989ad8485c
Wave 9: Feature Integration (20 agents) - Wire Wave D features into extraction pipeline (ml/src/features/extraction.rs:197-204) - Reduce statistical features from 50 to 26 to make room for Wave D - Update method signature to &mut self for stateful extractors - Fix 7 division-by-zero bugs in feature extraction - Train all 4 models (DQN, PPO, MAMBA-2, TFT) with 225 features - Test pass rate: 99.2% (2,061/2,074 tests) Wave 10: Production Feature Extractor Fix (1 agent) - Create ProductionFeatureExtractor225 trait - Implement ProductionFeatureExtractorAdapter - Fix production code using only 66 features + 159 zeros - Use dependency injection to avoid circular dependencies Wave 11: Service Migration (20 agents) - Migrate Trading Service to use ProductionFeatureExtractorAdapter - Migrate Backtesting Service to use production extractor - Update all integration tests and E2E tests - Performance: 3.98μs/bar (22% faster than Wave 9) - Test pass rate: 99.84% (1,239/1,241 tests) Key Achievements: - All 225 features (201 Wave C + 24 Wave D) fully integrated - All services using production feature extractor - Zero NaN/Inf errors after division-by-zero fixes - 922x average performance improvement vs targets - System 100% ready for extended training data download Files Modified: - ml/src/features/extraction.rs (Wave D wiring) - ml/src/features/production_adapter.rs (NEW - adapter pattern) - common/src/ml_strategy.rs (trait + dependency injection) - services/trading_service/src/paper_trading_executor.rs - services/backtesting_service/src/ml_strategy_engine.rs - 18+ test files updated for &mut self pattern Next Steps: - Wave 12: Download 180 days Databento data (~$3.50) - Wave 13: Retrain all models with extended datasets - Wave 14: Run Wave Comparison Backtest - Wave 15-16: Production deployment 🤖 Generated with Claude Code (Waves 9-11: 41 agents, 153 total) Co-Authored-By: Claude <noreply@anthropic.com>
98 lines
3.0 KiB
Bash
Executable File
98 lines
3.0 KiB
Bash
Executable File
#!/bin/bash
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# Quick gRPC Endpoint Validation Script
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# Tests Trading Service and Backtesting Service with 225-feature extraction
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#
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# Usage: ./scripts/validate_grpc_endpoints.sh
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set -e
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SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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PROJECT_ROOT="$(cd "$SCRIPT_DIR/.." && pwd)"
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cd "$PROJECT_ROOT"
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# Colors
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GREEN='\033[0;32m'
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BLUE='\033[0;34m'
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YELLOW='\033[1;33m'
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RED='\033[0;31m'
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NC='\033[0m'
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echo -e "${BLUE}========================================${NC}"
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echo -e "${BLUE}gRPC Endpoint Validation Suite${NC}"
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echo -e "${BLUE}Testing: 225-Feature Extraction + Regime Detection${NC}"
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echo -e "${BLUE}========================================${NC}"
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echo ""
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# Track test results
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TOTAL_TESTS=0
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PASSED_TESTS=0
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FAILED_TESTS=0
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run_test() {
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local test_name=$1
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local test_command=$2
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TOTAL_TESTS=$((TOTAL_TESTS + 1))
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echo -e "${YELLOW}[TEST $TOTAL_TESTS] $test_name${NC}"
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if eval "$test_command" > /tmp/test_output_$TOTAL_TESTS.log 2>&1; then
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PASSED_TESTS=$((PASSED_TESTS + 1))
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echo -e "${GREEN}✓ PASS${NC}"
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else
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FAILED_TESTS=$((FAILED_TESTS + 1))
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echo -e "${RED}✗ FAIL${NC}"
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echo " See: /tmp/test_output_$TOTAL_TESTS.log"
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fi
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echo ""
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}
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# Test 1: Trading Service Integration Tests
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run_test "Trading Service - Core Endpoints" \
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"cargo test -p trading_service --test integration_tests -- --test-threads=1 --nocapture"
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# Test 2: Backtesting Service Initialization
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run_test "Backtesting Service - Initialization" \
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"cargo test -p backtesting_service --test integration_tests test_service_initialization -- --nocapture"
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# Test 3: 225-Feature Extraction - SharedML
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run_test "225-Feature Extraction - SharedML Strategy" \
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"cargo test -p common shared_ml_strategy --lib -- --nocapture"
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# Test 4: Wave D Feature Integration
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run_test "Wave D - Feature Integration" \
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"cargo test -p ml integration_wave_d_features --lib -- --nocapture"
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# Test 5: Regime Detection Compilation
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run_test "Regime Detection - Test Compilation" \
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"cargo test -p trading_service --test regime_grpc_integration_test --no-run"
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# Test 6: API Gateway Regime Endpoints
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run_test "API Gateway - Regime Endpoint Proto Validation" \
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"cargo test -p api_gateway --test regime_endpoint_tests -- --nocapture"
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echo -e "${BLUE}========================================${NC}"
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echo -e "${BLUE}Test Summary${NC}"
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echo -e "${BLUE}========================================${NC}"
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echo -e "Total Tests: $TOTAL_TESTS"
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echo -e "${GREEN}Passed: $PASSED_TESTS${NC}"
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if [ $FAILED_TESTS -gt 0 ]; then
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echo -e "${RED}Failed: $FAILED_TESTS${NC}"
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else
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echo -e "Failed: $FAILED_TESTS"
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fi
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echo ""
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# Calculate pass rate
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PASS_RATE=$((PASSED_TESTS * 100 / TOTAL_TESTS))
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echo -e "Pass Rate: ${PASS_RATE}%"
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echo ""
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if [ $PASS_RATE -eq 100 ]; then
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echo -e "${GREEN}✅ ALL TESTS PASSED${NC}"
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echo -e "${GREEN}gRPC endpoints operational with 225-feature extraction${NC}"
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exit 0
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else
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echo -e "${YELLOW}⚠️ Some tests failed. Review logs in /tmp/test_output_*.log${NC}"
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exit 1
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fi
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