ca4c38d921
- Reduce CI GPU test datasets 16x for walltime reduction - Reduce early-stop epochs 50→10, add --test-threads=1 - Serialize all GPU lib tests to prevent cuBLAS init race - Align state_dim to 16 for BF16 tensor core HMMA dispatch - BF16 precision tolerance in ml-dqn tests - Enable branching DQN + tracing subscriber in smoke tests - Prevent min_replay_size > buffer_size deadlock in early-stop tests - Prevent AutoReplaySizer from breaking gradient collapse warmup - Replace racy tokio::spawn checkpoint counter with AtomicUsize - Set warmup_steps=0 and max_training_steps_per_epoch=300 in early-stop tests - RealDataLoader respects TEST_DATA_DIR for CI PVC layout - Add collapse_warmup_capacity to gpu_smoketest DQNConfig - Drain CUDA context between test binaries - Detached HEAD checkout prevents local branch corruption - GPU pipeline tests: fix BF16 dtype and rank-1 squeeze assertions - OOD input handling tests use use_gpu: true Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
122 lines
3.6 KiB
Rust
122 lines
3.6 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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// Test to verify SELL action closes long positions correctly
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use ml::dqn::portfolio_tracker::{PortfolioTracker, TradeAction};
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use tracing::info;
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#[test]
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fn test_sell_closes_long_position() {
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let mut tracker = PortfolioTracker::with_default_spread(10_000.0);
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// Initial state
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assert_eq!(tracker.cash_balance(), 10_000.0);
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assert_eq!(tracker.current_position(), 0.0);
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// BUY 50 @ $100
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tracker.execute_trade(TradeAction::Buy(50.0), 100.0);
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info!(
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cash = tracker.cash_balance(),
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position = tracker.current_position(),
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"After BUY"
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);
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assert_eq!(tracker.current_position(), 50.0);
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assert_eq!(tracker.cash_balance(), 5_000.0); // 10,000 - 5,000
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// SELL 50 @ $50 (should close position)
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tracker.execute_trade(TradeAction::Sell(50.0), 50.0);
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let final_cash = tracker.cash_balance();
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let final_position = tracker.current_position();
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info!(
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cash = final_cash,
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position = final_position,
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"After SELL"
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);
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// Expected results:
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// Position should be closed (0)
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// Cash should be: 5,000 (remaining) + 50*50 (sale proceeds) = 7,500
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assert_eq!(
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final_position, 0.0,
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"Position should be closed, got {}",
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final_position
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);
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assert_eq!(
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final_cash, 7_500.0,
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"Cash should be 7,500 after closing position at loss, got {}",
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final_cash
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);
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}
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