#![allow(unexpected_cfgs)] #![cfg(feature = "__ml_integration_tests")] #![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, )] //! TFT Hyperopt Real Metrics Validation Test //! //! This test explicitly proves that TFT hyperopt returns REAL metrics, //! not hardcoded mock values. //! //! ## Test Strategy //! //! 1. Run 3 training trials with different hyperparameters //! 2. Verify metrics vary between trials (not constant 0.5, 0.4, 0.3) //! 3. Verify loss decreases during training (learning occurs) //! 4. Verify metrics are in reasonable ranges use anyhow::Result; use ml::hyperopt::adapters::tft::{TFTParams, TFTTrainer}; use ml::hyperopt::traits::HyperparameterOptimizable; use tracing::info; #[test] fn test_tft_metrics_are_not_mock() -> Result<()> { info!("TFT Hyperopt Real Metrics Validation"); // Use absolute path from workspace root let workspace_root = std::env::current_dir()?.to_string_lossy().to_string(); let parquet_file = if workspace_root.ends_with("foxhunt") { "test_data/ES_FUT_small.parquet" } else { "../test_data/ES_FUT_small.parquet" }; info!(workspace = %workspace_root, dataset = parquet_file, "Environment"); let mut trainer = TFTTrainer::new(parquet_file, 3).expect("Failed to create TFT trainer"); // Test 3 different hyperparameter configurations let test_configs = vec![ ( "Config 1: Small model (LR=1e-3)", TFTParams { learning_rate: 1e-3, batch_size: 16, hidden_size: 128, num_heads: 4, dropout: 0.1, signal_high_bps: 10.0, signal_low_bps: 5.0, }, ), ( "Config 2: Medium model (LR=5e-4)", TFTParams { learning_rate: 5e-4, batch_size: 32, hidden_size: 256, num_heads: 8, dropout: 0.15, signal_high_bps: 10.0, signal_low_bps: 5.0, }, ), ( "Config 3: Large model (LR=1e-4)", TFTParams { learning_rate: 1e-4, batch_size: 32, hidden_size: 256, num_heads: 8, dropout: 0.2, signal_high_bps: 10.0, signal_low_bps: 5.0, }, ), ]; let mut val_losses = Vec::new(); let mut train_losses = Vec::new(); let mut rmse_values = Vec::new(); info!("Running 3 training trials with different hyperparameters"); for (i, (name, params)) in test_configs.iter().enumerate() { info!( trial = i + 1, name, learning_rate = params.learning_rate, batch_size = params.batch_size, hidden_size = params.hidden_size, num_heads = params.num_heads, dropout = params.dropout, "Trial config" ); let metrics = trainer .train_with_params(params.clone()) .expect("Training failed"); info!( val_loss = metrics.val_loss, train_loss = metrics.train_loss, val_rmse = metrics.val_rmse, epochs = metrics.epochs_completed, "Trial training completed" ); val_losses.push(metrics.val_loss); train_losses.push(metrics.train_loss); rmse_values.push(metrics.val_rmse); } info!("Validation Results"); // Test 1: Verify metrics are not hardcoded mock values info!("Test 1: Checking for hardcoded mock values"); let mock_val_loss = 0.5; let mock_train_loss = 0.4; let mock_rmse = 0.3; for (i, loss) in val_losses.iter().enumerate() { assert_ne!( *loss, mock_val_loss, "Trial {} val_loss is hardcoded to 0.5 (MOCK!)", i + 1 ); } for (i, loss) in train_losses.iter().enumerate() { assert_ne!( *loss, mock_train_loss, "Trial {} train_loss is hardcoded to 0.4 (MOCK!)", i + 1 ); } for (i, rmse) in rmse_values.iter().enumerate() { assert_ne!( *rmse, mock_rmse, "Trial {} RMSE is hardcoded to 0.3 (MOCK!)", i + 1 ); } info!("No hardcoded mock values detected"); // Test 2: Verify metrics vary between trials info!("Test 2: Checking metric variation between trials"); let all_val_losses_same = val_losses.windows(2).all(|w| (w[0] - w[1]).abs() < 1e-10); assert!( !all_val_losses_same, "Validation losses are constant across trials: {:?} (MOCK!)", val_losses ); for (i, loss) in val_losses.iter().enumerate() { info!(trial = i + 1, val_loss = loss, "Validation loss per trial"); } // Test 3: Verify metrics are in reasonable ranges info!("Test 3: Checking metric ranges"); for (i, loss) in val_losses.iter().enumerate() { assert!( loss.is_finite(), "Trial {} val_loss is not finite: {}", i + 1, loss ); assert!( *loss > 0.0, "Trial {} val_loss is negative or zero: {}", i + 1, loss ); assert!( *loss < 100.0, "Trial {} val_loss is unreasonably high: {} (model not learning?)", i + 1, loss ); } info!("All metrics are finite and in reasonable ranges"); // Test 4: Verify training occurred (not skipped) info!("Test 4: Checking training completion"); let expected_epochs = 3; for metrics in [ val_losses.clone(), train_losses.clone(), rmse_values.clone(), ] { assert_eq!( metrics.len(), expected_epochs, "Not all trials completed (expected {}, got {})", expected_epochs, metrics.len() ); } info!(trials = test_configs.len(), epochs_each = expected_epochs, "All trials completed"); // Test 5: Verify train loss < 1000 (not penalty value) info!("Test 5: Checking for penalty values"); let penalty_value = 1000.0; for (i, loss) in val_losses.iter().enumerate() { assert_ne!( *loss, penalty_value, "Trial {} val_loss is penalty value (invalid config?)", i + 1 ); } info!("No penalty values detected (all configs valid)"); info!(?val_losses, ?train_losses, ?rmse_values, "All tests passed - metrics are real"); Ok(()) } #[test] #[ignore] // Run with: cargo test test_tft_learning_occurs -- --ignored --nocapture fn test_tft_learning_occurs() -> Result<()> { info!("TFT Learning Validation Test"); // Use absolute path from workspace root let workspace_root = std::env::current_dir()?.to_string_lossy().to_string(); let parquet_file = if workspace_root.ends_with("foxhunt") { "test_data/ES_FUT_small.parquet" } else { "../test_data/ES_FUT_small.parquet" }; info!(dataset = parquet_file, epochs = 10, batch_size = 16, hidden_size = 256, "Learning validation config"); let mut trainer = TFTTrainer::new(parquet_file, 10).expect("Failed to create TFT trainer"); let params = TFTParams { learning_rate: 1e-3, batch_size: 16, hidden_size: 256, num_heads: 8, dropout: 0.1, signal_high_bps: 10.0, signal_low_bps: 5.0, }; info!("Training for 10 epochs"); let metrics = trainer.train_with_params(params)?; info!(val_loss = metrics.val_loss, train_loss = metrics.train_loss, val_rmse = metrics.val_rmse, "Training completed"); // Verify training loss < validation loss (typical for good training) if metrics.train_loss < metrics.val_loss { info!("Train loss < Val loss (model learning, no overfitting)"); } else { info!("Train loss >= Val loss (may indicate underfitting or small dataset)"); } // Verify loss is reasonable for financial data assert!( metrics.val_loss < 10.0, "Validation loss too high: {} (model not learning)", metrics.val_loss ); info!("Learning validation PASSED"); Ok(()) } #[test] fn test_tft_invalid_config_penalty() -> Result<()> { info!("TFT Invalid Config Penalty Test"); // Use absolute path from workspace root let workspace_root = std::env::current_dir()?.to_string_lossy().to_string(); let parquet_file = if workspace_root.ends_with("foxhunt") { "test_data/ES_FUT_small.parquet" } else { "../test_data/ES_FUT_small.parquet" }; let mut trainer = TFTTrainer::new(parquet_file, 3)?; // Test invalid config: hidden_size not divisible by num_heads let invalid_params = TFTParams { learning_rate: 1e-3, batch_size: 16, hidden_size: 127, // Not divisible by 8 num_heads: 8, dropout: 0.1, signal_high_bps: 10.0, signal_low_bps: 5.0, }; info!(hidden_size = 127, num_heads = 8, "Testing invalid config (hidden_size not divisible by num_heads)"); let metrics = trainer.train_with_params(invalid_params)?; info!(val_loss = metrics.val_loss, train_loss = metrics.train_loss, rmse = metrics.val_rmse, "Invalid config result"); // Verify penalty value is applied (1000.0) assert_eq!( metrics.val_loss, 1000.0, "Should return penalty value for invalid config" ); assert_eq!( metrics.train_loss, 1000.0, "Should return penalty value for invalid config" ); assert_eq!( metrics.val_rmse, 1000.0, "Should return penalty value for invalid config" ); assert_eq!( metrics.epochs_completed, 0, "Should not complete any epochs for invalid config" ); info!("Invalid config penalty PASSED (penalty value 1000.0 is for invalid configs, not a mock metric)"); Ok(()) }