Files
foxhunt/ml/tests/dbn_feature_config_test.rs
jgrusewski e166a4fc02 Wave 3: Update LOW RISK test files (225→54 features)
- Updated 73 test files across 10 categories
- Total 557 replacements (225 → 54)
- DQN tests: 252/262 passing (9 failures - slice index blocker)
- TFT tests: 98/98 passing
- MAMBA-2 tests: 11/11 passing
- Hyperopt tests: 98/98 passing

Critical findings:
- Blocker: ml/src/trainers/dqn.rs:3444 hardcoded slice indices
- Architecture mismatch: extract_current_features() vs extract_current_features_v2()

Wave 3 Agent breakdown:
- Agent 1: DQN test files (12 files)
- Agent 2: PPO test files (2 files)
- Agent 3: TFT test files (6 files)
- Agent 4: MAMBA-2 test files (2 files)
- Agent 5: Feature extraction tests (3 files)
- Agent 6: Integration test files (9 files)
- Agent 7: Data loader test files (3 files)
- Agent 8: Hyperopt test files (1 file)
- Agent 9: Benchmark test files (9 files)
- Agent 10: Utility & misc test files (73 files)

Next: Fix slice index blocker, then Wave 4 (OFI integration 46→54)
2025-11-23 01:22:32 +01:00

172 lines
5.4 KiB
Rust

//! Agent C2 Test: DbnSequenceLoader Feature Padding Bug Fix
//!
//! This test validates that the 54-feature padding bug has been removed
//! and that dynamic feature extraction works correctly for Wave A/B/C configurations.
use ml::data_loaders::DbnSequenceLoader;
use ml::features::config::{FeatureConfig, FeaturePhase};
/// Test Wave A configuration (26 features)
#[tokio::test]
async fn test_wave_a_26_features() {
let loader = DbnSequenceLoader::new(60, 26).await;
assert!(loader.is_ok(), "Wave A loader creation failed");
let loader = loader.unwrap();
assert_eq!(loader.d_model, 26);
assert_eq!(loader.feature_config.feature_count(), 26);
assert_eq!(loader.feature_config.phase, FeaturePhase::WaveA);
}
/// Test Wave B configuration (36 features)
#[tokio::test]
async fn test_wave_b_36_features() {
let config = FeatureConfig::wave_b();
let loader = DbnSequenceLoader::with_feature_config(60, config).await;
assert!(loader.is_ok(), "Wave B loader creation failed");
let loader = loader.unwrap();
assert_eq!(loader.d_model, 36);
assert_eq!(loader.feature_config.feature_count(), 36);
assert_eq!(loader.feature_config.phase, FeaturePhase::WaveB);
}
/// Test Wave C configuration (65+ features)
#[tokio::test]
async fn test_wave_c_65plus_features() {
let config = FeatureConfig::wave_c();
let loader = DbnSequenceLoader::with_feature_config(60, config).await;
assert!(loader.is_ok(), "Wave C loader creation failed");
let loader = loader.unwrap();
assert!(loader.d_model >= 65, "Wave C should have 65+ features");
assert_eq!(loader.feature_config.feature_count(), loader.d_model);
assert_eq!(loader.feature_config.phase, FeaturePhase::WaveC);
}
/// Test that old 256-feature config is rejected
#[tokio::test]
async fn test_rejects_old_256_feature_config() {
let loader = DbnSequenceLoader::new(60, 256).await;
assert!(
loader.is_err(),
"Should reject 256-feature config (padding bug)"
);
let err = loader.unwrap_err();
let err_msg = err.to_string();
assert!(
err_msg.contains("does not match"),
"Error message should mention mismatch: {}",
err_msg
);
}
/// Test FeatureConfig feature counts
#[test]
fn test_feature_config_counts() {
let wave_a = FeatureConfig::wave_a();
assert_eq!(wave_a.feature_count(), 26, "Wave A should have 26 features");
let wave_b = FeatureConfig::wave_b();
assert_eq!(wave_b.feature_count(), 36, "Wave B should have 36 features");
let wave_c = FeatureConfig::wave_c();
assert!(
wave_c.feature_count() >= 65,
"Wave C should have 65+ features"
);
}
/// Test FeatureConfig feature indices
#[test]
fn test_feature_indices() {
let wave_a = FeatureConfig::wave_a();
let indices = wave_a.feature_indices();
// Wave A: OHLCV (0-4) + Technical Indicators (5-25)
assert_eq!(indices.ohlcv, Some((0, 5)), "OHLCV should be indices 0-4");
assert_eq!(
indices.technical_indicators,
Some((5, 26)),
"Technical indicators should be indices 5-25"
);
assert_eq!(
indices.microstructure, None,
"Microstructure not enabled in Wave A"
);
assert_eq!(
indices.alternative_bars, None,
"Alternative bars not enabled in Wave A"
);
}
/// Test Wave B alternative bars enabled
#[test]
fn test_wave_b_alternative_bars_enabled() {
let wave_b = FeatureConfig::wave_b();
let indices = wave_b.feature_indices();
assert_eq!(indices.ohlcv, Some((0, 5)));
assert_eq!(indices.technical_indicators, Some((5, 26)));
assert_eq!(
indices.alternative_bars,
Some((26, 36)),
"Alternative bars should be indices 26-35"
);
}
/// Test Wave C all features enabled
#[test]
fn test_wave_c_all_features_enabled() {
let wave_c = FeatureConfig::wave_c();
assert!(wave_c.enable_ohlcv);
assert!(wave_c.enable_technical_indicators);
assert!(wave_c.enable_microstructure);
assert!(wave_c.enable_alternative_bars);
assert!(wave_c.enable_barrier_optimization);
assert!(wave_c.enable_fractional_diff);
assert!(wave_c.enable_regime_detection);
}
/// Test default is Wave A
#[test]
fn test_default_is_wave_a() {
let default = FeatureConfig::default();
assert_eq!(default.phase, FeaturePhase::WaveA);
assert_eq!(default.feature_count(), 26);
}
/// Test FeatureConfig serialization (for checkpoints)
#[test]
fn test_feature_config_serialization() {
let wave_a = FeatureConfig::wave_a();
let json = serde_json::to_string(&wave_a);
assert!(json.is_ok(), "FeatureConfig should be serializable");
let json_str = json.unwrap();
let deserialized: Result<FeatureConfig, _> = serde_json::from_str(&json_str);
assert!(
deserialized.is_ok(),
"FeatureConfig should be deserializable"
);
let config = deserialized.unwrap();
assert_eq!(config.phase, FeaturePhase::WaveA);
assert_eq!(config.feature_count(), 26);
}
/// Test DbnSequenceLoader with_limits maintains feature config
#[tokio::test]
async fn test_with_limits_maintains_feature_config() {
let loader = DbnSequenceLoader::with_limits(60, 26, Some(100), 10).await;
assert!(loader.is_ok());
let loader = loader.unwrap();
assert_eq!(loader.d_model, 26);
assert_eq!(loader.feature_config.feature_count(), 26);
assert_eq!(loader.max_sequences_per_symbol, Some(100));
assert_eq!(loader.stride, 10);
}