Aura/crates/aura-engine/src/walkforward.rs

//! Walk-forward orchestration family (C12 axis 3): walk-forward varies the *data
//! window*, not a param (axis 1) or a seed (axis 4). A [`WindowRoller`] is a pure
//! iterator of [`WindowBounds`] — (in-sample, out-of-sample) time splits over a
//! span, holding NO tick data (the #71 eager-agnostic firewall: a 20y history is
//! the ~190GB eager object, so the surface carries bounds, never a materialized
//! stream). [`walk_forward`] runs a caller closure per split disjointly (C1, via
//! the shared [`run_indexed`](crate::sweep) core) and stitches the OOS pip-equity
//! segments into one continuous curve. C2 no-look-ahead is a pure bounds invariant
//! (`oos.0 > is.1`), checkable with zero ticks. The in-sample optimize (axis 2) is
//! closure-supplied: the engine cannot depend on the registry (C9), and C12 forbids
//! baking search policy into the primitive. Param stability is an on-demand
//! reduction ([`param_stability`]), not a stored field — the result is non-redundant.

use crate::sweep::run_indexed;
use crate::{MetricStats, ParamSpec, RunReport, ScalarKind, Timestamp};
use aura_core::{zip_params, Cell, Scalar};

/// One rolling split's time bounds: an in-sample window and the out-of-sample
/// window that follows it. Carries ONLY bounds — never tick data (#71). C2
/// no-look-ahead is a pure invariant on these: `oos.0 > is.1`. Bounds are
/// inclusive `(from, to)` epoch-unit timestamps, matching `RunManifest.window`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub struct WindowBounds {
    pub is: (Timestamp, Timestamp),
    pub oos: (Timestamp, Timestamp),
}

/// Rolling (fixed-length IS, start advances by `step`) vs anchored (IS always
/// starts at the span origin and grows; OOS positions identical to rolling).
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum RollMode {
    Rolling,
    Anchored,
}

/// A structural fault configuring a walk-forward — the typed gate before any run,
/// analog to [`SweepError`](crate::SweepError).
#[derive(Clone, Debug, PartialEq, Eq)]
pub enum WalkForwardError {
    /// `is_len` / `oos_len` / `step` was `<= 0`.
    NonPositiveLength { field: &'static str, value: i64 },
    /// The span is too short to fit even window 0.
    SpanTooShort { span: (Timestamp, Timestamp), need: i64 },
}

/// A pure iterator of [`WindowBounds`] over an inclusive `[origin, end]` span —
/// holds no tick data (#71). For window `k` (`k = 0, 1, ...`):
///
/// ```text
/// is_start_k  = origin + k*step            (Rolling)  |  origin  (Anchored)
/// oos_start_k = origin + is_len + k*step
/// is_k        = (is_start_k, oos_start_k - 1)
/// oos_k       = (oos_start_k, oos_start_k + oos_len - 1)
/// ```
///
/// emitted while `oos_k.1 <= end`. Every split satisfies `oos.0 == is.1 + 1 > is.1`
/// (C2). OOS positions are identical in both modes; only the IS start differs.
#[derive(Debug)]
pub struct WindowRoller {
    origin: i64,
    end: i64,
    is_len: i64,
    oos_len: i64,
    step: i64,
    mode: RollMode,
    k: i64,
}

impl WindowRoller {
    /// Validate config: `is_len`/`oos_len`/`step` must be `> 0`; the span must fit
    /// at least window 0 (`origin + is_len + oos_len - 1 <= end`). Else
    /// [`WalkForwardError`].
    pub fn new(
        span: (Timestamp, Timestamp),
        is_len: i64,
        oos_len: i64,
        step: i64,
        mode: RollMode,
    ) -> Result<WindowRoller, WalkForwardError> {
        if is_len <= 0 {
            return Err(WalkForwardError::NonPositiveLength { field: "is_len", value: is_len });
        }
        if oos_len <= 0 {
            return Err(WalkForwardError::NonPositiveLength { field: "oos_len", value: oos_len });
        }
        if step <= 0 {
            return Err(WalkForwardError::NonPositiveLength { field: "step", value: step });
        }
        let Timestamp(origin) = span.0;
        let Timestamp(end) = span.1;
        let need = is_len + oos_len - 1;
        if origin + need > end {
            return Err(WalkForwardError::SpanTooShort { span, need });
        }
        Ok(WindowRoller { origin, end, is_len, oos_len, step, mode, k: 0 })
    }
}

impl Iterator for WindowRoller {
    type Item = WindowBounds;

    fn next(&mut self) -> Option<WindowBounds> {
        let oos_start = self.origin + self.is_len + self.k * self.step;
        let oos_end = oos_start + self.oos_len - 1;
        if oos_end > self.end {
            return None;
        }
        let is_start = match self.mode {
            RollMode::Rolling => self.origin + self.k * self.step,
            RollMode::Anchored => self.origin,
        };
        self.k += 1;
        Some(WindowBounds {
            is: (Timestamp(is_start), Timestamp(oos_start - 1)),
            oos: (Timestamp(oos_start), Timestamp(oos_end)),
        })
    }
}

/// What a per-window run yields: the params chosen on the in-sample window, the
/// recorded OOS pip-equity segment (for stitching), and the OOS [`RunReport`] (the
/// per-window C18 record). Self-describing, analog to
/// [`SweepPoint`](crate::SweepPoint)/[`McDraw`](crate::McDraw).
#[derive(Clone, Debug, PartialEq)]
pub struct WindowRun {
    /// The chosen params as the tag-free coordinate [`Cell`]s the inner sweep
    /// produced (C7: the kind lives once on [`WalkForwardResult::space`], not at the
    /// value). The named/typed view is `zip_params(&result.space, &chosen_params)` —
    /// the same idiom as [`SweepFamily::named_params`](crate::SweepFamily).
    pub chosen_params: Vec<Cell>,
    pub oos_equity: Vec<(Timestamp, f64)>,
    pub oos_report: RunReport,
}

/// One completed window: its bounds + the run the closure produced, in roll order.
#[derive(Clone, Debug, PartialEq)]
pub struct WindowOutcome {
    pub bounds: WindowBounds,
    pub run: WindowRun,
}

/// The result family of a walk-forward. Analog to [`SweepFamily`](crate::SweepFamily)
/// — it stores ONLY the raw per-window outcomes plus the stitched curve; any
/// summary over the windows (param stability, etc.) is an on-demand reduction
/// ([`param_stability`]), NOT a stored field (just as a `SweepFamily` stores raw
/// points and `optimize`/`rank_by` are computed on demand). Non-redundant by
/// construction.
#[derive(Clone, Debug, PartialEq)]
pub struct WalkForwardResult {
    /// The param-space schema (kinds + slot names), once for the whole family —
    /// the kinds the per-window [`WindowRun::chosen_params`] cells are read against
    /// (C7). Identical for every window (same blueprint). Mirrors
    /// [`SweepFamily::space`](crate::SweepFamily); the two stay distinct types.
    pub space: Vec<ParamSpec>,
    /// Per-window outcomes in roll order (window 0 first), independent of thread
    /// completion (C1).
    pub windows: Vec<WindowOutcome>,
    /// The stitched continuous OOS pip-equity curve: each window's OOS segment
    /// offset by the running sum of all prior segments' final cumulative values,
    /// so equity carries forward across the IS/OOS boundaries (continuous, not a
    /// per-window sawtooth). An empty OOS segment contributes `0.0` to the running
    /// offset and no points, so an equity-less window leaves the curve unbroken.
    /// For the canonical `step == oos_len` tiling the segment timestamps are also
    /// contiguous.
    pub stitched_oos_equity: Vec<(Timestamp, f64)>,
}

impl WalkForwardResult {
    /// The chosen params of the `window`-th outcome paired with their names — a
    /// derived view over the carried param-space (reuses [`zip_params`]); the
    /// walk-forward mirror of [`SweepFamily::named_params`](crate::SweepFamily).
    pub fn named_params(&self, window: usize) -> Vec<(String, Scalar)> {
        zip_params(&self.space, &self.windows[window].run.chosen_params)
    }
}

/// Roll the windows, run `run_window` on each disjointly in parallel (C1, via the
/// shared [`run_indexed`](crate::sweep) core), then stitch the OOS equity into one
/// continuous curve. The varying dimension is the *data window* (C12 axis 3).
/// Eager-agnostic (#71): `run_window` receives only [`WindowBounds`]; its data
/// comes from a bounds-keyed producer in the closure body, never a materialized
/// stream `Vec` in this API. Precondition: the roller yields `>= 1` window
/// (`WindowRoller::new` rejects an empty roll). Param stability is a separate
/// on-demand reduction ([`param_stability`]), never computed here.
pub fn walk_forward<F>(roller: WindowRoller, space: Vec<ParamSpec>, run_window: F) -> WalkForwardResult
where
    F: Fn(WindowBounds) -> WindowRun + Sync,
{
    let nthreads = std::thread::available_parallelism().map(|n| n.get()).unwrap_or(1);
    walk_forward_with_threads(roller, space, nthreads, run_window)
}

/// The thread-count-explicit core of [`walk_forward`]. Module-private: the public
/// `walk_forward` derives the count, while the tests drive it at 1 and at N to pin
/// determinism under concurrency (C1). A thin adapter over
/// [`run_indexed`](crate::sweep): it collects the roller's bounds (tiny — four
/// timestamps each, no tick data), runs each window disjointly, zips the runs back
/// onto their bounds in roll order, and stitches the OOS segments.
fn walk_forward_with_threads<F>(
    roller: WindowRoller,
    space: Vec<ParamSpec>,
    nthreads: usize,
    run_window: F,
) -> WalkForwardResult
where
    F: Fn(WindowBounds) -> WindowRun + Sync,
{
    let bounds: Vec<WindowBounds> = roller.collect();
    debug_assert!(!bounds.is_empty(), "walk_forward requires a non-empty roll");
    let runs = run_indexed(bounds.len(), nthreads, |i| run_window(bounds[i]));
    let windows: Vec<WindowOutcome> = bounds
        .into_iter()
        .zip(runs)
        .map(|(bounds, run)| WindowOutcome { bounds, run })
        .collect();
    let stitched_oos_equity = stitch(&windows);
    debug_assert!(
        windows.iter().all(|w| w.run.chosen_params.len() == space.len()),
        "every window's chosen point must match the param-space arity (same blueprint)"
    );
    WalkForwardResult { space, windows, stitched_oos_equity }
}

/// Fold the per-window OOS equity segments into one continuous curve: each
/// segment's samples are offset by the running sum of all prior segments' final
/// cumulative values, so equity carries forward across windows (no per-window
/// reset). An empty segment adds `0.0` to the offset and no points.
fn stitch(windows: &[WindowOutcome]) -> Vec<(Timestamp, f64)> {
    let mut out = Vec::new();
    let mut offset = 0.0_f64;
    for w in windows {
        let seg = &w.run.oos_equity;
        for &(ts, v) in seg {
            out.push((ts, v + offset));
        }
        if let Some(&(_, last)) = seg.last() {
            offset += last;
        }
    }
    out
}

/// On-demand param-stability summary: one [`MetricStats`](crate::MetricStats) per
/// param slot, over the chosen values across all windows — reuses
/// [`MetricStats::from_values`](crate::MetricStats::from_values). A pure reduction
/// over `result.windows[*].run.chosen_params`, NOT stored on the result
/// (sweep-precedent: a summary is computed on demand, not cached). One entry per
/// param slot, in slot order; empty if there are no windows or the strategy has no
/// params. The numeric coercion is resolved once per slot against the schema
/// (`result.space`, C7) — never per window-value: an `i64`/`f64` slot maps to its
/// value, a `bool` slot to `0.0`/`1.0` (so `mean` is the fraction of windows that
/// chose `true`). A `timestamp` slot is structurally impossible (C20: a timestamp
/// is a structural axis, never a numeric knob).
pub fn param_stability(result: &WalkForwardResult) -> Vec<MetricStats> {
    if result.windows.is_empty() {
        return Vec::new();
    }
    let coerce: Vec<fn(Cell) -> f64> = result
        .space
        .iter()
        .map(|ps| match ps.kind {
            ScalarKind::I64 => (|c: Cell| c.i64() as f64) as fn(Cell) -> f64,
            ScalarKind::F64 => |c: Cell| c.f64(),
            ScalarKind::Bool => |c: Cell| c.bool() as i64 as f64,
            ScalarKind::Timestamp => {
                unreachable!("timestamp is a structural axis (C20), never a param knob")
            }
        })
        .collect();
    coerce
        .iter()
        .enumerate()
        .map(|(slot, f)| {
            let vals: Vec<f64> =
                result.windows.iter().map(|w| f(w.run.chosen_params[slot])).collect();
            MetricStats::from_values(&vals)
        })
        .collect()
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::{summarize, RunManifest};

    fn dummy_report() -> RunReport {
        RunReport {
            manifest: RunManifest {
                commit: "t".to_string(),
                params: Vec::new(),
                window: (Timestamp(0), Timestamp(0)),
                seed: 0,
                broker: "t".to_string(),
            },
            metrics: summarize(&[], &[]),
        }
    }

    /// The 2-slot param-space the run-window fixtures choose into: an i64 length
    /// and an f64 scale. Matches `run_window_fixture` / `mk` arity (debug_assert).
    fn fixture_space() -> Vec<ParamSpec> {
        vec![
            ParamSpec { name: "len".to_string(), kind: ScalarKind::I64 },
            ParamSpec { name: "scale".to_string(), kind: ScalarKind::F64 },
        ]
    }

    /// A WindowOutcome with explicit OOS equity + chosen params (zero bounds — the
    /// stitch/stability reductions ignore bounds).
    fn outcome(oos_equity: Vec<(Timestamp, f64)>, chosen: Vec<Cell>) -> WindowOutcome {
        WindowOutcome {
            bounds: WindowBounds {
                is: (Timestamp(0), Timestamp(0)),
                oos: (Timestamp(0), Timestamp(0)),
            },
            run: WindowRun { chosen_params: chosen, oos_equity, oos_report: dummy_report() },
        }
    }

    /// A deterministic per-window run keyed by the OOS start, so distinct windows
    /// differ. No real harness — these tests pin the orchestration (roll order,
    /// stitch, stability); mc/sweep cover the harness path. Free `fn` => `Sync`.
    fn run_window_fixture(w: WindowBounds) -> WindowRun {
        let Timestamp(k) = w.oos.0;
        WindowRun {
            chosen_params: vec![Cell::from_i64(k % 3), Cell::from_f64(k as f64 * 0.5)],
            oos_equity: vec![(w.oos.0, k as f64 * 0.1), (w.oos.1, k as f64 * 0.1 + 1.0)],
            oos_report: dummy_report(),
        }
    }

    #[test]
    fn walk_forward_runs_one_window_per_split_in_roll_order() {
        // N bounds -> N outcomes, bounds in roll order.
        let roller =
            WindowRoller::new((Timestamp(0), Timestamp(24)), 10, 5, 5, RollMode::Rolling)
                .expect("valid");
        let expected: Vec<WindowBounds> =
            WindowRoller::new((Timestamp(0), Timestamp(24)), 10, 5, 5, RollMode::Rolling)
                .expect("valid")
                .collect();
        let result = walk_forward(roller, fixture_space(), run_window_fixture);
        assert_eq!(result.windows.len(), expected.len());
        assert_eq!(
            result.windows.iter().map(|w| w.bounds).collect::<Vec<_>>(),
            expected,
        );
    }

    #[test]
    fn walk_forward_is_deterministic_across_thread_counts() {
        // order is roll order, not completion (C1).
        let cfg = || {
            WindowRoller::new((Timestamp(0), Timestamp(100)), 20, 5, 5, RollMode::Rolling)
                .expect("valid")
        };
        let one = walk_forward_with_threads(cfg(), fixture_space(), 1, run_window_fixture);
        let many = walk_forward_with_threads(cfg(), fixture_space(), 8, run_window_fixture);
        assert_eq!(one, many);
        assert_eq!(one, walk_forward(cfg(), fixture_space(), run_window_fixture));
    }

    #[test]
    fn stitched_curve_carries_equity_forward() {
        // segs [(t0,2),(t1,5)] then [(t2,1),(t3,3)] ->
        // [(t0,2),(t1,5),(t2,6),(t3,8)] (offset by prior segment's final value 5).
        let windows = vec![
            outcome(vec![(Timestamp(0), 2.0), (Timestamp(1), 5.0)], vec![]),
            outcome(vec![(Timestamp(2), 1.0), (Timestamp(3), 3.0)], vec![]),
        ];
        assert_eq!(
            stitch(&windows),
            vec![
                (Timestamp(0), 2.0),
                (Timestamp(1), 5.0),
                (Timestamp(2), 6.0),
                (Timestamp(3), 8.0),
            ],
        );
    }

    #[test]
    fn stitched_curve_passes_through_empty_segment() {
        // an empty OOS segment adds 0.0 to the offset and no
        // points: [(t0,2),(t1,5)], [], [(t2,1)] -> [(t0,2),(t1,5),(t2,6)].
        let windows = vec![
            outcome(vec![(Timestamp(0), 2.0), (Timestamp(1), 5.0)], vec![]),
            outcome(vec![], vec![]),
            outcome(vec![(Timestamp(2), 1.0)], vec![]),
        ];
        assert_eq!(
            stitch(&windows),
            vec![(Timestamp(0), 2.0), (Timestamp(1), 5.0), (Timestamp(2), 6.0)],
        );
    }

    #[test]
    fn param_stability_reduces_chosen_params_per_slot() {
        // on-demand reduction over chosen params across windows.
        // slot 0 [2,2,3,3] -> mean 2.5, p50 2.5; slot 1 [1,1,2,2] -> mean 1.5.
        let mk = |a: i64, b: f64| WindowOutcome {
            bounds: WindowBounds {
                is: (Timestamp(0), Timestamp(0)),
                oos: (Timestamp(0), Timestamp(0)),
            },
            run: WindowRun {
                chosen_params: vec![Cell::from_i64(a), Cell::from_f64(b)],
                oos_equity: vec![],
                oos_report: dummy_report(),
            },
        };
        let result = WalkForwardResult {
            space: fixture_space(),
            windows: vec![mk(2, 1.0), mk(2, 1.0), mk(3, 2.0), mk(3, 2.0)],
            stitched_oos_equity: vec![],
        };
        let stab = param_stability(&result);
        assert_eq!(stab.len(), 2);
        assert_eq!(stab[0].mean, 2.5);
        assert_eq!(stab[0].p50, 2.5);
        assert_eq!(stab[1].mean, 1.5);
    }

    #[test]
    fn param_stability_reduces_bool_slot_to_fraction_true() {
        // a Bool param slot coerces 0/1, so mean = fraction of
        // windows that chose `true`. 3 of 4 true -> 0.75.
        let mk = |flag: bool| WindowOutcome {
            bounds: WindowBounds {
                is: (Timestamp(0), Timestamp(0)),
                oos: (Timestamp(0), Timestamp(0)),
            },
            run: WindowRun {
                chosen_params: vec![Cell::from_bool(flag)],
                oos_equity: vec![],
                oos_report: dummy_report(),
            },
        };
        let result = WalkForwardResult {
            space: vec![ParamSpec { name: "flag".to_string(), kind: ScalarKind::Bool }],
            windows: vec![mk(true), mk(false), mk(true), mk(true)],
            stitched_oos_equity: vec![],
        };
        let stab = param_stability(&result);
        assert_eq!(stab.len(), 1);
        assert_eq!(stab[0].mean, 0.75);
    }

    #[test]
    fn named_params_pairs_each_name_with_the_chosen_window_value() {
        // #76: WalkForwardResult::named_params(w) is the typed/named view — it
        // pairs each param-space NAME with window `w`'s chosen VALUE, in slot
        // order, reading the right window. Mirror of SweepFamily::named_params.
        // Expected vectors are spelled out explicitly (not via zip_params) so the
        // assertion pins the observable pairing, not the implementation.
        let mk = |fast: i64, scale: f64| WindowOutcome {
            bounds: WindowBounds {
                is: (Timestamp(0), Timestamp(0)),
                oos: (Timestamp(0), Timestamp(0)),
            },
            run: WindowRun {
                chosen_params: vec![Cell::from_i64(fast), Cell::from_f64(scale)],
                oos_equity: vec![],
                oos_report: dummy_report(),
            },
        };
        let result = WalkForwardResult {
            space: vec![
                ParamSpec { name: "sma.fast".to_string(), kind: ScalarKind::I64 },
                ParamSpec { name: "exposure.scale".to_string(), kind: ScalarKind::F64 },
            ],
            windows: vec![mk(8, 0.25), mk(13, 0.75)],
            stitched_oos_equity: vec![],
        };
        assert_eq!(
            result.named_params(0),
            vec![
                ("sma.fast".to_string(), Scalar::i64(8)),
                ("exposure.scale".to_string(), Scalar::f64(0.25)),
            ],
        );
        assert_eq!(
            result.named_params(1),
            vec![
                ("sma.fast".to_string(), Scalar::i64(13)),
                ("exposure.scale".to_string(), Scalar::f64(0.75)),
            ],
        );
    }

    #[test]
    fn roller_rolling_emits_consecutive_oos_windows() {
        // rolling, origin=0, is_len=10, oos_len=5, step=5, end=24.
        // w0 is(0,9) oos(10,14); w1 is(5,14) oos(15,19); w2 is(10,19) oos(20,24);
        // w3 would need oos(25,29) > 24 -> stop. 3 windows; OOS tiles (step==oos_len).
        let roller =
            WindowRoller::new((Timestamp(0), Timestamp(24)), 10, 5, 5, RollMode::Rolling)
                .expect("valid config");
        let ws: Vec<WindowBounds> = roller.collect();
        assert_eq!(ws.len(), 3);
        assert_eq!(
            ws[0],
            WindowBounds { is: (Timestamp(0), Timestamp(9)), oos: (Timestamp(10), Timestamp(14)) },
        );
        assert_eq!(
            ws[1],
            WindowBounds { is: (Timestamp(5), Timestamp(14)), oos: (Timestamp(15), Timestamp(19)) },
        );
        assert_eq!(
            ws[2],
            WindowBounds { is: (Timestamp(10), Timestamp(19)), oos: (Timestamp(20), Timestamp(24)) },
        );
    }

    #[test]
    fn roller_anchored_fixes_is_start_grows_is_end() {
        // anchored, same config — IS always starts at origin (0)
        // and grows; OOS positions identical to rolling.
        let roller =
            WindowRoller::new((Timestamp(0), Timestamp(24)), 10, 5, 5, RollMode::Anchored)
                .expect("valid config");
        let ws: Vec<WindowBounds> = roller.collect();
        assert_eq!(ws.len(), 3);
        assert_eq!(
            ws[0],
            WindowBounds { is: (Timestamp(0), Timestamp(9)), oos: (Timestamp(10), Timestamp(14)) },
        );
        assert_eq!(
            ws[1],
            WindowBounds { is: (Timestamp(0), Timestamp(14)), oos: (Timestamp(15), Timestamp(19)) },
        );
        assert_eq!(
            ws[2],
            WindowBounds { is: (Timestamp(0), Timestamp(19)), oos: (Timestamp(20), Timestamp(24)) },
        );
        assert!(ws.iter().all(|w| w.is.0 == Timestamp(0)));
    }

    #[test]
    fn roller_every_split_has_no_lookahead() {
        // (C2): every emitted split has oos.0 > is.1, zero ticks.
        for mode in [RollMode::Rolling, RollMode::Anchored] {
            let roller = WindowRoller::new((Timestamp(0), Timestamp(100)), 20, 7, 3, mode)
                .expect("valid config");
            for w in roller {
                assert!(w.oos.0 > w.is.1, "look-ahead: oos.0={:?} !> is.1={:?}", w.oos.0, w.is.1);
            }
        }
    }

    #[test]
    fn roller_rejects_nonpositive_lengths_and_short_span() {
        // typed config faults before any run.
        let span = (Timestamp(0), Timestamp(100));
        assert_eq!(
            WindowRoller::new(span, 0, 5, 5, RollMode::Rolling).unwrap_err(),
            WalkForwardError::NonPositiveLength { field: "is_len", value: 0 },
        );
        assert_eq!(
            WindowRoller::new(span, 10, 0, 5, RollMode::Rolling).unwrap_err(),
            WalkForwardError::NonPositiveLength { field: "oos_len", value: 0 },
        );
        assert_eq!(
            WindowRoller::new(span, 10, 5, 0, RollMode::Rolling).unwrap_err(),
            WalkForwardError::NonPositiveLength { field: "step", value: 0 },
        );
        // span too short for window 0: need is_len+oos_len-1 = 14, end=10 < 0+14.
        assert_eq!(
            WindowRoller::new((Timestamp(0), Timestamp(10)), 10, 5, 5, RollMode::Rolling)
                .unwrap_err(),
            WalkForwardError::SpanTooShort { span: (Timestamp(0), Timestamp(10)), need: 14 },
        );
    }
}