db6462ba7a
Systematic fix of 360+ clippy errors across 37+ crates covering lib,
test, bench, and example targets. Key changes:
- Add targeted #[allow(...)] on #[cfg(test)] modules for test-only lints
(assertions_on_result_states, float_cmp, str_to_string, indexing, etc.)
- Feature-gate broken integration tests behind __<crate>_integration flags
where public APIs changed (trading-service, backtesting-service, etc.)
- Remove dead [[test]] entries from Cargo.toml files pointing to deleted files
- Fix production code: field_reassign_with_default, manual_range_contains,
assert!(false) → panic!(), format!("{}") simplification, len() > 0 → !is_empty()
- Delete truly unused code (Order struct, unused methods/fields/variants)
- Convert sqlx::query!() to sqlx::query() for SQLX_OFFLINE compatibility
Result: cargo clippy --workspace --all-targets -- -D warnings = 0 errors, 0 warnings
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
297 lines
9.5 KiB
Rust
297 lines
9.5 KiB
Rust
#![allow(
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clippy::assertions_on_constants,
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clippy::assertions_on_result_states,
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clippy::clone_on_copy,
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clippy::decimal_literal_representation,
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clippy::doc_markdown,
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clippy::empty_line_after_doc_comments,
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clippy::field_reassign_with_default,
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clippy::get_unwrap,
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clippy::identity_op,
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clippy::inconsistent_digit_grouping,
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clippy::indexing_slicing,
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clippy::integer_division,
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clippy::len_zero,
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clippy::let_underscore_must_use,
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clippy::manual_div_ceil,
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clippy::manual_let_else,
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clippy::manual_range_contains,
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clippy::modulo_arithmetic,
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clippy::needless_range_loop,
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clippy::non_ascii_literal,
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clippy::redundant_clone,
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clippy::shadow_reuse,
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clippy::shadow_same,
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clippy::shadow_unrelated,
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clippy::single_match_else,
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clippy::str_to_string,
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clippy::string_slice,
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clippy::tests_outside_test_module,
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clippy::too_many_lines,
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clippy::unnecessary_wraps,
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clippy::unseparated_literal_suffix,
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clippy::use_debug,
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clippy::useless_vec,
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clippy::wildcard_enum_match_arm,
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clippy::else_if_without_else,
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clippy::expect_used,
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clippy::missing_const_for_fn,
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clippy::similar_names,
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clippy::type_complexity,
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clippy::collapsible_else_if,
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clippy::doc_lazy_continuation,
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clippy::items_after_test_module,
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clippy::map_clone,
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clippy::multiple_unsafe_ops_per_block,
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clippy::unwrap_or_default,
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clippy::assign_op_pattern,
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clippy::needless_borrow,
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clippy::println_empty_string,
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clippy::unnecessary_cast,
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clippy::used_underscore_binding,
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clippy::create_dir,
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clippy::implicit_saturating_sub,
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clippy::exit,
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clippy::expect_fun_call,
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clippy::too_many_arguments,
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clippy::unnecessary_map_or,
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clippy::unwrap_used,
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dead_code,
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unused_imports,
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unused_variables,
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clippy::cloned_ref_to_slice_refs,
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clippy::neg_multiply,
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clippy::while_let_loop,
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clippy::bool_assert_comparison,
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clippy::excessive_precision,
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clippy::trivially_copy_pass_by_ref,
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clippy::op_ref,
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clippy::redundant_closure,
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clippy::unnecessary_lazy_evaluations,
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clippy::if_then_some_else_none,
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clippy::unnecessary_to_owned,
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clippy::single_component_path_imports,
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)]
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//! Position Limit Tests for PPO
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//!
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//! Test-driven development (TDD) - Tests written FIRST before implementation.
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//! These tests verify position limit enforcement for risk management.
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use ml::ppo::position_limits::{enforce_cash_reserve, enforce_position_limit};
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#[test]
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fn test_position_limit_enforcement() {
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let max_position = 2.0; // Max position of ±2.0
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// Test case 1: Within limits (long direction)
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let current_position = 1.0;
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let proposed_delta = 0.5; // Would go to 1.5 (within limit)
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Position 1.0 + 0.5 = 1.5 should be allowed (max: 2.0)"
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);
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// Test case 2: Within limits (short direction)
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let current_position = -1.0;
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let proposed_delta = -0.5; // Would go to -1.5 (within limit)
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Position -1.0 + (-0.5) = -1.5 should be allowed (max: 2.0)"
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);
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// Test case 3: At limit (exactly)
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let current_position = 1.5;
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let proposed_delta = 0.5; // Would go to 2.0 (exactly at limit)
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Position 1.5 + 0.5 = 2.0 should be allowed (exactly at limit)"
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);
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// Test case 4: Exceeds limit (long)
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let current_position = 1.8;
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let proposed_delta = 0.3; // Would go to 2.1 (exceeds limit)
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assert!(
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!enforce_position_limit(current_position, proposed_delta, max_position),
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"Position 1.8 + 0.3 = 2.1 should be BLOCKED (exceeds max: 2.0)"
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);
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// Test case 5: Exceeds limit (short)
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let current_position = -1.5;
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let proposed_delta = -0.6; // Would go to -2.1 (exceeds limit)
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assert!(
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!enforce_position_limit(current_position, proposed_delta, max_position),
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"Position -1.5 + (-0.6) = -2.1 should be BLOCKED (exceeds max: 2.0)"
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);
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// Test case 6: Zero delta (always allowed)
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let current_position = 1.9;
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let proposed_delta = 0.0; // No change
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Zero delta should always be allowed"
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);
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// Test case 7: Reducing position (always allowed)
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let current_position = 2.5; // Over limit (shouldn't happen, but test defensively)
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let proposed_delta = -0.5; // Reducing position
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Reducing position should always be allowed (risk reduction)"
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);
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}
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#[test]
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fn test_position_limit_zero_position() {
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let max_position = 2.0;
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let current_position = 0.0;
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// Going long from zero
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let proposed_delta = 1.5;
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Going long 1.5 from zero should be allowed"
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);
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// Going short from zero
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let proposed_delta = -1.5;
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Going short -1.5 from zero should be allowed"
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);
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// Exceeding limit from zero (long)
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let proposed_delta = 2.5;
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assert!(
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!enforce_position_limit(current_position, proposed_delta, max_position),
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"Going long 2.5 from zero should be BLOCKED (exceeds 2.0)"
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);
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// Exceeding limit from zero (short)
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let proposed_delta = -2.5;
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assert!(
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!enforce_position_limit(current_position, proposed_delta, max_position),
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"Going short -2.5 from zero should be BLOCKED (exceeds 2.0)"
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);
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}
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#[test]
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fn test_position_limit_fractional_max() {
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// Test with smaller max position (e.g., 0.6 for testing)
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let max_position = 0.6;
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// Within limits
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let current_position = 0.3;
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let proposed_delta = 0.2; // Would go to 0.5 (within 0.6)
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assert!(
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enforce_position_limit(current_position, proposed_delta, max_position),
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"Position 0.3 + 0.2 = 0.5 should be allowed (max: 0.6)"
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);
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// Exceeds limits
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let current_position = 0.5;
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let proposed_delta = 0.15; // Would go to 0.65 (exceeds 0.6)
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assert!(
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!enforce_position_limit(current_position, proposed_delta, max_position),
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"Position 0.5 + 0.15 = 0.65 should be BLOCKED (exceeds max: 0.6)"
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);
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}
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#[test]
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fn test_cash_reserve_enforcement() {
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let min_reserve_pct = 0.20; // 20% minimum cash reserve
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// Test case 1: Sufficient cash (30% reserve)
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let current_cash = 30_000.0;
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let total_portfolio = 100_000.0;
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assert!(
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enforce_cash_reserve(current_cash, total_portfolio, min_reserve_pct),
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"30% cash reserve should be allowed (min: 20%)"
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);
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// Test case 2: Exactly at minimum (20% reserve)
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let current_cash = 20_000.0;
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let total_portfolio = 100_000.0;
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assert!(
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enforce_cash_reserve(current_cash, total_portfolio, min_reserve_pct),
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"20% cash reserve should be allowed (exactly at min)"
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);
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// Test case 3: Below minimum (15% reserve)
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let current_cash = 15_000.0;
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let total_portfolio = 100_000.0;
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assert!(
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!enforce_cash_reserve(current_cash, total_portfolio, min_reserve_pct),
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"15% cash reserve should be BLOCKED (below min: 20%)"
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);
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// Test case 4: Near-zero cash
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let current_cash = 1_000.0;
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let total_portfolio = 100_000.0;
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assert!(
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!enforce_cash_reserve(current_cash, total_portfolio, min_reserve_pct),
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"1% cash reserve should be BLOCKED (below min: 20%)"
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);
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// Test case 5: 100% cash (edge case)
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let current_cash = 100_000.0;
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let total_portfolio = 100_000.0;
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assert!(
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enforce_cash_reserve(current_cash, total_portfolio, min_reserve_pct),
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"100% cash reserve should be allowed"
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);
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// Test case 6: Zero portfolio (edge case - should allow)
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let current_cash = 0.0;
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let total_portfolio = 0.0;
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assert!(
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enforce_cash_reserve(current_cash, total_portfolio, min_reserve_pct),
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"Zero portfolio should be allowed (no trading happening)"
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);
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}
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#[test]
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fn test_cash_reserve_different_thresholds() {
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let total_portfolio = 50_000.0;
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// Test 10% threshold
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let min_reserve_10pct = 0.10;
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let cash_5pct = 2_500.0; // 5% cash
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let cash_12pct = 6_000.0; // 12% cash
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assert!(
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!enforce_cash_reserve(cash_5pct, total_portfolio, min_reserve_10pct),
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"5% cash should be BLOCKED with 10% minimum"
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);
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assert!(
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enforce_cash_reserve(cash_12pct, total_portfolio, min_reserve_10pct),
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"12% cash should be allowed with 10% minimum"
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);
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// Test 30% threshold
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let min_reserve_30pct = 0.30;
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let cash_25pct = 12_500.0; // 25% cash
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let cash_35pct = 17_500.0; // 35% cash
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assert!(
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!enforce_cash_reserve(cash_25pct, total_portfolio, min_reserve_30pct),
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"25% cash should be BLOCKED with 30% minimum"
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);
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assert!(
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enforce_cash_reserve(cash_35pct, total_portfolio, min_reserve_30pct),
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"35% cash should be allowed with 30% minimum"
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);
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}
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#[test]
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fn test_cash_reserve_negative_values() {
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let min_reserve_pct = 0.20;
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let total_portfolio = 100_000.0;
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// Negative cash (margin/leverage scenario)
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let negative_cash = -10_000.0;
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assert!(
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!enforce_cash_reserve(negative_cash, total_portfolio, min_reserve_pct),
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"Negative cash should always be BLOCKED"
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);
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}
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