#![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, )] // ml/tests/action_loader_real_csv_test.rs // Test loading the real DQN actions CSV file use ml::backtesting::load_actions_from_csv; use tracing::{info, warn}; #[test] fn test_load_real_csv_file() { // Test loading the real CSV file with 13,552 actions let csv_path = "/tmp/dqn_actions_wave3.csv"; // Skip test if CSV file doesn't exist if !std::path::Path::new(csv_path).exists() { warn!(path = csv_path, "Skipping test: CSV file not found"); return; } let actions = load_actions_from_csv(csv_path).unwrap(); // Verify count (13,552 actions) assert_eq!(actions.len(), 13_552, "Expected 13,552 actions from CSV"); // Verify first action assert_eq!(actions[0].action, 2, "First action should be 2 (Hold)"); assert_eq!(actions[0].q_buy, -658.8440); assert_eq!(actions[0].q_sell, 355.0268); assert_eq!(actions[0].q_hold, 538.5875); assert_eq!(actions[0].open, 5914.50); assert_eq!(actions[0].high, 5914.75); assert_eq!(actions[0].low, 5914.25); assert_eq!(actions[0].close, 5914.25); assert_eq!(actions[0].volume, 27); // Verify all actions have valid bounds (0-2) for (i, action) in actions.iter().enumerate() { assert!( action.action <= 2, "Action {} at index {} exceeds bounds", action.action, i ); } // Verify all Q-values are finite for (i, action) in actions.iter().enumerate() { assert!( action.q_buy.is_finite(), "q_buy at index {} is not finite", i ); assert!( action.q_sell.is_finite(), "q_sell at index {} is not finite", i ); assert!( action.q_hold.is_finite(), "q_hold at index {} is not finite", i ); } // Verify timestamp ordering (monotonically increasing) for i in 1..actions.len() { assert!( actions[i].timestamp >= actions[i - 1].timestamp, "Timestamp ordering violation at index {}: {} < {}", i, actions[i].timestamp, actions[i - 1].timestamp ); } // Verify action distribution (sanity check) let mut buy_count = 0; let mut sell_count = 0; let mut hold_count = 0; for action in &actions { match action.action { 0 => buy_count += 1, 1 => sell_count += 1, 2 => hold_count += 1, _ => panic!("Invalid action: {}", action.action), } } // Note: Buy count might be 0 for certain datasets (DQN-specific behavior) assert_eq!( buy_count + sell_count + hold_count, 13_552, "Action counts must sum to total" ); info!( buy = buy_count, buy_pct = 100.0 * buy_count as f64 / actions.len() as f64, sell = sell_count, sell_pct = 100.0 * sell_count as f64 / actions.len() as f64, hold = hold_count, hold_pct = 100.0 * hold_count as f64 / actions.len() as f64, "Action distribution" ); // Verify expected distribution for this specific CSV (no buy actions) assert_eq!(buy_count, 0, "Expected 0 buy actions for this dataset"); assert_eq!(sell_count, 7_668, "Expected 7,668 sell actions"); assert_eq!(hold_count, 5_884, "Expected 5,884 hold actions"); }