Files
foxhunt/crates/ml/tests/bug21_bug22_bug23_compilation_fixes_test.rs
jgrusewski 448b61d095 refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants
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>
2026-04-11 11:54:09 +02:00

297 lines
11 KiB
Rust

#![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,
)]
//! Regression tests for Bugs #21, #22, #23 - Compilation Error Prevention
//!
//! These tests ensure that:
//! 1. Bug #21: Decimal conversion fallback returns Decimal, not ()
//! 2. Bug #22: PortfolioTracker has high_water_mark() method if needed
//! 3. Bug #23: unrealized_pnl() is always called with current_price argument
//!
//! Status: All bugs already fixed in codebase (2025-11-14)
//! Purpose: Regression prevention for future refactoring
use ml::dqn::portfolio_tracker::PortfolioTracker;
use tracing::info;
/// Test 1: Bug #21 - Decimal conversion fallback returns previous value (Decimal), not ()
///
/// This test verifies that Decimal conversion fallback logic compiles correctly.
/// The actual implementation is in ml/src/dqn/risk_integration.rs (internal module).
///
/// Bug #21 (ALREADY FIXED):
/// - Location: ml/src/dqn/risk_integration.rs:48-52
/// - Issue: unwrap_or_else() closure must return Decimal, not ()
/// - Fix: Returns *self.portfolio_value.blocking_read() (Decimal)
///
/// NOTE: risk_integration module is internal and not exported, so we test the pattern
/// through PortfolioTracker which uses similar conversion patterns.
#[test]
fn test_decimal_conversion_pattern_compiles() {
use rust_decimal::Decimal;
// Test the Decimal conversion pattern that Bug #21 refers to
let test_value = 100_000.0;
let previous_value = Decimal::new(95_000, 0);
// This is the pattern that Bug #21 fixed:
// unwrap_or_else() must return Decimal, not ()
let value_decimal = Decimal::try_from(test_value).unwrap_or_else(|_| {
// CORRECT: Returns Decimal (previous value)
previous_value
});
assert_eq!(value_decimal, Decimal::new(100_000, 0));
// Test with NaN (should fall back to previous value)
let nan_value = f64::NAN;
let fallback_decimal = Decimal::try_from(nan_value).unwrap_or_else(|_| {
// CORRECT: Returns Decimal (previous value), not ()
previous_value
});
assert_eq!(fallback_decimal, Decimal::new(95_000, 0));
info!("Bug #21 Prevention: Decimal conversion fallback compiles correctly");
}
/// Test 2: Bug #22 - PortfolioTracker high_water_mark() method exists (if needed)
///
/// This test verifies that PortfolioTracker has all necessary accessor methods
/// for portfolio metrics including high_water_mark() if required.
///
/// Bug #22 (DOESN'T EXIST):
/// - Location: ml/src/trainers/dqn.rs:1091 (claimed)
/// - Issue: Method not found on PortfolioTracker
/// - Status: high_water_mark() is never called in codebase
/// - Purpose: This test documents that the method isn't needed
#[test]
fn test_portfolio_tracker_accessor_methods() {
let tracker = PortfolioTracker::new(100_000.0, 0.0001, 0.0);
// Verify existing accessor methods work
let cash = tracker.cash_balance();
assert_eq!(cash, 100_000.0);
let position = tracker.current_position();
assert_eq!(position, 0.0);
let total = tracker.total_value(5000.0);
assert_eq!(total, 100_000.0);
let entry_price = tracker.average_entry_price();
assert_eq!(entry_price, 0.0);
let realized = tracker.realized_pnl();
assert_eq!(realized, 0.0);
let unrealized = tracker.unrealized_pnl(5000.0); // ✅ Takes current_price argument
assert_eq!(unrealized, 0.0);
let tx_costs = tracker.transaction_costs();
assert_eq!(tx_costs, 0.0);
// NOTE: high_water_mark() method is NOT needed in current codebase
// If it's added in the future, this test should be updated to verify it
info!("Bug #22 Prevention: All PortfolioTracker accessor methods work");
}
/// Test 3: Bug #23 - unrealized_pnl() accepts current_price argument
///
/// This test verifies that PortfolioTracker::unrealized_pnl() correctly requires
/// and uses the current_price argument for accurate P&L calculations.
///
/// Bug #23 (DOESN'T EXIST):
/// - Location: ml/src/trainers/dqn.rs:1098, 1100 (claimed)
/// - Issue: unrealized_pnl() called without current_price argument
/// - Status: Method signature requires current_price: f32
/// - Purpose: Verify correct usage pattern
#[test]
fn test_unrealized_pnl_with_current_price() {
let mut tracker = PortfolioTracker::new(100_000.0, 0.0001, 0.0);
// Open a long position at $5000
use ml::dqn::action_space::{FactoredAction, ExposureLevel, OrderType, Urgency};
let action = FactoredAction::new(ExposureLevel::LongFull, OrderType::Market, Urgency::Normal);
tracker.execute_action(action, 5000.0, 10.0); // 10 contracts at $5000
// Verify position opened
assert_eq!(tracker.current_position(), 10.0);
// Calculate unrealized P&L at different prices
let pnl_at_entry = tracker.unrealized_pnl(5000.0); // ✅ Must pass current_price
assert!((pnl_at_entry - 0.0).abs() < 100.0); // Near zero at entry price (minus tx costs)
let pnl_at_5100 = tracker.unrealized_pnl(5100.0); // ✅ Must pass current_price
assert!(pnl_at_5100 > 0.0, "Price increase should generate profit");
let pnl_at_4900 = tracker.unrealized_pnl(4900.0); // ✅ Must pass current_price
assert!(pnl_at_4900 < 0.0, "Price decrease should generate loss");
// Verify P&L calculations are reasonable
// Position: 10 contracts, Price change: +$100 = +$1000 profit (minus tx costs)
assert!((pnl_at_5100 - 1000.0).abs() < 100.0, "Expected ~$1000 profit at $5100");
// Position: 10 contracts, Price change: -$100 = -$1000 loss (minus tx costs)
assert!((pnl_at_4900 + 1000.0).abs() < 100.0, "Expected ~$1000 loss at $4900");
info!("Bug #23 Prevention: unrealized_pnl() requires current_price argument");
}
/// Test 4: Comprehensive portfolio tracker integration test
///
/// This test verifies that all portfolio tracking methods work correctly together,
/// ensuring that any future refactoring won't break the core functionality.
#[test]
fn test_portfolio_tracker_comprehensive_integration() {
let mut tracker = PortfolioTracker::new(100_000.0, 0.0001, 0.0);
use ml::dqn::action_space::{FactoredAction, ExposureLevel, OrderType, Urgency};
// Test 1: Open long position
let long_action = FactoredAction::new(ExposureLevel::LongSmall, OrderType::LimitMaker, Urgency::Normal);
tracker.execute_action(long_action, 5000.0, 10.0); // 5 contracts (50% of 10 max)
assert_eq!(tracker.current_position(), 5.0);
let unrealized_5000 = tracker.unrealized_pnl(5000.0); // ✅ Current price required
assert!(unrealized_5000.abs() < 50.0); // Near zero (minus small tx costs)
// Test 2: Price moves up - check unrealized P&L
let unrealized_5200 = tracker.unrealized_pnl(5200.0); // ✅ Current price required
assert!(unrealized_5200 > 0.0, "Should have unrealized profit");
// Test 3: Close position - check realized P&L
let flat_action = FactoredAction::new(ExposureLevel::Flat, OrderType::Market, Urgency::Aggressive);
tracker.execute_action(flat_action, 5200.0, 10.0);
assert_eq!(tracker.current_position(), 0.0);
let realized = tracker.realized_pnl();
assert!(realized > 0.0, "Should have realized profit after closing winning position");
// Test 4: All accessor methods return valid values
assert!(tracker.cash_balance().is_finite());
assert_eq!(tracker.current_position(), 0.0);
assert!(tracker.total_value(5200.0).is_finite());
assert_eq!(tracker.average_entry_price(), 0.0); // No position
assert!(tracker.realized_pnl().is_finite());
// Unrealized P&L when flat should be close to zero (may have small rounding)
let unrealized = tracker.unrealized_pnl(5200.0); // ✅ No position = no unrealized P&L
assert!(unrealized.abs() < 1000.0, "Unrealized P&L should be near zero when flat, got: {}", unrealized);
assert!(tracker.transaction_costs() > 0.0); // Should have incurred tx costs
info!("Comprehensive Integration: All portfolio tracking methods work correctly");
}
/// Test 5: Rust_decimal conversion edge cases
///
/// This test verifies that Decimal::try_from() handles edge cases correctly,
/// which is relevant to Bug #21's context (conversion fallback logic).
#[test]
fn test_decimal_conversion_edge_cases() {
use rust_decimal::Decimal;
// Test normal values
let normal = 100_000.0;
assert!(Decimal::try_from(normal).is_ok());
// Test zero
let zero = 0.0;
assert_eq!(Decimal::try_from(zero).unwrap(), Decimal::ZERO);
// Test negative
let negative = -5000.0;
assert!(Decimal::try_from(negative).is_ok());
// Test very large value
let large = 1_000_000_000.0;
assert!(Decimal::try_from(large).is_ok());
// Test NaN (should fail)
let nan = f64::NAN;
assert!(Decimal::try_from(nan).is_err(), "NaN should fail conversion");
// Test infinity (should fail)
let inf = f64::INFINITY;
assert!(Decimal::try_from(inf).is_err(), "Infinity should fail conversion");
// Test negative infinity (should fail)
let neg_inf = f64::NEG_INFINITY;
assert!(Decimal::try_from(neg_inf).is_err(), "Negative infinity should fail conversion");
info!("Bug #21 Context: Decimal edge cases handled correctly");
}