foxhunt/crates/ml/tests/dqn_action_masking_integration_test.rs

#![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 DQN action masking with position limits
//!
//! Tests verify that:
//! 1. Actions are correctly masked based on current position
//! 2. Position limits prevent invalid actions from being selected
//! 3. Masked action count tracking and logging works correctly

use ml::dqn::action_space::{get_valid_action_mask, ExposureLevel, FactoredAction};

#[test]
fn test_action_masking_at_positive_limit() {
    // With max_position=1.0, only actions with |exposure| <= 1.0 are valid
    let mask = get_valid_action_mask(2.0, 1.0);

    // Long100 (exposure=+1.0) should be valid (exactly at limit)
    for idx in 36..=44 {
        assert!(
            mask[idx],
            "Long100 action {} should be valid (exposure=1.0 <= max=1.0)",
            idx
        );
    }

    // Long50 (exposure=+0.5) should be valid
    for idx in 27..=35 {
        assert!(
            mask[idx],
            "Long50 action {} should be valid (exposure=0.5 <= max=1.0)",
            idx
        );
    }

    // Flat (exposure=0.0) should be valid
    for idx in 18..=26 {
        assert!(
            mask[idx],
            "Flat action {} should be valid (exposure=0.0 <= max=1.0)",
            idx
        );
    }

    // Short actions (exposure=-0.5 to -1.0) should be valid
    for idx in 0..=17 {
        assert!(
            mask[idx],
            "Short action {} should be valid (|exposure| <= max=1.0)",
            idx
        );
    }
}

#[test]
fn test_action_masking_at_negative_limit() {
    // With max_position=1.0, only actions with |exposure| <= 1.0 are valid
    let mask = get_valid_action_mask(-2.0, 1.0);

    // Short100 (exposure=-1.0) should be valid (exactly at limit)
    for idx in 0..=8 {
        assert!(
            mask[idx],
            "Short100 action {} should be valid (|exposure|=1.0 <= max=1.0)",
            idx
        );
    }

    // Short50 (exposure=-0.5) should be valid
    for idx in 9..=17 {
        assert!(
            mask[idx],
            "Short50 action {} should be valid (|exposure|=0.5 <= max=1.0)",
            idx
        );
    }

    // Flat (exposure=0.0) should be valid
    for idx in 18..=26 {
        assert!(
            mask[idx],
            "Flat action {} should be valid (exposure=0.0 <= max=1.0)",
            idx
        );
    }

    // Long actions (exposure=+0.5 to +1.0) should be valid
    for idx in 27..=44 {
        assert!(
            mask[idx],
            "Long action {} should be valid (|exposure| <= max=1.0)",
            idx
        );
    }
}

#[test]
fn test_action_masking_at_zero_position() {
    // At position 0.0, all actions should be valid
    let mask = get_valid_action_mask(0.0, 2.0);

    for idx in 0..=44 {
        assert!(mask[idx], "Action {} should be valid at position 0.0", idx);
    }
}

#[test]
fn test_action_masking_prevents_long_at_max() {
    // Position +1.5 with max 2.0:
    // - Long100 (exposure=+1.0) would bring position to +1.0, which is valid
    // - Long50 (exposure=+0.5) would bring position to +0.5, which is valid
    // Note: Our implementation uses ABSOLUTE exposure, not deltas
    let mask = get_valid_action_mask(1.5, 2.0);

    // At position +1.5, actions with exposure <= 2.0 should be valid
    // Since max exposure is ±1.0 (Long100/Short100), all actions are valid
    for idx in 0..=44 {
        let action = FactoredAction::from_index(idx).unwrap();
        let exposure = action.target_exposure();
        if exposure.abs() <= 2.0 {
            assert!(
                mask[idx],
                "Action {} (exposure={}) should be valid at position 1.5 with max 2.0",
                idx, exposure
            );
        }
    }
}

#[test]
fn test_action_masking_prevents_short_at_min() {
    // Position -1.5 with max 2.0:
    // - Short100 (exposure=-1.0) would bring position to -1.0, which is valid
    // - Short50 (exposure=-0.5) would bring position to -0.5, which is valid
    let mask = get_valid_action_mask(-1.5, 2.0);

    // At position -1.5, actions with |exposure| <= 2.0 should be valid
    for idx in 0..=44 {
        let action = FactoredAction::from_index(idx).unwrap();
        let exposure = action.target_exposure();
        if exposure.abs() <= 2.0 {
            assert!(
                mask[idx],
                "Action {} (exposure={}) should be valid at position -1.5 with max 2.0",
                idx, exposure
            );
        }
    }
}

#[test]
fn test_flat_actions_always_valid() {
    // Flat actions (exposure=0.0) should always be valid regardless of position
    let positions = vec![-2.0, -1.5, -1.0, 0.0, 1.0, 1.5, 2.0];

    for pos in positions {
        let mask = get_valid_action_mask(pos, 2.0);

        // Flat actions are indices 18-26
        for idx in 18..=26 {
            assert!(
                mask[idx],
                "Flat action {} should be valid at position {}",
                idx, pos
            );
        }
    }
}

#[test]
fn test_masked_action_count() {
    // With max_position=0.6, actions with |exposure| > 0.6 are masked
    // Long100 (|exposure|=1.0) and Short100 (|exposure|=1.0) should be masked
    let mask = get_valid_action_mask(0.0, 0.6);
    let masked_count = mask.iter().filter(|&&v| !v).count();

    // Long100 (9 actions: indices 36-44) + Short100 (9 actions: indices 0-8) = 18
    assert_eq!(
        masked_count, 18,
        "Expected 18 masked actions with max_position=0.6"
    );

    // With max_position=1.0, all actions should be valid (max exposure is ±1.0)
    let mask = get_valid_action_mask(0.0, 1.0);
    let masked_count = mask.iter().filter(|&&v| !v).count();

    assert_eq!(
        masked_count, 0,
        "Expected 0 masked actions with max_position=1.0"
    );

    // With max_position=2.0, all actions should be valid
    let mask = get_valid_action_mask(0.0, 2.0);
    let masked_count = mask.iter().filter(|&&v| !v).count();

    assert_eq!(
        masked_count, 0,
        "Expected 0 masked actions with max_position=2.0"
    );
}

#[test]
fn test_restrictive_max_position() {
    // With max_position=0.6, only Flat and ±50% exposure should be valid
    let mask = get_valid_action_mask(0.0, 0.6);

    // Short100 (exposure=-1.0) should be masked
    for idx in 0..=8 {
        assert!(
            !mask[idx],
            "Short100 action {} should be masked with max_position=0.6",
            idx
        );
    }

    // Short50 (exposure=-0.5) should be valid
    for idx in 9..=17 {
        assert!(
            mask[idx],
            "Short50 action {} should be valid with max_position=0.6",
            idx
        );
    }

    // Flat (exposure=0.0) should be valid
    for idx in 18..=26 {
        assert!(
            mask[idx],
            "Flat action {} should be valid with max_position=0.6",
            idx
        );
    }

    // Long50 (exposure=+0.5) should be valid
    for idx in 27..=35 {
        assert!(
            mask[idx],
            "Long50 action {} should be valid with max_position=0.6",
            idx
        );
    }

    // Long100 (exposure=+1.0) should be masked
    for idx in 36..=44 {
        assert!(
            !mask[idx],
            "Long100 action {} should be masked with max_position=0.6",
            idx
        );
    }
}

#[test]
fn test_action_mapping_correctness() {
    // Verify that action indices map to correct exposure levels
    // This ensures our masking logic uses correct indices

    // Short100: indices 0-8
    for idx in 0..=8 {
        let action = FactoredAction::from_index(idx).unwrap();
        assert_eq!(
            action.exposure,
            ExposureLevel::ShortSmall,
            "Action {} should have Short100 exposure",
            idx
        );
    }

    // Short50: indices 9-17
    for idx in 9..=17 {
        let action = FactoredAction::from_index(idx).unwrap();
        assert_eq!(
            action.exposure,
            ExposureLevel::ShortFull,
            "Action {} should have Short50 exposure",
            idx
        );
    }

    // Flat: indices 18-26
    for idx in 18..=26 {
        let action = FactoredAction::from_index(idx).unwrap();
        assert_eq!(
            action.exposure,
            ExposureLevel::Flat,
            "Action {} should have Flat exposure",
            idx
        );
    }

    // Long50: indices 27-35
    for idx in 27..=35 {
        let action = FactoredAction::from_index(idx).unwrap();
        assert_eq!(
            action.exposure,
            ExposureLevel::LongSmall,
            "Action {} should have Long50 exposure",
            idx
        );
    }

    // Long100: indices 36-44
    for idx in 36..=44 {
        let action = FactoredAction::from_index(idx).unwrap();
        assert_eq!(
            action.exposure,
            ExposureLevel::LongFull,
            "Action {} should have Long100 exposure",
            idx
        );
    }
}