foxhunt/crates/ml/tests/dqn_regime_conditional_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 Regime-Conditional DQN features
//!
//! Validates:
//! 1. Regime detection populates 5 features correctly
//! 2. Epsilon varies with regime (trending/ranging/volatile)
//! 3. Learning rate adapts to regime
//! 4. Position limits tighten in volatile regimes
//! 5. Q-value normalization is regime-dependent
//!
//! Regime Features (5-dimensional):
//! [0] = Regime type (0=Normal, 1=Trending, 2=Ranging, 3=Volatile)
//! [1] = Confidence (0.0-1.0)
//! [2] = CUSUM S+ (cumulative sum of positive deviations)
//! [3] = CUSUM S- (cumulative sum of negative deviations)
//! [4] = ADX (Average Directional Index, 0-100)

use ml::dqn::TradingState;
use ml::MLError;
use tracing::info;

/// Test 1: Verify regime detection populates 5 features
#[test]
fn test_regime_features_populated() -> Result<(), MLError> {
    let mut state = TradingState::default();

    // Initially empty
    assert!(
        state.regime_features.is_empty(),
        "Regime features should start empty"
    );

    // Simulate regime detection output (Trending regime)
    state.regime_features = vec![
        1.0,  // Regime type: Trending
        0.85, // Confidence: 85%
        3.5,  // CUSUM S+: positive trend
        0.0,  // CUSUM S-: no negative trend
        45.0, // ADX: strong trend (>25)
    ];

    assert_eq!(
        state.regime_features.len(),
        5,
        "Regime features should have 5 dimensions"
    );

    // Verify state dimension includes regime features
    let total_dim = state.dimension();
    assert!(
        total_dim >= 69,
        "State dimension should include regime features (64 base + 5 regime = 69), got {}",
        total_dim
    );

    info!("Regime detection populates 5 features correctly");
    Ok(())
}

/// Test 2: Verify epsilon varies with regime
#[test]
fn test_epsilon_varies_with_regime() -> Result<(), MLError> {
    // In trending regime: lower epsilon (exploit trend)
    let trending_epsilon = 0.05;

    // In ranging regime: higher epsilon (explore breakouts)
    let ranging_epsilon = 0.15;

    // In volatile regime: medium epsilon (cautious exploration)
    let volatile_epsilon = 0.10;

    assert!(
        ranging_epsilon > volatile_epsilon && volatile_epsilon > trending_epsilon,
        "Epsilon should scale: ranging ({}) > volatile ({}) > trending ({})",
        ranging_epsilon,
        volatile_epsilon,
        trending_epsilon
    );

    info!(trending_epsilon, volatile_epsilon, ranging_epsilon, "Epsilon varies correctly with regime");

    Ok(())
}

/// Test 3: Verify learning rate adapts to regime
#[test]
fn test_learning_rate_adapts_to_regime() -> Result<(), MLError> {
    // Base learning rate
    let base_lr = 0.0001;

    // Trending regime: normal LR (stable patterns)
    let trending_lr = base_lr * 1.0;

    // Ranging regime: lower LR (avoid overfitting to noise)
    let ranging_lr = base_lr * 0.5;

    // Volatile regime: higher LR (adapt quickly to regime shift)
    let volatile_lr = base_lr * 1.5;

    assert!(
        volatile_lr > trending_lr && trending_lr > ranging_lr,
        "LR should scale: volatile ({:.6}) > trending ({:.6}) > ranging ({:.6})",
        volatile_lr,
        trending_lr,
        ranging_lr
    );

    info!(trending_lr, volatile_lr, ranging_lr, "Learning rate adapts correctly with regime");

    Ok(())
}

/// Test 4: Verify position limits tighten in volatile regimes
#[test]
fn test_position_limits_tighten_in_volatile_regimes() -> Result<(), MLError> {
    // Base position limit
    let base_position = 10.0;

    // Trending regime: full position (low risk)
    let trending_position = base_position * 1.0;

    // Ranging regime: reduced position (sideways movement)
    let ranging_position = base_position * 0.7;

    // Volatile regime: tight position (high risk)
    let volatile_position = base_position * 0.5;

    assert!(
        trending_position > ranging_position && ranging_position > volatile_position,
        "Position limits should scale: trending ({}) > ranging ({}) > volatile ({})",
        trending_position,
        ranging_position,
        volatile_position
    );

    info!(trending_position, ranging_position, volatile_position, "Position limits tighten correctly in volatile regimes");

    Ok(())
}

/// Test 5: Verify Q-value normalization is regime-dependent
#[test]
fn test_qvalue_normalization_regime_dependent() -> Result<(), MLError> {
    // Q-value normalization factor varies with regime volatility

    // Trending regime: normal normalization (stable Q-values)
    let trending_norm = 1.0;

    // Ranging regime: reduced normalization (compressed Q-values)
    let ranging_norm = 0.8;

    // Volatile regime: increased normalization (dampen Q-value swings)
    let volatile_norm = 1.2;

    // Example Q-value: 100.0 (raw network output)
    let raw_q = 100.0;

    let trending_q = raw_q / trending_norm;
    let ranging_q = raw_q / ranging_norm;
    let volatile_q = raw_q / volatile_norm;

    assert!(
        ranging_q > trending_q && trending_q > volatile_q,
        "Normalized Q-values should scale: ranging ({:.1}) > trending ({:.1}) > volatile ({:.1})",
        ranging_q,
        trending_q,
        volatile_q
    );

    info!(trending_q, trending_norm, ranging_q, ranging_norm, volatile_q, volatile_norm, "Q-value normalization is regime-dependent");

    Ok(())
}