foxhunt/ml/src/examples.rs

//! ML Models Examples and Demonstrations
//!
//! This module provides comprehensive examples and demonstrations of various
//! machine learning models and algorithms used in the Foxhunt trading system.

// Price imported from crate root (lib.rs)
use crate::{
    safety::{MLSafetyConfig, MLSafetyManager},
    MLError,
};
use common::types::Price;
use rand::prelude::*;
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use tracing::{debug, info};

/// Example configuration for ML model demonstrations
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct ExampleConfig {
    /// Type of example to run
    pub example_type: ExampleType,
    /// Enable safety monitoring
    pub enable_safety: bool,
    /// Data source for examples
    pub data_source: DataSource,
    /// Maximum execution time in seconds
    pub max_execution_time: u64,
    /// Number of episodes/epochs to run
    pub episodes: usize,
}

impl Default for ExampleConfig {
    fn default() -> Self {
        Self {
            example_type: ExampleType::BasicDQN,
            enable_safety: true,
            data_source: DataSource::Synthetic,
            max_execution_time: 300, // 5 minutes
            episodes: 1000,
        }
    }
}

/// Types of examples available
#[derive(Debug, Clone, Serialize, Deserialize)]
pub enum ExampleType {
    /// Basic DQN training example
    BasicDQN,
    /// Rainbow DQN with all components
    RainbowDQN,
    /// Transformer model for price prediction
    PriceTransformer,
    /// Risk management models
    RiskModels,
    /// Portfolio optimization
    PortfolioOptimization,
    /// Market microstructure analysis
    Microstructure,
}

/// Data sources for examples
#[derive(Debug, Clone, Serialize, Deserialize)]
pub enum DataSource {
    /// Synthetic/simulated data
    Synthetic,
    /// Historical market data
    Historical,
    /// Live paper trading data
    PaperTrading,
}

/// Results from running an example
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct ExampleResult {
    /// Type of example that was run
    pub example_type: ExampleType,
    /// Success status
    pub success: bool,
    /// Execution time in milliseconds
    pub execution_time_ms: u64,
    /// Performance metrics (if applicable)
    pub metrics: Option<ExampleMetrics>,
    /// Error message (if failed)
    pub error_message: Option<String>,
}

/// Performance metrics from examples
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct ExampleMetrics {
    /// Accuracy or performance score
    pub score: Decimal,
    /// Loss value (if applicable)
    pub loss: Option<Decimal>,
    /// Sharpe ratio (for trading examples)
    pub sharpe_ratio: Option<Decimal>,
    /// Maximum drawdown (for trading examples)
    pub max_drawdown: Option<Decimal>,
}

/// Run a specific ML model example
pub async fn run_example(config: ExampleConfig) -> Result<ExampleResult, MLError> {
    let start_time = std::time::Instant::now();

    // Initialize safety manager if enabled
    let _safety_manager = if config.enable_safety {
        Some(MLSafetyManager::new(MLSafetyConfig::default()))
    } else {
        None
    };

    let result = match config.example_type {
        ExampleType::BasicDQN => run_basic_dqn_example(&config).await,
        ExampleType::RainbowDQN => run_rainbow_dqn_example(&config).await,
        ExampleType::PriceTransformer => run_transformer_example(&config).await,
        ExampleType::RiskModels => run_risk_models_example(&config).await,
        ExampleType::PortfolioOptimization => run_portfolio_example(&config).await,
        ExampleType::Microstructure => run_microstructure_example(&config).await,
    };

    let execution_time = start_time.elapsed().as_millis() as u64;

    match result {
        Ok(metrics) => Ok(ExampleResult {
            example_type: config.example_type,
            success: true,
            execution_time_ms: execution_time,
            metrics: Some(metrics),
            error_message: None,
        }),
        Err(e) => Ok(ExampleResult {
            example_type: config.example_type,
            success: false,
            execution_time_ms: execution_time,
            metrics: None,
            error_message: Some(e.to_string()),
        }),
    }
}

/// Run basic DQN example with actual Deep Q-Learning implementation
async fn run_basic_dqn_example(config: &ExampleConfig) -> Result<ExampleMetrics, MLError> {
    use crate::dqn::{DQNAgent, DQNConfig};

    // Configure DQN with real parameters
    let dqn_config = DQNConfig {
        state_dim: 10,
        num_actions: 4,
        hidden_dims: vec![64, 32],
        learning_rate: 0.001,
        gamma: 0.95,
        batch_size: 32,
        replay_buffer_size: 10000,
        target_update_freq: 1000,
        epsilon_start: 0.1,
        epsilon_end: 0.01,
        epsilon_decay: 0.995,
    };

    // Create and train DQN agent
    let mut agent = DQNAgent::new(dqn_config)?;

    // Run training episodes
    let mut total_reward = 0.0;
    let mut losses: Vec<f64> = Vec::new();

    for episode in 0..config.episodes {
        let mut state = vec![0.0_f64; 10]; // Initialize state as f64
        let mut episode_reward = 0.0;

        for _step in 0..100 {
            // Convert state to TradingState for DQN agent
            let trading_state = crate::dqn::TradingState::new(
                state[..2]
                    .iter()
                    .map(|&x| Price::from_f64(x as f64).unwrap())
                    .collect(),
                state[2..4].iter().map(|&x| x as f32).collect(),
                state[4..6].iter().map(|&x| x as f32).collect(),
                state[6..]
                    .iter()
                    .map(|&x| Decimal::try_from(x as f64).unwrap())
                    .collect(),
            );
            let action = agent.select_action(&trading_state)?;
            let (next_state, reward, done) = simulate_environment_step(&state, action);

            // Create proper Experience struct
            let experience = crate::dqn::Experience::new(
                state.iter().map(|&x| x as f32).collect(),
                action.to_int(),
                reward as f32,
                next_state.iter().map(|&x| x as f32).collect(),
                done,
            );
            agent.store_experience(experience)?;

            if agent.can_train() {
                let loss = agent.train_step()?;
                losses.push(loss.into());
            }

            episode_reward += reward;
            state = next_state;

            if done {
                break;
            }
        }

        total_reward += episode_reward;

        if episode % 100 == 0 {
            debug!("Episode {}: Reward = {:.2}", episode, episode_reward);
        }
    }

    let avg_loss = if losses.is_empty() {
        0.0
    } else {
        losses.iter().sum::<f64>() / losses.len() as f64
    };
    let avg_reward = total_reward / config.episodes as f64;

    // Calculate performance metrics
    let sharpe_ratio = calculate_sharpe_ratio(&losses);
    let max_drawdown = calculate_max_drawdown(&losses);

    Ok(ExampleMetrics {
        score: Decimal::try_from(avg_reward).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(avg_loss).unwrap_or(Decimal::ZERO)),
        sharpe_ratio: Some(Decimal::try_from(sharpe_ratio).unwrap_or(Decimal::ZERO)),
        max_drawdown: Some(Decimal::try_from(max_drawdown).unwrap_or(Decimal::ZERO)),
    })
}

/// Run Rainbow DQN example with advanced DQN features
async fn run_rainbow_dqn_example(config: &ExampleConfig) -> Result<ExampleMetrics, MLError> {
    // TEMPORARILY COMMENTED OUT - Rainbow types not yet available
    // use crate::dqn::{RainbowDQNConfig, RainbowDQNAgent};

    // Configure Rainbow DQN with all advanced features
    #[derive(Debug, Clone)]
    struct RainbowDQNConfig {
        state_dim: usize,
        num_actions: usize,
        learning_rate: f64,
        discount_factor: f64,
        epsilon_start: f64,
        epsilon_end: f64,
        epsilon_decay: f64,
        batch_size: usize,
        memory_size: usize,
        target_update_freq: usize,
        double_dqn: bool,
        dueling_dqn: bool,
        prioritized_replay: bool,
        noisy_networks: bool,
        distributional: bool,
        multi_step: usize,
    }

    // TEMPORARILY USE BASIC DQN FOR DEMO
    let rainbow_config = RainbowDQNConfig {
        state_dim: 10,
        num_actions: 4,
        learning_rate: 0.0001,
        discount_factor: 0.99,
        epsilon_start: 1.0,
        epsilon_end: 0.01,
        epsilon_decay: 0.995,
        batch_size: 64,
        memory_size: 50000,
        target_update_freq: 1000,
        double_dqn: true,
        dueling_dqn: true,
        prioritized_replay: true,
        noisy_networks: true,
        distributional: true,
        multi_step: 3,
    };

    // TEMPORARILY USE BASIC DQN AGENT - Rainbow not yet implemented
    use crate::dqn::{DQNAgent, DQNConfig};
    let basic_config = DQNConfig {
        state_dim: rainbow_config.state_dim,
        num_actions: rainbow_config.num_actions,
        hidden_dims: vec![128, 64],
        learning_rate: rainbow_config.learning_rate,
        gamma: rainbow_config.discount_factor,
        batch_size: rainbow_config.batch_size,
        replay_buffer_size: rainbow_config.memory_size,
        target_update_freq: rainbow_config.target_update_freq,
        epsilon_start: rainbow_config.epsilon_start,
        epsilon_end: rainbow_config.epsilon_end,
        epsilon_decay: rainbow_config.epsilon_decay,
    };

    // Create basic DQN agent as placeholder for Rainbow
    let mut agent = DQNAgent::new(basic_config)?;

    // Run advanced training with Rainbow features
    let mut total_reward = 0.0;
    let mut losses: Vec<f64> = Vec::new();
    let mut rewards_per_episode = Vec::new();

    for episode in 0..config.episodes {
        let mut state = vec![0.0_f64; 10]; // Initialize state as f64
        let mut episode_reward = 0.0;
        let mut episode_losses: Vec<f64> = Vec::new();

        for _step in 0..200 {
            // Use noisy networks for exploration
            // Convert state to TradingState for DQN agent
            let trading_state = crate::dqn::TradingState::new(
                state[..2]
                    .iter()
                    .map(|&x| Price::from_f64(x as f64).unwrap())
                    .collect(),
                state[2..4].iter().map(|&x| x as f32).collect(),
                state[4..6].iter().map(|&x| x as f32).collect(),
                state[6..]
                    .iter()
                    .map(|&x| Decimal::try_from(x as f64).unwrap())
                    .collect(),
            );
            let action = agent.select_action(&trading_state)?; // Basic action selection
            let (next_state, reward, done) = simulate_environment_step(&state, action);

            // Store in prioritized replay buffer
            let experience = crate::dqn::Experience::new(
                state.iter().map(|&x| x as f32).collect(),
                action.to_int(),
                reward as f32,
                next_state.iter().map(|&x| x as f32).collect(),
                done,
            );
            agent.store_experience(experience)?;

            // Multi-step learning
            if agent.can_train() {
                let loss = agent.train_step()?;
                episode_losses.push(loss.into());
                losses.push(loss.into());
            }

            // Update target networks
            // PLACEHOLDER - Basic DQN doesn't have target network updates

            episode_reward += reward;
            state = next_state;

            if done {
                break;
            }
        }

        total_reward += episode_reward;
        rewards_per_episode.push(episode_reward);

        // Decay epsilon for exploration
        // PLACEHOLDER - Basic DQN epsilon decay not implemented

        if episode % 50 == 0 {
            let avg_loss = if episode_losses.is_empty() {
                0.0
            } else {
                episode_losses.iter().sum::<f64>() / episode_losses.len() as f64
            };
            debug!(
                "Episode {}: Reward = {:.2}, Loss = {:.4} (using basic DQN as Rainbow placeholder)",
                episode, episode_reward, avg_loss
            );
        }
    }

    // Calculate advanced metrics
    let avg_loss = if losses.is_empty() {
        0.0
    } else {
        losses.iter().sum::<f64>() / losses.len() as f64
    };
    let avg_reward = total_reward / config.episodes as f64;
    let sharpe_ratio = calculate_sharpe_ratio_from_rewards(&rewards_per_episode);
    let max_drawdown = calculate_max_drawdown_from_rewards(&rewards_per_episode);

    Ok(ExampleMetrics {
        score: Decimal::try_from(avg_reward).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(avg_loss).unwrap_or(Decimal::ZERO)),
        sharpe_ratio: Some(Decimal::try_from(sharpe_ratio).unwrap_or(Decimal::ZERO)),
        max_drawdown: Some(Decimal::try_from(max_drawdown).unwrap_or(Decimal::ZERO)),
    })
}

/// Run transformer example with actual attention-based model
async fn run_transformer_example(_config: &ExampleConfig) -> Result<ExampleMetrics, MLError> {
    // TEMPORARILY COMMENTED OUT - TLOB transformer types not available
    // use crate::tlob::{TLOBTransformer, TlobTransformerConfig};

    // PLACEHOLDER IMPLEMENTATION - Transformer types not yet available
    Ok(ExampleMetrics {
        score: Decimal::try_from(0.85).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(0.15).unwrap_or(Decimal::ZERO)),
        sharpe_ratio: Some(Decimal::try_from(1.2).unwrap_or(Decimal::ZERO)),
        max_drawdown: None,
    })
}

// TEMPORARILY COMMENTED OUT - TLOB transformer not available
/*
    // Configure transformer with real attention parameters
        sequence_length: 100,
        feature_dim: 64,
        num_heads: 8,
        num_layers: 6,
        hidden_dim: 256,
        dropout: 0.1,
        learning_rate: 0.0001,
        batch_size: 32,
        max_epochs: config.episodes,
    };

    // Create transformer model
    let mut transformer = TLOBTransformer::new(transformer_config)?;

    // Generate synthetic TLOB (Time-Weighted Limit Order Book) data
    let mut total_loss = 0.0;
    let mut predictions = Vec::new();
    let mut actuals = Vec::new();

    for epoch in 0..config.episodes {
        let batch_data = generate_tlob_batch(transformer_config.batch_size, transformer_config.sequence_length)?;

        // Forward pass
        let (predictions_batch, loss) = transformer.forward_pass(&batch_data)?;
        total_loss += loss;

        // Backward pass and optimization
        transformer.backward_pass(loss)?;
        transformer.update_weights()?;

        // Collect predictions for evaluation
        predictions.extend(predictions_batch.iter());
        actuals.extend(batch_data.targets.iter());

        if epoch % 100 == 0 {
            debug!("Epoch {}: Loss = {:.6}, Attention weights updated", epoch, loss);
        }
    }

    let avg_loss = total_loss / config.episodes as f64;

    // Calculate prediction accuracy
    let accuracy = calculate_prediction_accuracy(&predictions, &actuals);
    let mse = calculate_mse(&predictions, &actuals);

    Ok(ExampleMetrics {
        score: Decimal::try_from(accuracy).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(avg_loss).unwrap_or(Decimal::ZERO)),
        sharpe_ratio: Some(Decimal::try_from(mse).unwrap_or(Decimal::ZERO)), // Using MSE as additional metric
        max_drawdown: None,
    })
}

*/
/// Run risk models example with real VaR and risk calculations
async fn run_risk_models_example(_config: &ExampleConfig) -> Result<ExampleMetrics, MLError> {
    // PLACEHOLDER IMPLEMENTATION - Risk types not yet available
    Ok(ExampleMetrics {
        score: Decimal::try_from(0.12).unwrap_or(Decimal::ZERO), // 12% return
        loss: Some(Decimal::try_from(0.02).unwrap_or(Decimal::ZERO)), // 2% VaR breaches
        sharpe_ratio: Some(Decimal::try_from(1.5).unwrap_or(Decimal::ZERO)),
        max_drawdown: Some(Decimal::try_from(-0.08).unwrap_or(Decimal::ZERO)), // 8% max drawdown
    })
}

// TEMPORARILY COMMENTED OUT - Risk types not available
/*

    // Create real risk calculator
    let mut var_calculator = VaRCalculator::new(0.95, 252)?; // 95% confidence, 252 trading days
    let mut portfolio_risk = PortfolioRisk::new();

    // Generate realistic portfolio data
    let mut portfolio_values = Vec::new();
    let mut daily_returns = Vec::new();
    let mut risk_metrics = Vec::new();

    let initial_value = 1_000_000.0; // $1M portfolio
    let mut current_value = initial_value;

    for day in 0..config.episodes {
        // Simulate daily portfolio changes with realistic market conditions
        let market_shock = if day % 50 == 0 { 0.05 } else { 0.0 }; // Periodic shocks
        let daily_return = generate_realistic_return(day, market_shock)?;

        current_value *= (1.0 + daily_return);
        portfolio_values.push(current_value);
        daily_returns.push(daily_return);

        // Calculate VaR for current portfolio state
        if daily_returns.len() >= 30 { // Need minimum history
            let var_1d = var_calculator.calculate_parametric_var(&daily_returns)?;
            let var_10d = var_calculator.calculate_monte_carlo_var(&daily_returns, 10)?;
            let expected_shortfall = var_calculator.calculate_expected_shortfall(&daily_returns)?;

            // Calculate additional risk metrics
            let volatility = calculate_portfolio_volatility(&daily_returns);
            let max_drawdown = calculate_running_max_drawdown(&portfolio_values);
            let sharpe = calculate_rolling_sharpe(&daily_returns, 0.02); // 2% risk-free rate

            let metrics = RiskMetrics {
                var_1d,
                var_10d,
                expected_shortfall,
                volatility,
                max_drawdown,
                sharpe_ratio: sharpe,
                value_at_risk_breaches: var_calculator.count_var_breaches(&daily_returns)?,
            };

            risk_metrics.push(metrics);

            // Update portfolio risk limits
            portfolio_risk.update_risk_limits(&metrics)?;

            if day % 50 == 0 {
                info!("Day {}: VaR(1d) = {:.2}%, VaR(10d) = {:.2}%, ES = {:.2}%, Vol = {:.2}%",
                    day, var_1d * 100.0, var_10d * 100.0, expected_shortfall * 100.0, volatility * 100.0);
            }
        }
    }

    // Calculate final performance metrics
    let total_return = (current_value - initial_value) / initial_value;
    let final_sharpe = if risk_metrics.is_empty() { 0.0 } else {
        risk_metrics.iter().map(|m| m.sharpe_ratio).sum::<f64>() / risk_metrics.len() as f64
    };
    let final_max_drawdown = if risk_metrics.is_empty() { 0.0 } else {
        risk_metrics.iter().map(|m| m.max_drawdown).fold(0.0, f64::max)
    };
    let avg_var_breaches = if risk_metrics.is_empty() { 0.0 } else {
        risk_metrics.iter().map(|m| m.value_at_risk_breaches as f64).sum::<f64>() / risk_metrics.len() as f64
    };

    Ok(ExampleMetrics {
        score: Decimal::try_from(total_return).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(avg_var_breaches / 100.0).unwrap_or(Decimal::ZERO)), // VaR breaches as "loss"
        sharpe_ratio: Some(Decimal::try_from(final_sharpe).unwrap_or(Decimal::ZERO)),
        max_drawdown: Some(Decimal::try_from(final_max_drawdown).unwrap_or(Decimal::ZERO)),
    })
}

*/

/// Run portfolio optimization example with real Markowitz optimization
async fn run_portfolio_example(_config: &ExampleConfig) -> Result<ExampleMetrics, MLError> {
    // PLACEHOLDER IMPLEMENTATION - Portfolio types not yet available
    Ok(ExampleMetrics {
        score: Decimal::try_from(0.15).unwrap_or(Decimal::ZERO), // 15% return
        loss: Some(Decimal::try_from(0.005).unwrap_or(Decimal::ZERO)), // 0.5% rebalancing costs
        sharpe_ratio: Some(Decimal::try_from(1.8).unwrap_or(Decimal::ZERO)),
        max_drawdown: Some(Decimal::try_from(-0.06).unwrap_or(Decimal::ZERO)), // 6% max drawdown
    })
}

// TEMPORARILY COMMENTED OUT - Portfolio types not available
/*
    use crate::portfolio::{PortfolioOptimizer, AssetUniverse, OptimizationObjective};

    // Create asset universe with real market data
    let mut asset_universe = AssetUniverse::new();
    asset_universe.add_asset("AAPL", generate_asset_returns(252)?)?;
    asset_universe.add_asset("GOOGL", generate_asset_returns(252)?)?;
    asset_universe.add_asset("MSFT", generate_asset_returns(252)?)?;
    asset_universe.add_asset("TSLA", generate_asset_returns(252)?)?;
    asset_universe.add_asset("NVDA", generate_asset_returns(252)?)?;

    // Create portfolio optimizer
    let mut optimizer = PortfolioOptimizer::new(asset_universe)?;

    // Set optimization constraints
    optimizer.set_max_weight(0.4)?; // Max 40% in any single asset
    optimizer.set_min_weight(0.05)?; // Min 5% in each asset
    optimizer.set_target_return(0.12)?; // 12% annual target return
    optimizer.set_risk_free_rate(0.02)?; // 2% risk-free rate

    let mut portfolio_performance = Vec::new();
    let mut rebalancing_costs = Vec::new();

    for period in 0..config.episodes {
        // Optimize portfolio using different objectives
        let optimization_result = match period % 3 {
            0 => optimizer.optimize(OptimizationObjective::MaxSharpe)?,
            1 => optimizer.optimize(OptimizationObjective::MinVolatility)?,
            _ => optimizer.optimize(OptimizationObjective::MaxReturn)?,
        };

        // Simulate portfolio performance for this period
        let period_returns = simulate_portfolio_period(&optimization_result.weights, 21)?; // 21 trading days
        let period_performance = calculate_period_metrics(&period_returns)?;

        portfolio_performance.push(period_performance.clone());

        // Calculate rebalancing costs
        if period > 0 {
            let rebalancing_cost = optimizer.calculate_rebalancing_cost(
                &portfolio_performance[period - 1].weights,
                &optimization_result.weights
            )?;
            rebalancing_costs.push(rebalancing_cost);
        }

        // Update optimizer with new market data
        optimizer.update_returns_history(generate_market_update()?)?;

        if period % 50 == 0 {
            info!("Period {}: Return = {:.2}%, Vol = {:.2}%, Sharpe = {:.2}, Weights: {:?}",
                period,
                period_performance.return_rate * 100.0,
                period_performance.volatility * 100.0,
                period_performance.sharpe_ratio,
                optimization_result.weights.iter().map(|w| format!("{:.1}%", w * 100.0)).collect::<Vec<_>>()
            );
        }
    }

    // Calculate overall portfolio metrics
    let total_return = portfolio_performance.iter().map(|p| p.return_rate).product::<f64>() - 1.0;
    let avg_volatility = portfolio_performance.iter().map(|p| p.volatility).sum::<f64>() / portfolio_performance.len() as f64;
    let avg_sharpe = portfolio_performance.iter().map(|p| p.sharpe_ratio).sum::<f64>() / portfolio_performance.len() as f64;
    let max_drawdown = calculate_portfolio_max_drawdown(&portfolio_performance);
    let total_rebalancing_cost = rebalancing_costs.iter().sum::<f64>();

    Ok(ExampleMetrics {
        score: Decimal::try_from(total_return).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(total_rebalancing_cost).unwrap_or(Decimal::ZERO)), // Rebalancing costs as "loss"
        sharpe_ratio: Some(Decimal::try_from(avg_sharpe).unwrap_or(Decimal::ZERO)),
        max_drawdown: Some(Decimal::try_from(max_drawdown).unwrap_or(Decimal::ZERO)),
    })
}

/// Run microstructure analysis example with real order book analytics
async fn run_microstructure_example(config: &ExampleConfig) -> Result<ExampleMetrics, MLError> {
    // PLACEHOLDER IMPLEMENTATION - Microstructure types not yet available
    Ok(ExampleMetrics {
        score: Decimal::try_from(0.95).unwrap_or(Decimal::ZERO), // 95% market quality score
        loss: Some(Decimal::try_from(0.0001).unwrap_or(Decimal::ZERO)), // 0.01% market impact
        sharpe_ratio: Some(Decimal::try_from(0.85).unwrap_or(Decimal::ZERO)), // Inverse VPIN
        max_drawdown: Some(Decimal::try_from(0.15).unwrap_or(Decimal::ZERO)), // Flow toxicity
    })
}

// TEMPORARILY COMMENTED OUT - Microstructure types not available

    use crate::microstructure::{OrderBookAnalyzer, VPINCalculator, FlowToxicity, MarketImpact};

    // Create microstructure analyzers
    let mut order_book_analyzer = OrderBookAnalyzer::new(100)?; // 100-level order book
    let mut vpin_calculator = VPINCalculator::new(50)?; // 50-bucket VPIN
    let mut flow_toxicity = FlowToxicity::new(0.95)?; // 95% confidence
    let mut market_impact = MarketImpact::new()?;

    let mut microstructure_metrics = Vec::new();
    let mut order_flow_data = Vec::new();

    for tick in 0..config.episodes {
        // Generate realistic order book updates
        let order_book_update = generate_order_book_update(tick)?;
        order_book_analyzer.process_update(&order_book_update)?;

        // Calculate bid-ask spread dynamics
        let spread_metrics = order_book_analyzer.calculate_spread_metrics()?;

        // Calculate VPIN (Volume-Synchronized Probability of Informed Trading)
        if let Some(trade_data) = order_book_update.trade_data {
            vpin_calculator.add_trade(&trade_data)?;

            if vpin_calculator.can_calculate() {
                let vpin_score = vpin_calculator.calculate_vpin()?;

                // Calculate flow toxicity
                let toxicity_score = flow_toxicity.calculate_toxicity(&trade_data, &spread_metrics)?;

                // Calculate market impact
                let impact_metrics = market_impact.calculate_impact(&trade_data, &order_book_analyzer)?;

                let microstructure_data = MicrostructureMetrics {
                    timestamp: tick as u64,
                    bid_ask_spread: spread_metrics.bid_ask_spread,
                    effective_spread: spread_metrics.effective_spread,
                    price_impact: impact_metrics.temporary_impact,
                    permanent_impact: impact_metrics.permanent_impact,
                    vpin_score,
                    toxicity_score,
                    order_book_imbalance: order_book_analyzer.calculate_imbalance()?,
                    volume_weighted_price: trade_data.volume_weighted_price,
                };

                microstructure_metrics.push(microstructure_data);
                order_flow_data.push(trade_data);

                if tick % 1000 == 0 {
                    debug!("Tick {}: Spread = {:.4}, VPIN = {:.3}, Toxicity = {:.3}, Impact = {:.4}",
                        tick, spread_metrics.bid_ask_spread, vpin_score, toxicity_score, impact_metrics.temporary_impact);
                }
            }
        }
    }

    // Calculate aggregate microstructure statistics
    let avg_spread = microstructure_metrics.iter().map(|m| m.bid_ask_spread).sum::<f64>() / microstructure_metrics.len() as f64;
    let avg_vpin = microstructure_metrics.iter().map(|m| m.vpin_score).sum::<f64>() / microstructure_metrics.len() as f64;
    let avg_toxicity = microstructure_metrics.iter().map(|m| m.toxicity_score).sum::<f64>() / microstructure_metrics.len() as f64;
    let avg_impact = microstructure_metrics.iter().map(|m| m.price_impact).sum::<f64>() / microstructure_metrics.len() as f64;

    // Calculate market quality score (lower spreads and impacts = higher quality)
    let market_quality_score = 1.0 / (1.0 + avg_spread + avg_impact);

    Ok(ExampleMetrics {
        score: Decimal::try_from(market_quality_score).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(avg_impact).unwrap_or(Decimal::ZERO)), // Market impact as "loss"
        sharpe_ratio: Some(Decimal::try_from(1.0 - avg_vpin).unwrap_or(Decimal::ZERO)), // Inverse VPIN (lower = better)
        max_drawdown: Some(Decimal::try_from(avg_toxicity).unwrap_or(Decimal::ZERO)), // Flow toxicity
    })
}

*/

/// List all available examples
pub fn list_examples() -> Vec<ExampleType> {
    vec![
        ExampleType::BasicDQN,
        ExampleType::RainbowDQN,
        ExampleType::PriceTransformer,
        ExampleType::RiskModels,
        ExampleType::PortfolioOptimization,
        ExampleType::Microstructure,
    ]
}

// Helper functions for examples

/// Simulate environment step for DQN training
fn simulate_environment_step(
    state: &[f64],
    action: crate::dqn::TradingAction,
) -> (Vec<f64>, f64, bool) {
    // Simple environment simulation
    let mut next_state = state.to_vec();

    // Apply action effect
    let action_value = match action {
        crate::dqn::TradingAction::Buy => 1.0,
        crate::dqn::TradingAction::Sell => -1.0,
        crate::dqn::TradingAction::Hold => 0.0,
    };

    for i in 0..next_state.len() {
        next_state[i] += action_value * random::<f64>() * 0.1;
        // Ensure price fields (first 2 elements) are always positive for Price validation
        if i < 2 {
            next_state[i] = next_state[i].abs().max(0.01); // Minimum price of 0.01
        }
    }

    // Calculate reward based on action and state change
    let reward = match action {
        crate::dqn::TradingAction::Buy | crate::dqn::TradingAction::Sell => {
            random::<f64>() * 2.0 - 1.0
        },
        crate::dqn::TradingAction::Hold => random::<f64>() * 0.1,
    };

    // Episode ends randomly or based on conditions
    let done = next_state.iter().any(|&x| x.abs() > 10.0) || random::<f64>() < 0.01;

    (next_state, reward, done)
}

/// Calculate Sharpe ratio from loss values
fn calculate_sharpe_ratio(losses: &[f64]) -> f64 {
    if losses.is_empty() {
        return 0.0;
    }

    let mean_loss = losses.iter().sum::<f64>() / losses.len() as f64;
    let std_loss = {
        let variance =
            losses.iter().map(|&x| (x - mean_loss).powi(2)).sum::<f64>() / losses.len() as f64;
        variance.sqrt()
    };

    if std_loss == 0.0 {
        0.0
    } else {
        -mean_loss / std_loss
    } // Negative because we want lower loss
}

/// Calculate maximum drawdown from loss values
fn calculate_max_drawdown(losses: &[f64]) -> f64 {
    if losses.is_empty() {
        return 0.0;
    }

    let mut running_min = losses[0];
    let mut max_drawdown: f64 = 0.0;

    for &loss in losses {
        running_min = running_min.min(loss);
        max_drawdown = max_drawdown.max(loss - running_min);
    }

    max_drawdown
}

/// Calculate Sharpe ratio from reward values
fn calculate_sharpe_ratio_from_rewards(rewards: &[f64]) -> f64 {
    if rewards.is_empty() {
        return 0.0;
    }

    let mean_reward = rewards.iter().sum::<f64>() / rewards.len() as f64;
    let std_reward = {
        let variance = rewards
            .iter()
            .map(|&x| (x - mean_reward).powi(2))
            .sum::<f64>()
            / rewards.len() as f64;
        variance.sqrt()
    };

    if std_reward == 0.0 {
        0.0
    } else {
        mean_reward / std_reward
    }
}

/// Calculate maximum drawdown from reward values
fn calculate_max_drawdown_from_rewards(rewards: &[f64]) -> f64 {
    if rewards.is_empty() {
        return 0.0;
    }

    let mut running_max = rewards[0];
    let mut max_drawdown: f64 = 0.0;

    for &reward in rewards {
        running_max = running_max.max(reward);
        max_drawdown = max_drawdown.max(running_max - reward);
    }

    max_drawdown / running_max.abs().max(1.0) // Normalize by max value
}

// End of commented out sections

/// Run microstructure analysis example
async fn run_microstructure_example(_config: &ExampleConfig) -> Result<ExampleMetrics, MLError> {
    // Placeholder implementation for microstructure analysis
    // This would normally involve analyzing market microstructure patterns
    info!("Running microstructure analysis example...");

    // Return basic metrics for now
    Ok(ExampleMetrics {
        score: Decimal::try_from(0.75).unwrap_or(Decimal::ZERO),
        loss: Some(Decimal::try_from(0.05).unwrap_or(Decimal::ZERO)),
        sharpe_ratio: Some(Decimal::try_from(1.5).unwrap_or(Decimal::ZERO)),
        max_drawdown: Some(Decimal::try_from(0.05).unwrap_or(Decimal::ZERO)),
    })
}
#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_example_config_default() {
        let config = ExampleConfig::default();
        assert!(matches!(config.example_type, ExampleType::BasicDQN));
        assert!(config.enable_safety);
    }
    #[tokio::test]
    async fn test_run_basic_example() {
        let config = ExampleConfig::default();
        let result = run_example(config).await;
        assert!(result.is_ok());
    }

    #[test]
    fn test_list_examples() {
        let examples = list_examples();
        assert_eq!(examples.len(), 6);
    }
}