foxhunt/crates/ml/tests/dqn_hyperopt_json_export_test.rs

#![allow(
    clippy::assertions_on_constants,
    clippy::assertions_on_result_states,
    clippy::clone_on_copy,
    clippy::decimal_literal_representation,
    clippy::doc_markdown,
    clippy::empty_line_after_doc_comments,
    clippy::field_reassign_with_default,
    clippy::get_unwrap,
    clippy::identity_op,
    clippy::inconsistent_digit_grouping,
    clippy::indexing_slicing,
    clippy::integer_division,
    clippy::len_zero,
    clippy::let_underscore_must_use,
    clippy::manual_div_ceil,
    clippy::manual_let_else,
    clippy::manual_range_contains,
    clippy::modulo_arithmetic,
    clippy::needless_range_loop,
    clippy::non_ascii_literal,
    clippy::redundant_clone,
    clippy::shadow_reuse,
    clippy::shadow_same,
    clippy::shadow_unrelated,
    clippy::single_match_else,
    clippy::str_to_string,
    clippy::string_slice,
    clippy::tests_outside_test_module,
    clippy::too_many_lines,
    clippy::unnecessary_wraps,
    clippy::unseparated_literal_suffix,
    clippy::use_debug,
    clippy::useless_vec,
    clippy::wildcard_enum_match_arm,
    clippy::else_if_without_else,
    clippy::expect_used,
    clippy::missing_const_for_fn,
    clippy::similar_names,
    clippy::type_complexity,
    clippy::collapsible_else_if,
    clippy::doc_lazy_continuation,
    clippy::items_after_test_module,
    clippy::map_clone,
    clippy::multiple_unsafe_ops_per_block,
    clippy::unwrap_or_default,
    clippy::assign_op_pattern,
    clippy::needless_borrow,
    clippy::println_empty_string,
    clippy::unnecessary_cast,
    clippy::used_underscore_binding,
    clippy::create_dir,
    clippy::implicit_saturating_sub,
    clippy::exit,
    clippy::expect_fun_call,
    clippy::too_many_arguments,
    clippy::unnecessary_map_or,
    clippy::unwrap_used,
    dead_code,
    unused_imports,
    unused_variables,
    clippy::cloned_ref_to_slice_refs,
    clippy::neg_multiply,
    clippy::while_let_loop,
    clippy::bool_assert_comparison,
    clippy::excessive_precision,
    clippy::trivially_copy_pass_by_ref,
    clippy::op_ref,
    clippy::redundant_closure,
    clippy::unnecessary_lazy_evaluations,
    clippy::if_then_some_else_none,
    clippy::unnecessary_to_owned,
    clippy::single_component_path_imports,
)]
//! Integration tests for DQN hyperopt JSON export functionality
//!
//! Tests the automatic export of best trial hyperparameters to JSON
//! during hyperopt campaigns for production deployment.
//!
//! NOTE: These tests require GPU and training data, so they are marked
//! with #[ignore]. Run with: cargo test --test dqn_hyperopt_json_export_test -- --ignored

use anyhow::Result;
use serde_json;
use std::fs;
use std::path::{Path, PathBuf};

use ml::hyperopt::adapters::dqn::{BestTrialExport, DQNTrainer};
use ml::hyperopt::ArgminOptimizer;
use tracing::info;

#[cfg(test)]
mod hyperopt_json_export_tests {
    use super::*;

    /// Helper: Clean up any test JSON files
    fn cleanup_test_jsons(pattern: &str) {
        let results_dir = Path::new("ml/hyperopt_results");
        if !results_dir.exists() {
            return;
        }

        if let Ok(entries) = fs::read_dir(results_dir) {
            for entry in entries.flatten() {
                let path = entry.path();
                if let Some(name) = path.file_name().and_then(|n| n.to_str()) {
                    if name.contains(pattern) && name.ends_with(".json") {
                        let _ = fs::remove_file(&path);
                        info!(path = ?path, "Cleaned up test file");
                    }
                }
            }
        }
    }

    /// Helper: Find JSON file matching pattern in hyperopt_results/
    fn find_json_file(pattern: &str) -> Option<PathBuf> {
        let results_dir = Path::new("ml/hyperopt_results");
        if !results_dir.exists() {
            return None;
        }

        if let Ok(entries) = fs::read_dir(results_dir) {
            for entry in entries.flatten() {
                let path = entry.path();
                if let Some(name) = path.file_name().and_then(|n| n.to_str()) {
                    if name.contains(pattern) && name.ends_with(".json") {
                        return Some(path);
                    }
                }
            }
        }
        None
    }

    /// Test 1: Mini hyperopt saves best trial JSON
    ///
    /// Runs 3-trial hyperopt with 10 epochs each, verifies JSON export
    #[test]
    #[ignore] // Requires GPU and training data
    fn test_hyperopt_saves_best_trial_json() -> Result<()> {
        info!("TEST 1: Hyperopt saves best trial JSON");

        // Cleanup any previous test files
        cleanup_test_jsons("test_mini_");

        // Create DQN trainer with minimal epochs for speed
        let trainer = DQNTrainer::new(
            "test_data/ES_FUT_180d.parquet",
            10, // epochs per trial
        )?;

        // Run mini hyperopt (3 trials)
        info!("Running 3-trial hyperopt campaign");
        let optimizer = ArgminOptimizer::with_trials(3, 1);
        let result = optimizer.optimize(trainer)?;

        info!(best_objective = result.best_objective, "Hyperopt complete");

        // Verify JSON file was created
        let json_file = find_json_file("best_trial_sharpe_")
            .expect("Best trial JSON should be created");

        info!(path = ?json_file, "Found JSON file");

        // Load and verify the JSON
        let json_content = fs::read_to_string(&json_file)?;
        let trial: BestTrialExport = serde_json::from_str(&json_content)?;

        // Verify metadata exists
        assert!(trial.trial_number > 0, "Trial number should be > 0");
        assert!(trial.trial_number <= 3, "Trial number should be <= 3 (only 3 trials)");
        assert!(!trial.timestamp.is_empty(), "Timestamp should not be empty");
        assert!(trial.gradient_clip_norm > 0.0, "Gradient clip norm should be > 0");

        // Verify hyperparameters are present (all 21 fields)
        let params = trial.hyperparameters;
        assert!(params.learning_rate > 0.0, "Learning rate should be > 0");
        assert!(params.batch_size > 0, "Batch size should be > 0");
        assert!(params.gamma > 0.0 && params.gamma < 1.0, "Gamma should be in (0, 1)");
        assert!(params.buffer_size > 0, "Buffer size should be > 0");

        info!(trial_number = trial.trial_number, sharpe = trial.sharpe, "JSON file created with best trial");

        // Cleanup
        cleanup_test_jsons("best_trial_sharpe_");

        Ok(())
    }

    /// Test 2: Hyperopt updates JSON on new best trial
    ///
    /// Verifies that when a better trial is found, the JSON is updated
    #[test]
    #[ignore] // Requires GPU and training data
    fn test_hyperopt_updates_json_on_new_best() -> Result<()> {
        info!("TEST 2: Hyperopt updates JSON on new best");

        cleanup_test_jsons("best_trial_sharpe_");

        let trainer = DQNTrainer::new(
            "test_data/ES_FUT_180d.parquet",
            10, // epochs per trial
        )?;

        // Run 5 trials to increase chance of finding better trial
        info!("Running 5-trial hyperopt campaign");
        let optimizer = ArgminOptimizer::with_trials(5, 1);
        let _ = optimizer.optimize(trainer)?;

        // Load the final JSON
        let json_file = find_json_file("best_trial_sharpe_")
            .expect("Best trial JSON should exist");

        let json_content = fs::read_to_string(&json_file)?;
        let final_trial: BestTrialExport = serde_json::from_str(&json_content)?;

        // Verify the JSON contains the best trial from the campaign
        // (Note: We can't predict which trial number will be best, but we can
        // verify the data structure is valid and updated)
        assert!(final_trial.trial_number > 0 && final_trial.trial_number <= 5,
                "Best trial number should be in range [1, 5]");

        info!(trial_number = final_trial.trial_number, sharpe = final_trial.sharpe, "Final best trial");

        // Verify the file was written at least once
        let metadata = fs::metadata(&json_file)?;
        assert!(metadata.len() > 100, "JSON file should have substantial content");

        cleanup_test_jsons("best_trial_sharpe_");

        Ok(())
    }

    /// Test 3: JSON roundtrip - hyperopt output can be reloaded
    ///
    /// Saves a trial, loads it back, verifies all parameters match exactly
    #[test]
    #[ignore] // Requires GPU and training data
    fn test_hyperopt_json_roundtrip() -> Result<()> {
        info!("TEST 3: JSON roundtrip consistency");

        cleanup_test_jsons("best_trial_sharpe_");

        let trainer = DQNTrainer::new(
            "test_data/ES_FUT_180d.parquet",
            10,
        )?;

        info!("Running 2-trial hyperopt campaign");
        let optimizer = ArgminOptimizer::with_trials(2, 1);
        let _ = optimizer.optimize(trainer)?;

        // Load the JSON that was saved
        let json_file = find_json_file("best_trial_sharpe_")
            .expect("Best trial JSON should exist");

        let json_content = fs::read_to_string(&json_file)?;
        let saved_trial: BestTrialExport = serde_json::from_str(&json_content)?;

        // Serialize it again
        let roundtrip_json = serde_json::to_string_pretty(&saved_trial)?;

        // Deserialize the roundtrip version
        let roundtrip_trial: BestTrialExport = serde_json::from_str(&roundtrip_json)?;

        // Verify exact match on all fields
        assert_eq!(saved_trial.trial_number, roundtrip_trial.trial_number,
                   "Trial number should match exactly");
        assert_eq!(saved_trial.sharpe, roundtrip_trial.sharpe,
                   "Sharpe should match exactly");
        assert_eq!(saved_trial.win_rate, roundtrip_trial.win_rate,
                   "Win rate should match exactly");
        assert_eq!(saved_trial.max_drawdown, roundtrip_trial.max_drawdown,
                   "Max drawdown should match exactly");
        assert_eq!(saved_trial.total_return, roundtrip_trial.total_return,
                   "Total return should match exactly");
        assert_eq!(saved_trial.gradient_clip_norm, roundtrip_trial.gradient_clip_norm,
                   "Gradient clip norm should match exactly");

        // Verify all 21 hyperparameters match
        let saved_params = saved_trial.hyperparameters;
        let roundtrip_params = roundtrip_trial.hyperparameters;

        assert_eq!(saved_params.learning_rate, roundtrip_params.learning_rate);
        assert_eq!(saved_params.batch_size, roundtrip_params.batch_size);
        assert_eq!(saved_params.gamma, roundtrip_params.gamma);
        assert_eq!(saved_params.buffer_size, roundtrip_params.buffer_size);
        assert_eq!(saved_params.max_position_absolute, roundtrip_params.max_position_absolute);
        assert_eq!(saved_params.huber_delta, roundtrip_params.huber_delta);
        assert_eq!(saved_params.entropy_coefficient, roundtrip_params.entropy_coefficient);
        assert_eq!(saved_params.transaction_cost_multiplier, roundtrip_params.transaction_cost_multiplier);
        assert_eq!(saved_params.per_alpha, roundtrip_params.per_alpha);
        assert_eq!(saved_params.per_beta_start, roundtrip_params.per_beta_start);
        assert_eq!(saved_params.dueling_hidden_dim, roundtrip_params.dueling_hidden_dim);
        assert_eq!(saved_params.n_steps, roundtrip_params.n_steps);
        assert_eq!(saved_params.tau, roundtrip_params.tau);
        assert_eq!(saved_params.num_atoms, roundtrip_params.num_atoms);
        assert_eq!(saved_params.v_min, roundtrip_params.v_min);
        assert_eq!(saved_params.v_max, roundtrip_params.v_max);
        assert_eq!(saved_params.noisy_sigma_init, roundtrip_params.noisy_sigma_init);
        assert_eq!(saved_params.minimum_profit_factor, roundtrip_params.minimum_profit_factor);

        info!("All 21 hyperparameters + metadata survive roundtrip with perfect fidelity");

        cleanup_test_jsons("best_trial_sharpe_");

        Ok(())
    }

    /// Test 4: JSON contains all required metadata fields
    ///
    /// Validates that exported JSON has comprehensive metadata for production use
    #[test]
    #[ignore] // Requires GPU and training data
    fn test_hyperopt_json_contains_all_metadata() -> Result<()> {
        info!("TEST 4: JSON metadata completeness");

        cleanup_test_jsons("best_trial_sharpe_");

        let trainer = DQNTrainer::new(
            "test_data/ES_FUT_180d.parquet",
            10,
        )?;

        info!("Running 2-trial hyperopt campaign");
        let optimizer = ArgminOptimizer::with_trials(2, 1);
        let _ = optimizer.optimize(trainer)?;

        let json_file = find_json_file("best_trial_sharpe_")
            .expect("Best trial JSON should exist");

        // Load as raw JSON to verify field presence
        let json_content = fs::read_to_string(&json_file)?;
        let raw_json: serde_json::Value = serde_json::from_str(&json_content)?;

        // Verify top-level fields
        assert!(raw_json.get("trial_number").is_some(), "Should have trial_number");
        assert!(raw_json.get("sharpe").is_some(), "Should have sharpe");
        assert!(raw_json.get("win_rate").is_some(), "Should have win_rate");
        assert!(raw_json.get("max_drawdown").is_some(), "Should have max_drawdown");
        assert!(raw_json.get("total_return").is_some(), "Should have total_return");
        assert!(raw_json.get("timestamp").is_some(), "Should have timestamp");
        assert!(raw_json.get("gradient_clip_norm").is_some(), "Should have gradient_clip_norm");
        assert!(raw_json.get("hyperparameters").is_some(), "Should have hyperparameters");

        // Verify timestamp is ISO 8601 format
        let timestamp = raw_json["timestamp"].as_str()
            .expect("Timestamp should be a string");
        assert!(timestamp.contains('T') && timestamp.contains('Z'),
                "Timestamp should be ISO 8601 format: {}", timestamp);

        // Verify hyperparameters object has all 21 fields
        let hyperparams = raw_json["hyperparameters"].as_object()
            .expect("Hyperparameters should be an object");

        let required_fields = vec![
            "learning_rate", "batch_size", "gamma", "buffer_size",
            "max_position_absolute", "huber_delta",
            "entropy_coefficient", "transaction_cost_multiplier",
            "use_per", "per_alpha", "per_beta_start",
            "use_dueling", "dueling_hidden_dim", "n_steps", "tau",
            "use_distributional", "num_atoms", "v_min", "v_max",
            "use_noisy_nets", "noisy_sigma_init", "minimum_profit_factor",
            "w_dsr", "w_pnl", "w_dd", "w_idle",
            "dd_threshold", "loss_aversion", "time_decay_rate",
        ];

        for field in required_fields {
            assert!(hyperparams.contains_key(field),
                    "Hyperparameters should contain field: {}", field);
        }

        info!("JSON contains all 8 metadata fields + 21 hyperparameter fields");

        cleanup_test_jsons("best_trial_sharpe_");

        Ok(())
    }

    /// Test 5: Verify filename contains Sharpe ratio
    #[test]
    #[ignore] // Requires GPU and training data
    fn test_json_filename_contains_sharpe() -> Result<()> {
        info!("TEST 5: JSON filename includes Sharpe");

        cleanup_test_jsons("best_trial_sharpe_");

        let trainer = DQNTrainer::new(
            "test_data/ES_FUT_180d.parquet",
            10,
        )?;

        info!("Running 2-trial hyperopt campaign");
        let optimizer = ArgminOptimizer::with_trials(2, 1);
        let _ = optimizer.optimize(trainer)?;

        let json_file = find_json_file("best_trial_sharpe_")
            .expect("Best trial JSON should exist");

        // Verify filename format
        let filename = json_file.file_name()
            .and_then(|n| n.to_str())
            .expect("Should have valid filename");

        assert!(filename.starts_with("best_trial_sharpe_"),
                "Filename should start with 'best_trial_sharpe_': {}", filename);
        assert!(filename.ends_with(".json"),
                "Filename should end with '.json': {}", filename);

        // Load JSON to verify Sharpe in filename matches content
        let json_content = fs::read_to_string(&json_file)?;
        let trial: BestTrialExport = serde_json::from_str(&json_content)?;

        // Extract Sharpe from filename (format: best_trial_sharpe_X.XXXX.json)
        let sharpe_str = filename
            .strip_prefix("best_trial_sharpe_")
            .and_then(|s| s.strip_suffix(".json"))
            .expect("Should be able to extract Sharpe from filename");

        let filename_sharpe: f64 = sharpe_str.parse()
            .expect(&format!("Should be able to parse Sharpe from filename: {}", sharpe_str));

        // Verify filename Sharpe matches JSON content (within floating point tolerance)
        let sharpe_diff = (filename_sharpe - trial.sharpe).abs();
        assert!(sharpe_diff < 0.0001,
                "Filename Sharpe ({}) should match JSON Sharpe ({}) within 0.0001",
                filename_sharpe, trial.sharpe);

        info!(filename_sharpe, trial_sharpe = trial.sharpe, "Filename Sharpe matches JSON Sharpe");

        cleanup_test_jsons("best_trial_sharpe_");

        Ok(())
    }
}