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fix(test): cap real_market_data() to 2000 bars for CI

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The GPU forward tests also load full dataset via real_market_data().
Cap at 2000 bars across ALL smoke tests — validates functionality,
not data volume.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-03-19 21:38:27 +01:00
parent b3aca96d51
commit dad61e4e7b
1 changed files with 10 additions and 5 deletions
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15
crates/ml/tests/smoke_test_real_data.rs
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@@ -141,9 +141,10 @@ fn smoke_ohlcv_parse_and_extract_features() {
// 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)
// Load OHLCV bars from .dbn.zst (capped for CI speed)
let mut bars = ml::hyperopt::adapters::dbn_loader::load_bars_from_dbn_dir(&ohlcv_dir)
.expect("Failed to load OHLCV bars from DBN");
if bars.len() > 2000 { bars.truncate(2000); }
info!(count = bars.len(), dir = %ohlcv_dir.display(), "Loaded OHLCV bars");
assert!(bars.len() > 100, "Expected >100 bars, got {}", bars.len());
@@ -429,10 +430,14 @@ mod gpu_smoke {
mbp10_dir: Option<&Path>,
stream: &Arc<CudaStream>,
) -> Result<(CudaSlice<f32>, CudaSlice<f32>, usize), anyhow::Error> {
// 1. Load OHLCV bars
let bars = ml::hyperopt::adapters::dbn_loader::load_bars_from_dbn_dir(ohlcv_dir)
// 1. Load OHLCV bars (capped for CI speed)
const MAX_BARS_CI: usize = 2000;
let mut bars = ml::hyperopt::adapters::dbn_loader::load_bars_from_dbn_dir(ohlcv_dir)
.expect("Failed to load OHLCV bars");
info!(count = bars.len(), "Loaded OHLCV bars");
if bars.len() > MAX_BARS_CI {
bars.truncate(MAX_BARS_CI);
}
info!(count = bars.len(), "Loaded OHLCV bars (capped to {})", MAX_BARS_CI);
// 2. Extract 42-dim features
let features = ml::features::extract_ml_features(&bars)