3853988af7
- Fixed PSO budget calculation bug in ml/src/hyperopt/optimizer.rs - Root cause: Division by n_particles in sequential execution - Now correctly calculates max_iters = remaining_trials (no division) - Result: 50 trials complete instead of 23 (100% vs 46%) - Added comprehensive DQN hyperopt results analysis - 39/50 trials analyzed across 2 RunPod deployments - Best hyperparameters identified: LR 4.89e-5 (ultra-low) - Created DQN_HYPEROPT_RESULTS_SUMMARY.md with expert validation - GitLab CI/CD pipeline operational (48 lines fixed) - Fixed YAML syntax errors (unquoted colons) - All 7 jobs validated and working - Warning cleanup complete (136 → 0 warnings) - Removed 143 lines dead code - Fixed visibility, unused imports, Debug traits - Archived Wave D reports to docs/archive/ - 8 early stopping reports moved - Root directory cleaned up 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
111 lines
5.6 KiB
Rust
111 lines
5.6 KiB
Rust
// ml/tests/action_loader_test.rs
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// Unit tests for DQN action loader
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use ml::backtesting::{DQNActionRecord, load_actions_from_csv};
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use std::io::Write;
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#[test]
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fn test_load_valid_csv() {
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// Test 1: Load valid CSV file with 5 actions
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let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
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writeln!(tmpfile, "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume").unwrap();
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writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,2,-658.8440,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
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writeln!(tmpfile, "2024-10-20T23:32:00.000000000Z,2,-654.3466,355.2580,546.9955,5914.25,5914.25,5914.00,5914.00,41").unwrap();
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writeln!(tmpfile, "2024-10-20T23:33:00.000000000Z,0,-657.4612,356.3587,541.4503,5914.00,5914.25,5914.00,5914.25,44").unwrap();
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writeln!(tmpfile, "2024-10-20T23:34:00.000000000Z,1,-657.6093,356.5374,541.2177,5914.25,5914.75,5914.25,5914.50,36").unwrap();
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writeln!(tmpfile, "2024-10-20T23:35:00.000000000Z,2,-659.1310,356.1713,539.7350,5914.50,5914.50,5914.50,5914.50,9").unwrap();
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tmpfile.flush().unwrap();
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let actions = load_actions_from_csv(tmpfile.path()).unwrap();
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// Verify count
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assert_eq!(actions.len(), 5, "Expected 5 actions");
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// Verify first action
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assert_eq!(actions[0].action, 2, "First action should be 2 (Hold)");
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assert_eq!(actions[0].q_buy, -658.8440);
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assert_eq!(actions[0].q_sell, 355.0268);
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assert_eq!(actions[0].q_hold, 538.5875);
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assert_eq!(actions[0].volume, 27);
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// Verify action variety (Buy, Sell, Hold)
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assert_eq!(actions[2].action, 0, "Third action should be 0 (Buy)");
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assert_eq!(actions[3].action, 1, "Fourth action should be 1 (Sell)");
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// Verify all Q-values are finite
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for (i, action) in actions.iter().enumerate() {
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assert!(action.q_buy.is_finite(), "q_buy at index {} must be finite", i);
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assert!(action.q_sell.is_finite(), "q_sell at index {} must be finite", i);
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assert!(action.q_hold.is_finite(), "q_hold at index {} must be finite", i);
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}
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}
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#[test]
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fn test_invalid_action_bounds() {
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// Test 2: Reject invalid action (action > 2)
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let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
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writeln!(tmpfile, "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume").unwrap();
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writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,3,-658.8440,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
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tmpfile.flush().unwrap();
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let result = load_actions_from_csv(tmpfile.path());
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assert!(result.is_err(), "Should reject action > 2");
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let err = result.unwrap_err();
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assert!(err.contains("Invalid action 3"), "Error should mention invalid action 3");
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assert!(err.contains("action must be 0 (Buy), 1 (Sell), or 2 (Hold)"), "Error should explain valid actions");
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assert!(err.contains("row 2"), "Error should mention row number");
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}
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#[test]
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fn test_validation_errors() {
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// Test 3: Comprehensive validation tests (NaN Q-values, timestamp ordering)
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// Test 3a: NaN Q-value
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let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
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writeln!(tmpfile, "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume").unwrap();
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writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,2,NaN,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
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tmpfile.flush().unwrap();
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let result = load_actions_from_csv(tmpfile.path());
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assert!(result.is_err(), "Should reject NaN Q-value");
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let err = result.unwrap_err();
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assert!(err.contains("Invalid q_buy"), "Error should mention q_buy");
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assert!(err.contains("Q-value must be finite"), "Error should mention finite requirement");
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// Test 3b: Inf Q-value
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let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
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writeln!(tmpfile, "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume").unwrap();
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writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,2,-658.8440,inf,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
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tmpfile.flush().unwrap();
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let result = load_actions_from_csv(tmpfile.path());
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assert!(result.is_err(), "Should reject Inf Q-value");
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let err = result.unwrap_err();
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assert!(err.contains("Invalid q_sell"), "Error should mention q_sell");
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assert!(err.contains("Q-value must be finite"), "Error should mention finite requirement");
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// Test 3c: Timestamp ordering violation
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let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
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writeln!(tmpfile, "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume").unwrap();
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writeln!(tmpfile, "2024-10-20T23:35:00.000000000Z,2,-659.1310,356.1713,539.7350,5914.50,5914.50,5914.50,5914.50,9").unwrap();
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writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,2,-658.8440,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
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tmpfile.flush().unwrap();
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let result = load_actions_from_csv(tmpfile.path());
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assert!(result.is_err(), "Should reject timestamp ordering violation");
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let err = result.unwrap_err();
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assert!(err.contains("Timestamp ordering violation"), "Error should mention timestamp ordering");
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assert!(err.contains("row 3"), "Error should mention row number");
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// Test 3d: Empty CSV (no data rows)
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let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
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writeln!(tmpfile, "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume").unwrap();
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tmpfile.flush().unwrap();
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let result = load_actions_from_csv(tmpfile.path());
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assert!(result.is_err(), "Should reject empty CSV");
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let err = result.unwrap_err();
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assert!(err.contains("contains no data rows"), "Error should mention no data rows");
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}
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