#![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, )] #[cfg(test)] mod hyperopt_kelly_params_tests { use ml::hyperopt::adapters::dqn::DQNParams; use ml::hyperopt::traits::ParameterSpace; #[test] fn test_search_space_has_22_dimensions() { let bounds = DQNParams::continuous_bounds(); assert_eq!(bounds.len(), 22, "Search space should be 22D after adding Kelly params"); } #[test] fn test_kelly_fractional_bounds() { let bounds = DQNParams::continuous_bounds(); let (min, max) = bounds[18]; // Kelly fractional at index 18 assert_eq!(min, 0.25, "Kelly fractional min should be 0.25 (quarter-Kelly)"); assert_eq!(max, 1.0, "Kelly fractional max should be 1.0 (full-Kelly)"); } #[test] fn test_kelly_max_fraction_bounds() { let bounds = DQNParams::continuous_bounds(); let (min, max) = bounds[19]; assert_eq!(min, 0.1, "Kelly max_fraction min should be 0.1 (10%)"); assert_eq!(max, 0.5, "Kelly max_fraction max should be 0.5 (50%)"); } #[test] fn test_kelly_min_trades_bounds() { let bounds = DQNParams::continuous_bounds(); let (min, max) = bounds[20]; assert_eq!(min, 10.0, "Kelly min_trades min should be 10"); assert_eq!(max, 50.0, "Kelly min_trades max should be 50"); } #[test] fn test_volatility_window_bounds() { let bounds = DQNParams::continuous_bounds(); let (min, max) = bounds[21]; assert_eq!(min, 10.0, "Volatility window min should be 10"); assert_eq!(max, 30.0, "Volatility window max should be 30"); } #[test] fn test_from_continuous_accepts_22d() { let x = vec![ // Existing 18 params (use mid-range values) (-4.5_f64).ln(), 112.0, 0.97, (75000.0_f64).ln(), 1.5, 6.0, (25.0_f64).ln(), 0.05, 1.25, 0.6, 0.4, -2.0, 2.0, (0.5_f64).ln(), 320.0, 3.0, 126.0, 1.55, // New Kelly params 0.5, 0.25, 30.0, 20.0 ]; let result = DQNParams::from_continuous(&x); assert!(result.is_ok(), "Should accept 22D parameter vector"); let params = result.unwrap(); assert!((params.kelly_fractional - 0.5).abs() < 0.01); assert!((params.kelly_max_fraction - 0.25).abs() < 0.01); assert_eq!(params.kelly_min_trades, 30); assert_eq!(params.volatility_window, 20); } #[test] fn test_from_continuous_rejects_18d() { let x = vec![ (-4.5_f64).ln(), 112.0, 0.97, (75000.0_f64).ln(), 1.5, 6.0, (25.0_f64).ln(), 0.05, 1.25, 0.6, 0.4, -2.0, 2.0, (0.5_f64).ln(), 320.0, 3.0, 126.0, 1.55, ]; let result = DQNParams::from_continuous(&x); assert!(result.is_err(), "Should reject old 18D parameter vector"); } }