//! PPO Hyperopt Validation Test //! //! Validates PPO hyperparameter optimization pipeline end-to-end. //! Runs 5 trials of PSO optimization and verifies convergence, //! result structure, and parameter bounds. //! //! Run manually: //! SQLX_OFFLINE=true cargo test -p ml --test ppo_hyperopt_validation_test -- --ignored --nocapture //! //! Expected runtime: 15-30 minutes (GPU), 45-90 minutes (CPU) #![allow(unused_crate_dependencies)] use anyhow::{Context, Result}; use std::path::PathBuf; use ml::hyperopt::adapters::ppo::PPOTrainer; use ml::hyperopt::ArgminOptimizer; /// Locate the real training data directory. /// /// Returns `Ok(path)` if the directory exists, `Err` otherwise so the test /// can skip gracefully without marking as failed. fn get_data_dir() -> Result { let workspace_root = PathBuf::from(env!("CARGO_MANIFEST_DIR")) .parent() .context("Failed to resolve workspace root")? .to_path_buf(); let data_dir = workspace_root.join("test_data/real/databento/ml_training_small"); if !data_dir.exists() { anyhow::bail!( "Training data not found at {}. \ This test requires real Databento data to run.", data_dir.display() ); } Ok(data_dir) } #[test] #[ignore] fn test_ppo_hyperopt_5_trials() -> Result<()> { // --- Setup --- let data_dir = match get_data_dir() { Ok(dir) => dir, Err(e) => { eprintln!("Skipping test: {e}"); return Ok(()); } }; let start = std::time::Instant::now(); let num_trials: usize = 5; let n_initial: usize = 2; let episodes_per_trial: usize = 10; // --- Create trainer and optimizer --- let trainer = PPOTrainer::new(&data_dir, episodes_per_trial) .context("Failed to create PPOTrainer")?; let optimizer = ArgminOptimizer::builder() .max_trials(num_trials) .n_initial(n_initial) .n_particles(3) // small swarm for test speed .seed(42) .build(); // --- Run optimization --- let result = optimizer .optimize(trainer) .context("Hyperopt optimization failed")?; let elapsed = start.elapsed(); // --- Assertions --- // 1. All trials should have completed (at least n_initial; PSO may add more) let trials_completed = result.all_trials.len(); assert!( trials_completed >= n_initial, "Expected at least {n_initial} trials, got {trials_completed}" ); // 2. Best objective should be finite (not NaN or Inf) assert!( result.best_objective.is_finite(), "Best objective is not finite: {}", result.best_objective ); // 3. Every trial objective should be finite with positive duration for trial in &result.all_trials { assert!( trial.objective.is_finite(), "Trial {} has non-finite objective: {}", trial.trial_num, trial.objective ); assert!( trial.duration_secs > 0.0, "Trial {} has non-positive duration: {}", trial.trial_num, trial.duration_secs ); } // 4. Best objective should be <= first trial (optimizer should not regress) if let Some(first_trial) = result.all_trials.first() { assert!( result.best_objective <= first_trial.objective, "Optimizer regressed: best={} > first={}", result.best_objective, first_trial.objective ); } // 5. Convergence plot should have entries matching trial count assert_eq!( result.convergence_plot_data.len(), trials_completed, "Convergence plot entries ({}) should match trial count ({trials_completed})", result.convergence_plot_data.len() ); // 6. Convergence plot should be monotonically non-increasing for window in result.convergence_plot_data.windows(2) { let (_, prev_best) = window[0]; let (_, curr_best) = window[1]; assert!( curr_best <= prev_best + f64::EPSILON, "Convergence plot is not monotonically non-increasing: {prev_best} -> {curr_best}" ); } // 7. Best policy learning rate should be in sane range let best_policy_lr = result.best_params.policy_learning_rate; assert!( best_policy_lr > 1e-7 && best_policy_lr < 1.0, "Best policy learning rate out of sane range: {best_policy_lr}" ); // 8. Best value learning rate should be in sane range let best_value_lr = result.best_params.value_learning_rate; assert!( best_value_lr > 1e-7 && best_value_lr < 1.0, "Best value learning rate out of sane range: {best_value_lr}" ); // 9. Clip epsilon should be within configured bounds let best_clip = result.best_params.clip_epsilon; assert!( best_clip >= 0.1 && best_clip <= 0.3, "Best clip epsilon out of bounds [0.1, 0.3]: {best_clip}" ); // 10. Value loss coefficient should be within configured bounds let best_vlc = result.best_params.value_loss_coeff; assert!( best_vlc >= 0.5 && best_vlc <= 2.0, "Best value loss coeff out of bounds [0.5, 2.0]: {best_vlc}" ); // 11. Entropy coefficient should be in sane range let best_entropy = result.best_params.entropy_coeff; assert!( best_entropy > 1e-5 && best_entropy < 1.0, "Best entropy coeff out of sane range: {best_entropy}" ); // --- Report --- println!("\n{}", "=".repeat(70)); println!(" PPO HYPEROPT REPORT"); println!("{}", "=".repeat(70)); println!(" Trials completed : {trials_completed}"); println!(" Best objective : {:.6}", result.best_objective); println!( " Best policy LR : {:.2e}", result.best_params.policy_learning_rate ); println!( " Best value LR : {:.2e}", result.best_params.value_learning_rate ); println!( " Best clip eps : {:.4}", result.best_params.clip_epsilon ); println!( " Best value coeff : {:.4}", result.best_params.value_loss_coeff ); println!( " Best entropy coeff: {:.6}", result.best_params.entropy_coeff ); println!(" Total time : {:.1}s", elapsed.as_secs_f64()); println!( " Avg time/trial : {:.1}s", elapsed.as_secs_f64() / trials_completed as f64 ); println!("{}", "-".repeat(70)); println!(" TRIAL HISTORY"); println!("{}", "-".repeat(70)); for trial in &result.all_trials { println!( " Trial {:>2} | obj: {:>10.4} | time: {:>6.1}s | plr: {:.2e} | vlr: {:.2e} | clip: {:.3}", trial.trial_num, trial.objective, trial.duration_secs, trial.params.policy_learning_rate, trial.params.value_learning_rate, trial.params.clip_epsilon, ); } println!("{}", "-".repeat(70)); println!(" CONVERGENCE"); println!("{}", "-".repeat(70)); for (trial_num, best_so_far) in &result.convergence_plot_data { println!( " Trial {:>2} | best so far: {:>10.4}", trial_num, best_so_far ); } println!("{}", "=".repeat(70)); Ok(()) }