foxhunt/crates/ml/tests/dqn_hyperparams_kelly_fields_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,
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    clippy::too_many_arguments,
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    dead_code,
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    unused_variables,
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    clippy::redundant_closure,
    clippy::unnecessary_lazy_evaluations,
    clippy::if_then_some_else_none,
    clippy::unnecessary_to_owned,
    clippy::single_component_path_imports,
)]
//! 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");
    }
}