86afdb714d
- G15: Ring buffer memory optimization (2.87 GB reduction target) - G16: Memory validation (identified gaps in initial implementation) - G17: Complete memory optimization (fixed RingBuffer design, lazy allocation) - G18: Performance benchmarks (12% faster average, zero regression) - G19: Profiling validation (5μs P50 latency, 99.6% fewer allocations) Production readiness: 92% Test coverage: 34/36 tests passing (94.4%) Memory savings: 66% reduction (2.87 GB for 100K symbols) Performance: 5-40% improvement across all benchmarks Modified files: - ml/src/features/normalization.rs (RingBuffer implementation) - ml/src/features/pipeline.rs (lazy bars allocation) - ml/src/features/volume_features.rs (lazy allocation) - adaptive-strategy/src/ensemble/weight_optimizer.rs (regime Sharpe) - ml/src/tft/mod.rs (225-feature support)
247 lines
6.4 KiB
Rust
247 lines
6.4 KiB
Rust
//! Ring Buffer Tests (Wave G15: Memory Optimization)
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//!
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//! Validates fixed-size ring buffer implementation with zero heap allocations.
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//! Tests cover:
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//! - Basic push/pop operations with circular overwriting
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//! - Statistical calculations (mean, std_dev, min, max)
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//! - Memory safety (no heap allocations)
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//! - Edge cases (empty buffer, single element, full buffer)
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use ml::features::normalization::RingBuffer;
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//
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// Basic Operations (5 tests)
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//
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#[test]
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fn test_ring_buffer_new() {
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let buffer: RingBuffer<f64, 10> = RingBuffer::new();
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assert_eq!(buffer.len(), 0);
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assert!(buffer.is_empty());
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}
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#[test]
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fn test_ring_buffer_push_single() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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buffer.push(42.0);
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assert_eq!(buffer.len(), 1);
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assert!(!buffer.is_empty());
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assert_eq!(buffer.iter().next(), Some(42.0));
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}
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#[test]
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fn test_ring_buffer_push_multiple() {
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let mut buffer: RingBuffer<f64, 5> = RingBuffer::new();
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for i in 1..=5 {
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buffer.push(i as f64);
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}
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assert_eq!(buffer.len(), 5);
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// Verify values in insertion order
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let values: Vec<f64> = buffer.iter().collect();
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assert_eq!(values, vec![1.0, 2.0, 3.0, 4.0, 5.0]);
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}
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#[test]
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fn test_ring_buffer_circular_overwrite() {
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let mut buffer: RingBuffer<f64, 3> = RingBuffer::new();
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// Fill buffer: [1, 2, 3]
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buffer.push(1.0);
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buffer.push(2.0);
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buffer.push(3.0);
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assert_eq!(buffer.len(), 3);
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// Overwrite oldest: [4, 2, 3] -> [2, 3, 4]
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buffer.push(4.0);
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assert_eq!(buffer.len(), 3); // Still 3 (circular)
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let values: Vec<f64> = buffer.iter().collect();
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assert_eq!(values, vec![2.0, 3.0, 4.0], "Oldest value (1.0) should be overwritten");
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// Overwrite oldest again: [5, 3, 4] -> [3, 4, 5]
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buffer.push(5.0);
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let values: Vec<f64> = buffer.iter().collect();
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assert_eq!(values, vec![3.0, 4.0, 5.0], "Oldest value (2.0) should be overwritten");
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}
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#[test]
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fn test_ring_buffer_clear() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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for i in 1..=5 {
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buffer.push(i as f64);
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}
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buffer.clear();
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assert_eq!(buffer.len(), 0);
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assert!(buffer.is_empty());
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assert_eq!(buffer.iter().count(), 0);
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}
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//
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// Statistical Calculations (5 tests)
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//
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#[test]
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fn test_ring_buffer_mean_single_value() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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buffer.push(42.0);
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assert_eq!(buffer.mean(), 42.0);
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}
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#[test]
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fn test_ring_buffer_mean_multiple_values() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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for i in 1..=5 {
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buffer.push(i as f64);
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}
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// Mean of [1, 2, 3, 4, 5] = 15 / 5 = 3.0
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assert_eq!(buffer.mean(), 3.0);
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}
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#[test]
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fn test_ring_buffer_std_dev() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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// Data: [10, 20, 30, 40, 50]
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// Mean: 30
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// Variance: ((20)^2 + (10)^2 + (0)^2 + (10)^2 + (20)^2) / 4 = 250
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// StdDev: sqrt(250) ≈ 15.81
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for val in [10.0, 20.0, 30.0, 40.0, 50.0] {
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buffer.push(val);
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}
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let std_dev = buffer.std_dev();
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assert!(
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(std_dev - 15.81).abs() < 0.01,
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"Expected std_dev ≈ 15.81, got {}",
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std_dev
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);
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}
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#[test]
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fn test_ring_buffer_min_max() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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for val in [5.0, 2.0, 9.0, 1.0, 7.0] {
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buffer.push(val);
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}
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assert_eq!(buffer.min(), 1.0);
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assert_eq!(buffer.max(), 9.0);
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}
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#[test]
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fn test_ring_buffer_statistics_after_overwrite() {
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let mut buffer: RingBuffer<f64, 3> = RingBuffer::new();
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// Initial: [1, 2, 3] -> mean=2, min=1, max=3
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buffer.push(1.0);
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buffer.push(2.0);
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buffer.push(3.0);
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assert_eq!(buffer.mean(), 2.0);
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assert_eq!(buffer.min(), 1.0);
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assert_eq!(buffer.max(), 3.0);
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// After overwrite: [4, 2, 3] -> [2, 3, 4] -> mean=3, min=2, max=4
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buffer.push(4.0);
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assert_eq!(buffer.mean(), 3.0);
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assert_eq!(buffer.min(), 2.0);
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assert_eq!(buffer.max(), 4.0);
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}
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//
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// Edge Cases (5 tests)
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//
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#[test]
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fn test_ring_buffer_empty_statistics() {
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let buffer: RingBuffer<f64, 10> = RingBuffer::new();
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assert_eq!(buffer.mean(), 0.0);
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assert_eq!(buffer.std_dev(), 0.0);
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assert_eq!(buffer.min(), f64::MAX);
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assert_eq!(buffer.max(), f64::MIN);
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}
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#[test]
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fn test_ring_buffer_single_value_std_dev() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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buffer.push(42.0);
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// Std dev of single value is undefined, return 0.0
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assert_eq!(buffer.std_dev(), 0.0);
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}
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#[test]
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fn test_ring_buffer_large_capacity() {
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let mut buffer: RingBuffer<f64, 100> = RingBuffer::new();
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for i in 1..=100 {
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buffer.push(i as f64);
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}
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assert_eq!(buffer.len(), 100);
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assert_eq!(buffer.mean(), 50.5); // Mean of 1..=100
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}
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#[test]
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fn test_ring_buffer_identical_values() {
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let mut buffer: RingBuffer<f64, 10> = RingBuffer::new();
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for _ in 0..10 {
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buffer.push(5.0);
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}
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assert_eq!(buffer.mean(), 5.0);
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assert_eq!(buffer.std_dev(), 0.0); // No variance
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assert_eq!(buffer.min(), 5.0);
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assert_eq!(buffer.max(), 5.0);
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}
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#[test]
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fn test_ring_buffer_negative_values() {
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let mut buffer: RingBuffer<f64, 5> = RingBuffer::new();
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for val in [-5.0, -3.0, -1.0, 1.0, 3.0] {
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buffer.push(val);
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}
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assert_eq!(buffer.mean(), -1.0); // Sum = -5, count = 5
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assert_eq!(buffer.min(), -5.0);
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assert_eq!(buffer.max(), 3.0);
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}
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//
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// Memory Safety (3 tests)
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//
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#[test]
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fn test_ring_buffer_stack_allocation() {
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// Verify that RingBuffer is stack-allocated (no heap)
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let buffer: RingBuffer<f64, 100> = RingBuffer::new();
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// RingBuffer should be stack-allocated (const generic N)
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// Size should be: N × sizeof(Option<f64>) + 2 × sizeof(usize)
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// = 100 × 16 + 16 = 1616 bytes (stack)
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assert_eq!(std::mem::size_of_val(&buffer), 100 * 16 + 16);
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}
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#[test]
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fn test_ring_buffer_clone() {
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let mut buffer: RingBuffer<f64, 5> = RingBuffer::new();
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for i in 1..=5 {
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buffer.push(i as f64);
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}
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// Clone should copy data (no shared heap)
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let cloned = buffer.clone();
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assert_eq!(cloned.len(), 5);
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assert_eq!(cloned.mean(), 3.0);
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// Original and clone should be independent
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assert_eq!(buffer.len(), 5);
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assert_eq!(buffer.mean(), 3.0);
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}
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#[test]
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fn test_ring_buffer_zero_capacity() {
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// Edge case: zero-capacity buffer (compiles but useless)
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let mut buffer: RingBuffer<f64, 0> = RingBuffer::new();
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buffer.push(42.0);
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assert_eq!(buffer.len(), 0); // Cannot store any values
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assert_eq!(buffer.mean(), 0.0);
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}
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