foxhunt/crates/ml/tests/hyperopt_kelly_params_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,
)]
#[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");
    }
}