foxhunt/ml/examples/verify_225_feature_values.rs

/// Verify that all 225 features are extracted correctly and Wave D features contain actual data
use ml::features::extraction::{extract_ml_features, OHLCVBar};
use chrono::Utc;

fn main() {
    println!("=== 225-Feature Dimension Validation ===\n");

    // Create synthetic bars with some trend and volatility
    let bars: Vec<OHLCVBar> = (0..100)
        .map(|i| {
            let base = 100.0;
            let trend = i as f64 * 0.5; // Trending price
            let volatility = (i as f64 * 0.1).sin() * 2.0; // Oscillating volatility
            
            OHLCVBar {
                timestamp: Utc::now() + chrono::Duration::hours(i),
                open: base + trend + volatility,
                high: base + trend + volatility + 1.0,
                low: base + trend + volatility - 1.0,
                close: base + trend + volatility + 0.5,
                volume: 1000.0 + i as f64 * 50.0 + volatility * 100.0,
            }
        })
        .collect();

    println!("Generated {} OHLCV bars with trend and volatility", bars.len());

    // Extract features
    let features = extract_ml_features(&bars).expect("Failed to extract features");
    
    println!("Extracted {} feature vectors", features.len());
    println!("Expected: {} (100 bars - 50 warmup)", 100 - 50);

    if features.is_empty() {
        println!("❌ ERROR: No features extracted!");
        return;
    }

    // Check dimensions
    let first_vec = &features[0];
    println!("\n=== Dimension Check ===");
    println!("Feature vector length: {}", first_vec.len());
    println!("Expected: 225");
    
    if first_vec.len() != 225 {
        println!("❌ ERROR: Feature dimension mismatch!");
        return;
    } else {
        println!("✅ Dimension check PASSED");
    }

    // Sample Wave C features (indices 0-200)
    println!("\n=== Wave C Features (Sample) ===");
    println!("Feature[0]:   {:.6}", first_vec[0]);
    println!("Feature[50]:  {:.6}", first_vec[50]);
    println!("Feature[100]: {:.6}", first_vec[100]);
    println!("Feature[150]: {:.6}", first_vec[150]);
    println!("Feature[200]: {:.6}", first_vec[200]);

    // Wave D features (indices 201-224)
    println!("\n=== Wave D Features (CUSUM Statistics: 201-210) ===");
    for i in 201..=210 {
        println!("Feature[{}]: {:.6}", i, first_vec[i]);
    }

    println!("\n=== Wave D Features (ADX & Directional: 211-215) ===");
    for i in 211..=215 {
        println!("Feature[{}]: {:.6}", i, first_vec[i]);
    }

    println!("\n=== Wave D Features (Transition Probabilities: 216-220) ===");
    for i in 216..=220 {
        println!("Feature[{}]: {:.6}", i, first_vec[i]);
    }

    println!("\n=== Wave D Features (Adaptive Metrics: 221-224) ===");
    for i in 221..=224 {
        println!("Feature[{}]: {:.6}", i, first_vec[i]);
    }

    // Check for non-zero values in Wave D features
    println!("\n=== Non-Zero Validation ===");
    let mut zero_count = 0;
    let mut non_zero_count = 0;

    for i in 201..=224 {
        let value = first_vec[i];
        if value.abs() < 1e-10 {
            zero_count += 1;
        } else {
            non_zero_count += 1;
        }
    }

    println!("Wave D features (201-224): 24 total");
    println!("Non-zero features: {}", non_zero_count);
    println!("Zero features: {}", zero_count);

    if non_zero_count > 0 {
        println!("✅ Wave D features contain actual data (not all zeros)");
    } else {
        println!("❌ WARNING: All Wave D features are zero!");
    }

    // Check for NaN or Inf
    println!("\n=== NaN/Inf Validation ===");
    let mut nan_count = 0;
    let mut inf_count = 0;

    for (i, &value) in first_vec.iter().enumerate() {
        if value.is_nan() {
            nan_count += 1;
            println!("  Feature[{}]: NaN", i);
        }
        if value.is_infinite() {
            inf_count += 1;
            println!("  Feature[{}]: Inf", i);
        }
    }

    if nan_count == 0 && inf_count == 0 {
        println!("✅ No NaN or Inf values detected");
    } else {
        println!("❌ Found {} NaN and {} Inf values", nan_count, inf_count);
    }

    // Summary statistics for Wave D features
    println!("\n=== Wave D Feature Statistics ===");
    let wave_d_values: Vec<f64> = (201..=224).map(|i| first_vec[i]).collect();
    let min = wave_d_values.iter().copied().fold(f64::INFINITY, f64::min);
    let max = wave_d_values.iter().copied().fold(f64::NEG_INFINITY, f64::max);
    let mean = wave_d_values.iter().sum::<f64>() / wave_d_values.len() as f64;
    let variance = wave_d_values.iter().map(|v| (v - mean).powi(2)).sum::<f64>() / wave_d_values.len() as f64;
    let std_dev = variance.sqrt();

    println!("Min:     {:.6}", min);
    println!("Max:     {:.6}", max);
    println!("Mean:    {:.6}", mean);
    println!("Std Dev: {:.6}", std_dev);

    // Final verdict
    println!("\n=== Final Verdict ===");
    if first_vec.len() == 225 && non_zero_count > 0 && nan_count == 0 && inf_count == 0 {
        println!("✅ ALL CHECKS PASSED");
        println!("   • 225 dimensions: ✓");
        println!("   • Wave D non-zero: ✓ ({}/24 features)", non_zero_count);
        println!("   • No NaN/Inf: ✓");
    } else {
        println!("❌ VALIDATION FAILED");
        if first_vec.len() != 225 {
            println!("   • Wrong dimension: {}", first_vec.len());
        }
        if non_zero_count == 0 {
            println!("   • Wave D all zeros");
        }
        if nan_count > 0 || inf_count > 0 {
            println!("   • Contains NaN/Inf");
        }
    }
}