Files
foxhunt/ml/tests/security_integration_test.rs
jgrusewski 35feadf55e 🚀 Wave 160 Phase 6: CUDA Mandatory + TDD Testing + TFT Complete (21 Agents)
## Major Achievements

### 1. CUDA Made Default & Mandatory (Agent 143)
- CUDA now default feature in ml/Cargo.toml
- All training requires GPU (no silent CPU fallback)
- Added get_training_device() helper with fail-fast errors
- Removed --use-gpu flags (GPU mandatory)
- **Impact**: No more wasting time on accidental CPU training

### 2. TFT Training COMPLETE (Agent 144)
-  Training completed successfully in 7.6 minutes
-  Early stopping at epoch 100/200 (best val loss: 0.097318)
-  11 checkpoints saved to ml/trained_models/production/tft/
-  GPU Performance: 99% utilization, 367MB VRAM, 4.4s/epoch
-  10x speedup vs CPU (4.4s vs 43-55s per epoch)
- **Status**: PRODUCTION READY

### 3. TFT CUDA Tensor Contiguity Fix (Agent 142)
- Fixed "matmul not supported for non-contiguous tensors" error
- Added .contiguous() call after narrow() operation in QuantileLayer
- Enabled CUDA-accelerated TFT training
- **Files**: ml/src/tft/quantile_outputs.rs

### 4. MAMBA-2 CUDA Layer Normalization (Agent 145)
- Created CudaLayerNorm wrapper for missing CUDA kernel
- Implemented manual layer norm: γ * (x - μ) / sqrt(σ² + ε) + β
- MAMBA-2 now runs on CUDA (no more "no cuda implementation" error)
- **Files**: ml/src/mamba/mod.rs

### 5. TDD E2E Test Suite (Agent 146) 
- Created comprehensive MAMBA-2 test suite (297 lines)
- 7 tests: shapes, batches, CUDA, gradients, configs
- **16x faster debugging**: 5s per iteration vs 80s
- Already caught dtype mismatch bug (F32 vs F64)
- **Files**: ml/tests/e2e_mamba2_training.rs

## Agent Summary (Agents 126-146)

### Code Fixes (Parallel - Agents 137-141)
- **Agent 137**: MAMBA-2 batch dimension fix (streaming + batch loaders)
- **Agent 138**: Liquid NN API fix (mutable loader, iterator fix)
- **Agent 139**: PPO CheckpointMetadata fix (signature fields)
- **Agent 140**: Paper trading executor (498 lines, 100ms polling)
- **Agent 141**: Real model loading (RealDQNModel, RealPPOModel)

### Infrastructure (Agents 143-146)
- **Agent 143**: CUDA mandatory (Cargo.toml, device helpers)
- **Agent 144**: TFT verification (completion monitoring)
- **Agent 145**: MAMBA-2 CUDA layer norm wrapper
- **Agent 146**: TDD E2E test suite (16x faster debugging)

## Files Modified

### Core ML Infrastructure
- ml/Cargo.toml: Added default = ["minimal-inference", "cuda"]
- ml/src/lib.rs: Added get_training_device() helper (+109 lines)
- ml/src/tft/quantile_outputs.rs: Fixed tensor contiguity
- ml/src/mamba/mod.rs: Added CudaLayerNorm wrapper (+41 lines)

### Training Scripts
- ml/examples/train_tft_dbn.rs: Removed --use-gpu flag
- ml/examples/train_ppo.rs: Removed --use-gpu flag
- ml/examples/train_mamba2_dbn.rs: Forced CUDA-only mode
- ml/examples/train_liquid_dbn.rs: Fixed API usage

### Data Loaders
- ml/src/data_loaders/dbn_sequence_loader.rs: Fixed batch dimensions
- ml/src/data_loaders/streaming_dbn_loader.rs: Fixed batch dimensions

### Trading Service
- services/trading_service/src/paper_trading_executor.rs: New executor (+498 lines)
- services/trading_service/src/services/enhanced_ml.rs: Real model loading
- services/trading_service/src/ensemble_coordinator.rs: Integration

### Tests
- ml/tests/e2e_mamba2_training.rs: New TDD test suite (+297 lines)

### Trainers
- ml/src/trainers/tft.rs: Fixed CheckpointMetadata signature fields

## Performance Metrics

### TFT Training
- Duration: 7.6 minutes (100 epochs with early stopping)
- GPU Utilization: 99%
- GPU Memory: 367MB / 4GB (9%)
- Epoch Time: 4.4 seconds (vs 43-55s on CPU)
- Speedup: 10x vs CPU
- Status:  PRODUCTION READY

### TDD Testing
- Test Execution: 5-10 seconds per test
- Debugging Iteration: 5 seconds (vs 80 seconds before)
- Speedup: 16x faster debugging
- First Bug Found: <1 minute (dtype mismatch)

## Documentation
- 21 comprehensive agent reports
- TDD quick start guide
- CUDA troubleshooting guide
- Training verification procedures

## Next Steps
1. Fix MAMBA-2 dtype mismatch (F32→F64) - 2 minutes
2. Run MAMBA-2 tests until passing - 5-10 minutes
3. Launch full MAMBA-2 training - 200 epochs
4. Launch Liquid NN training

## System Status
- TFT:  COMPLETE (production ready)
- MAMBA-2: 🧪 IN TESTING (TDD suite ready)
- CUDA:  DEFAULT (mandatory for training)
- Tests:  16x faster debugging

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-14 23:13:34 +02:00

391 lines
11 KiB
Rust

//! Comprehensive security integration tests
//!
//! Tests for:
//! - Checkpoint signature verification
//! - Prediction validation and model poisoning detection
//! - Ensemble anomaly detection
//! - End-to-end security workflows
use ml::checkpoint::{CheckpointManager, CheckpointMetadata, CheckpointSigner, CompressionType, FileSystemStorage};
use ml::ensemble::model::{EnsembleDecision, ModelVote, TradingAction};
use ml::security::{
AnomalyDetectorConfig, EnsembleAnomalyDetector, PredictionValidator, ValidationConfig,
};
use ml::ModelType;
use std::collections::HashMap;
use tempfile::TempDir;
#[tokio::test]
async fn test_checkpoint_signing_workflow() {
// Create temporary directory for checkpoints
let temp_dir = TempDir::new().unwrap();
let storage = FileSystemStorage::new(temp_dir.path().to_path_buf());
let manager = CheckpointManager::new(storage);
// Create checkpoint metadata
let mut metadata = CheckpointMetadata::new(
ModelType::DQN,
"test_model".to_string(),
"1.0.0".to_string(),
);
// Create mock checkpoint data
let checkpoint_data = vec![1u8, 2, 3, 4, 5];
// Save checkpoint (should sign automatically)
let signer = CheckpointSigner::new(None);
let sig_info = signer
.sign_checkpoint(&checkpoint_data, ModelType::DQN)
.await
.unwrap();
// Update metadata with signature
metadata.signature = Some(sig_info.signature.clone());
metadata.signature_algorithm = sig_info.algorithm.clone();
metadata.signing_key_id = sig_info.key_id.clone();
metadata.signed_at = Some(sig_info.signed_at);
// Verify signature
let result = signer
.verify_signature(
&checkpoint_data,
&sig_info.signature,
&sig_info.key_id,
ModelType::DQN,
)
.await;
assert!(result.is_ok(), "Signature verification should succeed");
}
#[tokio::test]
async fn test_checkpoint_tampering_detection() {
let signer = CheckpointSigner::new(None);
let data = b"original checkpoint data";
// Sign original data
let sig_info = signer.sign_checkpoint(data, ModelType::DQN).await.unwrap();
// Tamper with data
let tampered_data = b"tampered checkpoint data";
// Verification should fail
let result = signer
.verify_signature(
tampered_data,
&sig_info.signature,
&sig_info.key_id,
ModelType::DQN,
)
.await;
assert!(
result.is_err(),
"Tampered checkpoint should fail verification"
);
}
#[tokio::test]
async fn test_prediction_validation_normal() {
let validator = PredictionValidator::new();
// Add bootstrap samples
for i in 0..1000 {
let value = (i as f64 / 1000.0) - 0.5; // Range: -0.5 to 0.5
validator.update_statistics(value).await;
}
// Validate normal prediction
let result = validator.validate(0.3, 0.8, "DQN").await;
assert!(result.is_ok(), "Normal prediction should pass validation");
let validated = result.unwrap();
assert!(!validated.should_override, "Normal prediction should not be overridden");
assert!(validated.validation_flags.is_empty(), "No flags should be set");
}
#[tokio::test]
async fn test_prediction_validation_outlier() {
let validator = PredictionValidator::new();
// Build statistics around 0.0
for _ in 0..1000 {
validator.update_statistics(0.0).await;
}
// Inject extreme outlier
let result = validator.validate(0.95, 0.8, "DQN").await;
assert!(result.is_ok(), "Outlier should be detected but not rejected");
let validated = result.unwrap();
assert!(validated.is_outlier, "Should be flagged as outlier");
assert!(validated.z_score.abs() > 3.0, "Z-score should exceed threshold");
assert!(validated.should_override, "Should recommend override");
}
#[tokio::test]
async fn test_prediction_validation_out_of_bounds() {
let validator = PredictionValidator::new();
// Test upper bound
let result = validator.validate(1.5, 0.8, "DQN").await;
assert!(result.is_err(), "Out of bounds prediction should be rejected");
// Test lower bound
let result = validator.validate(-1.5, 0.8, "DQN").await;
assert!(result.is_err(), "Out of bounds prediction should be rejected");
}
#[tokio::test]
async fn test_extreme_rate_limiting() {
let mut config = ValidationConfig::default();
config.max_extreme_rate = 0.05; // 5%
config.window_duration = std::time::Duration::from_secs(1);
let validator = PredictionValidator::with_config(config);
// Inject many extreme predictions quickly
let mut rejection_count = 0;
for i in 0..100 {
let result = validator.validate(0.95, 0.8, "DQN").await;
if result.is_err() {
rejection_count += 1;
// Should eventually hit rate limit
assert!(
result
.unwrap_err()
.to_string()
.contains("extreme predictions"),
"Should be rate limit error"
);
}
tokio::time::sleep(std::time::Duration::from_millis(5)).await;
}
assert!(
rejection_count > 0,
"Rate limit should have been triggered"
);
}
#[tokio::test]
async fn test_ensemble_sudden_shift_detection() {
let detector = EnsembleAnomalyDetector::new();
// Build history with stable predictions
for _ in 0..20 {
let decision = create_test_decision(0.1, HashMap::new());
detector.update_history(&decision).await;
}
// Inject sudden shift
let decision = create_test_decision(0.8, HashMap::new());
let report = detector.detect_anomaly(&decision).await;
assert!(report.has_anomalies, "Sudden shift should be detected");
assert!(
report.severity >= ml::security::AnomalySeverity::Medium,
"Should have medium or higher severity"
);
}
#[tokio::test]
async fn test_ensemble_coordinated_attack_detection() {
let detector = EnsembleAnomalyDetector::new();
// Create decision with all models predicting extreme values
let mut model_votes = HashMap::new();
for i in 1..=4 {
model_votes.insert(
format!("model{}", i),
ModelVote {
signal: 0.95,
confidence: 0.9,
vote: TradingAction::Buy,
},
);
}
let decision = create_test_decision(0.95, model_votes);
let report = detector.detect_anomaly(&decision).await;
assert!(
report.has_anomalies,
"Coordinated attack should be detected"
);
assert_eq!(
report.severity,
ml::security::AnomalySeverity::Critical,
"Should have critical severity"
);
}
#[tokio::test]
async fn test_ensemble_model_drift_detection() {
let detector = EnsembleAnomalyDetector::new();
// Build history with stable model behavior
for _ in 0..30 {
let mut model_votes = HashMap::new();
model_votes.insert(
"model1".to_string(),
ModelVote {
signal: 0.1,
confidence: 0.8,
vote: TradingAction::Hold,
},
);
let decision = create_test_decision(0.1, model_votes);
detector.update_history(&decision).await;
}
// Inject drift
let mut model_votes = HashMap::new();
model_votes.insert(
"model1".to_string(),
ModelVote {
signal: 0.9,
confidence: 0.8,
vote: TradingAction::Buy,
},
);
let decision = create_test_decision(0.9, model_votes);
let report = detector.detect_anomaly(&decision).await;
assert!(report.has_anomalies, "Model drift should be detected");
// Check for drift anomaly
let has_drift = report.anomalies.iter().any(|a| {
matches!(
a,
ml::security::Anomaly::ModelDrift { .. }
)
});
assert!(has_drift, "Should contain model drift anomaly");
}
#[tokio::test]
async fn test_end_to_end_security_workflow() {
// Test complete security workflow:
// 1. Sign checkpoint
// 2. Validate predictions
// 3. Detect ensemble anomalies
// 1. Checkpoint signing
let signer = CheckpointSigner::new(None);
let checkpoint_data = vec![1, 2, 3, 4, 5];
let sig_info = signer
.sign_checkpoint(&checkpoint_data, ModelType::DQN)
.await
.unwrap();
let verify_result = signer
.verify_signature(
&checkpoint_data,
&sig_info.signature,
&sig_info.key_id,
ModelType::DQN,
)
.await;
assert!(verify_result.is_ok(), "Checkpoint signature should verify");
// 2. Prediction validation
let validator = PredictionValidator::new();
for i in 0..100 {
validator.update_statistics(i as f64 / 100.0).await;
}
let pred_result = validator.validate(0.5, 0.8, "DQN").await;
assert!(pred_result.is_ok(), "Prediction should be valid");
// 3. Ensemble anomaly detection
let detector = EnsembleAnomalyDetector::new();
for i in 0..10 {
let decision = create_test_decision(0.5, HashMap::new());
detector.update_history(&decision).await;
}
let decision = create_test_decision(0.52, HashMap::new());
let anomaly_report = detector.detect_anomaly(&decision).await;
assert!(
!anomaly_report.has_anomalies,
"Normal decision should not trigger anomalies"
);
}
#[tokio::test]
async fn test_adversarial_prediction_sequence() {
// Simulate adversarial attack with gradually increasing predictions
let validator = PredictionValidator::new();
// Build normal baseline
for _ in 0..1000 {
validator.update_statistics(0.0).await;
}
// Gradually increase predictions (mimicking adversarial poisoning)
let mut outlier_count = 0;
for i in 0..100 {
let value = 0.8 + (i as f64 / 1000.0); // 0.8 to 0.9
let result = validator.validate(value, 0.8, "adversarial_model").await;
if let Ok(validated) = result {
if validated.is_outlier {
outlier_count += 1;
}
}
}
assert!(
outlier_count > 50,
"Should detect many outliers in adversarial sequence (detected: {})",
outlier_count
);
}
#[tokio::test]
async fn test_statistics_bootstrap_phase() {
let mut config = ValidationConfig::default();
config.bootstrap_samples = 50;
let validator = PredictionValidator::with_config(config);
// Add bootstrap samples
for i in 0..50 {
validator.update_statistics(i as f64 / 50.0).await;
}
let stats = validator.get_statistics().await;
assert_eq!(stats.sample_count, 50, "Should have 50 samples");
assert!(stats.std_dev > 0.0, "Should have non-zero std dev");
assert!(
stats.mean > 0.0 && stats.mean < 1.0,
"Mean should be in valid range"
);
}
// Helper function to create test ensemble decision
fn create_test_decision(signal: f64, model_votes: HashMap<String, ModelVote>) -> EnsembleDecision {
EnsembleDecision {
signal,
confidence: 0.8,
action: if signal > 0.5 {
TradingAction::Buy
} else if signal < -0.5 {
TradingAction::Sell
} else {
TradingAction::Hold
},
disagreement_rate: 0.0,
model_votes,
}
}