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foxhunt/crates/ml/tests
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jgrusewski c0c44a5f17 feat(dqn): GPU-native regime classification with 42-dim feature vector 
Expand FeatureVector from 40 to 42 dimensions by including ADX(14) at
index 40 and CUSUM direction at index 41 from the existing CPU feature
extraction pipeline. This eliminates proxy-based regime classification
and enables GPU-native regime detection via tensor narrow/comparison ops.

Key changes:
- extraction.rs: wire RegimeADXFeatures + RegimeCUSUMFeatures into
  extract_current_features_v2(), output 42 features per bar
- regime_conditional.rs: classify_regime_masks_gpu() creates per-regime
  mask tensors entirely on GPU (ADX > 0.25 = trending, |CUSUM| > 0.7 =
  volatile, else ranging). Zero CPU roundtrip in training hot path.
- trainer.rs/config.rs: state_dim 43→45 (no OFI), 51→53 (with OFI),
  aligned dims unchanged (48/56). GPU batch insertion for all 3 heads.
- CUDA header: MARKET_DIM 40→42
- walk_forward.rs: FEATURE_DIM 40→42
- 42 files updated, all [f64;40]→[f64;42] propagated across workspace

Test results: ml=874/0, ml-dqn=354/0, ml-features=282/0, ml-core=274/0
Real data GPU smoke tests: 7/7 passed (OHLCV + OFI + trade enrichment)
Hyperopt baseline RL: 2 trials completed on local RTX 3050 Ti

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 12:16:05 +01:00
..
common
refactor(ml): rename real_data_loader to data_loader
2026-03-02 15:41:23 +01:00
edge_cases
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fixtures
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integration
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regression
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unit
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validation
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ab_testing_integration.rs
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2026-02-25 11:56:00 +01:00
action_loader_real_csv_test.rs
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2026-02-25 11:56:00 +01:00
action_masking_smoke_test.rs
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2026-02-25 11:56:00 +01:00
activation_tests.rs
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2026-02-25 11:56:00 +01:00
adx_features_test.rs
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2026-02-25 11:56:00 +01:00
barrier_optimization_test.rs
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2026-02-25 11:56:00 +01:00
bayesian_changepoint_test.rs
refactor(ml): rename real_data_loader to data_loader
2026-03-02 15:41:23 +01:00
bessel_correction_test.rs
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2026-02-25 11:56:00 +01:00
bug16_portfolio_features_test.rs
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2026-02-25 11:56:00 +01:00
bug18_cash_reserve_solvency_test.rs
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2026-02-25 11:56:00 +01:00
bug20_portfolio_normalization_test.rs
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bug21_bug22_bug23_compilation_fixes_test.rs
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bug24_bug25_compilation_fixes_test.rs
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bug28_unused_import_test.rs
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2026-02-25 11:56:00 +01:00
cash_accounting_fix_test.rs
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2026-02-25 11:56:00 +01:00
cash_reserve_requirement_test.rs
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2026-02-25 11:56:00 +01:00
checkpoint_test.rs
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2026-02-25 11:56:00 +01:00
configurable_capital_test.rs
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2026-02-25 11:56:00 +01:00
contract_multiplier_test.rs
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2026-02-25 11:56:00 +01:00
cusum_test.proptest-regressions
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2026-02-25 11:56:00 +01:00
debug_position_delta_test.rs
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2026-02-25 11:56:00 +01:00
diffusion_integration.rs
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2026-02-25 11:56:00 +01:00
dqn_accumulation_convergence_test.rs
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2026-02-25 11:56:00 +01:00
dqn_action_collapse_fix_test.rs
feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix
2026-03-04 22:58:40 +01:00
dqn_action_dependent_reward_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
dqn_action_masking_integration_test.rs
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2026-02-25 11:56:00 +01:00
dqn_action_position_sign_convention_test.rs
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2026-02-25 11:56:00 +01:00
dqn_activity_penalty_fix_test.rs
refactor(ml): remove all legacy naming and deprecated wrappers
2026-03-08 15:13:41 +01:00
dqn_adapter_paths_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
dqn_advanced_metrics_integration_test.rs
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2026-02-25 11:56:00 +01:00
dqn_barrier_integration_debug_test.rs
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2026-02-25 11:56:00 +01:00
dqn_c51_shape_validation_test.rs
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2026-02-25 11:56:00 +01:00
dqn_checkpoint_loading_test.rs
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2026-02-25 11:56:00 +01:00
dqn_diagnostic_logging_test.rs
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dqn_diversity_penalty_test.rs
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dqn_dueling_batched_wave62_test.rs
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dqn_early_stopping_termination_test.rs
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dqn_episode_boundaries_test.rs
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2026-02-25 11:56:00 +01:00
dqn_epsilon_decay_validation_test.rs
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2026-02-25 11:56:00 +01:00
dqn_feature_cache_test.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
dqn_feature_defaults_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
dqn_gradient_accumulation_test.rs
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2026-02-25 11:56:00 +01:00
dqn_gradient_collapse_root_cause_test.rs
feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix
2026-03-04 22:58:40 +01:00
dqn_gradient_dtype_simple_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
dqn_hft_barriers_test.rs
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2026-02-25 11:56:00 +01:00
dqn_hyperopt_json_export_test.rs
fix(dqn,ppo): production inference hardening, remove legacy aliases
2026-03-04 01:19:02 +01:00
dqn_hyperopt_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
dqn_hyperparams_kelly_fields_test.rs
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2026-02-25 11:56:00 +01:00
dqn_inference_test.rs
fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)
2026-03-04 23:13:25 +01:00
dqn_iqn_integration_test.rs
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dqn_kelly_regime_integration_test.rs
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dqn_logit_clipping_bug12_test.rs
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2026-02-25 11:56:00 +01:00
dqn_long_training_test.rs
fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)
2026-03-04 23:13:25 +01:00
dqn_pnl_calculation_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
dqn_rainbow_config_test.rs
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2026-02-25 11:56:00 +01:00
dqn_rainbow_test.rs
refactor(ml): consolidate duplicate Rainbow DQN agent implementations
2026-03-04 18:27:42 +01:00
dqn_regime_conditional_integration_test.rs
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2026-02-25 11:56:00 +01:00
dqn_reward_calculation_test.rs
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2026-02-25 11:56:00 +01:00
dqn_tensor_shape_validation.rs
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2026-02-25 11:56:00 +01:00
dqn_trainer_integration_tests.rs
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dqn_trainer_p1_tests.rs
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2026-02-25 11:56:00 +01:00
dqn_training_pipeline_test.rs
fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)
2026-03-04 23:13:25 +01:00
dqn_training_smoke_test.rs
fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)
2026-03-04 23:13:25 +01:00
dqn_transaction_cost_bug2_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
dqn_transaction_costs_test.rs
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2026-02-25 11:56:00 +01:00
dqn_use_double_dqn_test.rs
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2026-02-25 11:56:00 +01:00
dropout_scheduler_tests.rs
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2026-02-25 11:56:00 +01:00
ensemble_4_models_integration.rs
perf(ci): compile once with PVC sccache, package with Kaniko
2026-02-26 00:50:25 +01:00
ensemble_hot_swap_test.rs
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ensemble_hyperopt_tests.rs
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ensemble_inference_integration_test.rs
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2026-02-25 11:56:00 +01:00
ensemble_real_models_validation_test.rs
refactor(ml): rename real_data_loader to data_loader
2026-03-02 15:41:23 +01:00
evaluation_net_pnl_bug3_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
feature_extraction_46_test.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
feature_normalization_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
gpu_kernel_parity_test.rs
fix(ml): inject STATE_DIM/MARKET_DIM/NUM_ATOMS_MAX into CUDA kernel via NVRTC
2026-03-08 14:18:23 +01:00
gpu_per_integration_test.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
gradient_accumulation_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
huber_loss_test.rs
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2026-02-25 11:56:00 +01:00
hyperopt_action_masking_test.rs
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hyperopt_early_stopping_infrastructure_test.rs
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hyperopt_kelly_params_test.rs
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hyperopt_paths_test.rs
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hyperopt_price_extraction_test.rs
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hyperopt_tft_early_stopping_test.rs
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imbalance_bars_test.rs
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inference_engine_test.rs
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integration_ppo_ensemble.rs
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kan_integration.rs
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kelly_criterion_integration_test.rs
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liquid_cfc_training_test.rs
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liquid_networks_test.rs
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2026-02-25 11:56:00 +01:00
liquid_nn_training_tests.rs
perf(ci): compile once with PVC sccache, package with Kaniko
2026-02-26 00:50:25 +01:00
log_size_test.rs
refactor(ml): delete 121 dead examples, 6 QAT tests, orphan binary
2026-02-26 00:05:38 +01:00
lr_scheduler_tests.rs
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2026-02-25 11:56:00 +01:00
mamba2_accuracy_fix_test.rs
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mamba2_early_stopping_test.rs
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mamba2_gradient_extraction_test.rs
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mamba2_hyperopt_edge_cases.rs
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mamba2_hyperopt_p0_p1_fixes.rs
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mamba2_weight_update_test.rs
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2026-02-25 11:56:00 +01:00
mbp10_parsing_test.rs
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memory_optimization_tests.rs
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microstructure_features_test.rs
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model_registry_checkpoint_test.rs
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model_validation_comprehensive.rs
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multi_cusum_test.rs
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ofi_features_test.rs
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2026-02-25 11:56:00 +01:00
ood_input_handling_tests.rs
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pages_test_test.rs
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2026-02-25 11:56:00 +01:00
paper_trading_integration_test.rs
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parquet_feature_extraction_test.rs
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parquet_timestamp_loading_test.rs
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partial_reversal_support_test.rs
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partial_reversal_validation.rs
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2026-02-25 11:56:00 +01:00
per_channel_quantization_test.rs
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2026-02-25 11:56:00 +01:00
pnl_realism_tests.rs
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2026-02-25 11:56:00 +01:00
portfolio_integration_tests.rs
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2026-02-25 11:56:00 +01:00
portfolio_tracker_reset_test.rs
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portfolio_value_normalization_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_45_action_network_tests.rs
feat(ppo): wire symlog, adaptive entropy, percentile scaling into training loop
2026-03-03 20:12:00 +01:00
ppo_action_masking_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_checkpoint_roundtrip_test.rs
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2026-02-25 11:56:00 +01:00
ppo_circuit_breaker_tests.rs
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ppo_continuous_bounds_test.rs
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2026-02-25 11:56:00 +01:00
ppo_continuous_transaction_costs_tests.rs
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2026-02-25 11:56:00 +01:00
ppo_dual_phase_backtest_tests.rs
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2026-02-25 11:56:00 +01:00
ppo_entropy_regularization_tests.rs
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ppo_factored_action_tests.rs
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ppo_hidden_state_tests.rs
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2026-02-25 11:56:00 +01:00
ppo_huber_loss_validation.rs
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2026-02-25 11:56:00 +01:00
ppo_hyperopt_validation_test.rs
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2026-02-25 11:56:00 +01:00
ppo_long_training_test.rs
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2026-02-25 11:56:00 +01:00
ppo_lstm_architecture_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_lstm_training_loop_tests.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
ppo_portfolio_tracker_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_position_limits_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_recurrent_integration_tests.rs
feat(ppo): wire symlog, adaptive entropy, percentile scaling into training loop
2026-03-03 20:12:00 +01:00
ppo_recurrent_performance_tests.rs
feat(ml): VRAM-aware hidden dimension scaling for datacenter GPUs
2026-03-02 11:02:56 +01:00
ppo_reward_normalizer_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_sequence_batching_multi_episode_tests.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
ppo_step_counter_fix_test.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
ppo_stress_testing_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_transaction_costs_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
ppo_validation_real_data_test.rs
refactor(ml): rename real_data_loader to data_loader
2026-03-02 15:41:23 +01:00
preprocessing_bessel_integration.rs
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preprocessing_test.rs
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preprocessing_validation_tests.rs
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2026-02-25 11:56:00 +01:00
price_validity_tests.rs
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production_trainer_adaptive_features_integration_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
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production_training_smoke_test.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
pso_budget_calculation_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
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q_value_constraint_test.rs
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rainbow_loss_shape_test.rs
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2026-02-25 11:56:00 +01:00
real_data_helpers.rs
refactor(ml): rename real_data_loader to data_loader
2026-03-02 15:41:23 +01:00
real_data_pipeline_test.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
recovery_tests.rs
perf(ci): compile once with PVC sccache, package with Kaniko
2026-02-26 00:50:25 +01:00
regime_transition_features_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
risk_action_masking_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
risk_position_limit_integration_test.rs
perf(ci): compile once with PVC sccache, package with Kaniko
2026-02-26 00:50:25 +01:00
run_bars_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
safety_comprehensive_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
sample_weights_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
scatter_add_gradient_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
smoke_test_real_data.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
softmax_exploration_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
streaming_pipeline_edge_cases.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
target_update_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_dbn_sequence_256_features.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_dqn_cuda_device.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_extract_256_dim_features.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_grn_weight_initialization.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_quantile_output_standalone.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_quantized_exports.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_scatter_source_gradients.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_sell_bug.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_streaming_loader.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_tft_weight_cache.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_var_gradient_flow.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
test_var_source_gradients.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_adapter_paths_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_causal_masking_validation.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_hyperopt_real_metrics_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_inference_latency_benchmark.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_lru_cache_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_quantile_loss_validation.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_real_dbn_data_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
tft_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
training_chaos_tests.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
training_edge_cases.rs
feat(dqn): GPU-native regime classification with 42-dim feature vector
2026-03-09 12:16:05 +01:00
transaction_cost_application_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
transition_matrix_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
triple_barrier_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
validation_harness_integration_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
validation_real_data_test.rs
refactor(ml): rename real_data_loader to data_loader
2026-03-02 15:41:23 +01:00
varmap_weight_extraction_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
volatility_epsilon_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
wave16_checkpoint_regression_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
wave16q_ohlcv_mutation_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
wave16r_position_limits_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
wave16s_price_validation_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
wave_d_e2e_nq_fut_225_features_enhanced_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
wave_d_e2e_nq_fut_225_features_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
wave_d_edge_cases_test.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00
xlstm_integration.rs
refactor: restructure repo — crates/, bin/, testing/ layout
2026-02-25 11:56:00 +01:00