#![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, )] //! MAMBA-2 Hyperparameter Optimization P0/P1 Fix Tests //! //! Tests for critical issues fixed in mamba2.rs: //! 1. P0: NaN panic in sorting (line 524) //! 2. P0: Division by zero tolerance (lines 507, 546) //! 3. P1: Empty parquet validation (line 414) //! 4. P1: Validation size check (lines 582-584) //! 5. P1: CUDA OOM handling (lines 748-800) use anyhow::Result; use std::sync::Arc; use tempfile::NamedTempFile; use ml::hyperopt::adapters::mamba2::{Mamba2Params, Mamba2Trainer}; use ml::hyperopt::traits::HyperparameterOptimizable; use arrow::array::{Float64Array, PrimitiveArray, UInt64Array}; use arrow::datatypes::{DataType, Field, Schema, TimestampNanosecondType}; use arrow::record_batch::RecordBatch; use parquet::arrow::arrow_writer::ArrowWriter; use parquet::file::properties::WriterProperties; /// Helper: Create parquet file with market data fn create_test_parquet(num_rows: usize, base_price: f64) -> Result { let temp_file = NamedTempFile::new()?; let file = temp_file.as_file().try_clone()?; // DBN schema (10 columns) let schema = Arc::new(Schema::new(vec![ Field::new("ts_recv", DataType::UInt64, false), Field::new("publisher_id", DataType::UInt8, false), Field::new("instrument_id", DataType::UInt16, false), Field::new("open", DataType::Float64, false), Field::new("high", DataType::Float64, false), Field::new("low", DataType::Float64, false), Field::new("close", DataType::Float64, false), Field::new("volume", DataType::UInt64, false), Field::new("symbol", DataType::Utf8, false), Field::new( "ts_event", DataType::Timestamp(arrow::datatypes::TimeUnit::Nanosecond, None), false, ), ])); let props = WriterProperties::builder().build(); let mut writer = ArrowWriter::try_new(file, schema.clone(), Some(props))?; let base_timestamp = 1_700_000_000_000_000_000u64; let batch = RecordBatch::try_new( schema, vec![ Arc::new(UInt64Array::from( (0..num_rows) .map(|i| base_timestamp + i as u64 * 60_000_000_000) .collect::>(), )), Arc::new(arrow::array::UInt8Array::from(vec![1u8; num_rows])), Arc::new(arrow::array::UInt16Array::from(vec![1u16; num_rows])), Arc::new(Float64Array::from( (0..num_rows) .map(|i| base_price + (i as f64 * 0.1)) .collect::>(), )), Arc::new(Float64Array::from( (0..num_rows) .map(|i| base_price + (i as f64 * 0.1) + 5.0) .collect::>(), )), Arc::new(Float64Array::from( (0..num_rows) .map(|i| base_price + (i as f64 * 0.1) - 5.0) .collect::>(), )), Arc::new(Float64Array::from( (0..num_rows) .map(|i| base_price + (i as f64 * 0.1) + 2.5) .collect::>(), )), Arc::new(UInt64Array::from(vec![1000u64; num_rows])), Arc::new(arrow::array::StringArray::from(vec!["ES.FUT"; num_rows])), Arc::new(PrimitiveArray::::from( (0..num_rows) .map(|i| base_timestamp as i64 + i as i64 * 60_000_000_000) .collect::>(), )), ], )?; writer.write(&batch)?; writer.close()?; Ok(temp_file) } #[test] fn test_p0_nan_panic_in_sorting() { // P0: Test that NaN values don't cause panic in sorted_features.sort_by() // Fix: Line 524 changed from .unwrap() to .unwrap_or(std::cmp::Ordering::Equal) // Create dataset with constant prices (produces zero variance, edge case) let temp_file = create_test_parquet(150, 5000.0).unwrap(); let mut trainer = Mamba2Trainer::new(temp_file.path(), 1) .unwrap() .with_train_split(0.8); let params = Mamba2Params::default(); // Should NOT panic with NaN values (if they occur) let result = trainer.train_with_params(params); assert!( result.is_ok() || result.is_err(), "Training should handle NaN gracefully without panic" ); } #[test] fn test_p0_division_by_zero_tolerance() { // P0: Test that division by zero tolerance is appropriate (1e-6 instead of 1e-10) // Fix: Lines 507 and 546 changed tolerance from 1e-10 to 1e-6 // Create dataset with very small price range let temp_file = create_test_parquet(150, 5000.0).unwrap(); let mut trainer = Mamba2Trainer::new(temp_file.path(), 1) .unwrap() .with_train_split(0.8); let params = Mamba2Params::default(); let result = trainer.train_with_params(params); match result { Ok(metrics) => { // If succeeds, metrics should be finite assert!( metrics.val_loss.is_finite(), "Val loss should be finite, got: {}", metrics.val_loss ); }, Err(e) => { // Should get clear error about zero variance OR validation set too small // (validation check happens first if dataset is tiny) let msg = e.to_string(); assert!( msg.contains("zero variance") || msg.contains("normalize") || msg.contains("Validation set too small") || msg.contains("Insufficient"), "Expected zero variance or validation size error, got: {}", msg ); }, } } #[test] fn test_p1_empty_parquet_validation() { // P1: Test that empty parquet files are rejected early // Fix: Lines 486-491 added validation before feature extraction // Create empty parquet let temp_file = create_test_parquet(0, 5000.0).unwrap(); let mut trainer = Mamba2Trainer::new(temp_file.path(), 1) .unwrap() .with_train_split(0.8); let params = Mamba2Params::default(); let result = trainer.train_with_params(params); assert!(result.is_err(), "Empty parquet should be rejected"); let error_msg = result.unwrap_err().to_string(); assert!( error_msg.contains("Insufficient data") || error_msg.contains("No features") || error_msg.contains("Empty"), "Expected clear error about empty data, got: {}", error_msg ); } #[test] fn test_p1_validation_size_check() { // P1: Test that datasets too small for validation split are rejected // Fix: Lines 574-577 added validation set size check // Create dataset with only 5 rows (too small for 60-bar sequence + validation) let temp_file = create_test_parquet(5, 5000.0).unwrap(); let mut trainer = Mamba2Trainer::new(temp_file.path(), 1) .unwrap() .with_train_split(0.8); let params = Mamba2Params::default(); let result = trainer.train_with_params(params); // Should fail with clear error or return penalty metrics assert!( result.is_err() || (result.is_ok() && result.as_ref().unwrap().val_loss >= 1000.0), "Tiny dataset should be rejected or return penalty metrics" ); if let Err(e) = result { let msg = e.to_string(); assert!( msg.contains("Insufficient") || msg.contains("too small") || msg.contains("Validation set"), "Expected error about insufficient data, got: {}", msg ); } } #[test] fn test_p1_cuda_oom_handling() { // P1: Test that CUDA OOM errors are handled gracefully (return penalty, not panic) // Fix: Lines 748-800 wrap training in catch_unwind // Create small dataset let temp_file = create_test_parquet(100, 5000.0).unwrap(); let mut trainer = Mamba2Trainer::new(temp_file.path(), 1) .unwrap() .with_train_split(0.8); // Use massive batch size to potentially trigger OOM let mut params = Mamba2Params::default(); params.batch_size = 100000; // Impossibly large // Should either clamp batch size or return penalty (NOT panic) let result = trainer.train_with_params(params); assert!( result.is_ok() || result.is_err(), "OOM should be handled gracefully without panic" ); if let Ok(metrics) = result { // If succeeds (batch size clamped), metrics should be valid assert!( metrics.val_loss.is_finite(), "Val loss should be finite, got: {}", metrics.val_loss ); } } #[test] fn test_constant_prices_zero_variance() { // Edge case: Constant prices (zero variance) should be rejected // This tests the tolerance fixes (lines 507, 546) // All prices identical (zero variance) let temp_file = create_test_parquet(100, 5000.0).unwrap(); let mut trainer = Mamba2Trainer::new(temp_file.path(), 1) .unwrap() .with_train_split(0.8); let params = Mamba2Params::default(); let result = trainer.train_with_params(params); // Should be rejected with clear error assert!(result.is_err(), "Constant prices should be rejected"); let error_msg = result.unwrap_err().to_string(); assert!( error_msg.contains("zero variance") || error_msg.contains("normalize") || error_msg.contains("Validation set too small") || error_msg.contains("Insufficient"), "Expected zero variance or validation size error, got: {}", error_msg ); } #[test] fn test_batch_size_clamping() { // Test that batch_size is clamped to configured bounds (prevents OOM) let temp_file = create_test_parquet(100, 5000.0).unwrap(); // Set tight batch size bounds let mut trainer = Mamba2Trainer::new(temp_file.path(), 1) .unwrap() .with_batch_size_bounds(8.0, 16.0); // Try with batch size outside bounds let mut params = Mamba2Params::default(); params.batch_size = 256; // Above max let result = trainer.train_with_params(params); // Should clamp and succeed (or fail gracefully) assert!( result.is_ok() || result.is_err(), "Batch size clamping should handle out-of-bounds values" ); } #[test] fn test_normalized_targets_bounds() { // Test that normalized targets stay in [0,1] range (critical for model) let prices: Vec = vec![ 5000.0, 5100.0, 5200.0, 5300.0, 5400.0, 5500.0, 5600.0, 5700.0, 5800.0, 5900.0, 6000.0, ]; let min_price = prices.iter().copied().fold(f64::INFINITY, f64::min); let max_price = prices.iter().copied().fold(f64::NEG_INFINITY, f64::max); for &price in &prices { let normalized = (price - min_price) / (max_price - min_price); assert!( normalized >= 0.0 && normalized <= 1.0, "Normalized target {} out of [0,1] range for price {}", normalized, price ); // Test denormalization let denormalized = normalized * (max_price - min_price) + min_price; assert!( (denormalized - price).abs() < 1e-6, "Denormalization failed: {} -> {} -> {}", price, normalized, denormalized ); } }