foxhunt/ml/tests/dqn_hyperparams_kelly_fields_test.rs

//! Test Suite: DQN Hyperparameters Kelly Fields Validation
//!
//! Purpose: Verify that DQNHyperparameters struct has all 4 Kelly sizing fields
//! and that they are correctly configured with sensible defaults.
//!
//! This test validates WAVE 19 Agent 2's requirement that Kelly parameters
//! are properly integrated into the hyperparameters struct.

#[cfg(test)]
mod dqn_hyperparams_kelly_tests {
    use ml::trainers::dqn::DQNHyperparameters;

    #[test]
    fn test_hyperparams_has_kelly_fractional() {
        let hyperparams = DQNHyperparameters::conservative();
        // Should compile if field exists
        let _kelly = hyperparams.kelly_fractional;

        // Verify it's accessible
        assert!(hyperparams.kelly_fractional > 0.0);
    }

    #[test]
    fn test_hyperparams_has_kelly_max_fraction() {
        let hyperparams = DQNHyperparameters::conservative();
        let _kelly_max = hyperparams.kelly_max_fraction;

        // Verify it's accessible
        assert!(hyperparams.kelly_max_fraction > 0.0);
    }

    #[test]
    fn test_hyperparams_has_kelly_min_trades() {
        let hyperparams = DQNHyperparameters::conservative();
        let _min_trades = hyperparams.kelly_min_trades;

        // Verify it's accessible
        assert!(hyperparams.kelly_min_trades > 0);
    }

    #[test]
    fn test_hyperparams_has_volatility_window() {
        let hyperparams = DQNHyperparameters::conservative();
        let _vol_window = hyperparams.volatility_window;

        // Verify it's accessible
        assert!(hyperparams.volatility_window > 0);
    }

    #[test]
    fn test_custom_kelly_params_can_be_set() {
        let mut hyperparams = DQNHyperparameters::conservative();

        // Set custom values
        hyperparams.kelly_fractional = 0.75;
        hyperparams.kelly_max_fraction = 0.4;
        hyperparams.kelly_min_trades = 35;
        hyperparams.volatility_window = 25;

        // Verify they were set correctly
        assert_eq!(hyperparams.kelly_fractional, 0.75);
        assert_eq!(hyperparams.kelly_max_fraction, 0.4);
        assert_eq!(hyperparams.kelly_min_trades, 35);
        assert_eq!(hyperparams.volatility_window, 25);
    }

    #[test]
    fn test_default_kelly_params_are_reasonable() {
        let hyperparams = DQNHyperparameters::conservative();

        // Check defaults are within hyperopt bounds (from Agent 1 specification)
        // kelly_fractional: [0.25, 1.0]
        assert!(hyperparams.kelly_fractional >= 0.25 && hyperparams.kelly_fractional <= 1.0,
                "Default kelly_fractional ({}) should be in [0.25, 1.0]", hyperparams.kelly_fractional);

        // kelly_max_fraction: [0.1, 0.5]
        assert!(hyperparams.kelly_max_fraction >= 0.1 && hyperparams.kelly_max_fraction <= 0.5,
                "Default kelly_max_fraction ({}) should be in [0.1, 0.5]", hyperparams.kelly_max_fraction);

        // kelly_min_trades: [10, 50]
        assert!(hyperparams.kelly_min_trades >= 10 && hyperparams.kelly_min_trades <= 50,
                "Default kelly_min_trades ({}) should be in [10, 50]", hyperparams.kelly_min_trades);

        // volatility_window: [10, 30]
        assert!(hyperparams.volatility_window >= 10 && hyperparams.volatility_window <= 30,
                "Default volatility_window ({}) should be in [10, 30]", hyperparams.volatility_window);
    }

    #[test]
    fn test_kelly_fields_are_public() {
        // This test verifies that all Kelly fields are pub (accessible to hyperopt adapter)
        let hyperparams = DQNHyperparameters::conservative();

        // If these compile, the fields are public
        let _: f64 = hyperparams.kelly_fractional;
        let _: f64 = hyperparams.kelly_max_fraction;
        let _: usize = hyperparams.kelly_min_trades;
        let _: usize = hyperparams.volatility_window;
    }

    #[test]
    fn test_expected_default_values() {
        let hyperparams = DQNHyperparameters::conservative();

        // From trainer code (lines 629-632):
        // kelly_fractional: 0.5 (half-Kelly, conservative)
        // kelly_max_fraction: 0.25 (max 25% of portfolio)
        // kelly_min_trades: 20 (20 trades minimum)
        // volatility_window: 20 (20-period rolling window)

        assert_eq!(hyperparams.kelly_fractional, 0.5,
                   "Expected default kelly_fractional=0.5 (half-Kelly)");
        assert_eq!(hyperparams.kelly_max_fraction, 0.25,
                   "Expected default kelly_max_fraction=0.25 (25% max)");
        assert_eq!(hyperparams.kelly_min_trades, 20,
                   "Expected default kelly_min_trades=20");
        assert_eq!(hyperparams.volatility_window, 20,
                   "Expected default volatility_window=20");
    }
}