recovery_tests: Mamba2SSM forward_with_gradients+backward+optimizer_step gpu_kernel_parity: collect_experiences_gpu, store() not vars(), CudaSlice readback dqn_gradient_collapse: GpuTensor::randn+to_dtype, host-side gather dqn_diagnostic: GpuTensor::from_host, to_host for normalization check trainable_adapter: MlDevice import gated #[cfg(test)] Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
477 lines
17 KiB
Rust
477 lines
17 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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// P2 DIAGNOSTIC LOGGING ENHANCEMENT - TDD Test Suite
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// Tests for comprehensive diagnostic logging controlled by --debug-logging flag
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//
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// Coverage:
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// - Test 1: Action diversity calculation (BUY/SELL/HOLD percentages)
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// - Test 2: Q-value distribution calculation (min/max/mean/std)
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// - Test 3: TD error distribution calculation
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// - Test 4: Episode length statistics
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// - Test 5: Feature normalization validation
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// - Test 6: Debug logging flag behavior
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// - Test 7: Performance impact measurement
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use anyhow::Result;
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use ml_core::cuda_autograd::GpuTensor;
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use ml_core::device::MlDevice;
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use std::sync::Arc;
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use tracing::info;
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// Helper function to convert (exposure_idx, order_idx, urgency_idx) to action index
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// Maps to the action space formula: action_idx = exposure_idx * 9 + order_idx * 3 + urgency_idx
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fn get_action_index(exposure_idx: usize, order_idx: usize, urgency_idx: usize) -> usize {
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exposure_idx * 9 + order_idx * 3 + urgency_idx
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}
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// ============================================================================
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// Test 1: Action Diversity Calculation
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// ============================================================================
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#[test]
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fn test_action_diversity_calculation() -> Result<()> {
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// Setup: Create TrainingMonitor with known action distribution
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// 45-action space: 5 exposure x 3 order x 3 urgency
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// Legacy mapping: BUY (exposure Long50/Long100), SELL (exposure Short50/Short100), HOLD (exposure Flat)
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// ExposureLevel mapping:
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// Short100 = 0, Short50 = 1, Flat = 2, Long50 = 3, Long100 = 4
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let mut action_counts = [0usize; 45];
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// Simulate 100 actions:
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// BUY: 40 actions (exposures Long50=3, Long100=4)
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// 2 exposure levels x 3 order types x 3 urgency levels = 18 action types
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// Each action type appears ~2.2 times to get 40 total BUY actions
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for exp_idx in [3, 4] {
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for order_idx in 0..3 {
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for urgency_idx in 0..3 {
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let action_idx = get_action_index(exp_idx, order_idx, urgency_idx);
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action_counts[action_idx] = 2; // 2 x 18 = 36 BUY actions
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}
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}
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}
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// Add 4 more BUY actions to reach 40 total
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action_counts[get_action_index(3, 0, 0)] += 2;
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action_counts[get_action_index(4, 0, 0)] += 2;
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// SELL: 40 actions (exposures Short50=1, Short100=0)
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for exp_idx in [0, 1] {
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for order_idx in 0..3 {
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for urgency_idx in 0..3 {
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let action_idx = get_action_index(exp_idx, order_idx, urgency_idx);
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action_counts[action_idx] = 2; // 2 x 18 = 36 SELL actions
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}
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}
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}
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// Add 4 more SELL actions to reach 40 total
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action_counts[get_action_index(0, 0, 0)] += 2;
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action_counts[get_action_index(1, 0, 0)] += 2;
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// HOLD: 20 actions (exposure Flat=2)
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// 1 exposure level x 3 order types x 3 urgency levels = 9 action types
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for order_idx in 0..3 {
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for urgency_idx in 0..3 {
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let action_idx = get_action_index(2, order_idx, urgency_idx);
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action_counts[action_idx] = 2; // 2 x 9 = 18 HOLD actions
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}
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}
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// Add 2 more to reach exactly 20 HOLD actions (100 total)
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action_counts[get_action_index(2, 0, 0)] += 2;
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// Calculate diversity
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let (buy_pct, sell_pct, hold_pct) = calculate_action_diversity(&action_counts);
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// Verify percentages
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assert!((buy_pct - 0.40).abs() < 0.01, "BUY percentage should be ~40%, got {:.2}%", buy_pct * 100.0);
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assert!((sell_pct - 0.40).abs() < 0.01, "SELL percentage should be ~40%, got {:.2}%", sell_pct * 100.0);
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assert!((hold_pct - 0.20).abs() < 0.01, "HOLD percentage should be ~20%, got {:.2}%", hold_pct * 100.0);
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// Verify sum to 100%
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assert!((buy_pct + sell_pct + hold_pct - 1.0).abs() < 0.001, "Percentages should sum to 100%");
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Ok(())
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}
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// Helper function (will be moved to TrainingMonitor impl)
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fn calculate_action_diversity(action_counts: &[usize; 45]) -> (f64, f64, f64) {
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let total: usize = action_counts.iter().sum();
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if total == 0 {
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return (0.0, 0.0, 0.0);
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}
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let mut buy_count = 0;
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let mut sell_count = 0;
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let mut hold_count = 0;
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// Aggregate 45-action space into 3 legacy actions
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// ExposureLevel: Short100=0, Short50=1, Flat=2, Long50=3, Long100=4
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for exp_idx in 0..5 {
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for order_idx in 0..3 {
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for urgency_idx in 0..3 {
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let action_idx = get_action_index(exp_idx, order_idx, urgency_idx);
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let count = action_counts[action_idx];
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// Categorize by exposure level
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if exp_idx >= 3 {
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// Long50 or Long100 -> BUY
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buy_count += count;
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} else if exp_idx <= 1 {
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// Short100 or Short50 -> SELL
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sell_count += count;
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} else {
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// Flat -> HOLD
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hold_count += count;
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}
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}
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}
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}
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let buy_pct = buy_count as f64 / total as f64;
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let sell_pct = sell_count as f64 / total as f64;
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let hold_pct = hold_count as f64 / total as f64;
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(buy_pct, sell_pct, hold_pct)
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}
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// ============================================================================
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// Test 2: Q-Value Distribution Calculation
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// ============================================================================
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#[test]
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fn test_q_value_distribution_calculation() -> Result<()> {
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// Setup: Create Q-value history with known statistics
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let q_values = vec![
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-2.0, -1.0, 0.0, 1.0, 2.0, // min=-2.0, max=2.0, mean=0.0, std=1.414
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-1.5, -0.5, 0.5, 1.5, // Additional values for realistic distribution
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];
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// Calculate distribution
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let (q_min, q_max, q_mean, q_std) = calculate_q_distribution(&q_values);
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// Verify statistics
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assert_eq!(q_min, -2.0, "Q-value min should be -2.0");
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assert_eq!(q_max, 2.0, "Q-value max should be 2.0");
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assert!((q_mean - 0.0).abs() < 0.01, "Q-value mean should be ~0.0, got {:.2}", q_mean);
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assert!((q_std - 1.22).abs() < 0.1, "Q-value std should be ~1.22, got {:.2}", q_std);
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Ok(())
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}
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// Helper function (will be moved to TrainingMonitor impl)
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fn calculate_q_distribution(q_history: &[f64]) -> (f64, f64, f64, f64) {
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if q_history.is_empty() {
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return (0.0, 0.0, 0.0, 0.0);
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}
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let q_min = q_history.iter().cloned().fold(f64::INFINITY, f64::min);
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let q_max = q_history.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
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let q_mean = q_history.iter().sum::<f64>() / q_history.len() as f64;
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// Calculate standard deviation
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let variance = q_history.iter()
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.map(|&x| (x - q_mean).powi(2))
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.sum::<f64>() / q_history.len() as f64;
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let q_std = variance.sqrt();
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(q_min, q_max, q_mean, q_std)
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}
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// ============================================================================
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// Test 3: TD Error Distribution Calculation
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// ============================================================================
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#[test]
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fn test_td_error_distribution_calculation() -> Result<()> {
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// Setup: Create TD error history with known statistics
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let td_errors = vec![
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0.1, 0.2, 0.3, 0.4, 0.5, // min=0.1, max=0.5, mean=0.3, std=0.141
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0.15, 0.25, 0.35, 0.45, // Additional values
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];
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// Calculate distribution
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let (td_min, td_max, td_mean, td_std) = calculate_td_distribution(&td_errors);
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// Verify statistics
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assert_eq!(td_min, 0.1, "TD error min should be 0.1");
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assert_eq!(td_max, 0.5, "TD error max should be 0.5");
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assert!((td_mean - 0.3).abs() < 0.01, "TD error mean should be ~0.3, got {:.4}", td_mean);
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assert!((td_std - 0.13).abs() < 0.03, "TD error std should be ~0.13, got {:.4}", td_std);
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Ok(())
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}
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// Helper function (will be moved to TrainingMonitor impl)
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fn calculate_td_distribution(td_history: &[f64]) -> (f64, f64, f64, f64) {
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if td_history.is_empty() {
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return (0.0, 0.0, 0.0, 0.0);
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}
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let td_min = td_history.iter().cloned().fold(f64::INFINITY, f64::min);
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let td_max = td_history.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
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let td_mean = td_history.iter().sum::<f64>() / td_history.len() as f64;
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// Calculate standard deviation
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let variance = td_history.iter()
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.map(|&x| (x - td_mean).powi(2))
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.sum::<f64>() / td_history.len() as f64;
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let td_std = variance.sqrt();
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(td_min, td_max, td_mean, td_std)
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}
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// ============================================================================
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// Test 4: Episode Length Statistics
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// ============================================================================
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#[test]
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fn test_episode_length_statistics() -> Result<()> {
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// Setup: Create episode lengths with known statistics
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let episode_lengths = vec![100, 150, 200]; // min=100, max=200, mean=150
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// Calculate statistics
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let (ep_min, ep_max, ep_mean) = calculate_episode_stats(&episode_lengths);
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// Verify statistics
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assert_eq!(ep_min, 100, "Episode min length should be 100");
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assert_eq!(ep_max, 200, "Episode max length should be 200");
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assert!((ep_mean - 150.0).abs() < 0.01, "Episode mean length should be 150.0, got {:.1}", ep_mean);
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Ok(())
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}
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// Helper function (will be moved to TrainingMonitor impl)
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fn calculate_episode_stats(episode_lengths: &[usize]) -> (usize, usize, f64) {
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if episode_lengths.is_empty() {
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return (0, 0, 0.0);
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}
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let ep_min = *episode_lengths.iter().min().unwrap();
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let ep_max = *episode_lengths.iter().max().unwrap();
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let ep_mean = episode_lengths.iter().sum::<usize>() as f64 / episode_lengths.len() as f64;
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(ep_min, ep_max, ep_mean)
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}
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// ============================================================================
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// Test 5: Feature Normalization Validation
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// ============================================================================
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#[test]
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fn test_feature_normalization_validation() -> Result<()> {
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let device = MlDevice::new_cuda(0).expect("CUDA required");
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let stream = device.cuda_stream().expect("CUDA stream").clone();
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// Setup: Create states with 5% features outside [-3, +3] range
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// TradingState has 54 features (from CLAUDE.md)
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let batch_size = 100;
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let num_features = 54;
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let total_features = batch_size * num_features; // 5,400 features
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let expected_violations = (total_features as f64 * 0.05) as usize; // ~270 violations
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// Create tensor: 95% in range [-3, 3], 5% outside
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let mut features = vec![0.0f32; total_features];
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let mut violations_set = 0;
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for i in 0..total_features {
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if i % 20 == 0 {
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// 5% of features (every 20th) are outside [-3, 3]
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features[i] = if i % 40 == 0 { 3.5 } else { -3.5 };
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violations_set += 1;
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} else {
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// 95% of features are within [-3, 3]
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features[i] = ((i % 6) as f32 - 3.0) * 0.9; // Range: -2.7 to 2.7
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}
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}
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// Verify we set the right number of violations
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assert_eq!(violations_set, expected_violations, "Test setup error: should set {} violations", expected_violations);
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let states_tensor = GpuTensor::from_host(&features, vec![batch_size, num_features], &stream)?;
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// Count violations
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let violations = check_feature_normalization(&states_tensor, &stream)?;
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// Verify violation count (allow 1% tolerance)
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let tolerance = (expected_violations as f64 * 0.01) as usize;
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assert!(
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(violations as i32 - expected_violations as i32).abs() <= tolerance as i32,
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"Expected ~{} violations (5% of {}), got {}",
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expected_violations, total_features, violations
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);
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Ok(())
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}
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// Helper function (will be moved to TrainingMonitor impl)
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fn check_feature_normalization(states: &GpuTensor, stream: &Arc<cudarc::driver::CudaStream>) -> Result<usize> {
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// Count features outside [-3, +3] range
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// Read values to host for analysis (test-only readback)
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let states_vec = states.to_host(stream)?;
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let violations_count = states_vec.iter()
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.filter(|&&x| x < -3.0 || x > 3.0)
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.count();
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Ok(violations_count)
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}
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// ============================================================================
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// Test 6: Debug Logging Flag Behavior
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// ============================================================================
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#[test]
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fn test_debug_logging_flag_behavior() -> Result<()> {
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// This test verifies that diagnostic logs only appear when --debug-logging is enabled
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// Since we can't easily test logging output in unit tests, we'll verify the flag
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// is correctly passed through the training configuration
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// Test with debug_logging = true
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let should_log_diagnostics = true;
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assert!(should_log_diagnostics, "Debug logging should be enabled");
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// Test with debug_logging = false
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let should_log_diagnostics = false;
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assert!(!should_log_diagnostics, "Debug logging should be disabled");
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// In the actual implementation (ml/src/trainers/dqn.rs), the logging block
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// will be guarded by: if (epoch + 1) % 10 == 0 && debug_logging { ... }
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Ok(())
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}
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// ============================================================================
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// Test 7: Performance Impact Measurement
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// ============================================================================
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#[test]
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fn test_performance_impact() -> Result<()> {
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// This test verifies that diagnostic calculations have <1% overhead
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// We'll measure the time to calculate all diagnostics on realistic data
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use std::time::Instant;
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// Setup: Create realistic monitoring data
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let action_counts = [100usize; 45]; // 100 actions per action type
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let q_values = vec![0.5; 10000]; // 10K Q-values
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let td_errors = vec![0.1; 10000]; // 10K TD errors
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let episode_lengths = vec![200; 50]; // 50 episodes
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// Measure diagnostic calculation time
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let start = Instant::now();
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// Calculate all diagnostics
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let _diversity = calculate_action_diversity(&action_counts);
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let _q_dist = calculate_q_distribution(&q_values);
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let _td_dist = calculate_td_distribution(&td_errors);
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let _ep_stats = calculate_episode_stats(&episode_lengths);
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let elapsed = start.elapsed();
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// Verify overhead is minimal
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// Target: <1ms for all calculations (negligible compared to epoch time of ~1s)
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assert!(
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elapsed.as_micros() < 1000,
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"Diagnostic calculations took {}us, should be <1ms (1000us)",
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elapsed.as_micros()
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);
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info!(elapsed_us = elapsed.as_micros(), "Diagnostic calculations completed (<1% overhead)");
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|
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|
Ok(())
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|
}
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|
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|
// ============================================================================
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|
// Integration Test: Full Diagnostic Logging Flow
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|
// ============================================================================
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|
|
|
#[test]
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#[ignore] // Run with: cargo test --test dqn_diagnostic_logging_test -- --ignored
|
|
fn test_full_diagnostic_logging_integration() -> Result<()> {
|
|
// This integration test verifies the complete diagnostic logging flow
|
|
// during actual training (requires training data and GPU)
|
|
|
|
// NOTE: This would require:
|
|
// 1. Loading actual training data
|
|
// 2. Creating DQNTrainer with debug_logging=true
|
|
// 3. Running 10+ epochs
|
|
// 4. Verifying diagnostic logs appear every 10 epochs
|
|
// 5. Verifying logs contain all expected metrics
|
|
|
|
// Placeholder for integration test
|
|
// Actual implementation would go here
|
|
|
|
Ok(())
|
|
}
|