#![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, )] //! Integration tests for PPO LSTM training loop //! //! Tests verify that: //! 1. Training works with LSTM enabled (use_lstm=true) //! 2. Training works with standard MLP (use_lstm=false) - backward compatibility //! 3. Hidden state management is properly integrated //! 4. Networks are correctly initialized based on config use ml::ppo::{PPOConfig, PPO}; use ml::ppo::trajectories::{Trajectory, TrajectoryBatch, TrajectoryStep}; use ml_core::common::action::{ExposureLevel, FactoredAction, OrderType, Urgency}; use tracing::info; /// Create a small dummy trajectory batch for testing fn create_dummy_trajectory_batch(num_steps: usize, state_dim: usize) -> TrajectoryBatch { let mut trajectory = Trajectory::new(); for i in 0..num_steps { let state = vec![0.1 * i as f32; state_dim]; let reward = if i % 2 == 0 { 1.0 } else { -0.5 }; trajectory.add_step(TrajectoryStep { state, action: FactoredAction::new(ExposureLevel::Flat, OrderType::Market, Urgency::Normal), log_prob: -1.5, value: 0.5, reward, done: i == num_steps - 1, }); } // Create dummy advantages and returns (same length as num_steps) let advantages = vec![0.1; num_steps]; let returns = vec![0.5; num_steps]; TrajectoryBatch::from_trajectories(vec![trajectory], advantages, returns) } #[test] fn test_ppo_training_with_lstm_disabled() { // Test backward compatibility: standard MLP networks should work let config = PPOConfig { state_dim: 32, num_actions: 45, policy_hidden_dims: vec![64, 32], value_hidden_dims: vec![64, 32], policy_learning_rate: 3e-4, value_learning_rate: 1e-3, batch_size: 64, mini_batch_size: 32, num_epochs: 2, use_lstm: false, // Standard MLP mode lstm_hidden_dim: 128, lstm_num_layers: 1, ..PPOConfig::default() }; let mut ppo = PPO::new(config.clone()).expect("Failed to create PPO"); // Verify LSTM is disabled assert!( ppo.hidden_state_manager.is_none(), "Hidden state manager should be None when use_lstm=false" ); // Create dummy trajectory batch let mut batch = create_dummy_trajectory_batch(10, config.state_dim); // Run single training update let result = ppo.update(&mut batch); assert!( result.is_ok(), "Training update failed with LSTM disabled: {:?}", result.err() ); let (policy_loss, value_loss) = result.unwrap(); info!(policy_loss, value_loss, "MLP mode"); // Verify losses are reasonable (not NaN or Inf) assert!( policy_loss.is_finite(), "Policy loss should be finite, got: {}", policy_loss ); assert!( value_loss.is_finite(), "Value loss should be finite, got: {}", value_loss ); } #[test] fn test_ppo_training_with_lstm_enabled() { // Test LSTM mode: LSTM networks should be used when enabled // NOTE: LSTM integration now complete via enum-based architecture let config = PPOConfig { state_dim: 32, num_actions: 45, policy_hidden_dims: vec![64, 32], value_hidden_dims: vec![64, 32], policy_learning_rate: 3e-4, value_learning_rate: 1e-3, batch_size: 64, mini_batch_size: 32, num_epochs: 2, use_lstm: true, // Enable LSTM lstm_hidden_dim: 64, lstm_num_layers: 2, ..PPOConfig::default() }; let mut ppo = PPO::new(config.clone()).expect("Failed to create PPO"); // Verify LSTM is enabled assert!( ppo.hidden_state_manager.is_some(), "Hidden state manager should be initialized when use_lstm=true" ); // TODO: Add verification that LSTM networks are actually being used // This requires checking network types or tracking LSTM state updates // Create dummy trajectory batch let mut batch = create_dummy_trajectory_batch(10, config.state_dim); // Run single training update let result = ppo.update(&mut batch); assert!( result.is_ok(), "Training update failed with LSTM enabled: {:?}", result.err() ); let (policy_loss, value_loss) = result.unwrap(); info!(policy_loss, value_loss, "LSTM mode"); // Verify losses are reasonable (not NaN or Inf) assert!( policy_loss.is_finite(), "Policy loss should be finite, got: {}", policy_loss ); assert!( value_loss.is_finite(), "Value loss should be finite, got: {}", value_loss ); } #[test] fn test_lstm_network_initialization() { // Test that LSTM networks are correctly initialized based on config let lstm_config = PPOConfig { state_dim: 32, num_actions: 45, use_lstm: true, lstm_hidden_dim: 128, lstm_num_layers: 2, ..PPOConfig::default() }; let mlp_config = PPOConfig { state_dim: 32, num_actions: 45, use_lstm: false, ..PPOConfig::default() }; // Create LSTM-based PPO let lstm_ppo = PPO::new(lstm_config) .expect("Failed to create LSTM PPO"); assert!( lstm_ppo.hidden_state_manager.is_some(), "LSTM PPO should have hidden state manager" ); // Create MLP-based PPO let mlp_ppo = PPO::new(mlp_config) .expect("Failed to create MLP PPO"); assert!( mlp_ppo.hidden_state_manager.is_none(), "MLP PPO should NOT have hidden state manager" ); }