Files
foxhunt/crates/ml/tests/training_edge_cases.rs
jgrusewski 9f18772527 fix: update all test/example files for VarStore removal + 7-level exposure
Add to_varstore() compatibility shims on DuelingQNetwork and
DistributionalDuelingQNetwork so test/example code can rebuild a
GpuVarStore snapshot when needed. Delete dead tests that referenced
removed DQNAgent, PrioritizedReplayBuffer, and ReplayBufferType.
Fix action index references (action_19/21 -> action_28/30) and
type annotation issues (sin ambiguity, remainder operator).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-11 15:21:21 +02:00

607 lines
19 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,
)]
//! Comprehensive edge case tests for ML model training loops
//!
//! This module tests edge cases across DQN, PPO, and Liquid Neural Networks:
//! - Training iteration with NaN/Inf loss values
//! - Gradient explosion/vanishing scenarios
//! - Convergence check boundary conditions
//! - Batch size edge cases (size=1, size=max)
//! - Learning rate edge cases (zero, negative, very large)
//! - Training loop early stopping conditions
//! - Model state save/load during training
//!
//! Target: +20% coverage increase for ml crate
#![allow(unused_crate_dependencies)]
use common::trading::MarketRegime;
use ml_core::common::action::{ExposureLevel, FactoredAction, OrderType, Urgency};
use ml::liquid::network::{LiquidNetwork, OutputLayerConfig};
use ml::liquid::training::{LiquidTrainer, LiquidTrainingConfig, TrainingBatch, TrainingSample};
use ml::liquid::{ActivationType, FixedPoint, LiquidNetworkConfig, NetworkType, PRECISION};
use ml::ppo::ppo::{PPOConfig, PPO};
use ml::ppo::trajectories::{Trajectory, TrajectoryBatch, TrajectoryStep};
// ============================================================================
// PPO Training Edge Cases
// ============================================================================
#[tokio::test]
async fn test_ppo_training_with_empty_trajectory_batch() -> Result<(), Box<dyn std::error::Error>> {
let config = PPOConfig::default();
let mut ppo = PPO::new(config)?;
let mut empty_batch = TrajectoryBatch::from_trajectories(vec![], vec![], vec![]);
// Training with empty batch should handle gracefully
let result = ppo.update(&mut empty_batch);
// Empty batch should either succeed with zero updates or fail gracefully
match result {
Ok((policy_loss, value_loss)) => {
assert!(policy_loss.is_finite());
assert!(value_loss.is_finite());
},
Err(_) => {
// Empty batch error is acceptable
},
}
Ok(())
}
#[tokio::test]
async fn test_ppo_training_with_single_step_trajectory() -> Result<(), Box<dyn std::error::Error>> {
let config = PPOConfig {
state_dim: 2,
mini_batch_size: 1,
batch_size: 1,
..Default::default()
};
let _ppo = PPO::new(config)?;
// Create trajectory with single step
let mut trajectory = Trajectory::new();
trajectory.add_step(TrajectoryStep::new(
vec![1.0, 2.0],
FactoredAction::new(ExposureLevel::LongFull, OrderType::Market, Urgency::Normal),
-0.5,
10.0,
1.0,
true,
));
assert_eq!(trajectory.steps.len(), 1);
Ok(())
}
#[tokio::test]
async fn test_ppo_training_with_all_terminal_states() -> Result<(), Box<dyn std::error::Error>> {
let config = PPOConfig {
state_dim: 2,
..Default::default()
};
let _ppo = PPO::new(config)?;
// Create trajectory with all terminal states
let mut trajectory = Trajectory::new();
for i in 0..10 {
trajectory.add_step(TrajectoryStep::new(
vec![i as f32, i as f32 + 1.0],
FactoredAction::new(ExposureLevel::Flat, OrderType::Market, Urgency::Normal),
-0.5,
5.0,
0.0,
true, // All steps are terminal
));
}
// Compute returns with all terminal states
let returns = trajectory.compute_returns(0.99);
assert_eq!(returns.len(), 10);
// All returns should be zero since all states are terminal
for ret in returns {
assert_eq!(ret, 0.0);
}
Ok(())
}
#[tokio::test]
async fn test_ppo_clip_epsilon_boundary() -> Result<(), Box<dyn std::error::Error>> {
// Test with very small epsilon (should still clip)
let config_small = PPOConfig {
clip_epsilon: 0.001,
..Default::default()
};
let _ppo_small = PPO::new(config_small)?;
// Test with large epsilon (less aggressive clipping)
let config_large = PPOConfig {
clip_epsilon: 0.9,
..Default::default()
};
let _ppo_large = PPO::new(config_large)?;
Ok(())
}
#[tokio::test]
async fn test_ppo_zero_entropy_coefficient() -> Result<(), Box<dyn std::error::Error>> {
let config = PPOConfig {
entropy_coeff: 0.0,
..Default::default()
};
let _ppo = PPO::new(config)?;
// PPO with zero entropy should work (deterministic policy)
Ok(())
}
#[tokio::test]
async fn test_ppo_high_entropy_coefficient() -> Result<(), Box<dyn std::error::Error>> {
let config = PPOConfig {
entropy_coeff: 1.0, // Very high entropy = more exploration
..Default::default()
};
let _ppo = PPO::new(config)?;
Ok(())
}
#[tokio::test]
async fn test_ppo_training_epochs_boundary() -> Result<(), Box<dyn std::error::Error>> {
// Test with 1 epoch
let config_single = PPOConfig {
num_epochs: 1,
..Default::default()
};
let _ppo_single = PPO::new(config_single)?;
// Test with many epochs
let config_many = PPOConfig {
num_epochs: 100,
..Default::default()
};
let _ppo_many = PPO::new(config_many)?;
Ok(())
}
// ============================================================================
// Liquid Neural Network Training Edge Cases
// ============================================================================
#[tokio::test]
async fn test_liquid_training_with_nan_loss() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
batch_size: 2,
max_epochs: 5,
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
// Create batch with extreme values that could cause NaN
let inputs = vec![
vec![FixedPoint(i64::MAX / 2), FixedPoint(i64::MAX / 2)],
vec![FixedPoint(i64::MIN / 2), FixedPoint(i64::MIN / 2)],
];
let targets = vec![vec![FixedPoint(PRECISION)], vec![FixedPoint(PRECISION / 2)]];
let batch = TrainingBatch::from_arrays(&inputs, &targets)?;
let training_data = vec![batch];
// Training should handle extreme values gracefully
let result = trainer.train(&mut network, &training_data, None);
// Either succeeds or fails with TrainingError (not panic)
match result {
Ok(_) => {},
Err(ml::liquid::LiquidError::TrainingError(_)) => {},
Err(e) => panic!("Unexpected error type: {:?}", e),
}
Ok(())
}
#[tokio::test]
async fn test_liquid_training_with_zero_learning_rate() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
learning_rate: FixedPoint(0), // Zero learning rate
batch_size: 2,
max_epochs: 3,
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
let inputs = vec![
vec![FixedPoint(PRECISION / 2), FixedPoint(PRECISION / 4)],
vec![FixedPoint(PRECISION / 3), FixedPoint(PRECISION / 5)],
];
let targets = vec![vec![FixedPoint(PRECISION)], vec![FixedPoint(PRECISION / 2)]];
let batch = TrainingBatch::from_arrays(&inputs, &targets)?;
let training_data = vec![batch];
// Training with zero learning rate should succeed but not learn
trainer.train(&mut network, &training_data, None)?;
// Learning rate should remain zero
assert_eq!(trainer.get_current_learning_rate(), 0.0);
Ok(())
}
#[tokio::test]
async fn test_liquid_training_early_stopping() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
batch_size: 2,
max_epochs: 100,
early_stopping_patience: 3, // Stop if no improvement for 3 epochs
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
// Training data
let train_inputs = vec![
vec![FixedPoint(PRECISION / 2), FixedPoint(PRECISION / 4)],
vec![FixedPoint(PRECISION / 3), FixedPoint(PRECISION / 5)],
];
let train_targets = vec![vec![FixedPoint(PRECISION)], vec![FixedPoint(PRECISION / 2)]];
let train_batch = TrainingBatch::from_arrays(&train_inputs, &train_targets)?;
// Validation data
let val_inputs = vec![vec![FixedPoint(PRECISION / 6), FixedPoint(PRECISION / 7)]];
let val_targets = vec![vec![FixedPoint(PRECISION / 3)]];
let val_batch = TrainingBatch::from_arrays(&val_inputs, &val_targets)?;
let training_data = vec![train_batch];
let validation_data = vec![val_batch];
trainer.train(&mut network, &training_data, Some(&validation_data))?;
// Training should have stopped early (less than max epochs)
let history = trainer.get_training_history();
assert!(
history.len() < 100,
"Early stopping should trigger before max epochs"
);
Ok(())
}
#[tokio::test]
async fn test_liquid_training_batch_size_one() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
batch_size: 1, // Single sample per batch
max_epochs: 5,
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
let inputs = vec![vec![FixedPoint(PRECISION / 2), FixedPoint(PRECISION / 4)]];
let targets = vec![vec![FixedPoint(PRECISION)]];
let batch = TrainingBatch::from_arrays(&inputs, &targets)?;
let training_data = vec![batch];
// Training with batch size 1 should succeed
trainer.train(&mut network, &training_data, None)?;
Ok(())
}
#[tokio::test]
async fn test_liquid_training_gradient_clipping() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
gradient_clip_threshold: FixedPoint(PRECISION / 10), // Small threshold = aggressive clipping
batch_size: 2,
max_epochs: 3,
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
let inputs = vec![
vec![FixedPoint(PRECISION), FixedPoint(PRECISION)],
vec![FixedPoint(-PRECISION), FixedPoint(-PRECISION)],
];
let targets = vec![vec![FixedPoint(PRECISION)], vec![FixedPoint(PRECISION / 2)]];
let batch = TrainingBatch::from_arrays(&inputs, &targets)?;
let training_data = vec![batch];
// Training should apply gradient clipping
trainer.train(&mut network, &training_data, None)?;
Ok(())
}
#[tokio::test]
async fn test_liquid_training_adaptive_learning_rate() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
learning_rate: FixedPoint(PRECISION / 100), // 0.01
adaptive_learning_rate: true,
batch_size: 2,
max_epochs: 50,
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
let initial_lr = trainer.get_current_learning_rate();
let inputs = vec![
vec![FixedPoint(PRECISION / 2), FixedPoint(PRECISION / 4)],
vec![FixedPoint(PRECISION / 3), FixedPoint(PRECISION / 5)],
];
let targets = vec![vec![FixedPoint(PRECISION)], vec![FixedPoint(PRECISION / 2)]];
let batch = TrainingBatch::from_arrays(&inputs, &targets)?;
let training_data = vec![batch];
trainer.train(&mut network, &training_data, None)?;
let final_lr = trainer.get_current_learning_rate();
// Learning rate should have decayed
assert!(final_lr < initial_lr, "Adaptive learning rate should decay");
Ok(())
}
#[tokio::test]
async fn test_liquid_training_market_regime_adaptation() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
market_regime_adaptation: true,
batch_size: 2,
max_epochs: 5,
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
// Create samples with different market regimes
let sample1 = TrainingSample {
input: vec![FixedPoint(PRECISION / 2), FixedPoint(PRECISION / 4)],
target: vec![FixedPoint(PRECISION)],
timestamp: Some(1000),
market_regime: Some(MarketRegime::Trending),
volatility: Some(FixedPoint(PRECISION * 2)), // High volatility
};
let sample2 = TrainingSample {
input: vec![FixedPoint(PRECISION / 3), FixedPoint(PRECISION / 5)],
target: vec![FixedPoint(PRECISION / 2)],
timestamp: Some(2000),
market_regime: Some(MarketRegime::Sideways),
volatility: Some(FixedPoint(PRECISION / 10)), // Low volatility
};
let batch = TrainingBatch::new(vec![sample1, sample2]);
let training_data = vec![batch];
// Training should adapt to market regimes
trainer.train(&mut network, &training_data, None)?;
Ok(())
}
#[tokio::test]
async fn test_liquid_training_l2_regularization() -> Result<(), Box<dyn std::error::Error>> {
let network_config = LiquidNetworkConfig {
network_type: NetworkType::LTC,
input_size: 2,
output_size: 1,
layer_configs: vec![],
output_layer: OutputLayerConfig {
use_linear_output: true,
output_activation: Some(ActivationType::Linear),
dropout_rate: None,
},
default_dt: FixedPoint::from_f64(0.01),
market_regime_adaptation: false,
};
let mut network = LiquidNetwork::new(network_config)?;
let training_config = LiquidTrainingConfig {
l2_regularization: FixedPoint(PRECISION / 100), // 0.01 L2 penalty
batch_size: 2,
max_epochs: 5,
..Default::default()
};
let mut trainer = LiquidTrainer::new(training_config);
let inputs = vec![
vec![FixedPoint(PRECISION / 2), FixedPoint(PRECISION / 4)],
vec![FixedPoint(PRECISION / 3), FixedPoint(PRECISION / 5)],
];
let targets = vec![vec![FixedPoint(PRECISION)], vec![FixedPoint(PRECISION / 2)]];
let batch = TrainingBatch::from_arrays(&inputs, &targets)?;
let training_data = vec![batch];
// Training with L2 regularization should succeed
trainer.train(&mut network, &training_data, None)?;
Ok(())
}