#![allow( clippy::assertions_on_constants, clippy::assertions_on_result_states, clippy::clone_on_copy, clippy::decimal_literal_representation, clippy::doc_markdown, clippy::empty_line_after_doc_comments, clippy::field_reassign_with_default, clippy::get_unwrap, clippy::identity_op, clippy::inconsistent_digit_grouping, clippy::indexing_slicing, clippy::integer_division, clippy::len_zero, clippy::let_underscore_must_use, clippy::manual_div_ceil, clippy::manual_let_else, clippy::manual_range_contains, clippy::modulo_arithmetic, clippy::needless_range_loop, clippy::non_ascii_literal, clippy::redundant_clone, clippy::shadow_reuse, clippy::shadow_same, clippy::shadow_unrelated, clippy::single_match_else, clippy::str_to_string, clippy::string_slice, clippy::tests_outside_test_module, clippy::too_many_lines, clippy::unnecessary_wraps, clippy::unseparated_literal_suffix, clippy::use_debug, clippy::useless_vec, clippy::wildcard_enum_match_arm, clippy::else_if_without_else, clippy::expect_used, clippy::missing_const_for_fn, clippy::similar_names, clippy::type_complexity, clippy::collapsible_else_if, clippy::doc_lazy_continuation, clippy::items_after_test_module, clippy::map_clone, clippy::multiple_unsafe_ops_per_block, clippy::unwrap_or_default, clippy::assign_op_pattern, clippy::needless_borrow, clippy::println_empty_string, clippy::unnecessary_cast, clippy::used_underscore_binding, clippy::create_dir, clippy::implicit_saturating_sub, clippy::exit, clippy::expect_fun_call, clippy::too_many_arguments, clippy::unnecessary_map_or, clippy::unwrap_used, dead_code, unused_imports, unused_variables, clippy::cloned_ref_to_slice_refs, clippy::neg_multiply, clippy::while_let_loop, clippy::bool_assert_comparison, clippy::excessive_precision, clippy::trivially_copy_pass_by_ref, clippy::op_ref, clippy::redundant_closure, clippy::unnecessary_lazy_evaluations, clippy::if_then_some_else_none, clippy::unnecessary_to_owned, clippy::single_component_path_imports, )] //! Preprocessing Validation Tests (Wave 16N Agent A3) //! //! Property-based tests to validate preprocessing correctness: //! - Z-score normalization accuracy //! - Raw price preservation //! - Numerical precision //! - Mean/std calculation correctness //! //! ## Test Coverage //! - 8 property-based tests //! - Covers normalization, raw price preservation, numerical precision //! - No reversibility tests (denormalization not supported) //! //! All preprocessing functions operate on host `&[f32]` slices — no GPU needed. use anyhow::Result; use ml::preprocessing::{clip_outliers, compute_log_returns, windowed_normalize, PreprocessConfig}; // // Test 1: Z-Score Normalization Produces Values in +-3s Range // #[test] fn test_normalized_values_in_range() -> Result<()> { // Given: 100 random values from normal distribution let data: Vec = (0..100) .map(|i| 100.0 + 10.0 * (i as f32 / 10.0).sin()) .collect(); // When: Apply windowed normalization let normalized = windowed_normalize(&data, 20)?; // Then: All values should be in +-10s range (no clipping in windowed_normalize) let max_abs = normalized.iter().map(|x| x.abs()).fold(0.0_f32, f32::max); assert!( max_abs <= 10.0, "Max absolute normalized value {} exceeds +-10s", max_abs ); Ok(()) } // // Test 2: Clipping Outliers Works Correctly // #[test] fn test_clip_outliers_bounds() -> Result<()> { // Given: Data with moderate outliers // Mean ~ 10.1, Std ~ 8.04, Bounds (+-1s) ~ [2.06, 18.14] let data = [10.0f32, 11.0, 9.0, 10.5, 25.0, -5.0, 10.2]; // When: Clip to +-1s (more aggressive clipping) let clipped = clip_outliers(&data, 1.0)?; // Then: Extreme values should be clipped // 25.0 is > mean + 1s (should be clipped to ~18.1) let val4 = clipped[4]; assert!(val4 < 25.0, "Positive outlier should be clipped (got {})", val4); assert!(val4 > 15.0, "Clipped value should be near upper bound (got {})", val4); // -5.0 is < mean - 1s (should be clipped to ~2.1) let val5 = clipped[5]; assert!(val5 > -5.0, "Negative outlier should be clipped (got {})", val5); assert!(val5 < 5.0, "Clipped value should be near lower bound (got {})", val5); // Normal values should be unchanged (within +-1s) let val0 = clipped[0]; let val1 = clipped[1]; let val2 = clipped[2]; assert!((val0 - 10.0).abs() < 1.0, "Normal value should be preserved"); assert!((val1 - 11.0).abs() < 1.0, "Normal value should be preserved"); assert!((val2 - 9.0).abs() < 1.0, "Normal value should be preserved"); Ok(()) } // // Test 3: Mean Calculation is Correct // #[test] fn test_windowed_mean_calculation() -> Result<()> { // Given: Constant values (mean should equal value) let data = vec![42.0f32; 50]; // When: Apply windowed normalization let normalized = windowed_normalize(&data, 20)?; // Then: All normalized values should be 0 (mean = value, std = 0) let sum_all: f32 = normalized.iter().sum(); assert_eq!(sum_all, 0.0, "Sum of all normalized constant values should be 0.0, got {}", sum_all); let max_abs = normalized.iter().map(|x| x.abs()).fold(0.0_f32, f32::max); assert_eq!(max_abs, 0.0, "Max absolute normalized constant value should be 0.0, got {}", max_abs); Ok(()) } // // Test 4: Std Calculation is Reasonable // #[test] fn test_windowed_std_calculation() -> Result<()> { // Given: Known distribution (1, 2, 3, ..., 50) let data: Vec = (1..=50).map(|i| i as f32).collect(); // When: Apply windowed normalization with window_size=50 let normalized = windowed_normalize(&data, 50)?; // Then: Last normalized value should be close to 0 (mean of 1..50 = 25.5) // The last value is 50, which is (50 - 25.5) / std ~ 24.5 / 14.43 ~ 1.7 let last_val = normalized[49]; assert!( last_val > 1.0 && last_val < 2.5, "Last normalized value should be ~1.7, got {}", last_val ); Ok(()) } // // Test 5: Log Returns Are Computed Correctly // #[test] fn test_log_returns_accuracy() -> Result<()> { // Given: Price series [100, 110, 105] let prices = [100.0f32, 110.0, 105.0]; // When: Compute log returns let returns = compute_log_returns(&prices)?; // Then: Verify log return values assert_eq!(returns.len(), 3); // First value should be 0.0 (placeholder) let val0 = returns[0]; assert!((val0 - 0.0).abs() < 1e-6); // Second value: log(110/100) ~ 0.0953 let expected_r1 = (110.0f32 / 100.0).ln(); let val1 = returns[1]; assert!( (val1 - expected_r1).abs() < 1e-4, "Log return should be {}, got {}", expected_r1, val1 ); // Third value: log(105/110) ~ -0.0465 let expected_r2 = (105.0f32 / 110.0).ln(); let val2 = returns[2]; assert!( (val2 - expected_r2).abs() < 1e-4, "Log return should be {}, got {}", expected_r2, val2 ); Ok(()) } // // Test 6: Preprocessing Full Pipeline // #[test] fn test_preprocessing_full_pipeline() -> Result<()> { // Given: Realistic price series let prices: Vec = (0..200) .map(|i| 5000.0 + 100.0 * (i as f32 / 20.0).sin()) .collect(); // When: Apply full preprocessing pipeline let config = PreprocessConfig { window_size: 50, clip_sigma: 3.0, use_log_returns: true, }; // This should not panic let _preprocessed = ml::preprocessing::preprocess_prices(&prices, config)?; Ok(()) } // // Test 7: Numerical Precision (f32 <-> f64 Conversions) // #[test] fn test_numerical_precision() -> Result<()> { // Given: High-precision prices let prices_f64 = vec![5000.123456789, 5010.987654321, 5005.555555555]; // When: Convert to f32 and back let prices_f32: Vec = prices_f64.iter().map(|&x| x as f32).collect(); let prices_f64_recovered: Vec = prices_f32.iter().map(|&x| x as f64).collect(); // Then: Relative error should be < 1e-6 for (original, recovered) in prices_f64.iter().zip(prices_f64_recovered.iter()) { let rel_error = ((original - recovered) / original).abs(); assert!( rel_error < 1e-6, "Relative error {} exceeds 1e-6 for price {}", rel_error, original ); } Ok(()) } // // Test 8: Preprocessing Handles Edge Cases // #[test] fn test_preprocessing_edge_cases() -> Result<()> { // Test 8.1: Minimum input size let prices_small = [100.0f32, 105.0]; let returns_small = compute_log_returns(&prices_small)?; assert_eq!(returns_small.len(), 2); // Test 8.2: Large price changes (simulate flash crash) let prices_volatile = [5000.0f32, 4000.0, 6000.0, 5500.0]; let returns_volatile = compute_log_returns(&prices_volatile)?; // Log returns should be bounded (no NaN/Inf) let sum_all: f32 = returns_volatile.iter().sum(); assert!(sum_all.is_finite(), "Log returns should all be finite, sum_all = {}", sum_all); Ok(()) } // // Summary: 8 Tests Total // // test_normalized_values_in_range: Verify z-scores are bounded // test_clip_outliers_bounds: Verify outlier clipping works // test_windowed_mean_calculation: Verify mean calculation // test_windowed_std_calculation: Verify std calculation // test_log_returns_accuracy: Verify log returns formula // test_preprocessing_full_pipeline: Integration test // test_numerical_precision: Verify f32/f64 conversions // test_preprocessing_edge_cases: Verify edge case handling