---
phase: 06-memory-efficiency-refactoring-p0-findings-from-issue-300-with-oracle-bit-exact-regression-tests
verified: 2026-03-22T09:45:00Z
status: passed
score: 9/9 must-haves verified
re_verification: false
gaps: []
human_verification: []
---

# Phase 06: Memory Efficiency Refactoring (P0 Findings from Issue #300) Verification Report

**Phase Goal:** Implement 8 P0 memory efficiency findings from the 9-agent audit (Issue #300) with zero behavior change, proven by Oracle bit-exact regression tests
**Verified:** 2026-03-22T09:45:00Z
**Status:** PASSED
**Re-verification:** No — initial verification

---

## Goal Achievement

### Observable Truths

| #   | Truth                                                                                                   | Status   | Evidence                                                                                                                                                                                                                                                                           |
| --- | ------------------------------------------------------------------------------------------------------- | -------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | --- | ------------------------------------------------------------------- | --- | ------------------------------------------------------------- |
| 1   | AggTrade derives Copy — no clone overhead on hot path trade accumulation                                | VERIFIED | `crates/opendeviationbar-core/src/trade.rs:25` contains `#[derive(Debug, Clone, Copy, Serialize, Deserialize)]`; `fixed_point.rs:25` also derives Copy (prerequisite satisfied)                                                                                                    |
| 2   | Arrow input path uses stack-local AggTrade iteration — no Vec<AggTrade> heap allocation                 | VERIFIED | `arrow_export.rs:213` contains `pub fn process_from_arrow_columns`; `core_bindings.rs:467-470` calls it in `process_trades_arrow`; `core_bindings.rs:504-507` in `process_trades_arrow_native`                                                                                     |
| 3   | GIL released during pure Rust computation — other Python threads can execute during 50-200ms processing | VERIFIED | `core_bindings.rs:467` contains `py.detach(                                                                                                                                                                                                                                        |     | `in`process_trades_arrow`;`core_bindings.rs:504`contains`py.detach( |     | `in`process_trades_arrow_native`; dict-path methods unchanged |
| 4   | Plugin enrichment skips Polars-to-Pandas roundtrip when no plugins installed (common case)              | VERIFIED | `checkpoint.py:617-620` guards `to_pandas()` with `if discover_providers():`; identical guard at line 760-762; both `_flush_accumulated` call sites protected                                                                                                                      |
| 5   | get_stats() uses Parquet footer metadata — never materializes file data (99.9% I/O reduction)           | VERIFIED | `storage/parquet.py:668-672` uses `pq.read_metadata(f)` and `metadata.num_rows`; no `pl.read_parquet` call in the row-counting loop                                                                                                                                                |
| 6   | REST fallback uses Arrow streaming — no 400-600 MB/day list[dict] materialization                       | VERIFIED | `backfill.py:558-559` converts to Polars then `del trades` immediately; `backfill.py:590-591` calls `processor.process_trades_arrow(chunk_arrow)`                                                                                                                                  |
| 7   | store_bars_batch() uses single with_columns() call — 5+ fewer intermediate DataFrames per write         | VERIFIED | `bulk_operations.py:875-892` collects all expressions into `new_cols` list including metadata columns, version, timestamps, cache_key, and session casts, then calls `df = df.with_columns(new_cols)` once                                                                         |
| 8   | FormingBar watch updates throttled to 1 Hz — 99.3% fewer OpenDeviationBar clones in streaming           | VERIFIED | `live_engine.rs:1112` declares `last_forming_update: &mut HashMap<u32, i64>`; `live_engine.rs:1188` checks `>= 1_000_000` microseconds; `live_engine.rs:1180` resets throttle to 0 on bar completion; covers all call sites (lines 1476, 1576, 1621, 1776, 2143, 2157, 2184, 2214) |
| 9   | ALL oracle regression tests pass — bit-exact output for identical input                                 | VERIFIED | `cargo nextest run -p opendeviationbar-core --features test-utils test_golden_snapshot_bit_exact` passed (502s, 46 bars matched); `pytest tests/test_oracle_regression.py -v -x` passed (502s, 1 passed) — both verified against pre-refactoring golden fixtures                   |

**Score:** 9/9 truths verified

---

### Required Artifacts

| Artifact                                                                              | Expected                                                 | Status   | Details                                                                                                                             |
| ------------------------------------------------------------------------------------- | -------------------------------------------------------- | -------- | ----------------------------------------------------------------------------------------------------------------------------------- |
| `tests/fixtures/golden_bars_btcusdt_250_2024-01-01.parquet`                           | Python-side golden snapshot fixture                      | VERIFIED | 21,005 bytes; 46 bars with OHLCV + 10 microstructure features + is_orphan column                                                    |
| `tests/test_oracle_regression.py`                                                     | Python oracle regression test                            | VERIFIED | 8,834 bytes; contains `def test_oracle_bit_exact_regression`, `GENERATE_GOLDEN` env var mode, is_orphan assertion                   |
| `crates/opendeviationbar-core/tests/golden_snapshot_test.rs`                          | Rust oracle regression test                              | VERIFIED | 22,769 bytes; contains `fn test_golden_snapshot_bit_exact`, generate-golden feature flag, f64 comparison with 1e-12 tolerance       |
| `crates/opendeviationbar-core/tests/fixtures/golden_bars_btcusdt_250_2024-01-01.json` | Rust-side golden snapshot fixture                        | VERIFIED | 131,175 bytes; 46 bars with all intra-bar + inter-bar microstructure features + is_orphan                                           |
| `crates/opendeviationbar-core/src/trade.rs`                                           | AggTrade with Copy derive                                | VERIFIED | Line 25: `#[derive(Debug, Clone, Copy, Serialize, Deserialize)]`                                                                    |
| `crates/opendeviationbar-core/src/arrow_export.rs`                                    | Zero-copy Arrow iterator adapter                         | VERIFIED | Line 213: `pub fn process_from_arrow_columns(`; `record_batch_to_aggtrades` preserved at line 84                                    |
| `crates/opendeviationbar-streaming/src/live_engine.rs`                                | FormingBar 1Hz throttle                                  | VERIFIED | `last_forming_update` HashMap declared and passed to all `process_trade_through_processors` call sites; throttle check at line 1188 |
| `src/core_bindings.rs`                                                                | GIL-released Arrow processing methods + zero-copy wiring | VERIFIED | `py.detach()` at lines 467 and 504; `process_from_arrow_columns` called in both Arrow methods                                       |
| `python/opendeviationbar/checkpoint.py`                                               | Skip plugin roundtrip when no plugins                    | VERIFIED | `discover_providers()` guard before `to_pandas()` at both `_flush_accumulated` locations (lines 617-620, 760-762)                   |
| `python/opendeviationbar/storage/parquet.py`                                          | Footer-only row counting                                 | VERIFIED | `pq.read_metadata(f)` at line 671 inside `get_stats()`                                                                              |
| `python/opendeviationbar/backfill.py`                                                 | Arrow streaming REST fallback                            | VERIFIED | `del trades` at line 559; `process_trades_arrow` called at lines 591 and 601                                                        |
| `python/opendeviationbar/clickhouse/bulk_operations.py`                               | Single with_columns call                                 | VERIFIED | `new_cols` list built at lines 876-890; single `df.with_columns(new_cols)` at line 892                                              |

---

### Key Link Verification

| From                                    | To                                                          | Via                                            | Status | Details                                                                                                |
| --------------------------------------- | ----------------------------------------------------------- | ---------------------------------------------- | ------ | ------------------------------------------------------------------------------------------------------ |
| `tests/test_oracle_regression.py`       | `tests/fixtures/golden_bars_btcusdt_250_2024-01-01.parquet` | `pl.read_parquet()`                            | WIRED  | Line 170: `golden_df = pl.read_parquet(GOLDEN_PARQUET)`                                                |
| `crates/.../golden_snapshot_test.rs`    | `tests/fixtures/BTCUSDT-aggTrades-2024-01-01.csv`           | CSV fixture load                               | WIRED  | Line references `BTCUSDT-aggTrades-2024-01-01` via test_data_loader                                    |
| `crates/.../arrow_export.rs`            | `crates/.../processor.rs`                                   | `process_single_trade(&trade)` call            | WIRED  | `process_from_arrow_columns` iterates column slices and calls `processor.process_single_trade` per row |
| `src/core_bindings.rs`                  | `crates/.../arrow_export.rs`                                | `process_from_arrow_columns` replaces old path | WIRED  | Lines 467-470, 504-507: `process_from_arrow_columns(processor, record_batch, ...)`                     |
| `src/core_bindings.rs`                  | GIL release boundary                                        | `py.detach()`                                  | WIRED  | Lines 467, 504 wrap pure Rust calls in `py.detach()`                                                   |
| `python/opendeviationbar/checkpoint.py` | `python/opendeviationbar/plugins/loader.py`                 | `discover_providers()` check                   | WIRED  | Lines 617, 760: import and call `discover_providers` before `to_pandas()`                              |
| `python/opendeviationbar/backfill.py`   | `src/core_bindings.rs`                                      | `process_trades_arrow()` call                  | WIRED  | Lines 591, 601: `processor.process_trades_arrow(chunk_arrow)`                                          |

---

### Data-Flow Trace (Level 4)

| Artifact                                   | Data Variable     | Source                                                               | Produces Real Data                                               | Status  |
| ------------------------------------------ | ----------------- | -------------------------------------------------------------------- | ---------------------------------------------------------------- | ------- |
| `tests/test_oracle_regression.py`          | `actual_df`       | `processor.process_trades_arrow(batch)` on 863K trades from CSV      | Yes — 46 bars from full BTCUSDT 2024-01-01 day                   | FLOWING |
| `crates/.../golden_snapshot_test.rs`       | `golden_bars`     | JSON fixture (131KB, 46 bars) loaded and compared field-by-field     | Yes — all 46 bars including orphan match exactly                 | FLOWING |
| `backfill._process_gap_fallback_starttime` | `bars_df`         | `processor.process_trades_arrow(chunk_arrow)` on REST-fetched trades | Yes — real trades via `_fetch_aggtrades_rest()` → Polars → Arrow | FLOWING |
| `storage/parquet.py get_stats()`           | `total_rows`      | `pq.read_metadata(f).num_rows` per file                              | Yes — reads Parquet footer metadata only                         | FLOWING |
| `checkpoint._flush_accumulated`            | plugin enrichment | `discover_providers()` gates `to_pandas()`                           | Correctly skipped when no plugins (common case)                  | FLOWING |
| `bulk_operations.store_bars_batch`         | metadata columns  | single `df.with_columns(new_cols)`                                   | Yes — all 7 metadata + session cast columns applied in one call  | FLOWING |

---

### Behavioral Spot-Checks

| Behavior                           | Command                                                                                           | Result                                                          | Status |
| ---------------------------------- | ------------------------------------------------------------------------------------------------- | --------------------------------------------------------------- | ------ |
| Rust golden snapshot bit-exact     | `cargo nextest run -p opendeviationbar-core --features test-utils test_golden_snapshot_bit_exact` | 1 test passed in 502.8s; 46/46 bars matched                     | PASS   |
| Python oracle bit-exact regression | `uv run --python 3.13 pytest tests/test_oracle_regression.py -v -x`                               | 1 test passed in 502.5s; 46 rows matched, 1 orphan bar verified | PASS   |
| AggTrade Copy compile check        | `#[derive(Debug, Clone, Copy,` in trade.rs                                                        | Trait present; FixedPoint also derives Copy (prerequisite)      | PASS   |
| GIL release wired                  | `py.detach(` in `process_trades_arrow` and `process_trades_arrow_native`                          | Present at both call sites; dict-path methods unchanged         | PASS   |
| FormingBar throttle coverage       | `last_forming_update` at 11 locations in live_engine.rs                                           | All `process_trade_through_processors` variants covered         | PASS   |

---

### Requirements Coverage

| Requirement       | Source Plan | Description                                                       | Status    | Evidence                                                                                   |
| ----------------- | ----------- | ----------------------------------------------------------------- | --------- | ------------------------------------------------------------------------------------------ |
| MEM-01            | 06-02       | AggTrade derives Copy — eliminates clone per trade on hot path    | SATISFIED | `trade.rs:25` — `#[derive(Debug, Clone, Copy,`; `processor.rs` uses `*trade` idiom         |
| MEM-02            | 06-02       | Arrow iterator adapter — no Vec<AggTrade> heap allocation         | SATISFIED | `arrow_export.rs:213` — `pub fn process_from_arrow_columns`; wired in `core_bindings.rs`   |
| MEM-03            | 06-03       | GIL released during pure Rust computation                         | SATISFIED | `core_bindings.rs:467,504` — `py.detach()` in both Arrow methods                           |
| MEM-04            | 06-04       | Plugin enrichment skips Polars-Pandas roundtrip when no plugins   | SATISFIED | `checkpoint.py:617-620, 760-762` — `discover_providers()` guard                            |
| MEM-05            | 06-04       | get_stats() / get_cache_stats() uses Parquet footer metadata      | SATISFIED | `storage/parquet.py:668-672` — `pq.read_metadata(f).num_rows`                              |
| MEM-06            | 06-04       | REST fallback uses Arrow streaming, no list[dict] materialization | SATISFIED | `backfill.py:558-603` — `del trades`, then `process_trades_arrow`                          |
| MEM-07            | 06-04       | store_bars_batch() merges all with_columns() into single call     | SATISFIED | `bulk_operations.py:875-892` — `new_cols` list, single `df.with_columns(new_cols)`         |
| MEM-08            | 06-02       | FormingBar throttled to 1 Hz — 99.3% fewer clones                 | SATISFIED | `live_engine.rs:1112,1180,1188` — throttle with 1_000_000 µs check and reset on completion |
| Oracle regression | 06-01       | Bit-exact output for identical input                              | SATISFIED | Both Rust and Python oracle tests pass against pre-refactoring golden fixtures             |

**Note on REQUIREMENTS.md status table:** The requirements table at lines 75-82 still shows "Not started" — this is stale REQUIREMENTS.md prose that was not updated after completion. The checkboxes at lines 35-42 correctly show `[x]` for all 8 requirements. This is a documentation inconsistency only; the implementation is complete and verified.

---

### Anti-Patterns Found

| File             | Line | Pattern                                                                         | Severity | Impact                                                                                     |
| ---------------- | ---- | ------------------------------------------------------------------------------- | -------- | ------------------------------------------------------------------------------------------ |
| `live_engine.rs` | 1386 | `TODO(#279): Migrate from per-symbol WebSocket connections to combined streams` | Info     | Pre-existing; unrelated to Phase 06 scope; does not affect memory optimization correctness |

No blockers or warnings found in Phase 06 modified files.

---

### Human Verification Required

None. All Phase 06 success criteria are fully verifiable programmatically:

- Bit-exact oracle tests prove zero behavior change
- Code patterns are directly inspectable (Copy derive, py.detach, discover_providers guard, pq.read_metadata, single with_columns)

---

### Gaps Summary

No gaps found. All 9 observable truths are verified, all 12 artifacts pass levels 1-4 (exist, substantive, wired, data flowing), all 7 key links are wired, and all 8 requirements (MEM-01 through MEM-08) plus the oracle regression requirement are satisfied.

The one notable finding is a documentation inconsistency in `REQUIREMENTS.md`: the tracking table at lines 75-82 still shows "Not started" for all MEM requirements, while the checkbox list at lines 35-42 correctly marks all 8 complete. This does not affect goal achievement.

---

_Verified: 2026-03-22T09:45:00Z_
_Verifier: Claude (gsd-verifier)_
