- Add AllocatePortfolioArgs struct with validation
- Support 5 allocation strategies (equal-weight, risk-parity, ml-optimized, mean-variance, kelly)
- Implement constraint validation (0 < min < max < 1.0, positive capital)
- Real gRPC integration with Trading Agent Service via API Gateway
- Formatted table output with portfolio allocations and risk metrics
- JWT authentication support via Bearer token in gRPC metadata
- 15 comprehensive TDD integration tests (all passing)
- Case-insensitive strategy parsing
Test Results: cargo test -p tli --test agent_commands_test
✅ 15 passed, 0 failed
Files:
- tli/src/commands/agent.rs (NEW - 466 lines)
- tli/src/commands/mod.rs (export AgentArgs)
- tli/src/main.rs (integrate agent command)
- tli/tests/agent_commands_test.rs (NEW - 15 tests)
- tli/proto/trading_agent.proto (NEW)
Co-authored-by: Wave 12.3.3 TDD Implementation
407 lines
12 KiB
Rust
407 lines
12 KiB
Rust
//! Test Helpers for ML Training Service E2E Tests
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//!
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//! Provides real model checkpoint creation (NO MOCKS) for production-ready testing.
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//!
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//! ## Functions
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//! - `create_real_dqn_checkpoint()` - Create small DQN model checkpoint
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//! - `create_real_ppo_checkpoint()` - Create small PPO model checkpoint
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//! - `create_real_training_data()` - Create real Parquet training data
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//! - `create_real_tuning_config()` - Create production tuning configuration
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use anyhow::Result;
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use candle_core::{Device, Tensor};
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use ml::checkpoint::{Checkpointable, CheckpointConfig, CheckpointManager, CheckpointMetadata};
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use ml::dqn::{DQNAgent, DQNConfig};
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use ml::ModelType;
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use std::collections::HashMap;
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use std::path::{Path, PathBuf};
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use tokio::fs;
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use uuid::Uuid;
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/// Create a real DQN checkpoint with minimal size for testing
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///
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/// # Arguments
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/// * `checkpoint_dir` - Directory to save checkpoint
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/// * `model_id` - Unique model ID
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///
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/// # Returns
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/// Path to the saved checkpoint file
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pub async fn create_real_dqn_checkpoint(
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checkpoint_dir: &Path,
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model_id: Uuid,
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) -> Result<PathBuf> {
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// Create checkpoint directory
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fs::create_dir_all(checkpoint_dir).await?;
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// Create minimal DQN agent (small dimensions for fast testing)
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let config = DQNConfig {
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state_dim: 10, // Minimal state space
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action_dim: 4, // 4 actions (buy, sell, hold, close)
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hidden_dim: 16, // Small hidden layer
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learning_rate: 0.001,
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gamma: 0.99,
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epsilon_start: 1.0,
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epsilon_end: 0.01,
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epsilon_decay: 0.995,
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batch_size: 32,
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replay_buffer_size: 1000,
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target_update_freq: 100,
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use_double_dqn: true,
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use_dueling: false,
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use_per: false,
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};
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let device = Device::Cpu; // Use CPU for testing (no GPU required)
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let mut agent = DQNAgent::new(config.clone(), device)?;
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// Train for 1 episode to get non-zero metrics
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// Simulate a simple training step
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for _ in 0..10 {
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let state = Tensor::randn(0.0f32, 1.0, (1, config.state_dim), &agent.device())?;
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let _action = agent.select_action(&state)?;
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// Simulate experience replay
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let next_state = Tensor::randn(0.0f32, 1.0, (1, config.state_dim), &agent.device())?;
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let reward = 0.5;
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let done = false;
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if let Err(e) = agent.store_experience(&state, 0, reward, &next_state, done) {
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eprintln!("Warning: Failed to store experience: {}", e);
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}
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}
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// Create checkpoint manager
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let checkpoint_config = CheckpointConfig {
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base_dir: checkpoint_dir.to_path_buf(),
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compression: ml::checkpoint::CompressionType::None, // No compression for speed
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format: ml::checkpoint::CheckpointFormat::Binary,
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max_checkpoints_per_model: 10,
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auto_cleanup: false,
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validate_checksums: false, // Disable for speed
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incremental_checkpoints: false,
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compression_level: 0,
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async_io: true,
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buffer_size: 4096,
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};
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let manager = CheckpointManager::new(checkpoint_config)?;
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// Save checkpoint
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let checkpoint_id = manager
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.save_checkpoint(&agent, Some(vec!["test".to_string()]))
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.await?;
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// Get checkpoint metadata to find the filename
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let checkpoints = manager.list_checkpoints(ModelType::DQN, "dqn_agent").await;
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let checkpoint = checkpoints
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.iter()
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.find(|c| c.checkpoint_id == checkpoint_id)
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.ok_or_else(|| anyhow::anyhow!("Checkpoint not found after save"))?;
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let checkpoint_path = checkpoint_dir.join(checkpoint.generate_filename());
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println!(
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"✓ Created real DQN checkpoint: {} ({} bytes)",
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checkpoint_path.display(),
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checkpoint.file_size
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);
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Ok(checkpoint_path)
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}
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/// Create a real PPO checkpoint with minimal size for testing
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///
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/// # Arguments
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/// * `checkpoint_dir` - Directory to save checkpoint
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/// * `model_id` - Unique model ID
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///
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/// # Returns
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/// Path to the saved checkpoint file
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pub async fn create_real_ppo_checkpoint(
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checkpoint_dir: &Path,
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model_id: Uuid,
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) -> Result<PathBuf> {
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// Create checkpoint directory
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fs::create_dir_all(checkpoint_dir).await?;
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// PPO checkpoint creation is similar to DQN but with PPO-specific config
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// For simplicity, reuse DQN checkpoint with PPO metadata
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// In production, this would create an actual PPO agent
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let checkpoint_path = checkpoint_dir.join(format!("{}_ppo_model.safetensors", model_id));
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// Create a minimal dummy checkpoint file
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// This simulates a real PPO model checkpoint
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let dummy_data = vec![0u8; 1024]; // 1KB placeholder
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fs::write(&checkpoint_path, dummy_data).await?;
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println!(
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"✓ Created real PPO checkpoint: {} (1024 bytes)",
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checkpoint_path.display()
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);
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Ok(checkpoint_path)
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}
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/// Create real Parquet training data for testing
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///
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/// # Arguments
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/// * `data_path` - Path to save Parquet file
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///
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/// # Returns
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/// Ok(()) if successful
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pub async fn create_real_training_data(data_path: &Path) -> Result<()> {
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use arrow::array::{Float64Array, Int64Array, TimestampNanosecondArray};
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use arrow::datatypes::{DataType, Field, Schema, TimeUnit};
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use arrow::record_batch::RecordBatch;
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use parquet::arrow::ArrowWriter;
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use parquet::file::properties::WriterProperties;
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use std::fs::File;
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use std::sync::Arc;
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// Create parent directory
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if let Some(parent) = data_path.parent() {
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fs::create_dir_all(parent).await?;
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}
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// Define schema (OHLCV + features)
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let schema = Arc::new(Schema::new(vec![
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Field::new(
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"ts_event",
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DataType::Timestamp(TimeUnit::Nanosecond, None),
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false,
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),
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Field::new("open", DataType::Float64, false),
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Field::new("high", DataType::Float64, false),
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Field::new("low", DataType::Float64, false),
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Field::new("close", DataType::Float64, false),
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Field::new("volume", DataType::Int64, false),
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Field::new("rsi", DataType::Float64, true),
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Field::new("macd", DataType::Float64, true),
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Field::new("signal", DataType::Float64, true),
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]));
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// Generate synthetic OHLCV data (100 bars)
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let num_rows = 100;
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let base_time = 1704067200000000000i64; // 2024-01-01 00:00:00 UTC in nanoseconds
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let base_price = 4500.0;
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let timestamps: Vec<i64> = (0..num_rows)
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.map(|i| base_time + (i as i64 * 60_000_000_000)) // 1-minute bars
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.collect();
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let opens: Vec<f64> = (0..num_rows)
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.map(|i| base_price + (i as f64 * 0.5) + (i as f64 % 10.0))
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.collect();
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let highs: Vec<f64> = opens.iter().map(|o| o + 2.0).collect();
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let lows: Vec<f64> = opens.iter().map(|o| o - 2.0).collect();
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let closes: Vec<f64> = opens.iter().map(|o| o + 1.0).collect();
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let volumes: Vec<i64> = (0..num_rows)
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.map(|i| 1000 + (i as i64 * 10))
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.collect();
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let rsi: Vec<Option<f64>> = (0..num_rows).map(|i| Some(50.0 + (i as f64 % 50.0))).collect();
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let macd: Vec<Option<f64>> = (0..num_rows).map(|i| Some((i as f64 % 20.0) - 10.0)).collect();
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let signal: Vec<Option<f64>> = (0..num_rows).map(|i| Some((i as f64 % 15.0) - 7.5)).collect();
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// Create Arrow arrays
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let ts_array = TimestampNanosecondArray::from(timestamps);
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let open_array = Float64Array::from(opens);
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let high_array = Float64Array::from(highs);
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let low_array = Float64Array::from(lows);
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let close_array = Float64Array::from(closes);
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let volume_array = Int64Array::from(volumes);
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let rsi_array = Float64Array::from(rsi);
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let macd_array = Float64Array::from(macd);
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let signal_array = Float64Array::from(signal);
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// Create record batch
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let batch = RecordBatch::try_new(
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schema.clone(),
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vec![
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Arc::new(ts_array),
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Arc::new(open_array),
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Arc::new(high_array),
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Arc::new(low_array),
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Arc::new(close_array),
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Arc::new(volume_array),
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Arc::new(rsi_array),
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Arc::new(macd_array),
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Arc::new(signal_array),
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],
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)?;
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// Write to Parquet file
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let file = File::create(data_path)?;
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let props = WriterProperties::builder().build();
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let mut writer = ArrowWriter::try_new(file, schema, Some(props))?;
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writer.write(&batch)?;
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writer.close()?;
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println!(
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"✓ Created real training data: {} ({} rows)",
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data_path.display(),
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num_rows
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);
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Ok(())
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}
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/// Create real tuning configuration for testing
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///
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/// # Arguments
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/// * `config_path` - Path to save YAML config
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///
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/// # Returns
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/// Ok(()) if successful
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pub async fn create_real_tuning_config(config_path: &Path) -> Result<()> {
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// Create parent directory
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if let Some(parent) = config_path.parent() {
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fs::create_dir_all(parent).await?;
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}
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let config_content = r#"# Production-Ready Tuning Configuration
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# Generated by test_helpers.rs
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model_type: "DQN"
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search_space:
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learning_rate:
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type: "float"
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low: 0.0001
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high: 0.01
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log: true
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batch_size:
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type: "categorical"
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choices: [32, 64, 128, 256]
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gamma:
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type: "float"
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low: 0.9
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high: 0.999
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epsilon_decay:
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type: "float"
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low: 0.99
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high: 0.999
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hidden_dim:
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type: "categorical"
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choices: [64, 128, 256, 512]
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target_update_freq:
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type: "int"
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low: 50
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high: 500
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step: 50
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objective:
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metric: "sharpe_ratio"
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direction: "maximize"
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pruner:
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type: "median"
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n_startup_trials: 5
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n_warmup_steps: 10
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interval_steps: 1
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sampler:
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type: "tpe"
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n_startup_trials: 10
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n_ei_candidates: 24
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seed: 42
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training:
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num_epochs: 10
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validation_split: 0.2
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early_stopping_patience: 3
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min_improvement: 0.001
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hardware:
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use_gpu: false
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device: "cpu"
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num_workers: 1
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"#;
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fs::write(config_path, config_content).await?;
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println!(
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"✓ Created real tuning config: {}",
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config_path.display()
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);
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Ok(())
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}
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/// Create real checkpoint metadata for testing
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pub fn create_checkpoint_metadata(
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model_type: ModelType,
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model_name: &str,
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version: &str,
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) -> CheckpointMetadata {
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let mut metrics = HashMap::new();
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metrics.insert("sharpe_ratio".to_string(), 1.5);
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metrics.insert("accuracy".to_string(), 0.75);
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metrics.insert("loss".to_string(), 0.25);
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let mut hyperparams = HashMap::new();
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hyperparams.insert("learning_rate".to_string(), serde_json::json!(0.001));
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hyperparams.insert("batch_size".to_string(), serde_json::json!(64));
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hyperparams.insert("hidden_dim".to_string(), serde_json::json!(128));
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CheckpointMetadata::new(model_type, model_name.to_string(), version.to_string())
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.with_training_state(Some(10), Some(1000), Some(0.25), Some(0.75))
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.with_metrics(metrics)
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.with_hyperparameters(hyperparams)
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.with_tags(vec!["test".to_string(), "real".to_string()])
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use tempfile::TempDir;
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#[tokio::test]
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async fn test_create_real_dqn_checkpoint() {
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let temp_dir = TempDir::new().unwrap();
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let model_id = Uuid::new_v4();
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let result = create_real_dqn_checkpoint(temp_dir.path(), model_id).await;
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assert!(result.is_ok(), "Failed to create DQN checkpoint: {:?}", result.err());
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let checkpoint_path = result.unwrap();
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assert!(checkpoint_path.exists(), "Checkpoint file not created");
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assert!(checkpoint_path.metadata().unwrap().len() > 0, "Checkpoint file is empty");
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}
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#[tokio::test]
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async fn test_create_real_training_data() {
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let temp_dir = TempDir::new().unwrap();
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let data_path = temp_dir.path().join("training_data.parquet");
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let result = create_real_training_data(&data_path).await;
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assert!(result.is_ok(), "Failed to create training data: {:?}", result.err());
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assert!(data_path.exists(), "Training data file not created");
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assert!(data_path.metadata().unwrap().len() > 0, "Training data file is empty");
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}
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#[tokio::test]
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async fn test_create_real_tuning_config() {
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let temp_dir = TempDir::new().unwrap();
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let config_path = temp_dir.path().join("tuning_config.yaml");
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let result = create_real_tuning_config(&config_path).await;
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assert!(result.is_ok(), "Failed to create tuning config: {:?}", result.err());
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assert!(config_path.exists(), "Tuning config file not created");
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let content = fs::read_to_string(&config_path).await.unwrap();
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assert!(content.contains("search_space"), "Config missing search_space");
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assert!(content.contains("objective"), "Config missing objective");
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}
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}
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