Files
foxhunt/ml/tests/ppo_45_action_validation.rs
jgrusewski 5935907cd7 feat(ppo): gradient accumulation, clip-higher, and WorkingPPO→PPO rename
- Add accumulation_steps config to PPOConfig with gradient accumulation
  in update_mlp() using existing accumulate_grads/scale_grads utilities
- Add clip_epsilon_high: Option<f32> for asymmetric PPO clipping to
  prevent entropy collapse during long training
- Rename WorkingPPO → PPO for consistency with DQN naming convention
- Add pub type WorkingPPO = PPO for backward compatibility
- Fix PPOConfig struct literals in trading_service and hyperopt adapter

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-21 01:00:54 +01:00

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//! Test to validate PPO already supports 45-action factored space
//!
//! This test confirms that PPO network architecture and training
//! pipeline correctly handle the 45-action factored space:
//! - 5 exposure levels × 3 order types × 3 urgency levels = 45 actions
//!
//! Wave 9-A4: Verification that PPO is ready for factored actions
use anyhow::Result;
use candle_core::Device;
use ml::ppo::ppo::{PPOConfig, PPO};
use ml::ppo::trajectories::{Trajectory, TrajectoryStep};
#[test]
fn test_ppo_45_action_default_config() -> Result<()> {
// Verify default config uses 45 actions
let config = PPOConfig::default();
assert_eq!(
config.num_actions, 45,
"PPO default config should use 45 actions (factored space)"
);
assert_eq!(config.state_dim, 64, "Default state dim should be 64");
println!("✅ PASS: PPOConfig::default() uses 45 actions");
Ok(())
}
#[test]
fn test_ppo_network_45_actions() -> Result<()> {
// Create PPO with 45 actions
let config = PPOConfig {
state_dim: 128,
num_actions: 45,
policy_hidden_dims: vec![128, 64],
value_hidden_dims: vec![256, 128, 64],
policy_learning_rate: 3e-5,
value_learning_rate: 1e-4,
clip_epsilon: 0.2,
value_loss_coeff: 1.0,
entropy_coeff: 0.05,
batch_size: 2048,
mini_batch_size: 512,
num_epochs: 20,
max_grad_norm: 0.5,
..Default::default()
};
let device = Device::Cpu;
let ppo = PPO::with_device(config.clone(), device)?;
// Verify action selection returns valid action indices (0-44)
let test_state = vec![0.5f32; 128];
let (action_idx, _value) = ppo.act(&test_state)?;
assert!(
action_idx < 45,
"Action index {} should be < 45",
action_idx
);
println!("✅ PASS: PPO network supports 45-action output");
println!(" Sample action: {}", action_idx);
Ok(())
}
#[test]
fn test_ppo_action_diversity_45_actions() -> Result<()> {
// Verify PPO can sample all 45 actions over multiple episodes
let config = PPOConfig {
state_dim: 64,
num_actions: 45,
..Default::default()
};
let device = Device::Cpu;
let ppo = PPO::with_device(config, device)?;
let mut action_counts = vec![0usize; 45];
// Sample 500 actions with different states
for i in 0..500 {
let test_state: Vec<f32> = (0..64).map(|j| (i + j) as f32 * 0.01).collect();
let (action_idx, _value) = ppo.act(&test_state)?;
assert!(action_idx < 45, "Action {} out of range", action_idx);
action_counts[action_idx] += 1;
}
// Count how many unique actions were sampled
let unique_actions = action_counts.iter().filter(|&&count| count > 0).count();
println!(
"✅ PASS: PPO sampled {} unique actions out of 45",
unique_actions
);
println!(
" Coverage: {:.1}%",
(unique_actions as f64 / 45.0) * 100.0
);
// We expect at least 30% coverage (13+ actions) over 500 samples
assert!(
unique_actions >= 13,
"Expected at least 13 unique actions, got {}",
unique_actions
);
Ok(())
}
#[test]
fn test_ppo_trajectory_45_actions() -> Result<()> {
// Verify trajectory batch handles 45-action indices correctly
let config = PPOConfig {
state_dim: 64,
num_actions: 45,
..Default::default()
};
let device = Device::Cpu;
let ppo = PPO::with_device(config, device)?;
// Create trajectory with all 45 actions
let mut trajectory = Trajectory::new();
for action_idx in 0..45 {
let state = vec![action_idx as f32 * 0.01; 64];
let step = TrajectoryStep::new(
state,
action_idx, // Action index 0-44
-1.0, // Log prob
0.5, // Value estimate
0.1, // Reward
action_idx == 44, // Done on last action
);
trajectory.add_step(step);
}
// Verify all actions are valid
let actions = trajectory.get_actions();
assert_eq!(actions.len(), 45, "Should have 45 trajectory steps");
for (i, &action) in actions.iter().enumerate() {
assert_eq!(action, i, "Action index {} should match step {}", action, i);
}
println!("✅ PASS: Trajectories correctly store 45-action indices");
Ok(())
}
#[test]
fn test_ppo_action_probabilities_sum_to_one() -> Result<()> {
// Verify softmax probabilities sum to 1.0 for 45 actions
let config = PPOConfig {
state_dim: 64,
num_actions: 45,
..Default::default()
};
let device = Device::Cpu;
let ppo = PPO::with_device(config, device)?;
let test_state = vec![0.5f32; 64];
let probs = ppo.predict(&test_state)?;
assert_eq!(probs.len(), 45, "Should return 45 probabilities");
let sum: f32 = probs.iter().sum();
assert!(
(sum - 1.0).abs() < 1e-5,
"Probabilities should sum to 1.0, got {}",
sum
);
println!("✅ PASS: Action probabilities sum to 1.0");
println!(" Probability sum: {:.6}", sum);
Ok(())
}
#[test]
fn test_ppo_factored_action_mapping_documentation() -> Result<()> {
// Document the factored action mapping
println!("📋 Factored Action Space Mapping (45 actions):");
println!();
println!(" Exposure Levels (5): -100%, -50%, 0%, +50%, +100%");
println!(" Order Types (3): Market, Limit, Stop");
println!(" Urgency Levels (3): Low, Medium, High");
println!();
println!(" Total Actions: 5 × 3 × 3 = 45");
println!();
println!(" Example Mapping:");
println!(" Action 0: Exposure=-100%, Market, Low urgency");
println!(" Action 1: Exposure=-100%, Market, Medium urgency");
println!(" Action 2: Exposure=-100%, Market, High urgency");
println!(" Action 3: Exposure=-100%, Limit, Low urgency");
println!(" ...");
println!(" Action 44: Exposure=+100%, Stop, High urgency");
println!();
println!("✅ PASS: Factored action space documented");
Ok(())
}
#[test]
fn test_ppo_config_from_hyperparameters() -> Result<()> {
// Verify PpoHyperparameters → PPOConfig conversion preserves 45 actions
use ml::trainers::ppo::PpoHyperparameters;
let hyperparams = PpoHyperparameters::conservative();
let config: ml::ppo::ppo::PPOConfig = hyperparams.into();
assert_eq!(
config.num_actions, 45,
"PpoHyperparameters should convert to 45 actions"
);
assert_eq!(
config.state_dim, 54,
"State dimension should be 54 (Wave 3 features, 54→54)"
);
println!("✅ PASS: PpoHyperparameters converts to 45-action PPOConfig");
println!(" State dim: {}", config.state_dim);
println!(" Actions: {}", config.num_actions);
Ok(())
}