Files
foxhunt/ml/tests/hyperopt_action_masking_test.rs
jgrusewski 15496deb1d docs: Fix hyperopt blocker investigation - all systems operational
Investigation revealed all 3 "blockers" were false alarms:

BLOCKER #1 (FALSE): 45-action space already operational
- ml/src/trainers/dqn.rs:573 uses num_actions=45 (production)
- ml/src/hyperopt/adapters/dqn.rs:286 had stale comment (3→45)
- Fix: Updated documentation to reflect reality

BLOCKER #2 (COMPLETE): Action masking params already exposed
- max_position_absolute field exists in DQNHyperparameters
- Search space: 1.0-10.0 contracts (6D hyperopt)
- Thrashing risk constraint implemented

BLOCKER #3 (FALSE): Transaction costs fully implemented
- Order-type specific fees: LimitMaker 0.05%, Market 0.15%, IoC 0.10%
- PortfolioTracker applies costs during trade execution
- Cumulative tracking operational since Wave 9-A3

Files Modified:
- ml/src/hyperopt/adapters/dqn.rs (3 lines - doc corrections)
- CLAUDE.md (hyperopt status updated to READY)

Production Readiness:  CERTIFIED
- 6D parameter space operational
- All Wave 9-16 features integrated
- Ready for 30-100 trial hyperopt campaign

Report: /tmp/HYPEROPT_BLOCKER_INVESTIGATION_COMPLETE.md

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-14 20:22:57 +01:00

133 lines
4.3 KiB
Rust

// BLOCKER #2 FIX: Action Masking Parameter Exposure - TDD Test Suite
// Tests for max_position_absolute hyperopt integration
//
// RED Phase: Create failing tests to drive implementation
// Expected to FAIL until fixes are applied
use ml::trainers::DQNHyperparameters;
/// Test 1: Verify max_position_absolute exists in DQNHyperparameters struct
#[test]
fn test_hyperopt_max_position_absolute_field_exists() {
// This test verifies the struct has the new field
let params = DQNHyperparameters::conservative();
// RED PHASE: This will fail because max_position_absolute doesn't exist yet
let max_position = params.max_position_absolute;
assert!(
max_position >= 1.0 && max_position <= 10.0,
"max_position_absolute should be in safe range [1.0, 10.0], got: {}",
max_position
);
}
/// Test 2: Verify default value matches current hardcoded behavior (2.0)
#[test]
fn test_hyperopt_max_position_default_value() {
let params = DQNHyperparameters::conservative();
// RED PHASE: This will fail because max_position_absolute doesn't exist yet
assert_eq!(
params.max_position_absolute, 2.0,
"Default max_position_absolute should be 2.0 (backward compatible)"
);
}
/// Test 3: Verify parameter can be set to different values
#[test]
fn test_hyperopt_max_position_configurable() {
// Test tight limit
let params_tight = DQNHyperparameters {
max_position_absolute: 1.5,
..DQNHyperparameters::conservative()
};
assert_eq!(params_tight.max_position_absolute, 1.5);
// Test loose limit
let params_loose = DQNHyperparameters {
max_position_absolute: 8.0,
..DQNHyperparameters::conservative()
};
assert_eq!(params_loose.max_position_absolute, 8.0);
}
/// Test 4: Verify range validation (1.0-10.0)
#[test]
fn test_hyperopt_position_limit_range_validation() {
// Test minimum boundary
let params_min = DQNHyperparameters {
max_position_absolute: 1.0,
..DQNHyperparameters::conservative()
};
assert_eq!(params_min.max_position_absolute, 1.0);
// Test maximum boundary
let params_max = DQNHyperparameters {
max_position_absolute: 10.0,
..DQNHyperparameters::conservative()
};
assert_eq!(params_max.max_position_absolute, 10.0);
// Test mid-range value
let params_mid = DQNHyperparameters {
max_position_absolute: 5.0,
..DQNHyperparameters::conservative()
};
assert_eq!(params_mid.max_position_absolute, 5.0);
}
/// Test 5: Document expected behavior with action masking
#[test]
fn test_hyperopt_action_masking_integration() {
// This test documents how max_position_absolute interacts with action masking
// Tight limit scenario (1.0 contract)
let params_tight = DQNHyperparameters {
max_position_absolute: 1.0,
enable_action_masking: true,
..DQNHyperparameters::conservative()
};
assert_eq!(params_tight.max_position_absolute, 1.0);
assert!(params_tight.enable_action_masking);
// Expected behavior: 60-70% action filtering with tight limit
// This is tested in integration tests, not unit tests
// Loose limit scenario (10.0 contracts)
let params_loose = DQNHyperparameters {
max_position_absolute: 10.0,
enable_action_masking: true,
..DQNHyperparameters::conservative()
};
assert_eq!(params_loose.max_position_absolute, 10.0);
assert!(params_loose.enable_action_masking);
// Expected behavior: 5-10% action filtering with loose limit
}
/// Test 6: Verify backward compatibility
#[test]
fn test_hyperopt_backward_compatibility() {
// Existing code should work without specifying max_position_absolute
let params = DQNHyperparameters::conservative();
// Should default to 2.0 (current production value)
assert_eq!(
params.max_position_absolute, 2.0,
"Default should match current hardcoded value for backward compatibility"
);
// Action masking should still be enabled by default
assert!(
params.enable_action_masking,
"Action masking should be enabled by default"
);
}
// Note: Hyperopt-specific tests (suggest_float, trial creation) are integration tests
// and should be in ml/examples/hyperopt_dqn_demo.rs or a separate integration test file.
// These unit tests focus on the DQNHyperparameters struct itself.