foxhunt/crates/ml/tests/action_loader_real_csv_test.rs

#![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,
)]
// ml/tests/action_loader_real_csv_test.rs
// Test loading the real DQN actions CSV file

use ml::backtesting::load_actions_from_csv;
use tracing::{info, warn};

#[test]
fn test_load_real_csv_file() {
    // Test loading the real CSV file with 13,552 actions
    let csv_path = "/tmp/dqn_actions_wave3.csv";

    // Skip test if CSV file doesn't exist
    if !std::path::Path::new(csv_path).exists() {
        warn!(path = csv_path, "Skipping test: CSV file not found");
        return;
    }

    let actions = load_actions_from_csv(csv_path).unwrap();

    // Verify count (13,552 actions)
    assert_eq!(actions.len(), 13_552, "Expected 13,552 actions from CSV");

    // Verify first action
    assert_eq!(actions[0].action, 2, "First action should be 2 (Hold)");
    assert_eq!(actions[0].q_buy, -658.8440);
    assert_eq!(actions[0].q_sell, 355.0268);
    assert_eq!(actions[0].q_hold, 538.5875);
    assert_eq!(actions[0].open, 5914.50);
    assert_eq!(actions[0].high, 5914.75);
    assert_eq!(actions[0].low, 5914.25);
    assert_eq!(actions[0].close, 5914.25);
    assert_eq!(actions[0].volume, 27);

    // Verify all actions have valid bounds (0-2)
    for (i, action) in actions.iter().enumerate() {
        assert!(
            action.action <= 2,
            "Action {} at index {} exceeds bounds",
            action.action,
            i
        );
    }

    // Verify all Q-values are finite
    for (i, action) in actions.iter().enumerate() {
        assert!(
            action.q_buy.is_finite(),
            "q_buy at index {} is not finite",
            i
        );
        assert!(
            action.q_sell.is_finite(),
            "q_sell at index {} is not finite",
            i
        );
        assert!(
            action.q_hold.is_finite(),
            "q_hold at index {} is not finite",
            i
        );
    }

    // Verify timestamp ordering (monotonically increasing)
    for i in 1..actions.len() {
        assert!(
            actions[i].timestamp >= actions[i - 1].timestamp,
            "Timestamp ordering violation at index {}: {} < {}",
            i,
            actions[i].timestamp,
            actions[i - 1].timestamp
        );
    }

    // Verify action distribution (sanity check)
    let mut buy_count = 0;
    let mut sell_count = 0;
    let mut hold_count = 0;
    for action in &actions {
        match action.action {
            0 => buy_count += 1,
            1 => sell_count += 1,
            2 => hold_count += 1,
            _ => panic!("Invalid action: {}", action.action),
        }
    }

    // Note: Buy count might be 0 for certain datasets (DQN-specific behavior)
    assert_eq!(
        buy_count + sell_count + hold_count,
        13_552,
        "Action counts must sum to total"
    );

    info!(
        buy = buy_count,
        buy_pct = 100.0 * buy_count as f64 / actions.len() as f64,
        sell = sell_count,
        sell_pct = 100.0 * sell_count as f64 / actions.len() as f64,
        hold = hold_count,
        hold_pct = 100.0 * hold_count as f64 / actions.len() as f64,
        "Action distribution"
    );

    // Verify expected distribution for this specific CSV (no buy actions)
    assert_eq!(buy_count, 0, "Expected 0 buy actions for this dataset");
    assert_eq!(sell_count, 7_668, "Expected 7,668 sell actions");
    assert_eq!(hold_count, 5_884, "Expected 5,884 hold actions");
}