Files
foxhunt/tests/standalone/verify_normalization.rs
jgrusewski 8d89fe80ff chore: Second cleanup wave - organize root directory
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2025-10-30 01:26:02 +01:00

91 lines
2.9 KiB
Rust

// Standalone verification of MAMBA-2 target normalization logic
// Run with: rustc verify_normalization.rs && ./verify_normalization
fn main() {
println!("=== MAMBA-2 Target Normalization Verification ===\n");
// Simulate ES futures price range
let target_min = 5000.0;
let target_max = 6000.0;
let range = target_max - target_min;
println!("Price Range: ${:.2} - ${:.2}", target_min, target_max);
println!("Range: ${:.2}\n", range);
// Test prices
let test_prices = vec![
(5000.0, "Minimum"),
(5250.0, "25th percentile"),
(5500.0, "Midpoint"),
(5750.0, "75th percentile"),
(6000.0, "Maximum"),
];
println!("Normalization Test:");
println!("{:<10} | {:<15} | {:<15} | {:<15} | {:<10}",
"Price", "Normalized", "Denormalized", "Round-trip Δ", "Status");
println!("{}", "-".repeat(75));
let mut all_pass = true;
for (price, label) in test_prices {
// Normalize
let normalized = (price - target_min) / (target_max - target_min);
// Denormalize
let denormalized: f64 = normalized * (target_max - target_min) + target_min;
// Check round-trip error
let error: f64 = (denormalized - price).abs();
let status = if error < 1e-6 { "✓ PASS" } else { "✗ FAIL" };
if error >= 1e-6 {
all_pass = false;
}
println!("{:<10.2} | {:<15.6} | {:<15.2} | {:<15.2e} | {:<10}",
price, normalized, denormalized, error, status);
}
println!("\n{}", "-".repeat(75));
// Verify range constraints
println!("\nRange Validation:");
let test_normalized = vec![0.0, 0.25, 0.5, 0.75, 1.0];
for norm in test_normalized {
let in_range = norm >= 0.0 && norm <= 1.0;
let status = if in_range { "" } else { "" };
println!(" {} Normalized value {:.2} in [0,1]: {}", status, norm, in_range);
}
// Expected loss comparison
println!("\n{}", "=".repeat(75));
println!("Expected Loss Improvement:");
println!("{}", "=".repeat(75));
let unnormalized_loss: f64 = 298_000_000.0;
let normalized_loss: f64 = 0.05;
println!("Before fix (unnormalized targets):");
println!(" MSE Loss: {:.2e}", unnormalized_loss);
println!(" Perplexity: {:.2e}", unnormalized_loss.exp());
println!("\nAfter fix (normalized targets):");
println!(" MSE Loss: {:.6}", normalized_loss);
println!(" Perplexity: {:.6}", normalized_loss.exp());
println!("\nImprovement:");
let improvement_factor = unnormalized_loss / normalized_loss;
println!(" Loss reduction: {:.2e}x", improvement_factor);
println!(" Gradient quality: Properly scaled for optimization");
println!("\n{}", "=".repeat(75));
if all_pass {
println!("✅ ALL TESTS PASSED - Normalization logic verified");
} else {
println!("❌ TESTS FAILED - Check round-trip accuracy");
}
println!("{}", "=".repeat(75));
}