SUMMARY: - Fixed 2 critical compilation bugs (regime_features, unused import) - Created 30 regression prevention tests (811 lines) - Zero compilation errors/warnings achieved - 3-epoch validation: PASS (all metrics stable) BUG FIXES: - Bug #26-27: Added regime_features field to TradingState (migration 045 prep) - Bug #28: Gated Device import with #[cfg(test)] (warning cleanup) REGRESSION PREVENTION (Bugs #21-25 already fixed): - Bug #21-23: 5 tests validating PortfolioTracker behavior - Bug #24-25: 14 tests validating type-safe multiplication VALIDATION: - Compilation: 0 errors, 0 warnings (was 7 errors, 1 warning) - DQN tests: 217/217 passing (100%) - 3-epoch smoke test: PASS - Gradient stability: 0 collapse warnings - Checkpoint reliability: 4/4 saved (100%) - Training converged: loss 5407 → 4080 PRODUCTION CERTIFIED: - Ready for hyperopt deployment - Regime detection infrastructure in place - Comprehensive test coverage prevents regressions 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
148 lines
5.2 KiB
Rust
148 lines
5.2 KiB
Rust
// Bug #26 & #27: Missing regime_features field in TradingState
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// TDD Test Suite - These tests should FAIL before fixes and PASS after
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use ml::dqn::agent::TradingState;
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/// Test 1: Direct TradingState initialization with regime_features
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/// This test validates that TradingState can be initialized with regime_features field
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#[test]
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fn test_trading_state_with_regime_features_direct_init() {
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let state = TradingState {
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price_features: vec![100.0, 101.0, 99.0, 100.5], // OHLC
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technical_indicators: vec![0.5; 16],
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market_features: vec![0.3; 16],
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portfolio_features: vec![1.0, 0.0, 0.0001], // [value, position, spread]
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regime_features: Vec::new(), // Should compile after Bug #26-27 fix
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};
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// Validate regime_features field exists and is accessible
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assert!(state.regime_features.is_empty());
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}
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/// Test 2: TradingState with non-empty regime_features
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/// Validates that regime_features can hold actual data
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#[test]
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fn test_trading_state_with_populated_regime_features() {
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let regime_data = vec![0.1, 0.2, 0.3, 0.4, 0.5]; // Example regime detection features
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let state = TradingState {
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price_features: vec![100.0; 4],
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technical_indicators: vec![0.0; 16],
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market_features: vec![0.0; 16],
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portfolio_features: vec![1.0, 0.0, 0.0001],
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regime_features: regime_data.clone(),
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};
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assert_eq!(state.regime_features.len(), 5);
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assert_eq!(state.regime_features, regime_data);
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}
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/// Test 3: TradingState Default trait includes regime_features
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/// Validates that Default implementation includes regime_features
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#[test]
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fn test_trading_state_default_has_regime_features() {
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let state = TradingState::default();
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// Default should initialize regime_features as empty vector
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assert!(state.regime_features.is_empty());
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}
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/// Test 4: TradingState::new() includes regime_features
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/// Validates that constructors initialize regime_features
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#[test]
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fn test_trading_state_new_includes_regime_features() {
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use common::types::Price; // Use canonical common crate Price type
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use rust_decimal::Decimal;
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let price = Price::from_f64(100.0).unwrap();
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let portfolio_val = Decimal::try_from(1000.0).unwrap();
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let state = TradingState::new(
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vec![price, price, price, price],
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vec![0.5; 16],
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vec![0.3; 16],
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vec![portfolio_val, Decimal::ZERO, Decimal::try_from(0.0001).unwrap()],
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);
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// Should have regime_features field (empty by default)
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assert!(state.regime_features.is_empty());
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}
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/// Test 5: TradingState::from_normalized() includes regime_features
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/// Validates that alternative constructors initialize regime_features
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#[test]
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fn test_trading_state_from_normalized_includes_regime_features() {
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let state = TradingState::from_normalized(
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vec![100.0; 4],
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vec![0.5; 16],
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vec![0.3; 16],
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vec![1.0, 0.0, 0.0001],
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);
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// Should have regime_features field (empty by default)
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assert!(state.regime_features.is_empty());
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}
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/// Test 6: TradingState to_vector() includes regime_features
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/// Validates that serialization includes regime features
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#[test]
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fn test_trading_state_to_vector_includes_regime_features() {
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let state = TradingState {
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price_features: vec![100.0; 4], // 4 elements
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technical_indicators: vec![0.5; 16], // 16 elements
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market_features: vec![0.3; 16], // 16 elements
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portfolio_features: vec![1.0, 0.0, 0.0001], // 3 elements
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regime_features: vec![0.1, 0.2], // 2 elements
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};
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let vec = state.to_vector();
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// Total should be 4 + 16 + 16 + 3 + 2 = 41
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assert_eq!(vec.len(), 41);
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// Verify last 2 elements are regime features
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assert_eq!(vec[39], 0.1);
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assert_eq!(vec[40], 0.2);
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}
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/// Test 7: TradingState dimension() includes regime_features
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/// Validates that dimension calculation includes regime features
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#[test]
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fn test_trading_state_dimension_includes_regime_features() {
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let state = TradingState {
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price_features: vec![100.0; 4], // 4
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technical_indicators: vec![0.5; 16], // 16
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market_features: vec![0.3; 16], // 16
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portfolio_features: vec![1.0, 0.0, 0.0001], // 3
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regime_features: vec![0.1, 0.2, 0.3], // 3
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};
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// Total dimension: 4 + 16 + 16 + 3 + 3 = 42
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assert_eq!(state.dimension(), 42);
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}
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/// Test 8: TradingState is_valid() considers regime_features
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/// Validates that validation logic handles regime features correctly
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#[test]
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fn test_trading_state_is_valid_with_regime_features() {
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// Valid state with regime features
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let valid_state = TradingState {
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price_features: vec![100.0; 4],
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technical_indicators: vec![0.5; 16],
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market_features: vec![0.3; 16],
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portfolio_features: vec![1.0, 0.0, 0.0001],
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regime_features: vec![0.1, 0.2],
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};
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assert!(valid_state.is_valid());
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// Valid state with empty regime features (regime features are optional)
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let valid_state_no_regime = TradingState {
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price_features: vec![100.0; 4],
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technical_indicators: vec![0.5; 16],
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market_features: vec![0.3; 16],
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portfolio_features: vec![1.0, 0.0, 0.0001],
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regime_features: Vec::new(),
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};
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assert!(valid_state_no_regime.is_valid());
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}
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