8ce7c52586
- Fixed feature dimension mismatch in evaluate_dqn_main_orchestrator.rs - Updated all 5 occurrences: state_dim, input comments, feature vector type - Aligned with Wave 16D training (128 features: 125 market + 3 portfolio) Issue: Validation backtest reveals 100% HOLD action collapse - requires reward system investigation and redesign per latest RL research.
94 lines
2.5 KiB
Plaintext
94 lines
2.5 KiB
Plaintext
WAVE 5: DEBUG & VALIDATION - QUICK REFERENCE
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=============================================
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STATUS: ❌ INCOMPLETE - Wave 6 Required
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DATE: 2025-11-08
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TEST RESULTS
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------------
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Pass Rate: 163/174 (93.7%)
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Baseline: 147/147 (100%) - Wave 16J
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Regression: -6.3%
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Failed Tests: 11
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CRITICAL BUG
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------------
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Bug #1: SELL Trade P&L Calculation (CRITICAL)
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File: ml/src/dqn/portfolio_tracker.rs:223-229
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Issue: get_portfolio_value() uses wrong formula for shorts
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Error: 9-10% underreporting of P&L on short positions
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WRONG:
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fn get_portfolio_value(&self, current_price: f32) -> f32 {
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self.cash + (self.position_size * current_price)
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}
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CORRECT:
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fn get_portfolio_value(&self, current_price: f32) -> f32 {
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let unrealized_pnl = self.position_size * (current_price - self.position_entry_price);
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self.cash + unrealized_pnl
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}
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Example:
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- Sell 10 at 100 → cash=11,000, position=-10
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- Price drops to 90 (favorable)
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- Wrong: 11,000 + (-10*90) = 10,100 ❌
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- Right: 11,000 + (-10)*(90-100) = 11,100 ✅
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FAILED TESTS (11)
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-----------------
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Portfolio Tracker (2):
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1. test_portfolio_tracker_pnl_calculation_long
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2. test_portfolio_tracker_pnl_calculation_short
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Portfolio Integration (9):
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3. test_edge_case_large_positions
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4. test_edge_case_negative_pnl
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5. test_integration_full_trade_cycle
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6. test_pnl_calculation_accuracy
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7. test_pnl_reward_nonzero
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8. test_portfolio_features_populated
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9. test_portfolio_tracking_buy_action
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10. test_portfolio_tracking_sell_action ⚠️ KEY
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11. test_reward_function_receives_portfolio
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CODE CHANGES
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------------
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Files: 8 modified (527 insertions, 129 deletions)
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Key: ml/src/dqn/portfolio_tracker.rs (+213 lines)
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Status: UNCOMMITTED (all changes in working directory)
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WAVE 6 RECOMMENDATION
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---------------------
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Agents: 3 agents, 2-3 hours
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Tasks:
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A1: Fix Bug #1 (30 min)
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A2: Standardize features (1 hour)
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A3: Validate + commit (30 min)
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Target: 174/174 tests (100%)
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COORDINATION FAILURE
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--------------------
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Expected: 5 agents (A1-A5)
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Actual: 1 agent (A3 - entropy task, blocked)
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Issue: Task mismatch - A3 assigned entropy work, portfolio needed
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Result: Portfolio work done outside wave, incomplete
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PRODUCTION READINESS
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--------------------
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Compilation: ✅ YES
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Tests: ❌ NO (93.7% vs 100% required)
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Bugs: ❌ NO (Bug #1 unfixed)
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Regression: ❌ YES (-6.3%)
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Documentation: ❌ NO (uncommitted)
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VERDICT: 0% READY - DO NOT DEPLOY
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NEXT ACTION
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-----------
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SPAWN WAVE 6: Portfolio Bug Fix Campaign
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===================================
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END QUICK REF - See WAVE_5_DEBUG_VALIDATION_SUMMARY.md for details
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