9c3d741a08
Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
77 lines
2.8 KiB
Rust
77 lines
2.8 KiB
Rust
#[cfg(test)]
|
|
mod hyperopt_kelly_params_tests {
|
|
use ml::hyperopt::adapters::dqn::DQNParams;
|
|
use ml::hyperopt::traits::ParameterSpace;
|
|
|
|
#[test]
|
|
fn test_search_space_has_22_dimensions() {
|
|
let bounds = DQNParams::continuous_bounds();
|
|
assert_eq!(bounds.len(), 22, "Search space should be 22D after adding Kelly params");
|
|
}
|
|
|
|
#[test]
|
|
fn test_kelly_fractional_bounds() {
|
|
let bounds = DQNParams::continuous_bounds();
|
|
let (min, max) = bounds[18]; // Kelly fractional at index 18
|
|
assert_eq!(min, 0.25, "Kelly fractional min should be 0.25 (quarter-Kelly)");
|
|
assert_eq!(max, 1.0, "Kelly fractional max should be 1.0 (full-Kelly)");
|
|
}
|
|
|
|
#[test]
|
|
fn test_kelly_max_fraction_bounds() {
|
|
let bounds = DQNParams::continuous_bounds();
|
|
let (min, max) = bounds[19];
|
|
assert_eq!(min, 0.1, "Kelly max_fraction min should be 0.1 (10%)");
|
|
assert_eq!(max, 0.5, "Kelly max_fraction max should be 0.5 (50%)");
|
|
}
|
|
|
|
#[test]
|
|
fn test_kelly_min_trades_bounds() {
|
|
let bounds = DQNParams::continuous_bounds();
|
|
let (min, max) = bounds[20];
|
|
assert_eq!(min, 10.0, "Kelly min_trades min should be 10");
|
|
assert_eq!(max, 50.0, "Kelly min_trades max should be 50");
|
|
}
|
|
|
|
#[test]
|
|
fn test_volatility_window_bounds() {
|
|
let bounds = DQNParams::continuous_bounds();
|
|
let (min, max) = bounds[21];
|
|
assert_eq!(min, 10.0, "Volatility window min should be 10");
|
|
assert_eq!(max, 30.0, "Volatility window max should be 30");
|
|
}
|
|
|
|
#[test]
|
|
fn test_from_continuous_accepts_22d() {
|
|
let x = vec![
|
|
// Existing 18 params (use mid-range values)
|
|
(-4.5_f64).ln(), 112.0, 0.97, (75000.0_f64).ln(),
|
|
1.5, 6.0, (25.0_f64).ln(), 0.05, 1.25, 0.6, 0.4,
|
|
-2.0, 2.0, (0.5_f64).ln(), 320.0, 3.0, 126.0, 1.55,
|
|
// New Kelly params
|
|
0.5, 0.25, 30.0, 20.0
|
|
];
|
|
|
|
let result = DQNParams::from_continuous(&x);
|
|
assert!(result.is_ok(), "Should accept 22D parameter vector");
|
|
|
|
let params = result.unwrap();
|
|
assert!((params.kelly_fractional - 0.5).abs() < 0.01);
|
|
assert!((params.kelly_max_fraction - 0.25).abs() < 0.01);
|
|
assert_eq!(params.kelly_min_trades, 30);
|
|
assert_eq!(params.volatility_window, 20);
|
|
}
|
|
|
|
#[test]
|
|
fn test_from_continuous_rejects_18d() {
|
|
let x = vec![
|
|
(-4.5_f64).ln(), 112.0, 0.97, (75000.0_f64).ln(),
|
|
1.5, 6.0, (25.0_f64).ln(), 0.05, 1.25, 0.6, 0.4,
|
|
-2.0, 2.0, (0.5_f64).ln(), 320.0, 3.0, 126.0, 1.55,
|
|
];
|
|
|
|
let result = DQNParams::from_continuous(&x);
|
|
assert!(result.is_err(), "Should reject old 18D parameter vector");
|
|
}
|
|
}
|