#![forbid(unsafe_code)]
use std::collections::{BTreeMap, HashMap};
use std::fs;
use std::io::Write;
use std::path::PathBuf;
use std::process::Stdio;
use std::time::{Instant, SystemTime, UNIX_EPOCH};
use fsci_conformance::{ArmCounts, CompareLedger};
use fsci_stats::{bartlett, jarque_bera, levene};
use serde::{Deserialize, Serialize};
const PACKET_ID: &str = "FSCI-P2C-007";
const ABS_TOL: f64 = 1.0e-9;
const REQUIRE_SCIPY_ENV: &str = "FSCI_REQUIRE_SCIPY_ORACLE";
#[derive(Debug, Clone, Serialize)]
struct PointCase {
case_id: String,
func: String,
groups: Vec<Vec<f64>>,
data: Vec<f64>,
}
#[derive(Debug, Clone, Serialize)]
struct OracleQuery {
points: Vec<PointCase>,
}
#[derive(Debug, Clone, Deserialize)]
struct PointArm {
case_id: String,
statistic: Option<f64>,
pvalue: Option<f64>,
}
#[derive(Debug, Clone, Deserialize)]
struct OracleResult {
points: Vec<PointArm>,
}
#[derive(Debug, Clone, Serialize)]
struct CaseDiff {
case_id: String,
arm: String,
abs_diff: f64,
pass: bool,
}
#[derive(Debug, Clone, Serialize)]
struct DiffLog {
test_id: String,
category: String,
case_count: usize,
compared: BTreeMap<String, ArmCounts>,
max_abs_diff: f64,
pass: bool,
timestamp_ms: u128,
duration_ns: u128,
cases: Vec<CaseDiff>,
}
fn output_dir() -> PathBuf {
PathBuf::from(env!("CARGO_MANIFEST_DIR")).join(format!("fixtures/artifacts/{PACKET_ID}/diff"))
}
fn ensure_output_dir() {
fs::create_dir_all(output_dir()).expect("create variance_normality_tests diff output dir");
}
fn timestamp_ms() -> u128 {
SystemTime::now()
.duration_since(UNIX_EPOCH)
.map_or(0, |d| d.as_millis())
}
fn emit_log(log: &DiffLog) {
ensure_output_dir();
let path = output_dir().join(format!("{}.json", log.test_id));
let json =
serde_json::to_string_pretty(log).expect("serialize variance_normality_tests diff log");
fs::write(path, json).expect("write variance_normality_tests diff log");
}
fn generate_query() -> OracleQuery {
let group_fixtures: Vec<(&str, Vec<Vec<f64>>)> = vec![
(
"two_equal_var",
vec![
(1..=10).map(|i| i as f64).collect(),
(11..=20).map(|i| i as f64).collect(),
],
),
(
"two_diff_var",
vec![
vec![5.0, 5.1, 4.9, 5.0, 5.1, 4.9, 5.0, 5.1, 4.9, 5.0],
vec![1.0, 5.0, 9.0, 0.5, 4.5, 8.5, 1.5, 5.5, 9.5, 2.0],
],
),
(
"three_groups",
vec![
(1..=8).map(|i| i as f64).collect(),
(1..=8).map(|i| (i as f64) * 2.0).collect(),
(1..=8).map(|i| (i as f64).powi(2)).collect(),
],
),
(
"four_small",
vec![
vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0],
vec![2.0, 4.0, 6.0, 8.0, 10.0, 12.0],
vec![3.0, 3.5, 4.0, 4.5, 5.0, 5.5],
vec![1.0, 1.5, 4.0, 8.0, 12.0, 16.0],
],
),
];
let normality_datasets: Vec<(&str, Vec<f64>)> = vec![
("uniform_n20", (1..=20).map(|i| (i as f64) - 10.5).collect()),
(
"near_normal_n30",
(0..30)
.map(|i| {
let p = (i as f64 + 0.5) / 30.0;
let q = p - 0.5;
2.5 * (q + 4.0 * q * q * q)
})
.collect(),
),
(
"exp_like_n25",
(1..=25).map(|i| ((i as f64) / 5.0).exp() - 1.0).collect(),
),
(
"heavy_tail_n40",
(0..40)
.map(|i| {
let q = (i as f64 + 0.5) / 40.0 - 0.5;
q * q * q * 12.0
})
.collect(),
),
];
let empty = Vec::<f64>::new();
let empty_groups: Vec<Vec<f64>> = Vec::new();
let mut points = Vec::new();
for (name, groups) in &group_fixtures {
for func in ["levene", "bartlett"] {
points.push(PointCase {
case_id: format!("{name}_{func}"),
func: func.into(),
groups: groups.clone(),
data: empty.clone(),
});
}
}
for (name, data) in &normality_datasets {
points.push(PointCase {
case_id: format!("{name}_jarque_bera"),
func: "jarque_bera".into(),
groups: empty_groups.clone(),
data: data.clone(),
});
}
OracleQuery { points }
}
fn scipy_oracle_or_skip(query: &OracleQuery) -> Option<OracleResult> {
let script = r#"
import json
import math
import sys
import numpy as np
from scipy import stats
def fnone(v):
try:
v = float(v)
except Exception:
return None
return v if math.isfinite(v) else None
q = json.load(sys.stdin)
points = []
for case in q["points"]:
cid = case["case_id"]; func = case["func"]
stat = None; pval = None
try:
if func == "levene":
groups = [np.array(g, dtype=float) for g in case["groups"]]
# Default scipy center is 'median' = Brown-Forsythe (matches fsci).
res = stats.levene(*groups)
elif func == "bartlett":
groups = [np.array(g, dtype=float) for g in case["groups"]]
res = stats.bartlett(*groups)
elif func == "jarque_bera":
data = np.array(case["data"], dtype=float)
res = stats.jarque_bera(data)
else:
res = None
if res is not None:
stat = fnone(res.statistic)
pval = fnone(res.pvalue)
except Exception:
pass
points.append({"case_id": cid, "statistic": stat, "pvalue": pval})
print(json.dumps({"points": points}))
"#;
let query_json = serde_json::to_string(query).expect("serialize variance_normality query");
let mut child = match fsci_conformance::scipy_oracle_command()
.arg("-c")
.arg(script)
.stdin(Stdio::piped())
.stdout(Stdio::piped())
.stderr(Stdio::piped())
.spawn()
{
Ok(c) => c,
Err(e) => {
assert!(
std::env::var(REQUIRE_SCIPY_ENV).is_err(),
"failed to spawn python3 for variance_normality oracle: {e}"
);
eprintln!("skipping variance_normality oracle: python3 not available ({e})");
return None;
}
};
{
let stdin = child
.stdin
.as_mut()
.expect("open variance_normality oracle stdin");
if let Err(err) = stdin.write_all(query_json.as_bytes()) {
let output = child.wait_with_output().expect("wait for failed oracle");
let stderr = String::from_utf8_lossy(&output.stderr);
assert!(
std::env::var(REQUIRE_SCIPY_ENV).is_err(),
"variance_normality oracle stdin write failed: {err}; stderr: {stderr}"
);
eprintln!("skipping variance_normality oracle: stdin write failed ({err})\n{stderr}");
return None;
}
}
let output = child
.wait_with_output()
.expect("wait for variance_normality oracle");
if !output.status.success() {
let stderr = String::from_utf8_lossy(&output.stderr);
assert!(
std::env::var(REQUIRE_SCIPY_ENV).is_err(),
"variance_normality oracle failed: {stderr}"
);
eprintln!("skipping variance_normality oracle: scipy not available\n{stderr}");
return None;
}
let stdout = String::from_utf8_lossy(&output.stdout);
Some(serde_json::from_str(&stdout).expect("parse variance_normality oracle JSON"))
}
#[test]
fn diff_stats_variance_normality_tests() {
let query = generate_query();
let Some(oracle) = scipy_oracle_or_skip(&query) else {
return;
};
assert_eq!(oracle.points.len(), query.points.len());
let pmap: HashMap<String, PointArm> = oracle
.points
.into_iter()
.map(|r| (r.case_id.clone(), r))
.collect();
let start = Instant::now();
let mut diffs = Vec::new();
let mut max_overall = 0.0_f64;
let mut ledger = CompareLedger::new(
"diff_stats_variance_normality_tests",
&[
"levene.statistic",
"levene.pvalue",
"bartlett.statistic",
"bartlett.pvalue",
"jarque_bera.statistic",
"jarque_bera.pvalue",
],
);
for case in &query.points {
let scipy_arm = pmap.get(&case.case_id).expect("validated oracle");
let (rust_stat, rust_p) = match case.func.as_str() {
"levene" => {
let refs: Vec<&[f64]> = case.groups.iter().map(|g| g.as_slice()).collect();
let r = levene(&refs);
(r.statistic, r.pvalue)
}
"bartlett" => {
let refs: Vec<&[f64]> = case.groups.iter().map(|g| g.as_slice()).collect();
let r = bartlett(&refs);
(r.statistic, r.pvalue)
}
"jarque_bera" => {
let r = jarque_bera(&case.data);
(r.statistic, r.pvalue)
}
other => panic!("unknown func {other} in {}", case.case_id),
};
let stat_arm = format!("{}.statistic", case.func);
let pvalue_arm = format!("{}.pvalue", case.func);
let arms = [
(stat_arm, scipy_arm.statistic, rust_stat),
(pvalue_arm, scipy_arm.pvalue, rust_p),
];
for (arm, scipy_v, rust_v) in arms {
let Some((scipy_v, rust_v)) = ledger.pair(&arm, &case.case_id, scipy_v, Some(rust_v))
else {
continue;
};
let abs_diff = (rust_v - scipy_v).abs();
max_overall = max_overall.max(abs_diff);
ledger.compared(&arm, &case.case_id, abs_diff <= ABS_TOL);
diffs.push(CaseDiff {
case_id: case.case_id.clone(),
arm,
abs_diff,
pass: abs_diff <= ABS_TOL,
});
}
}
let all_pass = diffs.iter().all(|d| d.pass);
let log = DiffLog {
test_id: "diff_stats_variance_normality_tests".into(),
category: "scipy.stats.{levene, bartlett, jarque_bera}".into(),
case_count: diffs.len(),
compared: ledger.counts().clone(),
max_abs_diff: max_overall,
pass: all_pass,
timestamp_ms: timestamp_ms(),
duration_ns: start.elapsed().as_nanos(),
cases: diffs.clone(),
};
emit_log(&log);
for d in &diffs {
if !d.pass {
eprintln!(
"variance_normality_tests mismatch: {} arm={} abs={}",
d.case_id, d.arm, d.abs_diff
);
}
}
assert!(
all_pass,
"variance_normality_tests conformance failed: {} cases, max_abs={}",
diffs.len(),
max_overall
);
let levene_cases = query.points.iter().filter(|c| c.func == "levene").count();
let jb_cases = query
.points
.iter()
.filter(|c| c.func == "jarque_bera")
.count();
ledger.finish(levene_cases.min(jb_cases));
}