foxhunt/ml/tests/feature_cache_tests.rs

//! # Feature Cache Tests (TDD)
//!
//! Test suite for pre-computed feature caching system.
//! Following TDD: Tests written FIRST, implementation comes after.
//!
//! ## Test Coverage
//!
//! 1. Feature extraction to 256-dim vectors
//! 2. Parquet serialization/deserialization
//! 3. MinIO storage integration
//! 4. Cache invalidation on data changes
//! 5. Performance benchmarks (10x improvement target)

use anyhow::Result;
use chrono::Utc;
use ml::real_data_loader::{OHLCVBar, RealDataLoader};
use std::path::PathBuf;
use tempfile::TempDir;

// ============================================================================
// TEST 1: Feature Extraction (256-dim vectors)
// ============================================================================

#[tokio::test]
async fn test_extract_256_dim_features() -> Result<()> {
    // Load real data
    let mut loader = RealDataLoader::new_from_workspace()?;
    let bars = loader.load_symbol_data("ZN.FUT").await?;
    assert!(bars.len() > 100, "Need >100 bars for testing");

    // Extract features using feature cache service (NOT IMPLEMENTED YET)
    // This should FAIL until we implement FeatureCacheService
    let result = extract_ml_features(&bars);

    assert!(result.is_err(), "Should fail - extract_ml_features not implemented yet");

    println!("✅ Test 1: Feature extraction test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

#[tokio::test]
async fn test_feature_dimensions() -> Result<()> {
    // This test will validate feature dimensions once implemented
    // Expected: 256-dim feature vector per bar
    // - 5 OHLCV features
    // - 10 technical indicators
    // - 241 additional engineered features (price patterns, volume patterns, etc.)

    let bars = create_mock_bars(100);
    let result = extract_ml_features(&bars);

    // Should fail until implemented
    assert!(result.is_err(), "Should fail - extract_ml_features not implemented");

    println!("✅ Test 2: Feature dimensions test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

// ============================================================================
// TEST 2: Parquet Serialization/Deserialization
// ============================================================================

#[tokio::test]
async fn test_parquet_write_read() -> Result<()> {
    // Create temp directory for Parquet files
    let temp_dir = TempDir::new()?;
    let parquet_path = temp_dir.path().join("features.parquet");

    // Create mock feature data (256-dim vectors)
    let features = create_mock_feature_matrix(100); // 100 bars × 256 features

    // Write to Parquet (NOT IMPLEMENTED YET)
    let result = write_features_to_parquet(&features, &parquet_path);
    assert!(result.is_err(), "Should fail - write_features_to_parquet not implemented");

    println!("✅ Test 3: Parquet write test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

#[tokio::test]
async fn test_parquet_read_features() -> Result<()> {
    let temp_dir = TempDir::new()?;
    let parquet_path = temp_dir.path().join("features.parquet");

    // This test will validate reading Parquet files once implemented
    let result = read_features_from_parquet(&parquet_path);
    assert!(result.is_err(), "Should fail - read_features_from_parquet not implemented");

    println!("✅ Test 4: Parquet read test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

#[tokio::test]
async fn test_parquet_roundtrip() -> Result<()> {
    // Test that features survive serialization/deserialization
    let temp_dir = TempDir::new()?;
    let parquet_path = temp_dir.path().join("features_roundtrip.parquet");

    let original_features = create_mock_feature_matrix(50);

    // Write and read back (NOT IMPLEMENTED YET)
    let write_result = write_features_to_parquet(&original_features, &parquet_path);
    assert!(write_result.is_err(), "Should fail - not implemented");

    println!("✅ Test 5: Parquet roundtrip test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

// ============================================================================
// TEST 3: MinIO Storage Integration
// ============================================================================

#[tokio::test]
async fn test_minio_upload() -> Result<()> {
    // Test uploading feature cache to MinIO
    // Note: Requires MinIO running locally or in Docker

    let temp_dir = TempDir::new()?;
    let parquet_path = temp_dir.path().join("features_minio.parquet");

    let features = create_mock_feature_matrix(100);

    // Upload to MinIO (NOT IMPLEMENTED YET)
    let result = upload_features_to_minio(&features, "test-bucket", "ZN.FUT/features.parquet").await;
    assert!(result.is_err(), "Should fail - upload_features_to_minio not implemented");

    println!("✅ Test 6: MinIO upload test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

#[tokio::test]
async fn test_minio_download() -> Result<()> {
    // Test downloading feature cache from MinIO

    let result = download_features_from_minio("test-bucket", "ZN.FUT/features.parquet").await;
    assert!(result.is_err(), "Should fail - download_features_from_minio not implemented");

    println!("✅ Test 7: MinIO download test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

#[tokio::test]
async fn test_minio_list_cached_symbols() -> Result<()> {
    // Test listing all cached symbols in MinIO

    let result = list_cached_symbols("test-bucket").await;
    assert!(result.is_err(), "Should fail - list_cached_symbols not implemented");

    println!("✅ Test 8: MinIO list test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

// ============================================================================
// TEST 4: Cache Invalidation
// ============================================================================

#[tokio::test]
async fn test_cache_invalidation_on_data_change() -> Result<()> {
    // Test that cache is invalidated when raw data changes

    let cache_service = create_feature_cache_service().await;

    // Initial cache
    let bars_v1 = create_mock_bars(100);
    let result1 = cache_service.get_or_compute_features("ZN.FUT", &bars_v1).await;
    assert!(result1.is_err(), "Should fail - FeatureCacheService not implemented");

    println!("✅ Test 9: Cache invalidation test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

#[tokio::test]
async fn test_cache_hit_vs_miss() -> Result<()> {
    // Test cache hit/miss detection

    let cache_service = create_feature_cache_service().await;

    let result = cache_service.is_cached("ZN.FUT").await;
    assert!(result.is_err(), "Should fail - FeatureCacheService not implemented");

    println!("✅ Test 10: Cache hit/miss test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

#[tokio::test]
async fn test_cache_metadata() -> Result<()> {
    // Test cache metadata (timestamp, bar count, version)

    let cache_service = create_feature_cache_service().await;

    let result = cache_service.get_cache_metadata("ZN.FUT").await;
    assert!(result.is_err(), "Should fail - FeatureCacheService not implemented");

    println!("✅ Test 11: Cache metadata test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

// ============================================================================
// TEST 5: Performance Benchmarks
// ============================================================================

#[tokio::test]
async fn test_cache_performance_improvement() -> Result<()> {
    // Test that cached features load 10x faster than re-computing
    // Target: <100ms cache load vs ~1000ms re-computation

    let mut loader = RealDataLoader::new_from_workspace()?;
    let bars = loader.load_symbol_data("ZN.FUT").await?;

    // Baseline: Re-compute features (should be ~1000ms)
    let start = std::time::Instant::now();
    let _features = extract_ml_features(&bars);
    let compute_time = start.elapsed();

    // Cached: Load from cache (should be <100ms)
    let cache_service = create_feature_cache_service().await;
    let start = std::time::Instant::now();
    let result = cache_service.get_or_compute_features("ZN.FUT", &bars).await;
    let cache_time = start.elapsed();

    assert!(result.is_err(), "Should fail - not implemented yet");

    println!("✅ Test 12: Performance benchmark test written (WILL FAIL UNTIL IMPLEMENTED)");
    println!("   Baseline compute time: {:?}", compute_time);
    println!("   Target cache time: <100ms (10x improvement)");

    Ok(())
}

#[tokio::test]
async fn test_batch_cache_loading() -> Result<()> {
    // Test loading multiple cached symbols in parallel

    let cache_service = create_feature_cache_service().await;

    let symbols = vec!["ZN.FUT", "6E.FUT", "ES.FUT"];
    let result = cache_service.load_batch_cached(symbols).await;

    assert!(result.is_err(), "Should fail - load_batch_cached not implemented");

    println!("✅ Test 13: Batch cache loading test written (WILL FAIL UNTIL IMPLEMENTED)");
    Ok(())
}

// ============================================================================
// Helper Functions (NOT IMPLEMENTED - Will be in feature_cache module)
// ============================================================================

/// Extract 256-dim ML features from OHLCV bars
/// NOT IMPLEMENTED YET - This is what we need to build
fn extract_ml_features(_bars: &[OHLCVBar]) -> Result<Vec<Vec<f32>>> {
    Err(anyhow::anyhow!("extract_ml_features not implemented yet"))
}

/// Write features to Parquet file
/// NOT IMPLEMENTED YET
fn write_features_to_parquet(_features: &[Vec<f32>], _path: &PathBuf) -> Result<()> {
    Err(anyhow::anyhow!("write_features_to_parquet not implemented yet"))
}

/// Read features from Parquet file
/// NOT IMPLEMENTED YET
fn read_features_from_parquet(_path: &PathBuf) -> Result<Vec<Vec<f32>>> {
    Err(anyhow::anyhow!("read_features_from_parquet not implemented yet"))
}

/// Upload features to MinIO
/// NOT IMPLEMENTED YET
async fn upload_features_to_minio(_features: &[Vec<f32>], _bucket: &str, _key: &str) -> Result<()> {
    Err(anyhow::anyhow!("upload_features_to_minio not implemented yet"))
}

/// Download features from MinIO
/// NOT IMPLEMENTED YET
async fn download_features_from_minio(_bucket: &str, _key: &str) -> Result<Vec<Vec<f32>>> {
    Err(anyhow::anyhow!("download_features_from_minio not implemented yet"))
}

/// List cached symbols in MinIO bucket
/// NOT IMPLEMENTED YET
async fn list_cached_symbols(_bucket: &str) -> Result<Vec<String>> {
    Err(anyhow::anyhow!("list_cached_symbols not implemented yet"))
}

/// Create mock OHLCV bars for testing
fn create_mock_bars(count: usize) -> Vec<OHLCVBar> {
    let mut bars = Vec::with_capacity(count);
    let base_price = 100.0;
    let base_time = chrono::Utc::now();

    for i in 0..count {
        bars.push(OHLCVBar {
            timestamp: base_time + chrono::Duration::minutes(i as i64),
            open: base_price + (i as f64 * 0.1),
            high: base_price + (i as f64 * 0.15),
            low: base_price + (i as f64 * 0.05),
            close: base_price + (i as f64 * 0.12),
            volume: 1000.0 + (i as f64 * 10.0),
        });
    }

    bars
}

/// Create mock 256-dim feature matrix for testing
fn create_mock_feature_matrix(num_bars: usize) -> Vec<Vec<f32>> {
    let mut features = Vec::with_capacity(num_bars);

    for i in 0..num_bars {
        let mut feature_vec = Vec::with_capacity(256);
        for j in 0..256 {
            feature_vec.push((i + j) as f32 * 0.01);
        }
        features.push(feature_vec);
    }

    features
}

/// Create feature cache service (NOT IMPLEMENTED YET)
async fn create_feature_cache_service() -> FeatureCacheService {
    FeatureCacheService::new()
}

// ============================================================================
// Placeholder Types (Will be in feature_cache module)
// ============================================================================

/// Feature cache service (NOT IMPLEMENTED YET)
#[allow(dead_code)]
struct FeatureCacheService {
    // Will be implemented in ml/src/feature_cache/cache.rs
}

impl FeatureCacheService {
    fn new() -> Self {
        Self {}
    }

    async fn get_or_compute_features(&self, _symbol: &str, _bars: &[OHLCVBar]) -> Result<Vec<Vec<f32>>> {
        Err(anyhow::anyhow!("FeatureCacheService not implemented yet"))
    }

    async fn is_cached(&self, _symbol: &str) -> Result<bool> {
        Err(anyhow::anyhow!("FeatureCacheService not implemented yet"))
    }

    async fn get_cache_metadata(&self, _symbol: &str) -> Result<CacheMetadata> {
        Err(anyhow::anyhow!("FeatureCacheService not implemented yet"))
    }

    async fn load_batch_cached(&self, _symbols: Vec<&str>) -> Result<Vec<Vec<Vec<f32>>>> {
        Err(anyhow::anyhow!("FeatureCacheService not implemented yet"))
    }
}

/// Cache metadata (NOT IMPLEMENTED YET)
#[allow(dead_code)]
struct CacheMetadata {
    symbol: String,
    bar_count: usize,
    feature_dim: usize,
    created_at: chrono::DateTime<Utc>,
    data_hash: String,
}