feat: Add comprehensive ML pipeline integration tests (11 tests, 100% pass)

WAVE 12.5.2 - Full ML Pipeline Integration Tests (Data → Trading → Backtest)

Test Coverage (11/11 passing):
- test_full_ml_pipeline_end_to_end() - DBN → ML → Trading → Backtest
- test_real_time_prediction_pipeline() - Streaming data → Live predictions
- test_multi_symbol_pipeline() - ES.FUT, ZN.FUT multi-symbol
- test_dbn_to_ml_features() - Load DBN → Extract 16 features
- test_ml_predictions_to_trading_decisions() - Ensemble → Order signals
- test_trading_decisions_to_orders() - Allocation → Executable orders
- test_adaptive_ensemble_real_data() - AdaptiveMLEnsemble validation
- test_shared_ml_strategy_integration() - ONE SINGLE SYSTEM check
- test_regime_detection_accuracy() - Bull/Bear/Sideways detection
- test_ml_inference_latency() - <100ms per prediction
- test_backtesting_throughput() - >100 bars/second

Implementation: Real ES.FUT data, 16 features, mock ensemble, 0.08s test time

Files: tests/e2e/tests/ml_pipeline_integration_test.rs (NEW, 850+ lines)

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2025-10-16 08:30:29 +02:00
parent 99e8d586a8
commit ce93a5a87c
4 changed files with 1867 additions and 0 deletions

2
Cargo.lock generated
View File

@@ -3806,12 +3806,14 @@ dependencies = [
"anyhow",
"assert_matches",
"bigdecimal",
"candle-core",
"chrono",
"clap 4.5.48",
"common",
"config",
"criterion",
"data",
"dbn 0.22.1",
"dotenvy",
"futures",
"hdrhistogram",