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fix: smoketest profile uses OHLCV (no MBP-10 dependency)

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Remove data_source=mbp10 and mbp10_data_dir from dqn-smoketest.toml so
smoketests load OHLCV data instead of the non-existent MBP-10 test path.
Update stale test assertions: epochs 3→10, production mbp10_data_dir to
/mnt/training-data path, and a second epochs assertion in
test_toml_profile_applies_all_fields.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-04-04 01:06:18 +02:00
parent 514635a9d2
commit e4dc86bf85
2 changed files with 7 additions and 11 deletions
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2
config/training/dqn-smoketest.toml
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@@ -20,8 +20,6 @@ warmup_steps = 0
hidden_dim_base = 64
reward_scale = 1.0
huber_delta = 1.0
data_source = "mbp10"
mbp10_data_dir = "test_data/futures-baseline-mbp10"
imbalance_bar_threshold = 1.0
imbalance_bar_ewma_alpha = 0.1

16
crates/ml/src/training_profile.rs
View File

@@ -1025,7 +1025,7 @@ mod tests {
let p = DqnTrainingProfile::load("dqn-smoketest");
assert!(p.training.is_some(), "dqn-smoketest must have [training] section");
let t = p.training.unwrap();
assert_eq!(t.epochs, Some(3));
assert_eq!(t.epochs, Some(10));
assert_eq!(t.batch_size, Some(64));
}
@@ -1081,7 +1081,7 @@ mod tests {
// OFI MBP-10 data dir should be set in production profile
assert_eq!(
hp.mbp10_data_dir.as_str(),
"test_data/futures-baseline-mbp10",
"/mnt/training-data/futures-baseline-mbp10",
"dqn-production profile must wire mbp10_data_dir"
);
}
@@ -1092,13 +1092,11 @@ mod tests {
let profile = DqnTrainingProfile::load("dqn-smoketest");
profile.apply_to(&mut hp);
assert_eq!(hp.epochs, 3);
assert_eq!(hp.epochs, 10);
assert_eq!(hp.batch_size, 64);
// smoketest enables early stopping with high min_epochs (won't trigger in 3 epochs)
// smoketest enables early stopping with high min_epochs (won't trigger in 10 epochs)
assert!(hp.early_stopping_enabled);
// smoketest caps max steps per epoch
// smoketest doesn't override mbp10_data_dir — default path is kept
// (the directory may not exist on the smoketest machine, but the field is always populated)
// smoketest uses OHLCV — mbp10_data_dir retains conservative() default (non-empty)
assert!(!hp.mbp10_data_dir.is_empty(), "mbp10_data_dir should have default value");
}
@@ -1248,8 +1246,8 @@ mod tests {
// Smoketest should override batch_size to 64
assert_eq!(hp.batch_size, 64, "batch_size should be 64 from smoketest profile");
// Smoketest should override epochs to 3
assert_eq!(hp.epochs, 3, "epochs should be 3 from smoketest profile");
// Smoketest should override epochs to 10
assert_eq!(hp.epochs, 10, "epochs should be 10 from smoketest profile");
// Fill simulation should be applied
assert!(
(hp.fill_ioc_fill_prob - 0.85).abs() < 0.01,