ok;
    if all_ok {
        println!("🎉 Model is PRODUCTION READY!");
    } else {
        println!("⚠️  Model requires further tuning before production deployment");
    }

    Ok(())
}

/// Example: JSON Export
///
/// Shows how to serialize metrics to JSON for CI/CD pipelines.
#[allow(dead_code)]
fn example_json_export(metrics: &EvaluationMetrics) -> Result<()> {
    // Serialize to JSON
    let json = serde_json::to_string_pretty(&metrics)?;

    println!("=== JSON Export ===");
    println!("{}", json);

    // In production, write to file:
    // std::fs::write("evaluation_metrics.json", json)?;

    Ok(())
}

/// Example: Integration in Evaluation Loop
///
/// Shows how Component 5 integrates with the full DQN evaluation pipeline.
#[allow(dead_code)]
async fn example_full_pipeline() -> Result<()> {
    // Component 1: Load model
    // let model = load_dqn_model("/tmp/dqn_final_model.safetensors", device)?;

    // Component 2: Load data
    // let bars = load_ohlcv_from_parquet("test_data/ES_FUT_unseen.parquet")?;

    // Component 3: Compute features
    // let features = compute_features(&bars, warmup_bars)?;

    // Component 4: Run inference loop
    let mut results: Vec<DQNInferenceResult> = Vec::new();

    // Simulated inference loop (in production, this would iterate over features)
    for _bar_idx in 0..100 {
        // Start timer
        let start = std::time::Instant::now();

        // Run DQN inference
        // let q_values = model.forward(&features[bar_idx])?;

        // Simulated Q-values
        let q_values = [0.8, -0.2, 0.1];

        // Select action (argmax)
        let action = q_values
            .iter()
            .enumerate()
            .max_by(|(_, a), (_, b)| a.partial_cmp(b).unwrap())
            .map(|(idx, _)| idx)
            .unwrap();

        // Record latency
        let latency_us = start.elapsed().as_micros() as u64;

        // Store result
        results.push(DQNInferenceResult {
            action,
            q_values,
            latency_us,
        });
    }

    // Component 5: Calculate metrics
    let metrics = calculate_metrics(&results)?;

    // Component 6: Validate against production thresholds
    example_production_validation(&metrics)?;

    // Component 7: Export to JSON (optional)
    if let Ok(json) = serde_json::to_string_pretty(&metrics) {
        std::fs::write("evaluation_metrics.json", json)?;
        println!("✓ Metrics exported to evaluation_metrics.json");
    }

    Ok(())
}

// ============================================================================
// Supporting Structures (copied from Component 5 for this example)
// ============================================================================

#[derive(Debug, Clone, Serialize, Deserialize)]
struct DQNInferenceResult {
    pub action: usize,
    pub q_values: [f64; 3],
    pub latency_us: u64,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
struct EvaluationMetrics {
    pub total_bars: usize,
    pub action_distribution: ActionDistribution,
    pub avg_q_values: AvgQValues,
    pub latency_stats: LatencyStats,
    pub policy_consistency: PolicyConsistency,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
struct ActionDistribution {
    pub buy_count: usize,
    pub sell_count: usize,
    pub hold_count: usize,
    pub buy_pct: f64,
    pub sell_pct: f64,
    pub hold_pct: f64,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
struct AvgQValues {
    pub buy_avg: f64,
    pub sell_avg: f64,
    pub hold_avg: f64,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
struct LatencyStats {
    pub mean_us: f64,
    pub median_us: u64,
    pub p50_us: u64,
    pub p95_us: u64,
    pub p99_us: u64,
    pub min_us: u64,
    pub max_us: u64,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
struct PolicyConsistency {
    pub total_switches: usize,
    pub switch_rate: f64,
    pub interpretation: String,
}

// Placeholder for calculate_metrics (real implementation in Component 5)
fn calculate_metrics(_results: &[DQNInferenceResult]) -> Result<EvaluationMetrics> {
    // In production, this would call the real implementation
    unimplemented!("Use the real calculate_metrics from Component 5")
}

fn main() {
    println!("This is a usage example file, not a runnable binary.");
    println!("See the example functions above for how to use Component 5.");
}