The 4-branch DQN (direction x magnitude) had 3 degenerate variants (Short25, Flat, Long25) that all mapped to 0.0 target exposure when direction=Flat, causing 82% Flat collapse. Collapse these into a single Flat variant, giving 7 levels (ShortSmall/Half/Full, Flat, LongSmall/Half/Full) and 63 total factored actions (7x3x3). - ExposureLevel enum: 9 variants -> 7 (add direction/magnitude/from_dir_mag) - FactoredAction: 81 -> 63 total actions, from_index/to_index updated - DQN epsilon-greedy: use from_dir_mag() instead of dir*3+mag indexing - DQN config: num_actions default 9 -> 7 - PPO action space: 45 -> 63 actions, action masking updated - Signal adapter CUDA kernel: 5-bin -> 7-bin exposure aggregation - All tests updated for new variant names and index ranges Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
188 lines
6.6 KiB
Rust
188 lines
6.6 KiB
Rust
#![allow(
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clippy::assertions_on_constants,
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clippy::assertions_on_result_states,
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clippy::clone_on_copy,
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clippy::decimal_literal_representation,
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clippy::doc_markdown,
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clippy::empty_line_after_doc_comments,
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clippy::field_reassign_with_default,
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clippy::get_unwrap,
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clippy::identity_op,
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clippy::inconsistent_digit_grouping,
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clippy::indexing_slicing,
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clippy::integer_division,
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clippy::len_zero,
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clippy::let_underscore_must_use,
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clippy::manual_div_ceil,
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clippy::manual_let_else,
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clippy::manual_range_contains,
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clippy::modulo_arithmetic,
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clippy::needless_range_loop,
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clippy::non_ascii_literal,
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clippy::redundant_clone,
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clippy::shadow_reuse,
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clippy::shadow_same,
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clippy::shadow_unrelated,
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clippy::single_match_else,
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clippy::str_to_string,
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clippy::string_slice,
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clippy::tests_outside_test_module,
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clippy::too_many_lines,
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clippy::unnecessary_wraps,
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clippy::unseparated_literal_suffix,
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clippy::use_debug,
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clippy::useless_vec,
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clippy::wildcard_enum_match_arm,
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clippy::else_if_without_else,
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clippy::expect_used,
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clippy::missing_const_for_fn,
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clippy::similar_names,
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clippy::type_complexity,
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clippy::collapsible_else_if,
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clippy::doc_lazy_continuation,
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clippy::items_after_test_module,
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clippy::map_clone,
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clippy::multiple_unsafe_ops_per_block,
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clippy::unwrap_or_default,
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clippy::assign_op_pattern,
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clippy::needless_borrow,
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clippy::println_empty_string,
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clippy::unnecessary_cast,
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clippy::used_underscore_binding,
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clippy::create_dir,
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clippy::implicit_saturating_sub,
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clippy::exit,
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clippy::expect_fun_call,
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clippy::too_many_arguments,
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clippy::unnecessary_map_or,
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clippy::unwrap_used,
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dead_code,
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unused_imports,
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unused_variables,
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clippy::cloned_ref_to_slice_refs,
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clippy::neg_multiply,
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clippy::while_let_loop,
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clippy::bool_assert_comparison,
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clippy::excessive_precision,
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clippy::trivially_copy_pass_by_ref,
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clippy::op_ref,
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clippy::redundant_closure,
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clippy::unnecessary_lazy_evaluations,
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clippy::if_then_some_else_none,
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clippy::unnecessary_to_owned,
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clippy::single_component_path_imports,
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)]
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//! Smoke tests for action masking functionality (Wave 9 Agent 2)
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//!
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//! Validates position limit enforcement via action masking.
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//! With 7-level ExposureLevel, the mask has 7 elements:
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//! [ShortSmall, ShortHalf, ShortFull, Flat, LongSmall, LongHalf, LongFull]
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use ml::dqn::action_space::{get_valid_action_mask, ExposureLevel, FactoredAction};
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#[test]
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fn test_action_masking_at_neutral_position() {
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// At position 0.0 with max_position=2.0, all 7 exposure levels valid
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let mask = get_valid_action_mask(0.0, 2.0);
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assert_eq!(mask.len(), 7, "Mask should have 7 elements (one per exposure level)");
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assert_eq!(
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mask.iter().filter(|&&v| v).count(),
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7,
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"All exposure levels should be valid at position 0.0 with max_position=2.0"
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);
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}
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#[test]
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fn test_action_masking_very_restrictive_limit() {
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// With max_position=0.6, ShortFull and LongFull should be masked (|1.0| > 0.6)
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let mask = get_valid_action_mask(0.0, 0.6);
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let valid_count = mask.iter().filter(|&&v| v).count();
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assert_eq!(
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valid_count, 5,
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"ShortSmall, ShortHalf, Flat, LongSmall, LongHalf valid (5/7 exposures)"
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);
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assert!(mask[0], "ShortSmall (0.25) should be VALID");
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assert!(mask[1], "ShortHalf (0.50) should be VALID");
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assert!(!mask[2], "ShortFull (1.0) should be INVALID");
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assert!(mask[3], "Flat (0.0) should be VALID");
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assert!(mask[4], "LongSmall (0.25) should be VALID");
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assert!(mask[5], "LongHalf (0.50) should be VALID");
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assert!(!mask[6], "LongFull (1.0) should be INVALID");
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}
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#[test]
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fn test_action_masking_preserves_all_action_variants() {
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// With masking at max_position=1.0, all 7 exposure levels valid
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let mask = get_valid_action_mask(0.0, 1.0);
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assert_eq!(mask.len(), 7);
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assert!(mask.iter().all(|&v| v), "All 7 exposures should be valid at max_position=1.0");
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}
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#[test]
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fn test_action_masking_index_mapping_correctness() {
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let mask = get_valid_action_mask(0.0, 0.6);
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assert_eq!(mask.len(), 7);
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// ShortFull (idx 2) and LongFull (idx 6) should be masked
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assert!(mask[0], "ShortSmall should be valid");
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assert!(mask[1], "ShortHalf should be valid");
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assert!(!mask[2], "ShortFull should be masked");
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assert!(mask[3], "Flat should be valid");
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assert!(mask[4], "LongSmall should be valid");
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assert!(mask[5], "LongHalf should be valid");
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assert!(!mask[6], "LongFull should be masked");
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// Verify FactoredAction mapping still works for the 63-action space
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let action_0 = FactoredAction::from_index(0).unwrap();
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assert_eq!(action_0.exposure, ExposureLevel::ShortSmall);
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let action_27 = FactoredAction::from_index(27).unwrap();
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assert_eq!(action_27.exposure, ExposureLevel::Flat);
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}
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#[test]
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fn test_action_masking_boundary_conditions() {
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// At max_position=1.0, all exposure levels valid (max |exp| = 1.0 <= 1.0)
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let mask = get_valid_action_mask(0.0, 1.0);
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let valid_count = mask.iter().filter(|&&v| v).count();
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assert_eq!(valid_count, 7, "All exposures valid when max |exposure| equals max_position");
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// At max_position=0.99, ShortFull/LongFull masked (|1.0| > 0.99)
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let mask_below = get_valid_action_mask(0.0, 0.99);
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let valid_below = mask_below.iter().filter(|&&v| v).count();
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assert_eq!(valid_below, 5, "Only 5 exposures valid when max_position < 1.0");
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}
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#[test]
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fn test_action_masking_flat_always_valid() {
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// Flat (exposure=0.0) should ALWAYS be valid
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for max_pos in &[0.1, 0.5, 1.0, 2.0, 10.0] {
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let mask = get_valid_action_mask(0.0, *max_pos);
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assert!(
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mask[3], // Flat is index 3 in the 7-element mask
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"Flat should always be valid (max_position={})",
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max_pos
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);
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}
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}
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#[test]
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fn test_action_masking_edge_case_zero_max_position() {
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// max_position=0.0 should only allow Flat (|0.0| <= 0.0)
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let mask = get_valid_action_mask(0.0, 0.0);
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let valid_count = mask.iter().filter(|&&v| v).count();
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assert_eq!(valid_count, 1, "Only Flat should be valid when max_position=0.0");
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assert!(!mask[0], "ShortSmall invalid at max_position=0.0");
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assert!(!mask[1], "ShortHalf invalid at max_position=0.0");
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assert!(!mask[2], "ShortFull invalid at max_position=0.0");
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assert!(mask[3], "Flat valid at max_position=0.0");
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assert!(!mask[4], "LongSmall invalid at max_position=0.0");
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assert!(!mask[5], "LongHalf invalid at max_position=0.0");
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assert!(!mask[6], "LongFull invalid at max_position=0.0");
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}
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