foxhunt/ml/tests/mamba2_hyperopt_edge_cases.rs.backup

//! MAMBA2-Specific Edge Case Tests for Hyperparameter Optimization
//!
//! This test suite covers MAMBA2-specific edge cases:
//! 1. Async data loading edge cases
//! 2. Sequence length and stride edge cases
//! 3. Normalization parameter edge cases
//! 4. SSM-specific numerical stability
//! 5. Batch size clamping with GPU memory
//!
//! Purpose: Ensure MAMBA2 adapter handles all edge cases robustly

use ml::hyperopt::adapters::mamba2::{Mamba2Params, Mamba2Trainer};
use ml::hyperopt::traits::{HyperparameterOptimizable, ParameterSpace};
use tempfile::TempDir;

// ============================================================================
// TEST UTILITIES
// ============================================================================

fn create_test_parquet(temp_dir: &TempDir, num_rows: usize, suffix: &str) -> String {
    use arrow::array::{Float64Array, PrimitiveArray, UInt64Array};
    use arrow::datatypes::{DataType, Field, Schema, TimestampNanosecondType};
    use arrow::record_batch::RecordBatch;
    use parquet::arrow::arrow_writer::ArrowWriter;
    use parquet::file::properties::WriterProperties;
    use std::fs::File;
    use std::sync::Arc;

    let schema = Arc::new(Schema::new(vec![
        Field::new("ts_event", DataType::UInt64, false),
        Field::new("rtype", DataType::UInt8, false),
        Field::new("publisher_id", DataType::UInt16, false),
        Field::new("open", DataType::Float64, false),
        Field::new("high", DataType::Float64, false),
        Field::new("low", DataType::Float64, false),
        Field::new("close", DataType::Float64, false),
        Field::new("volume", DataType::UInt64, false),
        Field::new("symbol", DataType::Utf8, false),
        Field::new("timestamp", DataType::Timestamp(arrow::datatypes::TimeUnit::Nanosecond, None), false),
    ]));

    let file_path = temp_dir.path().join(format!("mamba2_test_{}.parquet", suffix));
    let file = File::create(&file_path).unwrap();
    let props = WriterProperties::builder().build();
    let mut writer = ArrowWriter::try_new(file, schema.clone(), Some(props)).unwrap();

    let base_price = 5000.0;
    let base_timestamp = 1700000000_000_000_000u64;

    let batch = RecordBatch::try_new(
        schema,
        vec![
            Arc::new(UInt64Array::from(
                (0..num_rows).map(|i| base_timestamp + i as u64 * 60_000_000_000).collect::<Vec<_>>()
            )),
            Arc::new(arrow::array::UInt8Array::from(vec![1u8; num_rows])),
            Arc::new(arrow::array::UInt16Array::from(vec![1u16; num_rows])),
            Arc::new(Float64Array::from(
                (0..num_rows).map(|i| base_price + (i as f64 * 0.1)).collect::<Vec<_>>()
            )),
            Arc::new(Float64Array::from(
                (0..num_rows).map(|i| base_price + (i as f64 * 0.1) + 5.0).collect::<Vec<_>>()
            )),
            Arc::new(Float64Array::from(
                (0..num_rows).map(|i| base_price + (i as f64 * 0.1) - 5.0).collect::<Vec<_>>()
            )),
            Arc::new(Float64Array::from(
                (0..num_rows).map(|i| base_price + (i as f64 * 0.1) + 2.5).collect::<Vec<_>>()
            )),
            Arc::new(UInt64Array::from(vec![1000u64; num_rows])),
            Arc::new(arrow::array::StringArray::from(vec!["ES.FUT"; num_rows])),
            Arc::new(PrimitiveArray::<TimestampNanosecondType>::from(
                (0..num_rows).map(|i| base_timestamp as i64 + i as i64 * 60_000_000_000).collect::<Vec<_>>()
            )),
        ],
    )
    .unwrap();

    writer.write(&batch).unwrap();
    writer.close().unwrap();

    file_path.to_string_lossy().to_string()
}

// ============================================================================
// ASYNC DATA LOADING EDGE CASES
// ============================================================================

#[test]
fn test_async_loading_with_small_dataset() {
    // Async loading with dataset smaller than prefetch_count
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 100, "small_async");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer")
        .with_async_loading(true, 10); // Prefetch 10 batches, but dataset might be smaller

    let params = Mamba2Params::default();
    let result = trainer.train_with_params(params);

    // Should complete successfully
    assert!(
        result.is_ok(),
        "Async loading should handle small datasets, got: {:?}",
        result
    );
}

#[test]
fn test_sync_vs_async_loading_consistency() {
    // Verify sync and async loading produce consistent results
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 200, "sync_async");

    // Train with sync loading
    let mut sync_trainer = Mamba2Trainer::new(&parquet_file, 10)
        .expect("Failed to create sync trainer")
        .with_async_loading(false, 0);

    let params = Mamba2Params::default();
    let sync_result = sync_trainer.train_with_params(params.clone());

    // Train with async loading
    let mut async_trainer = Mamba2Trainer::new(&parquet_file, 10)
        .expect("Failed to create async trainer")
        .with_async_loading(true, 3);

    let async_result = async_trainer.train_with_params(params);

    // Both should succeed
    assert!(sync_result.is_ok() && async_result.is_ok());

    let sync_metrics = sync_result.unwrap();
    let async_metrics = async_result.unwrap();

    // Metrics should be similar (within 10% tolerance due to different data ordering)
    let loss_diff = (sync_metrics.val_loss - async_metrics.val_loss).abs();
    let max_loss = sync_metrics.val_loss.max(async_metrics.val_loss);

    assert!(
        loss_diff / max_loss < 0.1,
        "Sync and async losses should be similar: sync={}, async={}",
        sync_metrics.val_loss,
        async_metrics.val_loss
    );
}

#[test]
#[should_panic(expected = "Prefetch count must be >= 2")]
fn test_async_loading_invalid_prefetch_count() {
    // Prefetch count < 2 should panic
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 100, "invalid_prefetch");

    let _trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer")
        .with_async_loading(true, 1); // Should panic
}

// ============================================================================
// SEQUENCE LENGTH AND STRIDE EDGE CASES
// ============================================================================

#[test]
fn test_lookback_window_min_bound() {
    // Test minimum lookback_window (30)
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 100, "min_lookback");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.lookback_window = 30; // Minimum bound

    let result = trainer.train_with_params(params);

    // Should succeed
    assert!(
        result.is_ok(),
        "Minimum lookback_window should work, got: {:?}",
        result
    );
}

#[test]
fn test_lookback_window_max_bound() {
    // Test maximum lookback_window (120)
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 200, "max_lookback");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.lookback_window = 120; // Maximum bound

    let result = trainer.train_with_params(params);

    // Should succeed
    assert!(
        result.is_ok(),
        "Maximum lookback_window should work, got: {:?}",
        result
    );
}

#[test]
fn test_sequence_stride_min() {
    // Test minimum sequence_stride (1)
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "min_stride");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.sequence_stride = 1; // Minimum (non-overlapping)

    let result = trainer.train_with_params(params);

    assert!(
        result.is_ok(),
        "sequence_stride=1 should work, got: {:?}",
        result
    );
}

#[test]
fn test_sequence_stride_max() {
    // Test maximum sequence_stride (5)
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "max_stride");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.sequence_stride = 5; // Maximum (heavily overlapping)

    let result = trainer.train_with_params(params);

    assert!(
        result.is_ok(),
        "sequence_stride=5 should work, got: {:?}",
        result
    );
}

#[test]
fn test_lookback_exceeds_dataset_length() {
    // lookback_window > dataset length
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 50, "lookback_exceeds");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.lookback_window = 100; // Exceeds 50 rows

    let result = trainer.train_with_params(params);

    // Should error or return penalty
    match result {
        Err(e) => {
            let err_msg = format!("{:?}", e);
            assert!(
                err_msg.contains("insufficient") || err_msg.contains("empty"),
                "Expected insufficient data error, got: {}",
                err_msg
            );
        }
        Ok(metrics) => {
            // Penalty loss
            assert!(
                metrics.val_loss >= 1000.0,
                "Expected penalty for excessive lookback, got: {}",
                metrics.val_loss
            );
        }
    }
}

// ============================================================================
// NORMALIZATION PARAMETER EDGE CASES
// ============================================================================

#[test]
fn test_norm_eps_min_bound() {
    // Test minimum norm_eps (1e-6)
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "norm_eps_min");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.norm_eps = 1e-6; // Minimum bound

    let result = trainer.train_with_params(params);

    assert!(
        result.is_ok(),
        "Minimum norm_eps should work, got: {:?}",
        result
    );
}

#[test]
fn test_norm_eps_max_bound() {
    // Test maximum norm_eps (1e-4)
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "norm_eps_max");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.norm_eps = 1e-4; // Maximum bound

    let result = trainer.train_with_params(params);

    assert!(
        result.is_ok(),
        "Maximum norm_eps should work, got: {:?}",
        result
    );
}

#[test]
fn test_denormalize_before_training() {
    // Calling denormalize_prediction before training should panic
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "denorm_before");

    let trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    // This should panic
    let result = std::panic::catch_unwind(|| {
        trainer.denormalize_prediction(0.5)
    });

    assert!(
        result.is_err(),
        "denormalize_prediction before training should panic"
    );
}

#[test]
fn test_denormalize_after_training() {
    // Calling denormalize_prediction after training should work
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "denorm_after");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let params = Mamba2Params::default();
    let result = trainer.train_with_params(params);

    assert!(result.is_ok(), "Training should succeed");

    // Now denormalization should work
    let denormalized = trainer.denormalize_prediction(0.5);
    assert!(denormalized.is_finite(), "Denormalized value should be finite");
    assert!(denormalized > 0.0, "Denormalized price should be positive");
}

// ============================================================================
// SSM-SPECIFIC NUMERICAL STABILITY
// ============================================================================

#[test]
fn test_adam_epsilon_bounds() {
    // Test minimum and maximum adam_epsilon
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "adam_eps");

    // Test minimum (1e-9)
    let mut trainer_min = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params_min = Mamba2Params::default();
    params_min.adam_epsilon = 1e-9;

    let result_min = trainer_min.train_with_params(params_min);
    assert!(result_min.is_ok(), "Minimum adam_epsilon should work");

    // Test maximum (1e-7)
    let mut trainer_max = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params_max = Mamba2Params::default();
    params_max.adam_epsilon = 1e-7;

    let result_max = trainer_max.train_with_params(params_max);
    assert!(result_max.is_ok(), "Maximum adam_epsilon should work");
}

#[test]
fn test_grad_clip_bounds() {
    // Test gradient clipping bounds
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "grad_clip");

    // Test minimum (0.5)
    let mut trainer_min = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params_min = Mamba2Params::default();
    params_min.grad_clip = 0.5;

    let result_min = trainer_min.train_with_params(params_min);
    assert!(result_min.is_ok(), "Minimum grad_clip should work");

    // Test maximum (5.0)
    let mut trainer_max = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params_max = Mamba2Params::default();
    params_max.grad_clip = 5.0;

    let result_max = trainer_max.train_with_params(params_max);
    assert!(result_max.is_ok(), "Maximum grad_clip should work");
}

#[test]
fn test_adam_beta_bounds() {
    // Test Adam beta parameter bounds
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "adam_beta");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer");

    let mut params = Mamba2Params::default();
    params.adam_beta1 = 0.85; // Minimum
    params.adam_beta2 = 0.98; // Minimum

    let result = trainer.train_with_params(params);
    assert!(result.is_ok(), "Minimum Adam betas should work");
}

// ============================================================================
// BATCH SIZE CLAMPING WITH GPU MEMORY
// ============================================================================

#[test]
fn test_batch_size_clamping_min() {
    // Test batch_size clamping to minimum bound
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "batch_clamp_min");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer")
        .with_batch_size_bounds(16.0, 128.0);

    let mut params = Mamba2Params::default();
    params.batch_size = 4; // Below minimum (16)

    let result = trainer.train_with_params(params);

    // Should clamp to 16 and succeed
    assert!(
        result.is_ok(),
        "Batch size clamping to minimum should work, got: {:?}",
        result
    );
}

#[test]
fn test_batch_size_clamping_max() {
    // Test batch_size clamping to maximum bound
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "batch_clamp_max");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer")
        .with_batch_size_bounds(4.0, 32.0); // RTX 3050 Ti constraints

    let mut params = Mamba2Params::default();
    params.batch_size = 256; // Above maximum (32)

    let result = trainer.train_with_params(params);

    // Should clamp to 32 and succeed
    assert!(
        result.is_ok(),
        "Batch size clamping to maximum should work, got: {:?}",
        result
    );
}

#[test]
#[should_panic(expected = "Minimum batch size must be >= 1")]
fn test_batch_size_bounds_invalid_min() {
    // Setting minimum batch size < 1 should panic
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "invalid_min");

    let _trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer")
        .with_batch_size_bounds(0.0, 32.0); // Should panic
}

#[test]
#[should_panic(expected = "Maximum batch size must be > minimum")]
fn test_batch_size_bounds_invalid_max() {
    // Setting maximum <= minimum should panic
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 150, "invalid_max");

    let _trainer = Mamba2Trainer::new(&parquet_file, 5)
        .expect("Failed to create trainer")
        .with_batch_size_bounds(32.0, 16.0); // Should panic
}

// ============================================================================
// INTEGRATION TESTS
// ============================================================================

#[test]
fn test_all_13_params_roundtrip() {
    // Verify all 13 MAMBA2 parameters survive roundtrip conversion
    let params = Mamba2Params {
        learning_rate: 5e-5,
        batch_size: 64,
        dropout: 0.15,
        weight_decay: 5e-5,
        grad_clip: 2.0,
        warmup_steps: 500,
        adam_beta1: 0.9,
        adam_beta2: 0.999,
        adam_epsilon: 1e-8,
        total_decay_steps: 10000,
        lookback_window: 90,
        sequence_stride: 2,
        norm_eps: 1e-5,
    };

    let continuous = params.to_continuous();
    assert_eq!(continuous.len(), 13, "Should have 13 continuous parameters");

    let recovered = Mamba2Params::from_continuous(&continuous)
        .expect("Failed to recover params");

    // Verify all parameters
    assert!((recovered.learning_rate - params.learning_rate).abs() < 1e-10);
    assert_eq!(recovered.batch_size, params.batch_size);
    assert!((recovered.dropout - params.dropout).abs() < 1e-10);
    assert!((recovered.weight_decay - params.weight_decay).abs() < 1e-10);
    assert!((recovered.grad_clip - params.grad_clip).abs() < 1e-6);
    assert_eq!(recovered.warmup_steps, params.warmup_steps);
    assert!((recovered.adam_beta1 - params.adam_beta1).abs() < 1e-10);
    assert!((recovered.adam_beta2 - params.adam_beta2).abs() < 1e-10);
    assert!((recovered.adam_epsilon - params.adam_epsilon).abs() < 1e-12);
    assert_eq!(recovered.total_decay_steps, params.total_decay_steps);
    assert_eq!(recovered.lookback_window, params.lookback_window);
    assert_eq!(recovered.sequence_stride, params.sequence_stride);
    assert!((recovered.norm_eps - params.norm_eps).abs() < 1e-12);
}

#[test]
fn test_full_training_pipeline() {
    // End-to-end test: create data, train, denormalize predictions
    let temp_dir = TempDir::new().unwrap();
    let parquet_file = create_test_parquet(&temp_dir, 200, "full_pipeline");

    let mut trainer = Mamba2Trainer::new(&parquet_file, 10)
        .expect("Failed to create trainer")
        .with_batch_size_bounds(4.0, 32.0)
        .with_async_loading(true, 3)
        .with_train_split(0.8);

    let params = Mamba2Params::default();
    let result = trainer.train_with_params(params);

    assert!(result.is_ok(), "Full training pipeline should succeed");

    let metrics = result.unwrap();

    // Verify metrics are reasonable
    assert!(metrics.val_loss.is_finite(), "Validation loss should be finite");
    assert!(metrics.val_loss >= 0.0, "Validation loss should be non-negative");
    assert!(metrics.directional_accuracy >= 0.0 && metrics.directional_accuracy <= 1.0);
    assert!(metrics.mae >= 0.0);
    assert!(metrics.rmse >= 0.0);
    assert!(metrics.r_squared >= -1.0 && metrics.r_squared <= 1.0);
    assert_eq!(metrics.epochs_completed, 10);

    // Test denormalization
    let pred = trainer.denormalize_prediction(0.5);
    assert!(pred.is_finite() && pred > 0.0, "Denormalized prediction should be valid");
}