From 8139911c3d7908d2232567a5af67578bc07b0a8a Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Thu, 19 Mar 2026 20:42:42 +0100
Subject: [PATCH] fix(test): use single symbol (ES.FUT) in smoke tests for CI
 speed
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Loading all 4 symbols × 9 quarters (5.5GB) just for a smoke test
is wasteful. One symbol's data (~600K bars) is sufficient to validate
the full pipeline: data loading → feature extraction → GPU upload →
training → checkpoint.

Smoke tests should take seconds, not minutes of I/O.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
---
 crates/ml/tests/smoke_test_real_data.rs | 20 +++++++++++++++-----
 1 file changed, 15 insertions(+), 5 deletions(-)

diff --git a/crates/ml/tests/smoke_test_real_data.rs b/crates/ml/tests/smoke_test_real_data.rs
index d8a6f4b1d..030e3cff8 100644
--- a/crates/ml/tests/smoke_test_real_data.rs
+++ b/crates/ml/tests/smoke_test_real_data.rs
@@ -138,7 +138,8 @@ fn try_data(relative: &str) -> Option<PathBuf> {
 
 #[test]
 fn smoke_ohlcv_parse_and_extract_features() {
-    let Some(ohlcv_dir) = try_data("ohlcv") else { return };
+    // Single symbol for CI speed
+    let Some(ohlcv_dir) = try_data("ohlcv/ES.FUT").or_else(|| try_data("ohlcv")) else { return };
 
     // Load OHLCV bars from .dbn.zst
     let bars = ml::hyperopt::adapters::dbn_loader::load_bars_from_dbn_dir(&ohlcv_dir)
@@ -515,7 +516,8 @@ mod gpu_smoke {
 
     #[test]
     fn smoke_gpu_real_ohlcv_forward() -> Result<(), anyhow::Error> {
-        let Some(ohlcv_dir) = try_data("ohlcv") else { return Ok(()) };
+        // Use single symbol for CI speed — full dataset is tested via nightly
+        let Some(ohlcv_dir) = try_data("ohlcv/ES.FUT").or_else(|| try_data("ohlcv")) else { return Ok(()) };
         let Some((_device, stream)) = try_cuda() else { return Ok(()) };
 
         let (market_buf, target_buf, num_bars) =
@@ -596,7 +598,7 @@ mod gpu_smoke {
     #[test]
     fn smoke_gpu_real_ohlcv_plus_ofi_forward() -> Result<(), anyhow::Error> {
         if !has_enough_vram(2048) { return Ok(()) }
-        let Some(ohlcv_dir) = try_data("ohlcv") else { return Ok(()) };
+        let Some(ohlcv_dir) = try_data("ohlcv/ES.FUT").or_else(|| try_data("ohlcv")) else { return Ok(()) };
         let Some(mbp10_dir) = try_data("mbp10/ES.FUT") else { return Ok(()) };
         let Some((_device, stream)) = try_cuda() else { return Ok(()) };
 
@@ -668,7 +670,7 @@ mod gpu_smoke {
     fn smoke_gpu_real_data_noisy_distributional() -> Result<(), anyhow::Error> {
         use ml::dqn::branching::{BranchingConfig, BranchingDuelingQNetwork};
 
-        let Some(ohlcv_dir) = try_data("ohlcv") else { return Ok(()) };
+        let Some(ohlcv_dir) = try_data("ohlcv/ES.FUT").or_else(|| try_data("ohlcv")) else { return Ok(()) };
         let Some((_device, stream)) = try_cuda() else { return Ok(()) };
 
         let (market_buf, target_buf, num_bars) =
@@ -779,7 +781,15 @@ async fn smoke_e2e_dqn_training_loop() {
         return;
     }
     let Some(ohlcv_dir) = try_data("ohlcv") else { return };
-    let data_dir = ohlcv_dir.to_string_lossy().to_string();
+    // Use single symbol subdir for CI speed — loading all 4 symbols × 9 quarters
+    // takes minutes just for I/O. One symbol (ES.FUT, ~600K bars) is enough to
+    // validate the full pipeline: data loading → GPU upload → training → checkpoint.
+    let es_dir = ohlcv_dir.join("ES.FUT");
+    let data_dir = if es_dir.exists() {
+        es_dir.to_string_lossy().to_string()
+    } else {
+        ohlcv_dir.to_string_lossy().to_string()
+    };
 
     // Configure for a fast smoke run: few epochs, small batch, low warmup
     let mut hyperparams = DQNHyperparameters::conservative();